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              "url": "/derivatives/products/ammonia"
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        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
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              {
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              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts BZ FOB Korea Swap",
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                "data": {
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                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
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            ],
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              "url": "/derivatives/products/benzene"
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        {
          "data": {
            "contentType": "derivative_underlying_product",
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              {
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                }
              },
              {
                "data": {
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                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX TSI FOB Australia Premium Coking Coal Swap",
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                      "data": {
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                    }
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                      "data": {
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                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX TSI FOB Australia Premium Coking Coal Futures",
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                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Option on TSI FOB Australia Premium Coking Coal Swap",
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                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am</p>\n<p>Note: After the close of the&nbsp;T-session,&nbsp;there will be a 30 min grace window for&nbsp;participants to continue registering T-session trades.</p>\n"
                  },
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                }
              },
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                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Option on TSI FOB Australia Premium Coking Coal Futures",
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                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session,&nbsp;there will be a 30 min grace window for&nbsp;participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying SGX TSI FOB Australia Premium Coking Coal Futures. The last publication day is the last Singapore business day of the contract month.",
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                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying futures positions, which will then be cash-settled based on the final settlement price methodology of the revelant futures contract.",
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                  "deliveryPeriod": null,
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                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": "IACA Comdty OMON <GO>",
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
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                  "availableToUSCustomers": true,
                  "contractSize": "1 FEU",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per FEU",
                  "contractMonths": "Up to 3 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per FEU",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day</p>\n<p>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the relevant underlying container index.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all of Baltic’s spot assessments for each day that is published in the expiring Contract Month for the relevant underlying product, as provided by Baltic.\r\n",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of relevant Freight Futures, Swaps, and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 5,000\r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XEBA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/container-freight"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Crypto Perpetual Futures",
            "shortName": "CryptoPerps",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "595",
                    "name": "Cryptocurrencies",
                    "order": "0",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "digitalasset",
                    "allowDataOrderForms": false
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Bitcoin Perpetual Futures",
                  "contractCode": "BTP",
                  "tickerSymbol": "BTP (Perpetual), BTPTS (Trade-At-Settlement)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "592",
                        "name": "Perpetual Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "0.2 Bitcoin, defined as iEdge CoinDesk Bitcoin Reference Rate Index ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Perpetual: 5 index points (US$1), Trade-At-Settlement: 1 index point (US$ 0.20)",
                  "contractMonths": "Listed as a perpetual futures contract without expiry",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": {
                    "processed": "<p>Funding Rate computed as average basis between the Contract price and Spot price based on <strong>iEdge CoinDesk Bitcoin Real Time index </strong>(BBG: IEBRT Index; Refinitiv: .IEBRT), subject to the Cap, Floor and Stabilizing Range as prescribed by the Exchange.&nbsp;</p>"
                  },
                  "tradingHours": {
                    "processed": "<p><strong>T Session:&nbsp;</strong><br>Pre-Opening: 7.00 am - 7.03 am<br>Non-Cancel: 7.03 am - 7.05 am&nbsp;<br>Perpetual Opening: 7.05 am - 4.00 pm&nbsp;<br>TAS Opening: 7.05 am - 3.00 pm<br>&nbsp;</p>\n<p><strong>T+1 Session:&nbsp;</strong><br>Opening: 4.05 pm - 5.15 am (next day)</p>\n<p><br><em>Excluding weekends and 1 Jan. If 1 Jan falls on a Sunday, 2 Jan Monday shall be a trading holiday. Registration of TAS NLT trades starts from 7:10am. Further, after the close of the T-session, there will be a 30minutesgrace window for participants to continue registering NLT trades in T-session.</em></p>\n"
                  },
                  "tradingHoursOnLastDay": "N.A.",
                  "lastTradingDay": "N.A.",
                  "dailyPriceLimits": "No Price Limits",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement (in USD)",
                  "finalSettlementPrice": "N.A.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Perpetual: Minimum 5 lots, with Minimum price fluctuation 0.01 index points, Trade-At-Settlement: Minimum 5 lots, with Minimum price fluctuation 1 index points",
                  "bloombergTicker": "IEBRR Index",
                  "reutersTicker": ".IEBRR",
                  "bloombergTickerCode": "Funding Rate: BTFR",
                  "reutersTickerCode": "Perpetual: SIMBTCPPFZ9\r\nFunding Rate: SIMBTCFR\r\nTrade-At-Settlement: SIMBTPTSZ49",
                  "vendorTicker": "ICE Perpetual code: F:BTP\\Z49\r\nICE Funding Rate code: C:BTFR\r\nICE Trade-At-Settlement code: F:BTPTS\\Z49\r\n\r\nTT Perpetual code: BTP\r\nTT Funding Rate code: BTFR\r\nTT Trade-At-Settlement code: BTP_TAS\r\n\r\nCQG Perpetual code: ZBTPZ49\r\nCQG Funding Rate code: ZBTPFR\r\nCQG Trade-At-Settlement code: ZBTPTS\r\n\r\nActiv Perpetual code: BTP/yym.SG\r\nActiv Trade-At-Settlement code: BTP/yym.SG/TS",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": "BTFR"
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Ethereum Perpetual Futures",
                  "contractCode": "ETP",
                  "tickerSymbol": "ETP (Perpetual), ETPTS (Trade-At-Settlement)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "592",
                        "name": "Perpetual Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "5 Ethereum, as defined by iEdge CoinDesk Ethereum Reference Rate Index ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Perpetual: 0.2 index point (US$ 1), Trade-At-Settlement: 0.1 index point (US$ 0.50)",
                  "contractMonths": "Listed as a perpetual futures contract without expiry",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": {
                    "processed": "<p>Funding Rate computed as average basis between the Contract price and Spot price based on <strong>iEdge CoinDesk Ethereum Real Time index </strong>(BBG: IEERT Index; Refinitiv: .IEERT), subject to the Cap, Floor and Stabilizing Range as prescribed by the Exchange.&nbsp;</p>"
                  },
                  "tradingHours": {
                    "processed": "<p><strong>T Session:&nbsp;</strong><br>Pre-Opening: 7.00 am - 7.03 am<br>Non-Cancel: 7.03 am - 7.05 am&nbsp;<br>Perpetual Opening: 7.05 am - 4.00 pm&nbsp;<br>TAS Opening: 7.05 am - 3.00 pm&nbsp;</p>\n<p><br><strong>T+1 Session:&nbsp;</strong><br>Opening: 4.05 pm - 5.15 am (next day)</p>\n<p><br><em>Excluding weekends and 1 Jan. If 1 Jan falls on a Sunday, 2 Jan Monday shall be a trading holiday. Registration of TAS NLT trades starts from 7:10am. Further, after the close of the T-session, there will be a 30 minute grace window for participants to continue registering NLT trades in T-session.</em></p>\n"
                  },
                  "tradingHoursOnLastDay": "N.A.",
                  "lastTradingDay": "N.A",
                  "dailyPriceLimits": "No Price Limits",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement (in USD)",
                  "finalSettlementPrice": "N.A.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Perpetual: Minimum 5 lots, with Minimum price fluctuation 0.01 index points, Trade-At-Settlement: Minimum 5 lots, with Minimum price fluctuation 0.1 index points ",
                  "bloombergTicker": "IEERR Index",
                  "reutersTicker": ".IEERR",
                  "bloombergTickerCode": "Funding Rate: ETFR",
                  "reutersTickerCode": "Perpetual: SIMETHPPFZ9\r\nFunding Rate: SIMETHCFR\r\nTrade-At-Settlement: SIMETPTSZ49\r\n",
                  "vendorTicker": "ICE Perpetual code: F:ETP\\Z49\r\nICE Funding Rate code: C:ETFR\r\nICE Trade-At-Settlement code: F:ETPTS\\Z49\r\n\r\nTT Perpetual code: ETP\r\nTT Funding Rate code: ETFR\r\nTT Trade-At-Settlement code: ETP_TAS\r\n\r\nCQG Perpetual code: ZETPZ49\r\nCQG Funding Rate code: ZETPFR\r\nCQG Trade-At-Settlement code: ZETPTS\r\n\r\nActiv Perpetual code: ETP/yym.SG\r\nActiv Trade-At-Settlement code: ETP/yym.SG/TS",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": "ETFR"
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/cryptoperps"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Dairy",
            "shortName": "Dairy",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "194",
                    "name": "Agriculture",
                    "order": "1",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "agriculture",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "468",
                    "name": "Dairy",
                    "order": "0",
                    "parentCode": "agriculture",
                    "entityBundle": "derivatives_categories",
                    "code": "dairy",
                    "allowDataOrderForms": false
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX Global Whole Milk Powder (WMP) Futures",
                  "contractCode": "WMP",
                  "tickerSymbol": "WMP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$5 per metric tonne",
                  "contractMonths": "18 consecutive contract months",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm<br>Pre-Opening: 7.10 am – 7.23 am<br>Non-Cancel: 7.23 am – 7.25 am<br><br><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "The day of the last Global Dairy Trade (GDT) Events Auction of the contract month\r\n",
                  "dailyPriceLimits": "N.A.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Average of winning GDT prices for one Tonne of Whole Milk Powder, Regular - NZ, Contract 2 in GDT Events Auction\r\n",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 20,000 ",
                  "negotiatedLargeTrade": "100 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "OMRA Comdty",
                  "reutersTickerCode": "0#SWMP:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX Global Skim Milk Powder (SMP) Futures",
                  "contractCode": "SMP",
                  "tickerSymbol": "SMP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$5 per metric tonne",
                  "contractMonths": "18 consecutive contract months",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm<br>Pre-Opening: 7.10 am – 7.23 am<br>Non-Cancel: 7.23 am – 7.25 am<br><br><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen:\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "The day of the last Global Dairy Trade (GDT) Events Auction of the contract month",
                  "dailyPriceLimits": "N.A.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Average of winning GDT prices for one tonne of Skim Milk Powder, Medium Heat - NZ, Contract 2 in GDT Events Auctions",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 20,000 ",
                  "negotiatedLargeTrade": "100 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "LMAA Comdty",
                  "reutersTickerCode": "0#SSMP:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX Global Anhydrous Milk Fat (AMF) Futures ",
                  "contractCode": "AMF",
                  "tickerSymbol": "AMF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$5 per metric tonne",
                  "contractMonths": "18 consecutive contract months",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm<br>Pre-Opening: 7.10 am – 7.23 am<br>Non-Cancel: 7.23 am – 7.25 am<br><br><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen:\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "The day of the last Global Dairy Trade (GDT) Events Auction of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Average of winning GDT prices for one tonne of Anhydrous Milk Fat, Premium 210kg drum - NZ, Contract 2 in GDT Events  Auctions",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 20,000 ",
                  "negotiatedLargeTrade": "50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "OMAA Comdty",
                  "reutersTickerCode": "0#SAMF:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX Global Butter (BTR) Futures ",
                  "contractCode": "BTR",
                  "tickerSymbol": "BTR",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$5 per metric tonne",
                  "contractMonths": "18 consecutive contract months",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm<br>Pre-Opening: 7.10 am – 7.23 am<br>Non-Cancel: 7.23 am – 7.25 am<br><br><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen:\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "The day of the last Global Dairy Trade (GDT) Events Auction of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Average of winning GDT prices for one tonne of Butter, Unsalted 25kg - NZ, Contract 2 in GDT Events Auctions",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 20,000 ",
                  "negotiatedLargeTrade": "50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "KTDA Comdty\r\n",
                  "reutersTickerCode": "0#SBTR:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX NZ Milk Price (MKP) Futures",
                  "contractCode": "MKP",
                  "tickerSymbol": "MKP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
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                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "6,000 kilograms of milk solids (kgMS)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "NZ$0.01 per kgMS",
                  "contractMonths": "3 consecutive calendar years",
                  "deliveryUnits": null,
                  "quotation": "NZ$ per kgMS",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "469",
                        "name": "New Zealand Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "NZD",
                        "country": [
                          "NZ"
                        ]
                      }
                    }
                  },
                  "tickValue": 60,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm<br>Pre-Opening: 7.10 am – 7.23 am<br>Non-Cancel: 7.23 am – 7.25 am<br><br><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen:\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n",
                  "lastTradingDay": "The last New Zealand business day of September of each calendar year",
                  "dailyPriceLimits": "N.A.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Farmgate Milk Price for the relevant Farmgate Milk Price Season",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 15,000 ",
                  "negotiatedLargeTrade": "15 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "KKPA Comdty",
                  "reutersTickerCode": "0#SMKP:",
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                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX Global Whole Milk Powder (WMP) Options ",
                  "contractCode": "CWMP",
                  "tickerSymbol": "Calls – CWMP; Puts – PWMP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne  (equivalent to 1 lot of the underlying Futures)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.50 per tonne",
                  "contractMonths": "18 consecutive contract months",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 0.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm<br><br><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen:\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n",
                  "lastTradingDay": "The last trading day of the contract month of the underlying Futures contract",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Underlying Futures Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 20,000 ",
                  "negotiatedLargeTrade": "10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "OMRZ1C 1 Comdty",
                  "reutersTickerCode": "0#SWMP+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "American Style:\r\nAn option can be exercised by the buyer on any business day, until the time on the Last Trading Day for a Contract Month at which trading for the Options Contracts ceases",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX Global Skim Milk Powder (SMP) Options ",
                  "contractCode": "CSMP",
                  "tickerSymbol": "Calls – CSMP; Puts – PSMP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne  (equivalent to 1 lot of the underlying Futures)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.50 per tonne",
