Underlying index
Mini Index Futures are available over the following ASX indices:
- S&P/ASX50 Index
- S&P/ASX200 Index
- S&P/ASX 200 A-REIT Index
Contract value
Mini Index Futures contract prices are expressed in points. To convert this figure into a dollar value, an index multiplier of $10 per point is applied. For example, if the futures contract is trading at 3500 points, the contract value is $35,000.
Maturity Months
A range of contract maturity months is offered. Mini Index Futures run on a March/June/ September/December cycle.
Contracts mature on the third Thursday of the maturity month, provided this day is a trading day. Note you can trade futures contracts up to 12 noon on the maturity date.
Settlement
Mini Index Futures are cash settled. The settlement amount is based on the opening prices of the stocks in the underlying index on the morning of the maturity date. As the stocks in the relevant index open, the first traded price of each stock is recorded. Once all stocks in the index have opened, an index calculation is made using these opening prices.
Price
The price at which a futures contract is traded is not set by ACH, but is determined by market forces.
Futures Contract Specifications