Rulebooks: Contents

Rulebooks
Mainboard Rules
Catalist Rules
SGX-ST Rules
CDP Clearing Rules
CDP Settlement Rules
DVP Rules [Entire Rulebook has been deleted]
CDP Depository Rules
Futures Trading Rules
SGX-DC Clearing Rules
Chapter 1 Application of Rules
Chapter 2 Clearing Membership
Chapter 3 Committees
Chapter 4 Enforcement of Rules
Chapter 5 Arbitration
Chapter 6 Delivery and Related Matters
Chapter 7 Clearing and Margins
Chapter 7A Suspension and Default
Chapter 7B Payments
Chapter 8 Mutual Offset System
Chapter 9 Definitions and Interpretation
Chapter 10 Transitional Provisions
Directives
Practice Notes
Appendices
Schedules
SIAC DT Arbitration Rules
SIAC DC Arbitration Rules
Archive
Rule Amendments

  Versions
(2 versions)
 
Up to Nov 7 2012Nov 8 2012 onwards

7.11.1

The daily settlement price of a Contract shall be determined:

7.11.1.1 in Non-Relevant Market Contracts and/or OTCF Contracts, by using price data from market participants or derived from pricing models, as selected or established by the Clearing House from time to time; and

Refer to Practice Note 7.11.1.1.
7.11.1.2 in all other Contracts, in accordance with the relevant formula and procedures applicable to each Contract, as determined by the Clearing House. In arriving at such formula, the Clearing House may, in consultation with the Exchange, take into account factors, including but not limited to:
a. the last traded price;
b. bid and offer spread at the close of market; and
c. price data derived from pricing models, as selected or established by the Clearing House from time to time.

Amended on 27 March 2006, 22 September 2006, 3 November 2010 and 8 November 2012.