                  "contractMonths": "18 consecutive contract months",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 0.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm<br><br><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen:\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "The last trading day of the contract month of the underlying Futures contract",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Underlying Futures Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 20,000 ",
                  "negotiatedLargeTrade": "10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "LMAZ1C 1 Comdty",
                  "reutersTickerCode": "0#SSMP+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "American Style:\r\nAn option can be exercised by the buyer on any business day, until the time on the Last Trading Day for a Contract Month at which trading for the Options Contracts ceases",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX-NZX NZ Milk Price (MKP) Options ",
                  "contractCode": "CMKP",
                  "tickerSymbol": "Calls – CMKP; Puts – PMKP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "6,000 kilograms of milk solids (kgMS) (equivalent to 1 lot of the underlying Futures)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "NZ$0.01 per kgMS",
                  "contractMonths": "3 consecutive calendar years",
                  "deliveryUnits": null,
                  "quotation": "NZ$ per kgMS",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "469",
                        "name": "New Zealand Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "NZD",
                        "country": [
                          "NZ"
                        ]
                      }
                    }
                  },
                  "tickValue": 60,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every New Zealand business day:<br><br><strong>Screen</strong><br>T Session: 7.25 am - 6.00 pm</p>\n<p><strong>NLT</strong><br>T Session: 7.10 am - 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen:\r\n7.25 am – 6.00 pm\r\n\r\nNLT\r\n7.10 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "The last trading day of the contract month of the underlying Futures contract",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Underlying Futures Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option expires into the underlying Futures contract that has a value equal to final settlement price minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option expires into the underlying Futures contract that has a value equal to the strike price minus the final settlement price, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 15,000 ",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "KKPU2C 1 Comdty ",
                  "reutersTickerCode": "0#SMKP+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style:\r\nAn option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/dairy"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Dry Bulk Time Charter Basket FFA/Futures",
            "shortName": "FFA Futures",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "202",
                    "name": "Freight",
                    "order": "0",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "freight",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Time Charter Basket (5 Routes) 180 FFA",
                  "contractCode": "CW",
                  "tickerSymbol": "CW",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 8 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
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                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of Baltic Time Charter Average reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
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                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 2,000",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
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                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Time Charter Average (5 Routes) 180 Futures",
                  "contractCode": "CWF",
                  "tickerSymbol": "CWF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 8 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
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                        "name": "US Dollar",
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                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of Baltic Time Charter Average reference prices in the contract month",
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                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
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                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 2,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "CXIA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Time Charter Basket (5 Routes) 182 FFA ",
                  "contractCode": "CZ",
                  "tickerSymbol": "CZ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
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                        "order": "0",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 8 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
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                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
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                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Time Charter Average (5 Routes) 182 Futures ",
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              },
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                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Panamax Time Charter Basket (5 Routes) FFA",
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
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              },
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              },
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                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Supramax Time Charter Basket (10 Routes) FFA",
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              },
              {
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                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Supramax Time Charter Average (10 Routes) Futures",
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                  },
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              },
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              },
              {
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                  "deliveryPeriod": null,
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                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of relevant freight futures, swaps, options, and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all contract months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. \r\n\r\nPosition Accountability Threshold (Lots): 4,000\r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SZEA Comdty",
                  "reutersTickerCode": "T-session: 0#SBSFam: \r\nT+1 session: 0#SBSFpm:  \r\nCombined session: 0#SBSF:  ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Handysize Time Charter Basket (7 Routes) FFA",
                  "contractCode": "HW",
                  "tickerSymbol": "HW",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
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                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
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                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 8 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of Baltic Time Charter Average reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 5,000",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Handysize Time Charter Average (7 Routes) Futures",
                  "contractCode": "HWF",
                  "tickerSymbol": "HWF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 8 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of Baltic Time Charter Average reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 5,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "HBDA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Handysize Time Charter Basket (4 Routes) ATL FFA",
                  "contractCode": "HA",
                  "tickerSymbol": "HA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
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                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 3 calendar years starting with current year,  with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of Baltic Time Charter Average reference prices in the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 5,000",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "UHAA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Handysize Time Charter Average (4 Routes) ATL Futures",
                  "contractCode": "HAF",
                  "tickerSymbol": "HAF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 3 calendar years starting with current year,  with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
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                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of Baltic Time Charter Average reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 5,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "UHIA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ffa-futures"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Dry Bulk Time Charter Basket Options on Swaps/Futures",
            "shortName": "FFA",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "202",
                    "name": "Freight",
                    "order": "0",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "freight",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on Baltic Capesize Time Charter Basket (5 Routes) 180 FFA ",
                  "contractCode": "CCW",
                  "tickerSymbol": "Calls - CCW; Puts - PCW",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per lot",
                  "contractMonths": "Up to 5 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.01,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Swap contract",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying swaps positions, which will then be cash-settled based on the final settlement price methodology of the relevant swaps contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option will have a value equal to final settlement price of the underlying FFA minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option will have a value equal to the strike price minus the final settlement price of the underlying FFA, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 2,000",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on Baltic Capesize Time Charter Average (5 Routes) 180 Futures",
                  "contractCode": "CCWF",
                  "tickerSymbol": "Calls - CCWF; Puts - PCWF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per lot",
                  "contractMonths": "Up to 5 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.01,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT:\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Futures contract",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying futures positions, which will then be cash-settled based on the final settlement price methodology of the relevant futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option will have a value equal to final settlement price of the underlying FFA minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option will have a value equal to the strike price minus the final settlement price of the underlying FFA, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 2,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on Baltic Capesize Time Charter Basket (5 Routes) 182 FFA ",
                  "contractCode": "CCZ",
                  "tickerSymbol": "Calls - CCZ; Puts - PCZ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per lot",
                  "contractMonths": "Up to 5 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.01,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Swap contract",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying swaps positions, which will then be cash-settled based on the final settlement price methodology of the relevant swaps contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option will have a value equal to final settlement price of the underlying FFA minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option will have a value equal to the strike price minus the final settlement price of the underlying FFA, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 2,000",
                  "negotiatedLargeTrade": "N.A.",
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                  "reutersTickerCode": null,
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                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on Baltic Capesize Time Charter Average (5 Routes) 182 Futures ",
                  "contractCode": "CCZF",
                  "tickerSymbol": "Calls - CCZF; Puts - PCZF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                      "data": {
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                  },
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                  "deliveryPeriod": null,
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                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 2,000",
                  "negotiatedLargeTrade": "2 lots",
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                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Panamax Time Charter Basket (5 Routes) FFA Options",
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                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                    }
                  },
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                  "tickCurrency": {
                    "data": {
                      "data": {
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
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                  "deliveryPeriod": null,
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                  "negotiatedLargeTrade": "N.A.",
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                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
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                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Panamax Time Charter Average (5 Routes) Futures Options",
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                  "tickerSymbol": "Calls - CPWF; Puts - PPWF",
                  "hideCharts": false,
                  "hideProductDescription": false,
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                    "data": {
                      "data": {
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                    }
                  },
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                          "US"
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am</p>\n"
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                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Futures contract",
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                  "deliveryPeriod": null,
                  "portsOfLoading": null,
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                  "negotiatedLargeTrade": "2 lots",
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                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
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                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Supramax Time Charter (10 Routes) Basket FFA Options",
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                  "hideCharts": false,
                  "hideProductDescription": false,
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                    "data": {
                      "data": {
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                    }
                  },
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                  "contractMonths": "Up to 5 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                          "US"
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                      }
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT:\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Swap contract",
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                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 4,000",
                  "negotiatedLargeTrade": "N.A.",
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                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
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                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Supramax Time Charter (10 Routes) Average Futures Options",
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                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
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                    }
                  },
                  "availableToUSCustomers": true,
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                  "contractMonths": "Up to 5 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                      }
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT:\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Futures contract",
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                  "deliveryPeriod": null,
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                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 4,000",
                  "negotiatedLargeTrade": "2 lots",
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                  "bloombergTickerCode": null,
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                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Supramax  Time Charter Basket (11 Routes) FFA Options",
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                    }
                  },
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                  "tickCurrency": {
                    "data": {
                      "data": {
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                      }
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10am to 8.00pm<br>T+1 session: 8.00.01pm to 5.15am<br>Note: After the close of the T session, there will be a 30-minute grace window for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT:\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
