Rulebooks: Contents

Rulebooks
Mainboard Rules
Catalist Rules
SGX-ST Rules
CDP Clearing Rules
DVP Rules
CDP Depository Rules
Futures Trading Rules
Chapter 1 General Matters
Chapter 2 Access and Membership
Chapter 3 Conduct of Members, Approved Traders and Representatives
Chapter 4 Listing and Trading of Contracts
Chapter 5 Physical Delivery
Chapter 6 Dispute Resolution and Arbitration
Chapter 7 Adverse Events, Rule Violations and Disciplinary Action
Chapter 8 Definitions and Interpretation
Chapter 9 Transitional Provisions
Regulatory Notices
Practice Notes
Schedules
SGX-DC Clearing Rules
SIAC DT Arbitration Rules
SIAC DC Arbitration Rules
Rule Amendments

Appendix B To Regulatory Notice 4.1.11

Past version: effective from Jul 17 2017 - Aug 20 2017.
To view other versions open the versions tab on the right.

MINIMUM TICK SCHEDULE FOR NEGOTIATED LARGE TRADES


Contract Market Tick Size NLT Tick Size
Eurodollar Futures and Options Spot
0.0025 points (US$6.25)
Subsequent contract months
0.0050 points (US$12.50)
All
0.0001 points (US$0.25)
Euroyen Libor Futures Spot and subsequent 3 contract months
0.0025 points (¥625)
5th contract month onwards
0.005 points (¥1,250)
All
0.001 points (¥250)
Euroyen Libor Options 0.005 points (¥1,250) 0.001 points (¥250)
Euroyen Tibor Futures Spot and subsequent 3 contract months
0.0025 points (¥625)
5th contract month onwards
0.005 points (¥1,250)
All
0.001 points (¥250)
Euroyen Tibor Options 0.005 points (¥1,250) 0.001 points (¥250)
Mini JGB Futures and Options ¥0.01 per ¥100 face value (¥1,000) ¥0.01 per ¥100 face value (¥1,000)
Mini Nikkei 225 Index Futures 1 index point (¥100) 0.01 index points (¥1)
MSCI Asia APEX 50 Index Futures 0.5 index points (US$25) 0.01 index points (US$0.50)
MSCI India Index Futures 0.2 index points (US$10) 0.01 index points (US$0.50)
MSCI Indonesia Index Futures 5 index points (US$10) 0.01 index points (US$0.02)
MSCI Malaysia Index Futures 0.25 index points (USD$5) 0.01 index points (US$0.20)
MSCI Philippines Index Futures 1 index point (US$10) 0.01 index points (US$0.10)
MSCI Singapore Index Futures and Options 0.05 index points (S$5) 0.01 index points (S$1)
MSCI Taiwan Index Futures 0.1 index points (US$10) 0.01 index points (US$1)
MSCI Taiwan Index Options 0.01 index points (US$1) 0.01 index points (US$1)
MSCI Thailand Index Futures 0.25 index points (US$5) 0.01 index points (US$0.20)
Nikkei 225 Index Futures 5 index points (¥2,500) 0.01 index points (¥5)
Nikkei 225 Index Options 1 index point (¥500) 0.01 index points (¥5)
Nikkei Stock Average Dividend Point Index Futures 0.1 index points (¥1,000) 0.01 index points (¥100)
SGX API 4 FOB Richards Bay Coal Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX API 5 FOB NewCastle Coal Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX API 8 CFR China Coal Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX AUD/JPY Futures ¥ 0.01 (¥ 250) ¥ 0.01 (¥ 250)
SGX AUD/USD Futures US$0.0001 (US$2.50) US$0.0001 (US$2.50)
SGX Baltic Capesize Time Charter Average (4 routes) Futures US$1 per day US$1 per day
SGX Options on Baltic Capesize Time Charter Average (4 routes) Futures Contract US$0.01 per day US$0.01 per day
SGX Baltic Capesize Time Charter Average (5 routes) Futures US$1 per day US$1 per day
SGX Options on Baltic Capesize Time Charter Average (5 routes) Futures US$0.01 per day US$0.01 per day
SGX Baltic Capesize Voyage C5 Route Futures Contract US$0.01 per metric tonne US$0.01 per metric tonne
SGX Baltic Handysize Time Charter Average Futures US$1 per day US$1 per day
SGX Options on Baltic Handysize Time Charter Average Futures Contract US$0.01 per day US$0.01 per day
