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Stock Index Futures Contracts: Analysis and Applications

In: Financial Derivatives Markets and Applications

Author

Listed:
  • Obiyathulla Ismath Bacha
  • Pattarake Sarajoti

Abstract

This chapter examines equity futures contracts like stock index futures (SIF) and single stock futures (SSF) contracts. In-depth analysis is undertaken for two SIF contracts, the FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) futures (FKLI) traded on Bursa Malaysia Derivatives Berhad (BMDB) and the SET 50 Index futures contract traded on the Thailand Futures Exchange (TFEX). The chapter describes how these contracts can be used for hedging, arbitrage, and speculative purposes. SSF contracts available on both BMDB and TFEX are also examined. On completing this chapter, you should have a good understanding of SIF and SSF contracts and their applications.

Suggested Citation

  • Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811261480_0004
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    More about this item

    Keywords

    Derivatives; Financial Derivatives; Derivative Markets; Forwards; Futures; Options; Shariah Compliant Derivatives; Islamic Derivatives;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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