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                  "deliveryPeriod": null,
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                  "optionExercise": "European Style:\r\nAn option will be exercised automatically at expiry only if it is in-the-money.\r\n",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on Baltic Supramax Time Charter Average (11 Routes) Futures",
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                    }
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                      "data": {
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT:\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Futures contract",
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                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying futures positions, which will then be cash-settled based on the final settlement price methodology of the relevant futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option expires into the underlying Freight Futures contract that has a value equal to final settlement price minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option expires into the underlying Freight Futures contract that has a value equal to the strike price minus the final settlement price, multiplied by the contract size.\r\n",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of relevant freight futures, swaps, options, and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all contract months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 4,000\r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SZEA Comdty",
                  "reutersTickerCode": "0#SBSF+  ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style:\r\nAn option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ffa"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Dry Bulk Voyage Routes",
            "shortName": "ffa capesize routes",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "202",
                    "name": "Freight",
                    "order": "0",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "freight",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Route C3",
                  "contractCode": "C3",
                  "tickerSymbol": "C3",
                  "hideCharts": false,
                  "hideProductDescription": false,
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                    "data": {
                      "data": {
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                    }
                  },
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                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 10,
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                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the underlying index",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
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                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "N.A.",
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                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Route C3 Futures",
                  "contractCode": "C3F",
                  "tickerSymbol": "C3F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
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                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1,000 metric tonnes",
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                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
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                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the underlying index. ",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the underlying relevant product, as provided by Baltic. ",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "LESA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Route C5",
                  "contractCode": "C5",
                  "tickerSymbol": "C5",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the underlying index",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Route C5 Futures",
                  "contractCode": "C5F",
                  "tickerSymbol": "C5F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the underlying index",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic's daily spot assessments in the expiring Contract Month for the underlying relevant product, as provided by Baltic. ",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "QDAA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Voyage C5 Route FFA Options",
                  "contractCode": "C5O",
                  "tickerSymbol": "Calls - CC5; Puts - PC5",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10am to 8.00pm<br>T+1 session: 8.00.01pm to 5.15am<br><br>Note: After the close of the T session, there will be a 30-minute grace window for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying swap contract.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying swaps positions, which will then be cash-settled based on the final settlement price methodology of the relevant swaps contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option will have a value equal to final settlement price of the underlying FFA minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option will have a value equal to the strike price minus the final settlement price of the underlying FFA, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of relevant freight futures, swaps, options, and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all contract months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000\r\n",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style:\r\nAn option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on Baltic Capesize Voyage C5 Route Futures",
                  "contractCode": "C5FO",
                  "tickerSymbol": "Calls - CC5F; Puts - PC5F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day</p>\n<p>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Futures contract.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying futures positions, which will then be cash-settled based on the final settlement price methodology of the relevant futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option expires into the underlying Freight Futures contract that has a value equal to final settlement price minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option expires into the underlying Freight Futures contract that has a value equal to the strike price minus the final settlement price, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style:\r\nAn option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Route C7",
                  "contractCode": "C7",
                  "tickerSymbol": "C7",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of underlying Baltic C7 reference prices in the relevant contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settled using arithmetic average of all Baltic’s daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Capesize Route C7 Futures",
                  "contractCode": "C7F",
                  "tickerSymbol": "C7F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne (tick value: US$10.00)",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of underlying Baltic C7 reference prices in the relevant contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settled using arithmetic average of all Baltic’s daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "CVAA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Panamax 82 Route P2E",
                  "contractCode": "2EW",
                  "tickerSymbol": "2EW",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of underlying index.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash Settlement using arithmetic average of all Baltic’s daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic Panamax 82 Route P2E Futures",
                  "contractCode": "2EWF",
                  "tickerSymbol": "2EWF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of underlying index",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash Settlement using arithmetic average of all Baltic’s daily spot assessments in the expiring Contract Month for the relevant underlying product, as provided by Baltic.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "RAEA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ffa-capesize-routes"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Energy Metals",
            "shortName": "Energy Metals",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "196",
                    "name": "Energy",
                    "order": "3",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "481",
                    "name": "Energy Metals",
                    "order": "0",
                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "energy-metals",
                    "allowDataOrderForms": false
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Cobalt Metal In-whs Rotterdam (Standard Grade) Futures ",
                  "contractCode": "COMF",
                  "tickerSymbol": "COMF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.01,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Cobalt Metal In-whs Rotterdam (Standard Grade) Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ACOA Comdty",
                  "reutersTickerCode": "<0#SCOMF:>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Cobalt Metal In-whs Rotterdam (Standard Grade) Swaps",
                  "contractCode": "COM",
                  "tickerSymbol": "COM",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.01,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am - 8.00 pm<br>T+1 session: 8.00.01 pm - 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am - 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Cobalt Metal In-whs Rotterdam (Standard Grade) Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XCOA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Cobalt Hydroxide CIF China Futures",
                  "contractCode": "COHF",
                  "tickerSymbol": "COHF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.01,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen \r\n7.25 am – 8.00 pm\r\n",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Cobalt Hydroxide CIF China Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "HOAA Comdty ",
                  "reutersTickerCode": "<0#SCOHF:>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Cobalt Hydroxide CIF China Swaps",
                  "contractCode": "COH",
                  "tickerSymbol": "COH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 metric tonne",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.01,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am - 8.00 pm<br>T+1 session: 8.00.01 pm - 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am - 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A. ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Cobalt Hydroxide CIF China Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": null,
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "HOOA Comdty ",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Lithium Carbonate CIF CJK (Battery Grade) Futures",
                  "contractCode": "LICF",
                  "tickerSymbol": "LICF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1,000 kg",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01/KG",
                  "contractMonths": "24 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per KG",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A. ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Lithium Carbonate CIF CJK (Battery Grade) Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PLIA Comdty",
                  "reutersTickerCode": "<0#SLICF:>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Lithium Carbonate CIF CJK (Battery Grade) Swaps",
                  "contractCode": "LIC",
                  "tickerSymbol": "LIC",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 kg",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01/KG",
                  "contractMonths": "24 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per KG",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am - 8.00 pm<br>T+1 session: 8.00.01 pm - 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am - 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A. ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Lithium Carbonate CIF CJK (Battery Grade) Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XLIA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Lithium Hydroxide CIF CJK (Battery Grade) Futures ",
                  "contractCode": "LIHF",
                  "tickerSymbol": "LIHF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1,000 kg",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01/KG",
                  "contractMonths": "24 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per KG",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Lithium Hydroxide CIF CJK (Battery Grade) Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "AHIA Comdty",
                  "reutersTickerCode": "<0#SLIHF:>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FM Lithium Hydroxide CIF CJK (Battery Grade) Swaps",
                  "contractCode": "LIH",
                  "tickerSymbol": "LIH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 kg",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01/KG",
                  "contractMonths": "24 months starting with current month, with next consecutive month added upon each month's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per KG",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am - 8.00 pm<br>T+1 session: 8.00.01 pm - 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am - 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the underlying index reference prices in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Arithmetic average of all the aggregate daily values of the underlying index, as published by Fastmarkets, in the expiring contract month, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX FM Lithium Hydroxide CIF CJK (Battery Grade) Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,500\r\n",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PHIA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/energy-metals"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Asia ex Japan ESG Index Futures",
            "shortName": "EAXJFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Asia ex Japan ESG Index Futures",
                  "contractCode": "EAXJ",
                  "tickerSymbol": "EAXJ",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$25 X SGX FTSE Asia ex Japan ESG Index Futures Price ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.2 index point (US$5), Strategy Trades: 0.2 index point (US$5)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre -Opening : 7.10 am - 7.23 am<br><br>\nNon -Cancel : 7.23 am - 7.25 am<br><br>\nOpening : 7.25 am - 6.30 pm<br><br>\nPre-Closing : 6.30 pm - 6.34 pm<br><br>\nNon-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br><br>\nPre -Opening : 6.50 pm - 6.58 pm<br><br>\nNon -Cancel :6.58 pm - 7.00 pm<br><br>\nOpening : 7.00 pm - 5.15&nbsp;am<br><br>\nPre - Closing : NA<br><br>\nNon - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes. \r\n \r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day. \r\n \r\nThere shall be no price limits on the Last Trading Day of the expiring contract month. ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Asia ex Japan ESG Index for the Last Trading Day, rounded to 4 decimal places ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. ",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "FAJESGPR Index",
                  "reutersTicker": ".FTFAJESG",
                  "bloombergTickerCode": "XJAA Index",
                  "reutersTickerCode": "0#SEAXJ:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/eaxjfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Asia ex Japan Index",
            "shortName": "FNAXJFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Asia ex Japan Index Futures ",
                  "contractCode": "FAXj",
                  "tickerSymbol": "FAXJ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$50 X SGX FTSE Asia ex Japan Index Futures Price ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.1 index point (US$5), Calendar Spread: 0.01 index point (US$ 0.50)",
                  "contractMonths": "2 nearest serial months and March, June, September and December months on a 3-year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T-session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Asia Pacific ex Japan Australia and New Zealand Index for the Last Trading Day, rounded to 4 decimal places ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "AWPXJANR",
                  "reutersTicker": ".FTAWPXJAN",
                  "bloombergTickerCode": "XFSA Index",
                  "reutersTickerCode": "T session: 0#SFAXJam:\r\nT+1 session: 0#SFAXJpm:\r\nCombined session: 0#SFAXJ:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnaxjfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Asia ex Japan NTR (USD) Index Futures",
            "shortName": "FNAXJFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Asia ex Japan NTR (USD) Index Futures",
                  "contractCode": "FNAXJ",
                  "tickerSymbol": "FNAXJ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$50 X SGX FTSE Asia ex Japan NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.1 index point (US$5), Calendar Spread: 0.01 index point (US$0.50)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Asia ex Japan Australia and New Zealand Net Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "AWPXJARN Index",
                  "reutersTicker": ".TRIAWPXJANN",
                  "bloombergTickerCode": "FNAA Index",
                  "reutersTickerCode": "T session: 0#SFNAXam:\r\nT+1 session: 0#SFNAXpm:\r\nCombined session: 0#SFNAX:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnaxjfc-0"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Australia NTR (USD) Index Futures",
            "shortName": "FNAUFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Australia NTR (USD) Index Futures",
                  "contractCode": "FNAU",
                  "tickerSymbol": "FNAU",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$10 X SGX FTSE Australia NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.5 index point (US$5), Calendar Spread: 0.05 index point (US$0.50)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session:\r\nPre -Opening : 7.10 am - 7.23 am\r\nNon -Cancel : 7.23 am - 7.25 am\r\nOpening : 7.25 am - 6.30 pm\r\nPre-Closing : 6.30 pm - 6.34 pm\r\nNon-Cancel : 6.34 pm - 6.35 pm\r\n",