SGX Baltic Panamax Time Charter Average Futures US$1 per day US$1 per day
SGX Options on Baltic Panamax Time Charter Average Futures Contract US$0.01 per day US$0.01 per day
SGX Baltic Supramax Time Charter Average (6 routes) Futures US$1 per day US$1 per day
SGX Options on Baltic Supramax Time Charter Average (6 routes) Futures Contract US$0.01 per day US$0.01 per day
SGX Baltic Supramax Time Charter Average (10 routes) Futures US$1 per day US$1 per day
SGX Options on Baltic Supramax Time Charter Average (10 routes) Futures Contract US$0.01 per day US$0.01 per day
SGX CNY/SGD Futures S$0.0001 per 10 Chinese yuan (S$5) S$0.0001 per 10 Chinese yuan (S$5)
SGX CNY/USD Futures US$0.0001 per 10 Chinese yuan (US$5) US$0.0001 per 10 Chinese yuan (US$5)
SGX EUR/CNH Futures CNH 0.0001 (CNH 10) CNH 0.0001 (CNH 10)
SGX FTSE China A50 Index Futures 2.5 index points (US$2.50) 0.01 index points (US$0.01)
SGX Fuel Oil futures US$0.10 per tonne US$0.10 per tonne
SGX Hot-Rolled Coil (HRC) Steel CFR ASEAN Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX ICIS LLDPE CFR China Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX ICIS LLDPE CFR S.E.Asia Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX ICIS PP Flat Yarn (Raffia) CFR China Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX ICIS PP Flat Yarn (Raffia) CFR S.E.Asia Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX IHS McCloskey Indonesian Sub-Bit FOB Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX IDR/USD Futures US$0.001 per 100,000 IDR (US$5) US$0.0001 per 100,000 IDR (US$0.50)
SGX INR/USD Futures 0.01 US cents per 100 rupees (US$2) 0.001 US cents per 100 rupees (US$0.20)
SGX Option on INR/USD Futures 0.01 US cents per 100 rupees (US$2) 0.001 US cents per 100 rupees (US$0.20)
SGX KRW/JPY Futures ¥ 0.01 per 1,000 Korean won (¥ 250) ¥ 0.01 per 1,000 Korean won (¥ 250)
SGX KRW/USD Futures US$0.0001 per 1,000 Korean won (US$2.50) US$0.0001 per 1,000 Korean won (US$2.50)
SGX MB Iron Ore CFR China (58% FE Fines) Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX MSCI China Free Index Futures 2 index points (US$10) 0.01 index points
SGX MSCI China Free Index Options For premium < 100 index points: minimum tick of 0.5 index points (US$2.5).
For premium >= 100 points: minimum tick of 2 index points (US$10)
0.01 index points
SGX MSCI China Free Net Total Return (USD) Index Futures 0.5 index points (US$25) 0.0001 index points (US$0.005)
SGX MSCI India Net Total Return (USD) Index Futures 0.1 index points (US$10) 0.0001 index points (US$0.01)
SGX MSCI Indonesia Net Total Return (USD) Index Futures 0.5 index points (US$5) 0.0001 index points (US$0.001)
SGX MSCI Taiwan Net Total Return (USD) Index Futures 0.1 index points (US$10) 0.0001 index points (US$0.01)
SGX MYR/SGD Futures S$0.001 per 100 MYR (S$2) S$0.0001 per 100 MYR (S$0.20)
SGX MYR/USD Futures US$0.001 per 100 MYR (US$2) US$0.0001 per 100 MYR (US$0.20)
SGX Nifty 50 Index Futures 0.5 index points (US$1) 0.01 index points (US$0.02)
SGX Nifty 50 Index Options 0.5 index points (US$1) 0.01 index points (US$0.02)
SGX Nifty Bank Index Futures 2 index points (US$2) 0.01 index points (US$0.01)
SGX Nifty CPSE Index Futures 1 index point (US$5) 0.01 index point (US$0.05)
SGX Nifty IT Index Futures 5 index points (US$5) 0.01 index point (US$0.01)
SGX Nifty Midcap 50 Index Futures 1 index point (US$5) 0.01 index points (US$0.05)
SGX North Asia Sling LNG Futures US$0.001 per mmBtu US$0.001 per mmBtu
SGX Panamax Route P2A Timecharter Futures Contract US$1 per day US$1 per day
SGX Panamax Route P3A Timecharter Futures Contract US$1 per day US$1 per day
