Kontrak Berjangka Surat Utang Negara (KBSUN) / Indonesia Government Bond Futures (IGBF) adalah suatu perjanjian yang mewajibkan para pihak untuk membeli atau menjual sejumlah Surat Utang Negara pada harga dan dalam waktu tertentu di masa yang akan datang.
| IGB Futures | ||
|---|---|---|
| Product | SUN tenor 5 years | SUN tenor 10 years |
| Instrumen code | BM05H6 | BM10H6 |
| Contract size | IDR 1,000,000,000 | IDR 1,000,000,000 |
| Quotation | Price | Price |
| Tick size | 0.01 (1 bp) | 0.01 (1 bp) |
| Tick value | IDR 100,000 | IDR 100,000 |
| Auto-rejection | 300bp from reff price | 300bp from reff price |
| Initial Margin | 1% x Contract Size x Number of Contract x Futures Price | 2% x Contract Size x Number of Contract x Futures Price |
| Trading hours (WIB) | Session I : Monday – Friday : 09.00 – 11.30 Session II : Monday – Friday: 13.30– 15.15 Last Trading Day : 15:00 JATS Time (the last trading day is the day before a derivative contract expires. On the expiry date, the derivative is no longer tradable) |
Session I : Monday – Friday : 09.00 – 11.30 Session II : Monday – Friday: 13.30– 15.15 Last Trading Day : 15:00 JATS Time (the last trading day is the day before a derivative contract expires. On the expiry date, the derivative is no longer tradable) |
| Contract month | 3 months start from March with a four-month cycle (March, June, September and/or December) | 3 months start from March with a four-month cycle (March, June, September and/or December) |
| Settlement | Cash Settlement (T + 1) | Cash Settlement (T + 1) |
| Liquidity Provider | Yes | Yes |
| Spread LP | 55 bp (±0.55%) | 70 bp (±0.70%) |
| Min Quantity | 10 contracts | 10 contracts |
IDX30 Futures merupakan kontrak berjangka yang menggunakan underlying berupa Indeks Saham. IDX30 Futures menggunakan Indeks Saham IDX30 sebagai acuannya yang mengukur kinerja harga dari 30 saham yang memiliki likuiditas tinggi dan kapitalisasi pasar besar serta didukung oleh fundamental perusahaan yang baik.
Lihat Daftar Konstituen Indeks IDX30 >
| Criteria | Specification |
|---|---|
| Contract type | Kontrak Berjangka Indeks Efek |
| Underlying | Indeks IDX30 |
| Currency | Indonesia Rupiah (IDR) |
| Tick value (Face-value) | IDR 100.000, – per poin index |
| Sample – Quotation Bid/Offer | 500.00 / 500.10 |
| Tick size | 0,10 poin index (equiv. IDR 10.000, – per lot) |
| Contract month | 1 month, 2 months, 3 months |
| Auto-rejection / Daily-price-limit | 10% of IDX30 Futures Opening Price |
| Order type | Market, Limit Unfulfilled Limit Orders will be cancelled at the end of the Trading Day |
| Trading hours (WIB) | Session I : Monday – Friday : 09.00 – 11.30 Session II : Monday – Friday: 13.30– 15.15 Last Trading Day : 15:00 JATS Time (the last trading day is the day before a derivative contract expires. On the expiry date, the derivative is no longer tradable) |
| Settlement | Cash Settlement (T + 1) |
| Initial Margin | 4 – 10% x Index Points x Number of Contracts x Multiplier – varies according to market volatility |
| Margin Call | Equity value 100% or below vs Margin Requirement |
| Force-liquidation | During trading hours: Equity value 50% or below vs Margin Requirement, part or all of the customer’s Open Position will be closed. 30 minutes before end of the trading hours: |
| Online Trading Facility |  |
| Trading by Phone Facility | |
| Commission charge | IDR 60.000, – / side / lot (online) IDR 70.000, – / side / lot (by phone) |
LQ45 Futures merupakan kontrak berjangka yang menggunakan underlying berupa Indeks Saham. LQ45 Futures menggunakan Indeks Saham LQ-45 sebagai acuannya telah dikenal sebagai benchmark saham-saham di Pasar Modal Indonesia dan cukup efektif dalam rangka melakukan tracking secara keseluruhan dari pasar saham di Indonesia.
Lihat Daftar Konstituen Indeks LQ-45 >
| Criteria | Specification |
|---|---|
| Contract type | Kontrak Berjangka Indeks Efek |
| Underlying | Indeks LQ-45 |
| Currency | Indonesia Rupiah (IDR) |
| Tick value (Face-value) | IDR 500.000, – per poin index |
| Sample – Quotation Bid/Offer | 800.00 / 800.10 |
| Tick size | 0,05 poin index (equiv. IDR 25.000, – per lot) |
| Contract month | 1 month, 2 months, 3 months |
| Auto-rejection / Daily-price-limit | 10% of LQ45 Futures Opening Price |
| Order type | Market, Limit Unfulfilled Limit Orders will be cancelled at the end of the Trading Day |
| Trading hours (WIB) | Session I : Monday – Friday : 09.00 – 11.30 Session II : Monday – Friday: 13.30– 15.15 Last Trading Day : 15:00 JATS Time (the last trading day is the day before a derivative contract expires. On the expiry date, the derivative is no longer tradable) |
| Settlement | Cash Settlement (T + 1) |
| Initial Margin | 4 – 10% x Index Points x Number of Contracts x Multiplier – varies according to market volatility |
| Margin Call | Equity value 100% or below vs Margin Requirement |
| Force-liquidation | During trading hours: Equity value 50% or below vs Margin Requirement, part or all of the customer’s Open Position will be closed. 30 minutes before end of the trading hours: |
| Online Trading Facility | |
| Trading by Phone Facility | |
| Commission charge | IDR 100.000, – / side / lot (online) IDR 110.000, – / side / lot (by phone) |
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