                  "lastTradingDay": "The Last Trading Day shall be the Third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Australia Index – Net Tax for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WIAUSNTU",
                  "reutersTicker": ".TRIWIAUSNTU",
                  "bloombergTickerCode": "ALLA Index",
                  "reutersTickerCode": "T session: 0#SFNAUam:\r\nT+1 session: 0#SFNAUpm:\r\nCombined session: 0#SFNAU:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnaufc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Blossom Japan Index Futures",
            "shortName": "EJP",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Blossom Japan Index Futures",
                  "contractCode": "EJP",
                  "tickerSymbol": "EJP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "JPY 50,000 X SGX FTSE Blossom Japan Index Futures Price ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.025 index point (JPY1250), Strategy Trades: 0.025 index point (JPY1250)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening : 7.15 am - 7.28 am<br>Non-Cancel : 7.28 am - 7.30 am<br>Opening : 7.30 am - 2.55 pm<br>Pre-Closing : 2.55 pm - 2.59 pm<br>Non-Cancel : 2.59 pm - 3.00 pm</p>\n<p><br>T+1 Session:<br>Pre-Opening : 3.05 pm - 3.08 pm<br>Non-Cancel : 3.08 pm - 3.10 pm<br>Opening : 3.10 pm - 5.15 am<br>Pre-Closing : NA<br>Non-Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours",
                  "lastTradingDay": "The Japanese business day immediately preceding the second Friday of the contract month. ",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes. \r\n \r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day. \r\n \r\nThere shall be no price limits on the Last Trading Day of the expiring contract month. ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Special FTSE Blossom Japan Index Quotation based on the opening prices of each component issue in the FTSE Blossom Japan Index on the business day following the last trading day, rounded to 4 decimal places ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. ",
                  "negotiatedLargeTrade": "10 lots",
                  "bloombergTicker": "FBLSMJPR Index",
                  "reutersTicker": ".FTFBLSMJPN",
                  "bloombergTickerCode": "JPEA Index",
                  "reutersTickerCode": "0#SSEJP:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ejp"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE China A50 Index Futures",
            "shortName": "chinaa50",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE China A50 Index Futures",
                  "contractCode": "CN",
                  "tickerSymbol": "CN",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$1 x SGX FTSE China A50 Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "1 index point (US$1)",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on 1-year cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">T Session:<br>Pre - Opening: 8.45 am - 8.58 am<br>Non - Cancel: 8.58 am - 9.00 am<br>Opening: 9.00 am - 4.30 pm<br>Pre - Closing: 4.30 pm - 4.34 pm<br>Non - Cancel: 4.34 pm - 4.35 pm</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p dir=\"ltr\">T + 1 Session:<br>Pre - Opening: 4.40 pm - 4.43 pm<br>Non - Cancel: 4.43 pm - 4.45 pm<br>Opening: 4.45 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Pre - Opening: 8.45 am - 8.58 am\r\nNon - Cancel: 8.58 am - 9.00 am\r\nOpening: 9.00 am - 4.30 pm\r\nPre - Closing: 4.30 pm - 4.34 pm\r\nNon - Cancel: 4.34 pm - 4.35 pm",
                  "lastTradingDay": "Second last China Business Day of the Contract Month. China Business Day refers to a day on which both the Shanghai Stock Exchange and the Shenzhen Stock Exchange are open for trading.",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the official closing price of FTSE China A50 Index rounded to the nearest 2 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 15,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "XIN9I <Index>",
                  "reutersTicker": null,
                  "bloombergTickerCode": "XUA <INDEX> CT",
                  "reutersTickerCode": "SFCam:<F3>(T Session)\r\nSFCpm: <F3>(T+1 Session)\r\nSFC:<F3> (Combined Session)",
                  "vendorTicker": "CQG: CN\r\n\r\nSIX Financial:\r\nCNmyy,344(T Session)\r\nCNmyy,812(T+1 Session)\r\n\r\neSignal: CN ym-SGX\r\n\r\nQuick: FCN.n/SGX",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/chinaa50"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE China H50 Index Futures",
            "shortName": "chinah50",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE China H50 Index Futures",
                  "contractCode": "FCH",
                  "tickerSymbol": "FCH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$2 x SGX FTSE China H50 Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "2.5 index points (US$5)",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on a 2-year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": {
                    "processed": "<p><strong>Mutual Offset Trading with CME:&nbsp;</strong><br>\nEligible for Outright and Strategy Trades executed on screen. Not eligible for Negotiated Large Trades (NLT)</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 8.45 am - 8.58 am<br>Non - Cancel: 8.58 am - 9.00 am<br>Opening: 9.00 am - 4.30 pm<br>Pre - Closing: 4.30 pm - 4.34 pm<br>Non - Cancel: 4.34 pm - 4.35 pm</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p dir=\"ltr\">T + 1 Session:<br>Pre - Opening: 4.40 pm - 4.43 pm<br>Non - Cancel: 4.43 pm - 4.45 pm<br>Opening: 4.45 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Pre - Opening: 8.45 am - 8.58 am\r\nNon - Cancel: 8.58 am - 9.00 am\r\nOpening: 9.00 am - 4.30 pm\r\nPre - Closing: 4.30 pm - 4.34 pm\r\nNon - Cancel: 4.34 pm - 4.35 pm\r\n",
                  "lastTradingDay": "Second last business day of the contract month. If this happens to fall on a Hong Kong holiday, the LTD shall be the preceding business day\r\n",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when each limit is reached). Thereafter no price limits for rest of the day. No price limits for expiring contract on its LTD\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Official closing price of the FTSE China 50 Price Return (HKD) Index, rounded to the nearest 2 decimal places on the Last Trading Day\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": "XIN0I Index",
                  "reutersTicker": ".FTXIN25",
                  "bloombergTickerCode": "RFCA  <Index>\r\n",
                  "reutersTickerCode": "0#SFCH:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE China H50 Index Options",
                  "contractCode": "CFCH",
                  "tickerSymbol": "Calls - CFCH , Puts - PFCH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 lot of SGX FTSE China H50 Index Futures",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "2.5 index points (US$5)",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on a 2-year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Order Cancellation :&nbsp; 8.45&nbsp;am - 9.00&nbsp;am<br>Opening : 9.00 am - 4.35&nbsp;pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Order Cancellation : &nbsp;4.40 pm - 4.45&nbsp;pm<br>Opening : 4.45 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Order Cancellation :  8.45 am - 9.00 am\r\nOpening : 9.00 am - 4.35 pm",
                  "lastTradingDay": "Second last business day of the contract month. If this happens to fall on a Hong Kong holiday, the LTD shall be the preceding business day",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement. In-the-money options will be automatically exercised on expiry into SGX FTSE China H50 Index Futures (“futures contract”) positions, which will then be cash-settled based on the final settlement price methodology of the futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all SGX FTSE China H50 Index Futures and Options contract months combined in position delta, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": "XIN0I Index",
                  "reutersTicker": ".FTXIN25",
                  "bloombergTickerCode": "RFCA <Index> OMON",
                  "reutersTickerCode": "0#SFCH+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "200 index point intervals\r\n\r\nThe Exchange will list At-the-Money (ATM) strike put and call options and the next 30 exercise prices above and below the ATM strike.\r\n\r\nATM strike refers to the exercise price nearest to the last available closing index level of the FTSE China 50 Index.\r\n\r\nNo new options shall be listed, however, if there are less than three calendar days remaining to the Expiration Day of the Option Contract.",
                  "optionExercise": "European Style: An option may be exercised by the buyer only at expiry.\r\n\r\nExercise results in a long SGX FTSE China H50 Index futures position, which corresponds with the option's contract month, for a call buyer or a put seller, and a short SGX FTSE China H50 Index futures position for a put buyer and a call seller.\r\n\r\nAn option that is in-the-money and has not been liquidated or exercised prior to the termination of trading shall be exercised automatically.",
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/chinah50"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Emerging Asia ESG Index",
            "shortName": "EEMAFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Emerging Asia ESG Index Futures",
                  "contractCode": "EEMA",
                  "tickerSymbol": "EEMA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$50 X SGX FTSE Emerging Asia ESG Index Futures Price ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.2 index point (US$10), Strategy Trades: 0.2 index point (US$10)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours\t",
                  "lastTradingDay": "The Last Trading Day shall be the Third Friday of the Contract Month ",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes. \r\n \r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day. \r\n \r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Emerging Asia ESG Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. ",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "FEAESGPR Index",
                  "reutersTicker": ".FTFEAESG",
                  "bloombergTickerCode": "MAPA Index",
                  "reutersTickerCode": "0#SEEMA:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/eemafc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Emerging ESG Index",
            "shortName": "EJPFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Emerging ESG Index Futures",
                  "contractCode": "EEM",
                  "tickerSymbol": "EEM",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$50 X SGX FTSE Emerging ESG Index Futures Price ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.2 index point (US$10), Strategy Trades: 0.2 index point (US$10)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes. \r\n \r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day. \r\n \r\nThere shall be no price limits on the Last Trading Day of the expiring contract month. ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Emerging ESG Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. ",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "ESGEMPR Index",
                  "reutersTicker": ".FTESGEM",
                  "bloombergTickerCode": "FGEA Index",
                  "reutersTickerCode": "0#SEEM:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ejpfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Emerging Market Asia Index",
            "shortName": "FNEAFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Emerging Market Asia Index Futures",
                  "contractCode": "FEMA",
                  "tickerSymbol": "FEMA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$100 X SGX FTSE Emerging Market Asia Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.1 index point (US$10), Calendar Spread: 0.01 index point (US$ 1)",
                  "contractMonths": "2 nearest serial months and March, June, September and December months on a 3-year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session Trading Hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Emerging Asia Pacific Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "FTAG03 Index",
                  "reutersTicker": ".FTAWALLEPR",
                  "bloombergTickerCode": "XFEA Index",
                  "reutersTickerCode": "T session: 0#SFEMAam:\r\nT+1 session: 0#SFEMApm:\r\nCombined session: 0#SFEMA:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Emerging Market Asia NTR (USD) Index Futures",
                  "contractCode": "FNEA",
                  "tickerSymbol": "FNEA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 50 X SGX FTSE Emerging Market Asia NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.1 index point (US$5), Calendar Spread: 0.01 index point (US$0.50)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the official closing value of the FTSE All-World Emerging Asia Pacific Net Tax Index for the Last Trading Day, rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "AWALEPNR Index",
                  "reutersTicker": ".TRIAWALEPN",
                  "bloombergTickerCode": "FNEA Index",
                  "reutersTickerCode": "T session: 0#SFNEAam:\r\nT+1 session: 0#SFNEApm:\r\nCombined session: 0#SFNEA:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fneafc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Emerging Market Asia NTR (USD) Index Futures",
            "shortName": "FNEAFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [],
            "link": {
              "url": "/derivatives/products/fneafc-0"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Emerging Market Index",
            "shortName": "FEMFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Emerging Market Index Futures",
                  "contractCode": "FEM",
                  "tickerSymbol": "FEM",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$100 X SGX FTSE Emerging Market Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.1 index point (US$10), Calendar Spread: 0.01 index point (US$1)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": {
                    "processed": "<p><strong>Mutual Offset Trading with CME:&nbsp;</strong><br>\nEligible for Outright and Strategy Trades executed on screen. Not eligible for Negotiated Large Trades (NLT)</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "The Last Trading Day shall be the Third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Emerging Index for the Last Trading Day, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n",
                  "negotiatedLargeTrade": "50 lots",
                  "bloombergTicker": "FTAG01 Index",
                  "reutersTicker": ".FTAWALLER",
                  "bloombergTickerCode": "RFEA Index",
                  "reutersTickerCode": "Combined session:0#SFEM:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/femfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Emerging Market NTR (USD) Index Futures",
            "shortName": "FNEMFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Emerging Market NTR (USD) Index Futures",
                  "contractCode": "FNEM",
                  "tickerSymbol": "FNEM",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$200 X SGX FTSE Emerging Market NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.05 index point (US$10), Calendar Spread: 0.005 index point (US$1)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours\t",
                  "lastTradingDay": "The Last Trading Day shall be the Third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Emerging Net of Tax Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "AWALLENR Index",
                  "reutersTicker": ".TRIAWALLEN",
                  "bloombergTickerCode": "RFDA Index",
                  "reutersTickerCode": "Combined session:0#SFNEM: ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnemfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE EPRA Nareit Asia ex Japan REITs Index",
            "shortName": "AJRTFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE EPRA Nareit Asia ex Japan Index Futures",
                  "contractCode": "AJRT",
                  "tickerSymbol": "AJRT",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$10 X SGD FTSE EPRA Nareit Asia ex Japan Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.5 Index points (US$ 5)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 8:15 am - 8:28 am<br><br>\nNon - Cancel: 8:28 am - 8:30 am<br><br>\nOpening: 8:30 am - 5:20 pm<br><br>\nPre - Closing: 5:20 pm - 5:24 pm<br><br>\nNon - Cancel: 5:24 pm - 5:25 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br><br>\nPre - Opening: 5:40 pm - 5:48 pm<br><br>\nNon - Cancel: 5:48 pm - 5:50 pm<br><br>\nOpening: 5:50 pm - 5:15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours",
                  "lastTradingDay": "Second last business day of the month (common business day for Hong Kong and Singapore)",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE EPRA Nareit Asia ex Japan REITs Index rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "EPAXJRUP Index",
                  "reutersTicker": ".FTEPAXJRUN ",
                  "bloombergTickerCode": "AJTA Index",
                  "reutersTickerCode": "T session: 0#SAJRTam:\r\nT+1 session: 0#SAJRTpm:\r\nCombined session: 0#SAJRT:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ajrtfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Indonesia Index Futures",
            "shortName": "sgx_idftse",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Indonesia Index Futures",
                  "contractCode": "FID",
                  "tickerSymbol": "FID",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$5 x Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "1 index point (US$5)",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on 1-year cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening : 8.45 am - 8.58 am<br>Non - Cancel : 8.58 am - 9.00 am<br>Opening : 9.00 am - 5.25 pm<br>Pre - Closing : 5.25 pm - 5.29 pm<br>Non - Cancel : 5.29 pm - 5.30pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening : 5.35 pm - 5.38 pm<br>Non - Cancel : 5.38 pm - 5.40 pm<br>Opening : 5.40 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T-session Trading Hours",
                  "lastTradingDay": "Second last Indonesia Business Day of the Contract Month",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Indonesia Index for the Last Trading Day, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable",
                  "negotiatedLargeTrade": "Minimum 2 lots",
                  "bloombergTicker": "WIIDN Index",
                  "reutersTicker": ".FTWIIDN",
                  "bloombergTickerCode": "XFIA <INDEX>",
                  "reutersTickerCode": "0#SFIDam: (T session)\r\n0#SFIDpm: (T+1 session)\r\n0#SFID: (Combined session)",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/sgxidftse"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Indonesia NTR (USD) Index Futures",
