- The MSCI Singapore Index (SiMSCI) futures recorded higher volatility in mid-October with the 10-day volatility gauge for the underlying index returning to September 2013 levels.
- The SiMSCI futures maintain a historically close correlation with the underlying cash index, allow market participants to take advantage of market’s twists and turns.
- Combined with the ability to trade the SiMSCI futures after hours, its recognised correlation to the underlying cash index saw a 42% jump in volume during the first half of October.
The performance of the MSCI Singapore Index (SiMSCI Index) is driven by the price performance and return expectations of its 29 constituents. This includes 25 STI constituents and four of the constituents of the STI Reserve List. The index is investable through the SiMSCI futures as well as Exchange Traded Funds (ETF).
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