ASX SPI 200™ Futures are the benchmark derivative product for investors trading and hedging in the Australian equity index market. ASX SPI 200™ Futures enable you to trade movements in the S&P/ASX 200 Index in a single transaction, thereby allowing exposure to Australia’s top 200 ...
We conclude that the implied volatility of at-the-money (ATM) call options on the SPI 200 Index futures is more powerful, dominating other modes of moneyness options as well as GARCH predictions.doi:10.1142/S0219091516500028Hassan TanhaCollege of Business Victoria University P.O. Box 14428Michael...
The S&P/ASX 200 launched on 3 April 2000. Upon launch, it replaced the All Ordinaries to become Australia's primary investment benchmark and is used as the basis of multiple index products (e.g.VIXandSPI 200 Futures). The high percentage of market representation gives the index a dual fun...
•tradethespreadbetweenthetwosectorsandtheASXSPI200 TM IndexFuture •arbitragesectorfuturesagainstrelatedsecurities. ContractCodesandUnderlyingIndices •S&P/ASX200ResourcesIndexFuture oASXCode:AR oUnderlyingindex:S&P/ASX200ResourcesIndex(XJR) •S&P/ASX200Financials-x-A-REITIndexFuture ...
and observers are keen to see if this positive sentiment carries into the next trading session. Market indicators suggest that Thursday may open on a higher note, with SPI futures predicting a 16-point increase, or a 0.2% rise, indicating optimism among traders after a favorable session on Wal...