            "shortName": "FNIDFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Indonesia NTR (USD) Index Futures",
                  "contractCode": "FNID",
                  "tickerSymbol": "FNID",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$2 X SGX FTSE Indonesia NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 1 index point (US$2), Strategy trades: 0.1 index point (US$0.20)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre -Opening : 7.10 am - 7.23 am<br><br>\nNon -Cancel : 7.23 am - 7.25 am<br><br>\nOpening : 7.25 am - 6.30 pm<br><br>\nPre-Closing : 6.30 pm - 6.34 pm<br><br>\nNon-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br><br>\nPre -Opening : 6.50 pm - 6.58 pm<br><br>\nNon -Cancel :6.58 pm - 7.00 pm<br><br>\nOpening : 7.00 pm - 5.15 am<br><br>\nPre - Closing : NA<br><br>\nNon - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session:\r\nPre -Opening : 7.10 am - 7.23 am\r\nNon -Cancel : 7.23 am - 7.25 am\r\nOpening : 7.25 am - 6.30 pm\r\nPre-Closing : 6.30 pm - 6.34 pm\r\nNon-Cancel : 6.34 pm - 6.35 pm",
                  "lastTradingDay": "The Last Trading Day shall be the Third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Indonesia USD Net Tax Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WIIDNTUR",
                  "reutersTicker": ".TRIWIIDNNTU",
                  "bloombergTickerCode": "AUIA Index",
                  "reutersTickerCode": "T session: 0#SFNIDam:\r\nT+1 session: 0#SFNIDpm:\r\nCombined session: 0#SFNID:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnidfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Japan NTR (USD) Index Futures",
            "shortName": "FNJPFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Japan NTR (USD) Index Futures",
                  "contractCode": "FNJP",
                  "tickerSymbol": "FNJP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$25 X SGX FTSE Japan NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.5 index point (US$12.5), Calendar Spread: 0.05 index point (US$1.25)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "The Last Trading Day shall be the Third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Japan USD Net Tax Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WIJNNTUR Index",
                  "reutersTicker": ".TRIWIJPNNTU",
                  "bloombergTickerCode": "RFPA Index",
                  "reutersTickerCode": "Combined session:0#SFNJP:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnjpfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Malaysia Index Futures",
            "shortName": "FNMYFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Malaysia NTR (USD) Index Futures",
                  "contractCode": "FNMY",
                  "tickerSymbol": "FNMY",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 10 X SGX FTSE Malaysia NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.5 index point (US$5), Calendar Spread: 0.05 index point (US$0.50)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Malaysia USD Net Tax Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WIMALTUR Index",
                  "reutersTicker": ".TRIWIMALNTU",
                  "bloombergTickerCode": "MYAA Index",
                  "reutersTickerCode": "T session: 0#SFNMYam:\r\nT+1 session: 0#SFNMYpm:\r\nCombined session: 0#SFNMY:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Malaysia Index Futures",
                  "contractCode": "FMY",
                  "tickerSymbol": "FMY",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 50 X Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.1 index point (US$5); ",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on 1-year cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening 8 : 15 am - 8 : 28 am<br>Non - Cancel 8 : 28 am - 8 : 30 am<br>Opening 8 : 30 am - 5 : 25 pm<br>Pre - Closing 5 : 25 pm - 5 : 29 pm<br>Non - Cancel 5 : 29 pm - 5 : 30pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening 5:35 pm - 5:38 pm<br>Non - Cancel 5:38 pm - 5:40 pm<br>Opening 5:40pm - 5:15 am<br>Pre - Closing NA<br>Non - Cancel NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T-session trading hours",
                  "lastTradingDay": "Last Malaysia Business Day of the expiry contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The official closing value of the FTSE Malaysia Index for the Last Trading Day, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "WIMAL Index",
                  "reutersTicker": ".FTWIMAL",
                  "bloombergTickerCode": "XFYA <Index>",
                  "reutersTickerCode": "T-session: 0#SFMYam: T+1session 0#SFMYpm:  Combined Session: 0#SFMY:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnmyfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE New Zealand NTR (USD) Index Futures",
            "shortName": "FTSE New Zealand (USD) Index Futures",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE New Zealand NTR (USD) Index Futures",
                  "contractCode": "FNNZ",
                  "tickerSymbol": "FNNZ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$10 X SGX FTSE New Zealand NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.5 index point (US$5), Calendar spread: 0.05 index point (US$0.5)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE New Zealand Index - Net Tax \r\nfor the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WINZLNTU Index",
                  "reutersTicker": ".TRIWINZLNTU",
                  "bloombergTickerCode": "RFYA Index\r\n",
                  "reutersTickerCode": "0#SFNNZ:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ftse-new-zealand-usd-index-futures"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Philippines Index Futures",
            "shortName": "FPHFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Philippines Index Futures",
                  "contractCode": "FPH",
                  "tickerSymbol": "FPH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$25 X Futures Price ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.2 index point (US$5); ",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on 1-year cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening: 8:45 am - 8:58 am<br>Non-Cancel: 8:58 am - 9:00 am<br>Opening: 9:00 am - 3:40 pm<br>Pre-Closing: 3:40 pm - 3:44 pm<br>Non-Cancel: 3:44 pm - 3:45 pm</p>\n<p>T + 1 Session:<br>Pre-Opening: 3:50 pm - 3:53 pm<br>Non-Cancel: 3:53 pm - 3:55 pm<br>Opening: 3:55 pm - 5:15 am<br>Pre-Closing: NA<br>Non-Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T-session trading hours",
                  "lastTradingDay": "Second last Philippines Business Day of the contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the official closing value of the FTSE Philippines Index for the Last Trading Day, rounded to two decimal places. ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "WIPHL Index",
                  "reutersTicker": ".FTWIPHL",
                  "bloombergTickerCode": "XFPA <Index>",
                  "reutersTickerCode": "0#SFPHam: (T session)\r\n0#SFPHpm: (T+1 session)\r\n0#SFPH: (Combined session)",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fphfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Philippines NTR (USD) Index Futures",
            "shortName": "FNPHFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Philippines NTR (USD) Index Futures",
                  "contractCode": "FNPH",
                  "tickerSymbol": "FNPH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "USD 2 X SGX FTSE Philippines NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 1 index point (US$2), Calendar Spread: 0.10 index point (US$0.20)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Philippines USD Net Tax Index for the Last Trading Day, rounded to 4 decimal places\r\n\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WIPHLTUR Index",
                  "reutersTicker": ".TRIWIPHLNTU",
                  "bloombergTickerCode": "APTA Index",
                  "reutersTickerCode": "T session: 0#SFNPHam:\r\nT+1 session: 0#SFNPHpm:\r\nCombined session: 0#SFNPH:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnphfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Saudi Arabia NTR (USD) Index Futures",
            "shortName": "FNSAFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Saudi Arabia NTR (USD) Index Futures",
                  "contractCode": "FNSA",
                  "tickerSymbol": "FNSA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$10 X SGX FTSE Saudi Arabia NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.5 index point (US$5), Calendar Spread: 0.05 index point (US$0.50)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session:\r\nPre -Opening : 7.10 am - 7.23 am\r\nNon -Cancel : 7.23 am - 7.25 am\r\nOpening : 7.25 am - 6.30 pm\r\nPre-Closing : 6.30 pm - 6.34 pm\r\nNon-Cancel : 6.34 pm - 6.35 pm",
                  "lastTradingDay": "The Last Trading Day shall be the Third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Saudi Arabia Index – Net Tax for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WISAUNTU",
                  "reutersTicker": ".TRIWISAUNTU",
                  "bloombergTickerCode": "AUSA Index",
                  "reutersTickerCode": "T session: 0#SFNSAam:\r\nT+1 session: 0#SFNSApm:\r\nCombined session: 0#SFNSA:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnsafc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Taiwan Index Futures and Options Suite",
            "shortName": "twnfc",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Taiwan Index Futures",
                  "contractCode": "TWN",
                  "tickerSymbol": "TWN (Outright, Strategy Trades), TWNTI (Trade-At-Index-Close)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$40 x SGX FTSE Taiwan Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.25 index points (US$10), Strategy: 0.25 index point (US$10), NLT: 0.01 index point (US$0.4), Trade-At-Index-Close: 0.05 index point (US$2)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">T Session:<br>Pre - Opening: 8.30 am - 8.43 am<br>Non - Cancel: 8.43 am - 8.45 am<br>Opening: 8.45 am - 1.45 pm<br>Pre - Closing: 1.45 pm - 1.49 pm<br>Non - Cancel: 1.49 pm - 1.50 pm</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p dir=\"ltr\">T+1 Session:<br>Pre - Opening: 1.55 pm - 1.58 pm<br>Non - Cancel: 1.58 pm - 2.00 pm<br>Opening: 2.00 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours",
                  "lastTradingDay": "The Last Trading Day shall be the second last Taiwan Business Day of the Contract Month.",
                  "dailyPriceLimits": "Whenever the Initial Price Limits are reached, i.e. the price moves by 10% in either direction from the previous day’s Daily Settlement Price (“DSP”), a Cooling Off Period is triggered where trading within the Initial Price Limits shall continue for a period of ten minutes.\r\n\r\nAfter the Cooling Off Period is over, the Final Price Limits, i.e the price moves by 15% in either direction from the previous day’s DSP, come into effect and shall apply for the rest of the trading day. No trades are allowed to take place at prices beyond the Final Price Limits.\r\n\r\nThere shall be no price limits on the Last Trading Day for the expiring contract.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the average of the FTSE Taiwan RIC Capped Index values on the Last Trading Day taken at 1-minute intervals during the last 25 minutes of trading on the FTSE Taiwan RIC Capped Index preceding the commencement of the closing auction session, and the closing index value. The Final Settlement Price shall be rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 10,000 SGX FTSE Taiwan Index Futures contracts net long or net short in all SGX FTSE Taiwan Index Futures, SGX Micro FTSE Taiwan Index Futures, and SGX Options on SGX FTSE Taiwan Index Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "FTCRTWRP Index",
                  "reutersTicker": ".FTFTCRTWNT",
                  "bloombergTickerCode": "Outright, Strategy Trades:: TWTA <Index>\r\nTrade-At-Index-Close : TATA<INDEX>",
                  "reutersTickerCode": "Outright, Strategy Trades:\r\n0#STWN: (Combined session)\t\r\n0#STWNam: (T Session)\t\r\n0#STWNpm: (T+1 Session)\r\n\r\nTrade-At-Index-Close : \r\n0#STWNTI: (Combined session)\t\r\n0#STWNTIam: (T Session)\t\r\n0#STWNTIpm: (T+1 Session)\r\n\r\n",
                  "vendorTicker": "Outright, Strategy Trades:\r\nTrading Technologies\r\nTicker Symbol : TWN \r\n\r\nMarket Prizm \r\nTicker Symbol : TWN \r\nCombined Session : TWNmyy\r\n\r\nActiv Financial\r\nTicker Symbol : TWN\r\n\r\nSix Financial\r\nTicker Symbol : TWNmyy\r\nT Session : TWNmyy,344\r\nT+1 Session : TWNmyy,812\r\n\r\nCQG\r\nTicker Symbol : TWN\r\n\r\nTrade-At-Index-Close:\r\nActiv Financial\r\nTicker Symbol : TWNTI\r\nCombined Session: TWNTImyy\r\n\r\nSix Financial\r\nTicker Symbol : TWNTI\r\nT Session : TWNmyy_TAIC, 344\r\nT+1 Session : TWNmyy_TAIC, 812\r\n\r\nCQG\r\nTicker Symbol : TWNTI\r\n\r\nColt Technology Services\r\nTicker Symbol : TWNTI\r\nCombined Session: TWNTImyy",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Micro FTSE Taiwan Index Futures",
                  "contractCode": "MTWN",
                  "tickerSymbol": "MTWN (Outright, Strategy Trades)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$4 x SGX Micro FTSE Taiwan Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.25 index points (US$1), Strategy: 0.25 index point (US$1), NLT: 0.01 index point (US$0.04)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on Mar, Jun, Sep, and Dec cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">T Session:<br>Pre - Opening: 8.30 am - 8.43 am<br>Non - Cancel: 8.43 am - 8.45 am<br>Opening: 8.45 am - 1.45 pm<br>Pre - Closing: 1.45 pm - 1.49 pm<br>Non - Cancel: 1.49 pm - 1.50 pm</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p dir=\"ltr\">T+1 Session:<br>Pre - Opening: 1.55 pm - 1.58 pm<br>Non - Cancel: 1.58 pm - 2.00 pm<br>Opening: 2.00 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours",
                  "lastTradingDay": "The Last Trading Day shall be the second last Taiwan Business Day of the Contract Month.",
                  "dailyPriceLimits": "Whenever the Initial Price Limits are reached, i.e. the price moves by 10% in either direction from the previous day’s Daily Settlement Price (“DSP”), a Cooling Off Period is triggered where trading within the Initial Price Limits shall continue for a period of ten minutes.\r\n\r\nAfter the Cooling Off Period is over, the Final Price Limits, i.e the price moves by 15% in either direction from the previous day’s DSP, come into effect and shall apply for the rest of the trading day. No trades are allowed to take place at prices beyond the Final Price Limits.\r\n\r\nThere shall be no price limits on the Last Trading Day for the expiring contract.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the average of the FTSE Taiwan RIC Capped Index values on the Last Trading Day taken at 1-minute intervals during the last 25 minutes of trading on the FTSE Taiwan RIC Capped Index preceding the commencement of the closing auction session, and the closing index value. The Final Settlement Price shall be rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 10,000 SGX FTSE Taiwan Index Futures contracts net long or net short in all SGX FTSE Taiwan Index Futures, SGX Micro FTSE Taiwan Index Futures, and SGX Options on SGX FTSE Taiwan Index Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "FTCRTWRP Index",
                  "reutersTicker": ".FTFTCRTWNT",
                  "bloombergTickerCode": "Outright, Strategy Trades : TWCA <Index>",
                  "reutersTickerCode": "Outright, Strategy Trades:\r\n0#SMTWN: (Combined session)\t\r\n0#SMTWNam: (T Session)\t\r\n0#SMTWNpm: (T+1 Session)",
                  "vendorTicker": "Outright, Strategy Trades:\r\nTrading Technologies\r\nTicker Symbol : MTWN \r\n\r\nCQG\r\nTicker Symbol : MTWN\r\n",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Taiwan Index Options",
                  "contractCode": "CTWN",
                  "tickerSymbol": "Calls - CTWN , Puts - PTWN",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 lot of SGX FTSE Taiwan Index Futures",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.05 index points (US$2)",
                  "contractMonths": "2 nearest serial months and 4 quarterly months on March, June, September, and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Order Cancellation :&nbsp; 8.30 am - 8.45 am<br>Opening : 8.45 am - 1.50 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Order Cancellation : &nbsp;1.55 pm - 2.00 pm<br>Opening : 2.00 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours",
                  "lastTradingDay": "The Last Trading Day shall be the second last Taiwan Business Day of the Contract Month",
                  "dailyPriceLimits": "Save for trading on the Last Trading Day of an Option Contract, trading in an Option Contract shall be halted when the Initial Price Limits applicable to the Futures Contract are triggered, for the duration of the Cooling Off Period applicable to the Futures Contract.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement. In-the-money options will be automatically exercised on expiry into SGX FTSE Taiwan Index Futures (“futures contract”) positions, which will then be cash-settled based on the final settlement price methodology of the futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 10,000 SGX FTSE Taiwan Index Futures contracts net long or net short in all SGX FTSE Taiwan Index Futures, SGX Micro FTSE Taiwan Index Futures, and SGX Options on SGX FTSE Taiwan Index Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "FTCRTWRP Index",
                  "reutersTicker": ".FTFTCRTWNT",
                  "bloombergTickerCode": "TWTA <Index> OMON",
                  "reutersTickerCode": "0#STWN+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "10 index point interval across all contract months.\r\n\r\nThe Exchange will list At-the-Money (ATM) strike put and call options and the next fifty exercise prices above and below the ATM strike.",
                  "optionExercise": "European Style: An option may be exercised by the buyer only at expiry\r\n\r\nExercise results in a long SGX FTSE Taiwan Index futures position, which corresponds with the option's contract month, for a call buyer or a put seller, and a short SGX FTSE Taiwan Index futures position for a put buyer and a call seller.\r\n\r\nAn option that is in-the-money and has not been liquidated or exercised prior to the termination of trading shall be exercised automatically.",
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/twnfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Taiwan NTR (USD) Index Futures",
            "shortName": "FNTWFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Taiwan NTR (USD) Index Futures",
                  "contractCode": "FNTW",