SGX PHP/USD Futures US$0.001 per 1,000 PHP (US$2) US$0.0001 per 1,000 PHP (US$0.20)
SGX PLATTS Benzene FOB Korea Futures Contract US$0.01 per metric tonne US$0.01 per metric tonne
SGX Platts Benzene-Naphtha Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX Platts Dated Brent Index Futures US$0.01 per barrel US$0.01 per barrel
SGX Platts Gasoil FOB Singapore Index Futures US$0.01 per barrel US$0.01 per barrel
SGX Platts Iron Ore CFR China (Lump Premium) Index Futures US$0.0001 per dry metric tonne unit US$0.0001 per dry metric tonne unit
SGX Platts Kerosene FOB Singapore Index Futures US$0.01 per barrel US$0.01 per barrel
SGX Platts Naphtha CFR Japan Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX Platts Paraxylene-Naphtha Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX PLATTS PX CFR China Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX Platts Singapore Fuel Oil 180cst Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX Platts Singapore Fuel Oil 380cst Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX Robusta Coffee Futures US$1 per tonne US$1 per tonne
SGX SGD/CNH Futures CNH 0.0001 (CNH 10) CNH 0.0001 (CNH 10)
SGX SICOM RSS3 Futures US$0.001 per kg US$0.001 per kg
SGX SICOM TSR20 Futures US$0.001 per kg US$0.001 per kg
SGX Singapore Regrade Spread Futures US$0.01 per barrel US$0.01 per barrel
SGX Singapore Sling LNG Futures US$0.001 per mmBtu US$0.001 per mmBtu
SGX Singapore Visco Spread Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX THB/USD Futures US$0.005 per 1,000 Thai baht (US$5) US$0.005 per 1,000 Thai baht (US$5)
SGX TSI CFR China Premium JM25 Coking Coal Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX TSI FOB Australia Premium Coking Coal Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX TSI Iron Ore CFR China (58% FE Fines) Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX TSI Iron Ore CFR China (62% Fe Fines) Index Futures US$0.01 per metric tonne US$0.01 per metric tonne
SGX Options on TSI Iron Ore CFR China (62% FE Fines) Index Futures Option Contract US$0.01 per metric tonne US$0.01 per metric tonne
SGX TWD/USD Futures US$0.0001 per 10 TW$ (US$10) US$0.0001 per 10 TW$ (US$10)
SGX USD/CNH Futures CNH 0.0001 (CNH 10) CNH 0.0001 (CNH 10)
SGX Option on USD/CNH Futures CNH 0.0001 (CNH 10) CNH 0.0001 (CNH 10)
SGX USD/JPY Futures (Standard) ¥ 0.005 (¥ 500) ¥ 0.005 (¥ 500)
SGX USD/JPY Futures (Titan) ¥ 0.005 (¥ 2,500) ¥ 0.005 (¥ 2,500)
SGX USD/SGD Futures S$0.0001 (S$2.50) S$0.0001 (S$2.50)
SGX USEP Monthly Base Load Electricity Futures S$0.01 per MWh S$0.01 per MWh
SGX USEP Quarterly Base Load Electricity Futures S$0.01 per MWh S$0.01 per MWh
Straits Times Index Futures 1 index point (S$10) 0.01 index points (S$0.10)
USD Nikkei 225 Index Futures 5 index points (US$25) 0.01 index points (US$0.05)

Amended on 6 December 2010, 16 December 2010, 24 January 2011, 15 February 2011, 11 June 2012, 16 July 2012, 25 February 2013, 5 August 2013, 30 September 2013, 21 October 2013, 11 November 2013, 25 November 2013, 16 December 2013, 20 January 2014, 17 February 2014, 3 April 2014, 4 August 2014, 25 August 2014, 1 September 2014, 29 September 2014, 20 October 2014, 2 December 2014, 5 January 2015, 19 January 2015, 9 February 2015, 9 March 2015, 31 August 2015, 31 August 2015, 5 October 2015, 2 November 2015, 7 December 2015, 25 January 2016, 1 February 2016, 28 March 2016, 28 March 2016, 29 March 2016, 4 April 2016, 3 May 2016, 2 June 2016, 4 July 2016, 11 July 2016, 31 October 2016, 14 November 2016, 5 December 2016, 27 February 2017, 27 March 2017, 22 May 2017 and 12 June 2017, 17 July 2017 and 17 July 2017.