                  "tickerSymbol": "FNTW",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "USD 10 X SGX FTSE Taiwan NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 1 index point (US$10), Calendar Spread: 0.10 index point (US$1)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Taiwan USD Net Tax Index for the Last Trading Day, rounded to 4 decimal places\r\n\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WITWNTUR Index",
                  "reutersTicker": ".TRIWITWNNTU",
                  "bloombergTickerCode": "ATCA Index",
                  "reutersTickerCode": "T session: 0#SFNTWam:\r\nT+1 session: 0#SFNTWpm:\r\nCombined session: 0#SFNTW:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fntwfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Thailand Index Futures",
            "shortName": "FNTHFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Thailand Index Futures",
                  "contractCode": "FTH",
                  "tickerSymbol": "FTH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$100 x Futures prices",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.05 index point (US$5)",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on 1-year cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening : 8.45 am - 8.58 am<br>Non - Cancel : 8.58 am - 9.00 am<br>Opening : 9.00 am - 6.05 pm<br>Pre - Closing : 6.05 pm - 6.09 pm&nbsp;<br>Non - Cancel : 6.09 pm - 6.10 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening : 6:15pm - 6.18pm<br>Non - Cancel : 6.18 pm - 6.20pm<br>Opening : 6.20 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T-session trading hours",
                  "lastTradingDay": "Second last Thailand Business Day of the contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Thailand Index for the Last Trading Day rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "WITHA Index",
                  "reutersTicker": ".FTWITHA",
                  "bloombergTickerCode": "XFLA <Index>",
                  "reutersTickerCode": "T-session: 0#SFTHam:  T+1 session: 0#SFTHpm: Combined session: 0#SFTH:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnthfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Thailand NTR (USD) Index Futures",
            "shortName": "FNTHFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Thailand NTR (USD) Index Futures",
                  "contractCode": "FNTH",
                  "tickerSymbol": "FNTH",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 2 X SGX FTSE Thailand NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 1 index point (US$2), Calendar Spread: 0.10 index point (US$0.20)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Third Friday of the contract month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Thailand USD Net Tax Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "WITHATUR Index",
                  "reutersTicker": ".TRIWITHANTU",
                  "bloombergTickerCode": "ATPA Index",
                  "reutersTickerCode": "T session: 0#SFNTHam:\r\nT+1 session: 0#SFNTHpm:\r\nCombined session: 0#SFNTH:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnthfc-0"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Vietnam 30 Index Futures",
            "shortName": "sgx_vnftse",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Vietnam 30 Index Futures",
                  "contractCode": "FVN",
                  "tickerSymbol": "FVN",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$5 x Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "1 index point (US$5)",
                  "contractMonths": "2 nearest serial months and Mar, Jun, Sep and Dec months on 1-year cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening : 8.45 am - 8.58 am<br>Non - Cancel : 8.58 am - 9.00 am<br>Opening : 9.00 am - 4.00&nbsp;pm<br>Pre - Closing : 4.00&nbsp;pm - 4.04 pm<br>Non - Cancel : 4.04 pm - 4.05 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening : 4.10 pm - 4.13 pm<br>Non - Cancel : 4.13 pm - 4.15 pm<br>Opening : 4.15 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Sames as T-session trading hours",
                  "lastTradingDay": "Second last business day of the contract month\r\n\r\n",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Vietnam 30 Index for the Last Trading Day, rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable",
                  "negotiatedLargeTrade": "Minimum 2 lots",
                  "bloombergTicker": "FIVNM30 Index",
                  "reutersTicker": null,
                  "bloombergTickerCode": "XFAA <Index>",
                  "reutersTickerCode": "T-session:0#SFVNam:  T+1 session: 0#SFVNpm: Combined session: 0#SFVN:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/sgxvnftse"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FTSE Vietnam NTR (USD) Index Futures",
            "shortName": "FNVNFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Vietnam NTR (USD) Index Futures",
                  "contractCode": "FNVN",
                  "tickerSymbol": "FNVN",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$10 X SGX FTSE Vietnam NTR (USD) Index Futures Price ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.5 index point (US$5), Calendar Spread: 0.05 index point (US$0.5)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours\t",
                  "lastTradingDay": "Third Friday of the contract month\t",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes. \r\n \r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day. \r\n \r\nThere shall be no price limits on the Last Trading Day of the expiring contract month",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "The official closing value of the FTSE Frontier Large Mid Cap Vietnam USD Net Tax Index for the Last Trading Day, rounded to 4 decimal places ",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. ",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "FILMNVNR Index",
                  "reutersTicker": ".TRIFILMNVNM",
                  "bloombergTickerCode": "FVIA Index",
                  "reutersTickerCode": "0#SFNVN:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnvnfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Fuel Oil",
            "shortName": "fuel oil 380cst",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "196",
                    "name": "Energy",
                    "order": "3",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "199",
                    "name": "Oil",
                    "order": "2",
                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "oil",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Singapore FO 180cst Swap",
                  "contractCode": "F1",
                  "tickerSymbol": "F1",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15&nbsp;am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts Singapore Fuel Oil 180cst index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Singapore Fuel Oil 180cst spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Mini Singapore FO 180cst Swap",
                  "contractCode": "1M",
                  "tickerSymbol": "1M",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "100 metric tonnes\t",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month. with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15&nbsp;am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts Singapore Fuel Oil 180cst index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Singapore Fuel Oil 180cst spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Singapore FO 180cst Index Futures",
                  "contractCode": "1MF",
                  "tickerSymbol": "1MF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15&nbsp;am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm</p>\n<p>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the Platts Singapore Fuel Oil 180cst index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Singapore Fuel Oil 180cst spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PSIA Comdty DES",
                  "reutersTickerCode": "S1MF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Singapore FO 380cst Swap",
                  "contractCode": "F3",
                  "tickerSymbol": "F3",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15&nbsp;am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts Singapore Fuel Oil 380cst index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Singapore Fuel Oil 380cst spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": null,
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Mini Singapore FO 380cst Swap",
                  "contractCode": "3M",
                  "tickerSymbol": "3M",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts Singapore Fuel Oil 380cst index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Singapore Fuel Oil 380cst spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": null,
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Singapore FO 380cst Index Futures",
                  "contractCode": "3MF",
                  "tickerSymbol": "3MF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15&nbsp;am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm</p>\n<p>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the Platts Singapore Fuel Oil 380cst index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Singapore Fuel Oil 380cst spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PXOA Comdty DES",
                  "reutersTickerCode": "S3MF",
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                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FO 180cst Swap vs FO 380cst Swap Differential",
                  "contractCode": "VC",
                  "tickerSymbol": "VC",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
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                        "order": "0",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 10,
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                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last trading day of SGX Singapore Fuel Oil 180cst Swap and the SGX Singapore Fuel Oil 380cst Swap in the contract month. The last trading day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
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                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic difference between the Final Settlement Prices of the SGX Singapore Fuel Oil 180cst Swap and the SGX Singapore Fuel Oil 380cst Swap in the contract month, rounded to three decimal places.",
                  "deliveryPeriod": null,
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                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 2,000 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": null,
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
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                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Singapore Visco Spread Futures",
                  "contractCode": "VCF",
                  "tickerSymbol": "VCF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "27 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
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                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last trading day of SGX Platts Singapore Fuel Oil 180cst Index Futures and the SGX Platts Singapore Fuel Oil 380cst Index Futures in the contract month. The last trading day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic difference between the Final Settlement Prices of the SGX Platts Singapore Fuel Oil 180cst Index Futures and the SGX Platts Singapore Fuel Oil 380cst Index Futures in the contract month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 2,000 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "VISA comdty DES",
                  "reutersTickerCode": "SJRF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Marine Fuel 0.5% FOB Singapore Index Futures",
                  "contractCode": "MF5F",
                  "tickerSymbol": "MF5F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "24 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
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                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15&nbsp;am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm</p>\n<p>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the Platts Marine Fuel 0.5% FOB Singapore Cargo index in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash Settlement using arithmetic average of all Platts Marine Fuel 0.5% FOB Singapore Cargo spot price assessments in the expiring contract month for the relevant underlying product, rounded to 3 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PMBA Comdty ",
                  "reutersTickerCode": "T session: 0#SMF5Fam:\r\nT+1 session: 0#SMF5Fpm:\r\nCombined session: 0#SMF5F:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Marine Fuel 0.5% FOB Singapore Swap",
                  "contractCode": "MF5",
                  "tickerSymbol": "MF5",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "24 months starting with current month, with next consecutive quarter (3 months) added upon each quarter's expiry",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
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                  "tradingHours": {
                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts Marine Fuel 0.5% FOB Singapore Cargo index in the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash Settlement using arithmetic average of all Platts Marine Fuel 0.5% FOB Singapore Cargo spot price assessments in the expiring contract month for the relevant underlying product, rounded to 3 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 300 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": null,
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PMEA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fuel-oil-380cst"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "FX Futures and Options",
            "shortName": "fx",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "187",
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                    "parentCode": "financials",
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                    "allowDataOrderForms": false
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX AUD/JPY FX Futures",
                  "contractCode": "AJ",
                  "tickerSymbol": "AJ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
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                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "AUD 25,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "JPY 0.01",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "219",
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                        "country": [
                          "JP"
                        ]
                      }
                    }
                  },
                  "tickValue": 250,
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                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 7.30 pm<br>Pre - Closing: 7.30 pm - 7.34 pm<br>Non - Cancel: 7.34 pm - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 7.40 pm - 7.48 pm<br>Non - Cancel: 7.48 pm - 7.50 pm<br>Opening: 7.50 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
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                  "settlementBasis": "Cash settlement (JPY)",
                  "finalSettlementPrice": "Equal to the Bloomberg Foreign Exchange Fixings Spot Rate for AUD/JPY published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to two decimal places. ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XAYA<CURNCY>CT",
                  "reutersTickerCode": "0#SDXJ:",
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                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX AUD/USD FX Futures",
                  "contractCode": "AU",
                  "tickerSymbol": "AU",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "AUD 25,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
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                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 2.5,
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                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 7.30 pm<br>Pre - Closing: 7.30 pm - 7.34 pm<br>Non - Cancel: 7.34 pm - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 7.40 pm - 7.48 pm<br>Non - Cancel: 7.48 pm - 7.50 pm<br>Opening: 7.50 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the Bloomberg Foreign Exchange Fixings Spot Rate for AUD/USD published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.  ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
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                  "reutersTicker": null,
                  "bloombergTickerCode": "XUAA<CURNCY>CT",
                  "reutersTickerCode": "0#SDXU:",
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                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX BRL/USD FX Futures",
                  "contractCode": "BRL",
                  "tickerSymbol": "BRL",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "BRL 100,000",
                  "qualitySpecifications": null,
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                  "contractMonths": "12 monthly",
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 2,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>T Session:</strong><br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 7.55 pm<br>Pre - Closing: 7.55 pm - 7.59 pm<br>Non - Cancel: 7.59 pm - 8.00 pm</p>\n<p><strong>T+1 Session:</strong><br>Pre - Opening: 8.05 pm - 8.13 pm<br>Non - Cancel: 8.13 pm - 8.15 pm<br>Opening: 8.15 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 8.00 pm",
                  "lastTradingDay": "Last trading day preceding the 1st business day of the contract month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the USD/BRL PTAX rate calculated and published by the Central Bank of Brazil at approximately 13:15 Sao Paulo time (or 00:15 Singapore time the following day), on the Last Trading Day, rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots (Min. price fluctuation: 0.00001 USD per BRL)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "BRLA <CURNCY> CT",
                  "reutersTickerCode": "0#SBRL:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX CNY/USD FX Futures",
                  "contractCode": "CY",
                  "tickerSymbol": "CY",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "CNY 500,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001 per 10 Chinese renminbi",
                  "contractMonths": "13 monthly followed by the next 8 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 7.10 am - 7.23 am<br><br>\nNon - Cancel: 7.23 am - 7.25 am<br><br>\nOpening: 7.25 am - 5.55 pm<br><br>\nPre - Closing: 5.55 pm - 5.59 pm<br><br>\nNon - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br><br>\nPre - Opening: 6.05 pm - 6.13 pm<br><br>\nNon - Cancel: 6.13 pm - 6.15 pm<br><br>\nOpening: 6.15 pm - 5.15&nbsp;am<br><br>\nPre - Closing: NA<br><br>\nNon - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 9.00 am",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the “RMB per USD” fixing (or “midpoint”) rate published by the People’s Bank of China (PBC) at approximately 9.15am (Beijing time) and representing spot trading of RMB per USD on the futures contract termination of trading day, multiplied by 10 to convert such spot exchange rate to United States Dollar per 10 Chinese Renminbi, and the result rounded to 4 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging\r\ninformation if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XCYA <CURNCY> CT",
                  "reutersTickerCode": "0#SNY: ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC CNY/USD FX Futures",
                  "contractCode": "CYTM",
                  "tickerSymbol": "CYddmmyy - See Other Contract Specification Details below",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "CNY 500,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001 per 10 Chinese renminbi",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": {
                    "processed": "<p><strong>Ticker Symbol</strong></p>\n\n<p>CYddmmyy, where ddmmyy:</p>\n\n<p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration); and<br>\n2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>\n3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p>\n\n<p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p><strong>Trading Registration Hours (Singapore Time)</strong><br><br>\nT Session: 7.10am – 6.00pm<br><br>\nT+1 Session: 6.00.01pm – 5.15am</p>\n<p>&nbsp;</p>\n<p><strong>Trading Registration Hours on Last Trading Day (Singapore Time)</strong><br><br>\nT Session: 7.10am – 9.00am<br><br>\nT+1 Session: N.A.</p>\n<p>&nbsp;</p>\n<p>Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "See above.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol. Note that if the Last Trading Day (the day the Final Settlement Price is determined) is adjusted after the trade is cleared due to a holiday falling on the original fixing date specified by the participants, the date in the Ticker Symbol remains unchanged.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the “RMB per USD” fixing (or “midpoint”) rate published by the People’s Bank of China (PBC) at approximately 9.15am (Beijing time) and representing spot trading of RMB per USD on the futures contract termination of trading day, multiplied by 10 to convert such spot exchange rate to United States Dollar per 10 Chinese Renminbi, and the result rounded to 4 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging\r\ninformation if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX EUR/CNH FX Futures",
                  "contractCode": "EC",
                  "tickerSymbol": "EC",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "EUR 100,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "CNH 0.0001",
                  "contractMonths": "13 monthly followed by the next 8 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "220",
                        "name": "Chinese Yuan Offshore (CNH)",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "CNH",
                        "country": [
                          "CN"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": {
                    "processed": "<p>Bloomberg Index Services Limited and its affiliates (collectively, \"Bloomberg\") are not affiliated with Singapore Exchange Limited (“SGX”) and do not approve, endorse, review, or recommend SGX FX Futures contracts. BLOOMBERG and Bloomberg BFIX are trademarks or service marks of Bloomberg Finance L.P. and have been licensed to SGX. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to Bloomberg BFIX. Use of Bloomberg BFIX data is subject to license with Bloomberg. For the full Bloomberg BFIX Disclaimer and other BFIX information, please see https://www.bloomberg.com/professional/products/indices/bfix/#resources</p><p>&nbsp;</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (CNH)",
                  "finalSettlementPrice": "Equal to the Bloomberg BFIX Foreign Exchange Spot Rate for EUR/CNH published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XEDA<CURNCY>CT\r\n",
                  "reutersTickerCode": "0#SER:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX HKD/CNH FX Futures",
                  "contractCode": "HKC",
                  "tickerSymbol": "HKC",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "HKD 200,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "CNH 0.0001 per HKD",
                  "contractMonths": "3 serial months followed by the next 8 quarter months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "220",
                        "name": "Chinese Yuan Offshore (CNH)",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "CNH",
                        "country": [
                          "CN"
                        ]
                      }
                    }
                  },
                  "tickValue": 20,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 2:00pm",
                  "lastTradingDay": "2 business days prior to 3rd Wednesday of contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (CNH)",
                  "finalSettlementPrice": "Equal to the Bloomberg BFIX Foreign Exchange Spot Rate for HKD/CNH published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 HKD/CNH Futures contracts net long or net short in all HKD/CNH Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 40 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SHTA <CURNCY> CT\r\n",
                  "reutersTickerCode": "0#SHKC:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX HKD/USD FX Futures",
                  "contractCode": "HKU",
                  "tickerSymbol": "HKU",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "HKD 200,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.00005 USD per 10 HKD",
                  "contractMonths": "3 serial months followed by the next 8 quarter months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 2:00pm",
                  "lastTradingDay": "2 business days prior to 3rd Wednesday of contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to reciprocal of the Bloomberg BFIX Foreign Exchange Spot Rate for USD/HKD published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result multiplied by 10 to convert United States dollar per 10 Hong Kong dollars, and the result rounded to five decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 HKD/USD Futures contracts net long or net short in all HKD/USD Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 40 lots (Min. price fluctuation: HKD 0.00001 per 0.20 USD)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SILA <CURNCY> CT\r\n",
                  "reutersTickerCode": "0#SHKU:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX HKD/USD FX Options",
                  "contractCode": "CHKU",
                  "tickerSymbol": "CHKU, PHKU",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "One SGX HKD/USD FX Futures Contract",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.00005 USD per 10 HKD",
                  "contractMonths": "3 serial months followed by the next 8 quarter months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Order Cancellation: 7.10 am - 7.25 am<br>Opening: 7.25 am - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Order Cancellation: 6.05 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "N.A.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 HKD/USD Futures contracts net long or net short in all HKD/USD Futures and Options on HKD/USD Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 40 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SILA <CURNCY> OMON",
                  "reutersTickerCode": "0#SHKU+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "Strike price intervals of HKD 0.00200\r\n  \r\nThe Exchange will list At-the-Money (ATM) strike put and call options and the next twelve exercise prices above and below the ATM strike. ATM strike refers to the exercise price nearest to the last available Spot Exchange Rate when the Exchange lists such exercise price, save that where there are two such exercise prices, the ATM strike means the lower of these two prices.",
                  "optionExercise": "European style. \r\n\r\nIn-the-money options will be automatically exercised on expiry into SGX HKD/USD FX Futures positions, which will then be cash-settled based on the final settlement price methodology of the futures contract.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX IDR/USD FX Futures",
                  "contractCode": "IDR",
                  "tickerSymbol": "IDR",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "IDR 1,500,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00100 per 100,000 IDR",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 15,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25am - 17.00pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Reciprocal of the JISDOR at 4.15 pm Jakarta time on the Last Trading Day, multiplied by 100,000 to convert to United States dollars per 100,000 Indonesian rupiah, and the result rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots (Min. price fluctuation: US$0.00010 per 100,000 IDR)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "BDRA <CURNCY> CT",
                  "reutersTickerCode": "0#SIDR:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC IDR/USD FX Futures",
                  "contractCode": "IDRTM",
                  "tickerSymbol": "IDRddmmyy - See Other Contract Specification Details below",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "IDR 1,500,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00010 per 100,000 IDR",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1.5,
                  "contractDetails": {
                    "processed": "<p><strong>Ticker Symbol</strong></p>\n\n<p>IDRddmmyy, where ddmmyy:</p>\n\n<p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration); and<br>\n2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>\n3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p>\n\n<p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p><strong>Trading Registration Hours (Singapore Time)</strong><br>T Session: 7.10am – 6.00pm<br>T+1 Session: 6.00.01pm – 5.15am</p>\n<p>&nbsp;</p>\n<p><strong>Trading Registration Hours on Last Trading Day (Singapore Time)</strong><br>T Session: 7.10am – 11.00am<br>T+1 Session: N.A.</p>\n<p>&nbsp;</p>\n<p>Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "See above.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol. Note that if the Last Trading Day (the day the Final Settlement Price is determined) is adjusted after the trade is cleared due to a holiday falling on the original fixing date specified by the participants, the date in the Ticker Symbol remains unchanged.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Reciprocal of the JISDOR at 4.15 pm Jakarta time on the Last Trading Day, multiplied by 100,000 to convert to United States dollars per 100,000 Indonesian rupiah, and the result rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX INR/USD FX Futures",
                  "contractCode": "IU",
                  "tickerSymbol": "IU",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "INR 2,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010 US cents per 100 Rupees",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 7.30 pm<br>Pre - Closing: 7.30 pm - 7.34 pm<br>Non - Cancel: 7.34 pm - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 7.40 pm - 7.48 pm<br>Non - Cancel: 7.48 pm - 7.50 pm<br>Opening: 7.50 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.35 pm",
                  "lastTradingDay": "2 business days prior to the last business day of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the RBI USD/INR spot exchange rate, or such publicly available equivalent successor rate that is determined by SGX-DT, on the Last Trading Day, multiplied by 10,000 to convert such spot exchange rate to United States Cents per 100 Indian Rupees, rounded to 3 decimal places. ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 futures contracts net long or net short in all INR/USD Standard Futures, FlexC Futures and Options contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 30 lots (Min. price fluctuation: 0.001 US cents per 100 Rupees)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XIDA<CURNCY>CT",
                  "reutersTickerCode": "0#SDIU:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC INR/USD FX Futures",
                  "contractCode": "IUTM",
                  "tickerSymbol": "IUddmmyy - See Other Contract Specification Details below",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "INR 2,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.001 US cents per 100 Rupees",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.2,
                  "contractDetails": {
                    "processed": "<p><strong>Ticker Symbol</strong></p><p>IUddmmyy, where ddmmyy:</p><p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration); and<br>2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p><p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>Trade Registration Hours*:</p>\n<p>T Session: 7.10am – 7.35pm<br>T+1 Session: 7.35.01pm – 5.15am</p>\n<p>*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Trade Registration Hours*:\r\nT Session: 7.10am – 2.35pm\r\nT+1 Session: N.A.\r\n\r\n*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol.*\r\n\r\n*Note: If the fixing date is adjusted due to a holiday falling on the original fixing date, the date in the Ticker Symbol remains unchanged.\r\n\r\nSee Other Contract Specification Details below.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the RBI USD/INR spot exchange rate, or such publicly available equivalent successor rate that is determined by SGX-DT, on the Last Trading Day, multiplied by 10,000 to convert such spot exchange rate to United States Cents per 100 Indian Rupees, rounded to 2 decimal places. ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 futures contracts net long or net short in all INR/USD Standard Futures, FlexC Futures and Options contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 30 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX INR/USD FX Options",
                  "contractCode": "CIU",
                  "tickerSymbol": "CIU, PIU",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "One SGX INR/USD FX Futures Contract",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010 US cents per 100 Rupees",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nOrder Cancellation: 7.10 am - 7.25 am<br><br>\nOpening: 7.25 am - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br><br>\nOrder Cancellation: 7.40 pm - 7.50 pm<br><br>\nOpening: 7.50 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am - 2.35 pm",
                  "lastTradingDay": "2 business days prior to the last business day of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "N.A.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 futures contracts net long or net short in all INR/USD Standard Futures, FlexC Futures and Options contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 30 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XIDA <CURNCY> OMON",
                  "reutersTickerCode": "0#SDIU+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "Strike price intervals of 0.50 US cents per 100 Rupees.\r\n\r\nThe Exchange will list At-the-Money (ATM) strike put and call options and the next twelve exercise prices above and below the ATM strike. ATM strike refers to the exercise price nearest to the last available Spot Exchange Rate  when the Exchange lists such exercise price, save that where there are two such exercise prices, the ATM strike means the lower of these two prices.\r\n\r\nSpot Exchange Rate means the reciprocal of the spot exchange rate for Indian rupees per United States dollar published by the Reserve Bank of India, or such publicly available equivalent successor rate that is determined by SGX-DT, multiplied by 10,000 to convert such spot exchange rate to United States cents per 100 Indian rupees, and the result rounded to two decimal places.",
                  "optionExercise": "European style. Automatic exercise of the in-the-money options.\r\n\r\nExercise results in a long SGX INR/USD FX Futures position, which corresponds with the option’s contract month for a call buyer or a put seller, and a short SGX INR/USD FX Futures position for a put buyer or a call seller.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX KRW/JPY FX Futures",
                  "contractCode": "KJ",
                  "tickerSymbol": "KJ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "25,000,000 Korean won",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "JPY 0.01 per 1,000 Korean won",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "219",
                        "name": "Japanese Yen",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "JPY",
                        "country": [
                          "JP"
                        ]
                      }
                    }
                  },
                  "tickValue": 250,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 7.30 pm<br>Pre - Closing: 7.30 pm - 7.34 pm<br>Non - Cancel: 7.34 pm - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 7.40 pm - 7.48 pm<br>Non - Cancel: 7.48 pm - 7.50 pm<br>Opening: 7.50 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "3rd Monday (that is a Business Day) of the contract month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (JPY)",
                  "finalSettlementPrice": "Cross calculation of:\r\n(i) the reciprocal of the SMBS Basic Exchange Rate published at approximately 15:30H Seoul time (or 14:30H Singapore time for illustrative purpose) on the Last Trading Day, multiplied by 1,000 to convert such basic exchange rate to United States dollar per 1,000 Republic of Korea won; and \r\n(ii) the Bloomberg Foreign Exchange Fixings Spot Rate for USD/JPY published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day,\r\nthe result rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XWYA<CURNCY>CT",
                  "reutersTickerCode": "0#SDKJ:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX KRW/USD FX Futures (Mini)",
                  "contractCode": "KU",
                  "tickerSymbol": "KU",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "25,000,000 Korean won",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001 per 1,000 Korean won",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 7.10 am - 7.23 am<br><br>\nNon - Cancel: 7.23 am - 7.25 am<br><br>\nOpening: 7.25 am - 7.30 pm<br><br>\nPre - Closing: 7.30 pm - 7.34 pm<br><br>\nNon - Cancel: 7.34 pm - 7.35 pm</p>\n<p>T + 1 Session:<br><br>\nPre - Opening: 7.40 pm - 7.48 pm<br><br>\nNon - Cancel: 7.48 pm - 7.50 pm<br><br>\nOpening: 7.50 pm - 5.15&nbsp;am<br><br>\nPre - Closing: NA<br><br>\nNon - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "3rd Monday (that is a Business Day) of the contract month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the SMBS USD/KRW basic exchange rate published at approximately 2.30pm (Singapore time), multiplied by 1,000 to convert such basic exchange rate to United States Dollar per 1,000 Republic of Korea Won, rounded to 4 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 KRW/USD Futures (Mini) contracts net long or net short in all KRW/USD Futures (Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 30 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XUWA<CURNCY>CT",
                  "reutersTickerCode": "0#SDKU:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX KRW/USD FX Futures (Full-Sized)",
                  "contractCode": "KRW",
                  "tickerSymbol": "KRW",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "125,000,000 Korean won",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00005 per 1,000 Korean won",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 6.25,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 7.10 am - 7.23 am<br><br>\nNon - Cancel: 7.23 am - 7.25 am<br><br>\nOpening: 7.25 am - 7.30 pm<br><br>\nPre - Closing: 7.30 pm - 7.34 pm<br><br>\nNon - Cancel: 7.34 pm - 7.35 pm</p>\n<p>T + 1 Session:<br><br>\nPre - Opening: 7.40 pm - 7.48 pm<br><br>\nNon - Cancel: 7.48 pm - 7.50 pm<br><br>\nOpening: 7.50 pm - 5.15&nbsp;am<br><br>\nPre - Closing: NA<br><br>\nNon - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "3rd Monday (that is a Business Day) of the contract month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the SMBS USD/KRW basic exchange rate published at approximately 2.30pm (Singapore time), multiplied by 1,000 to convert such basic exchange rate to United States Dollar per 1,000 Republic of Korea Won, rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 KRW/USD Futures (Mini) contracts net long or net short in all KRW/USD Futures (Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots (Min. price fluctuation: US$0.00001 per 1,000 Korean won)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XKRA<CURNCY>CT",
                  "reutersTickerCode": "0#SKRW:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC KRW/USD FX Futures (Full-Sized)",
                  "contractCode": "KRWTM",
                  "tickerSymbol": "KRWddmmyy - See Other Contract Specification Details below",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "125,000,000 Korean won",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00005 per 1,000 Korean won",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 6.25,
                  "contractDetails": {
                    "processed": "<p>KRWddmmyy, where ddmmyy:</p><p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration)*; and<br>2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p><p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>Trade Registration Hours*:</p>\n<p>T Session: 7.10am – 7.35pm<br>T+1 Session: 7.35.01pm – 5.15am</p>\n<p>*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Trade Registration Hours*:\r\nT Session: 7.10am – 2.00pm\r\nT+1 Session: N.A.\r\n\r\n*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol.*\r\n \r\n*Note: If the fixing date is adjusted due to a holiday falling on the original fixing date, the date in the Ticker Symbol remains unchanged.\r\n\r\nSee Other Contract Specification Details below.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the SMBS USD/KRW basic exchange rate published at approximately 2.30pm (Singapore time), multiplied by 1,000 to convert such basic exchange rate to United States Dollar per 1,000 Republic of Korea Won, rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 KRW/USD Futures (Mini) contracts net long or net short in all KRW/USD Futures (Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots (Min. price fluctuation: US$0.00001 per 1,000 Korean won)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MYR/SGD FX Futures",
                  "contractCode": "MYS",
                  "tickerSymbol": "MYS",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "MYR 200,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "S$0.00100 per 100MYR",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "211",
                        "name": "Singaporean Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "SGD",
                        "country": [
                          "SG"
                        ]
                      }
                    }
                  },
                  "tickValue": 2,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25am - 3.00pm",
                  "lastTradingDay": "15th calendar day of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (SGD)",
                  "finalSettlementPrice": "Cross calculation of: \r\n(i) the reciprocal of the Kuala Lumpur USD/MYR Reference Rate published by Bank Negara Malaysia at 15:30H Kuala Lumpur time on the Last Trading Day; and \r\n(ii) the Bloomberg Foreign Exchange Fixings Spot Rate for USD/SGD published by Bloomberg at 15:00H Singapore time (or 16:00H Tokyo time) on the Last Trading Day,\r\nthe result multiplied by 100 to convert to Singapore dollars per 100 Malaysian ringgit, and thereafter rounded to five decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "BYSA <CURNCY> CT",
                  "reutersTickerCode": "0#SMYS:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MYR/USD FX Futures",
                  "contractCode": "MYR",
                  "tickerSymbol": "MYR",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "MYR 500,000\t",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00100 per 100 MYR",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 7.10 am - 7.23 am<br><br>\nNon - Cancel: 7.23 am - 7.25 am<br><br>\nOpening: 7.25 am - 5.55 pm<br><br>\nPre - Closing: 5.55 pm - 5.59 pm<br><br>\nNon - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br><br>\nPre - Opening: 6.05 pm - 6.13 pm<br><br>\nNon - Cancel: 6.13 pm - 6.15 pm<br><br>\nOpening: 6.15 pm - 5.15 am<br><br>\nPre - Closing: NA<br><br>\nNon - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25am - 3.00pm",
                  "lastTradingDay": "15th calendar day of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Reciprocal of the Kuala Lumpur USD/MYR Reference Rate published by Bank Negara Malaysia at 3.30 p.m. Kuala Lumpur time on the Last Trading Day, multiplied by 100 to convert to United States dollars per 100 Malaysian ringgit, and the result rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots (Min. price fluctuation: US$0.00010 per 100 MYR) ",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "BYRA <CURNCY> CT",
                  "reutersTickerCode": "0#SMYR:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC MYR/USD FX Futures",
                  "contractCode": "MYRTM",
                  "tickerSymbol": "MYRddmmyy - See Other Contract Specification Details below",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "MYR 500,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00010 per 100 MYR",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.5,
                  "contractDetails": {
                    "processed": "<p>MYRddmmyy, where ddmmyy:</p>\n\n<p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration); and<br>\n2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>\n3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p>\n\n<p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p><strong>Trading Registration Hours (Singapore Time)</strong><br><br>\nT Session: 7.10am – 6.00pm<br><br>\nT+1 Session: 6.00.01pm – 5.15am</p>\n<p>&nbsp;</p>\n<p><strong>Trading Registration Hours on Last Trading Day (Singapore Time)</strong><br><br>\nT Session: 7.10am – 3.00pm<br><br>\nT+1 Session: N.A.</p>\n<p>&nbsp;</p>\n<p>Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "See above.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol. Note that if the Last Trading Day (the day the Final Settlement Price is determined) is adjusted after the trade is cleared due to a holiday falling on the original fixing date specified by the participants, the date in the Ticker Symbol remains unchanged.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Reciprocal of the Kuala Lumpur USD/MYR Reference Rate published by Bank Negara Malaysia at 3.30 p.m. Kuala Lumpur time on the Last Trading Day, multiplied by 100 to convert to United States dollars per 100 Malaysian ringgit, and the result rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX PHP/USD FX Futures",
                  "contractCode": "PHP",
                  "tickerSymbol": "PHP",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "PHP 5,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00100 per 1,000 PHP",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 7.10 am - 7.23 am<br><br>\nNon - Cancel: 7.23 am - 7.25 am<br><br>\nOpening: 7.25 am - 5.55 pm<br><br>\nPre - Closing: 5.55 pm - 5.59 pm<br><br>\nNon - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br><br>\nPre - Opening: 6.05 pm - 6.13 pm<br><br>\nNon - Cancel: 6.13 pm - 6.15 pm<br><br>\nOpening: 6.15 pm - 5.15 am<br><br>\nPre - Closing: NA<br><br>\nNon - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25am - 11.30am",
                  "lastTradingDay": "1 business day prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Reciprocal of the BAP AM Weighted Average Rate expressed in “Philippine pesos per United States dollar\" published by the Bankers Association of the Philippines (BAP), with the result multiplied by 1,000 to convert such rate to United States dollars per 1,000 Philippine peso, and the result rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots  (Min. price fluctuation: US$0.00010 per 1,000 PHP)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "BHPA <CURNCY> CT",
                  "reutersTickerCode": "0#SPHP:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC PHP/USD FX Futures",
                  "contractCode": "PHPTM",
                  "tickerSymbol": "PHPddmmyy - See Other Contract Specification Details below",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "PHP 5,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.00010 per 1,000 PHP",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 0.5,
                  "contractDetails": {
                    "processed": "<p><strong>Ticker Symbol</strong></p>\n\n<p>PHPddmmyy, where ddmmyy:</p>\n\n<p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration); and<br>\n2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>\n3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p>\n\n<p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p><strong>Trading Registration Hours (Singapore Time)</strong><br><br>\nT Session: 7.10am – 6.00pm<br><br>\nT+1 Session: 6.00.01pm – 5.15am</p>\n<p>&nbsp;</p>\n<p><strong>Trading Registration Hours on Last Trading Day (Singapore Time)</strong><br><br>\nT Session: 7.10am – 11.30am<br><br>\nT+1 Session: N.A.</p>\n<p>&nbsp;</p>\n<p>Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "See above.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol. Note that if the Last Trading Day (the day the Final Settlement Price is determined) is adjusted after the trade is cleared due to a holiday falling on the original fixing date specified by the participants, the date in the Ticker Symbol remains unchanged.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Reciprocal of the BAP AM Weighted Average Rate expressed in “Philippine pesos per United States dollar\" published by the Bankers Association of the Philippines (BAP), with the result multiplied by 1,000 to convert such rate to United States dollars per 1,000 Philippine peso, and the result rounded to 5 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all Standard Futures and FlexC Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX SGD/CNH FX Futures",
                  "contractCode": "SY",
                  "tickerSymbol": "SY",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "SGD 100,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "CNH 0.0001",
                  "contractMonths": "13 monthly followed by the next 8 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "220",
                        "name": "Chinese Yuan Offshore (CNH)",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "CNH",
                        "country": [
                          "CN"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": {
                    "processed": "<p>Bloomberg Index Services Limited and its affiliates (collectively, \"Bloomberg\") are not affiliated with Singapore Exchange Limited (“SGX”) and do not approve, endorse, review, or recommend SGX FX Futures contracts. BLOOMBERG and Bloomberg BFIX are trademarks or service marks of Bloomberg Finance L.P. and have been licensed to SGX. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to Bloomberg BFIX. Use of Bloomberg BFIX data is subject to license with Bloomberg. For the full Bloomberg BFIX Disclaimer and other BFIX information, please see https://www.bloomberg.com/professional/products/indices/bfix/#resources</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (CNH)",
                  "finalSettlementPrice": "Equal to the Bloomberg BFIX Foreign Exchange Spot Rate for SGD/CNH published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XSYA<CURNCY>CT",
                  "reutersTickerCode": "0#SSY:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX THB/USD FX Futures",
                  "contractCode": "TU",
                  "tickerSymbol": "TU",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
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                        "name": "Futures",
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "THB 1,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.005 per 1,000 Thai baht",
                  "contractMonths": "3 monthly followed by the next nearest quarterly month",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
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                        "parentCode": null,
                        "entityBundle": "currencies",
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                        "country": [
                          "US"
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                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "1 business day prior to the last business day of the contract expiry month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the Bloomberg Foreign Exchange Fixings Spot Rate for USD/THB published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, multiplied by 1,000 to convert such spot exchange rate to United States dollars per 1,000 Thai baht, and the result rounded to the nearest multiple of five thousandth (0.005).  ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XTBA <CURNCY> CT",
                  "reutersTickerCode": "0#STU: ",
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                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX TWD/USD FX Futures (Mini)",
                  "contractCode": "TD",
                  "tickerSymbol": "TD",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "TWD 1,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001 per 10 New Taiwan dollars",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
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                        "country": [
                          "US"
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                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 11.00 am",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the “New Taiwan dollars per United States dollar\" spot exchange rate published by Taipei Forex Inc. at 11:00H Taipei time on the Last Trading Day, with the result multiplied by 10 to convert such rate to United States dollars per 1,000 New Taiwan dollars, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 TWD/USD Futures (Full-Sized) contracts net long or net short in all TWD/USD Futures (Micro, Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 30 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XTDA <CURNCY> CT",
                  "reutersTickerCode": "0#SWD:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX TWD/USD FX Futures (Micro)",
                  "contractCode": "MTWD",
                  "tickerSymbol": "MTWD",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "TWD 300,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0050 per 1,000 New Taiwan dollars",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
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                  "tickValue": 1.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 11.00 am",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
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                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the “New Taiwan dollars per United States dollar\" spot exchange rate published by Taipei Forex Inc. at 11:00H Taipei time on the Last Trading Day, with the result multiplied by 1,000 to convert such rate to United States dollars per 1,000 New Taiwan dollars, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 TWD/USD Futures (Full-Sized) contracts net long or net short in all TWD/USD Futures (Micro, Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots (Min. price fluctuation: US$ 0.0001 per 1,000 New Taiwan dollars)",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "QTWA <CURNCY> CT",
                  "reutersTickerCode": "0#SMTWD:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX TWD/USD FX Futures (Full-Sized)",
                  "contractCode": "TWD",
                  "tickerSymbol": "TWD",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "TWD 3,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0050 per 1,000 New Taiwan dollars",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
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                        "entityBundle": "currencies",
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                        "country": [
                          "US"
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                  },
                  "tickValue": 15,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 11.00 am",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the “New Taiwan dollars per United States dollar\" spot exchange rate published by Taipei Forex Inc. at 11:00H Taipei time on the Last Trading Day, with the result multiplied by 1,000 to convert such rate to United States dollars per 1,000 New Taiwan dollars, and the result rounded to four decimal places.\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 TWD/USD Futures (Full-Sized) contracts net long or net short in all TWD/USD Futures (Micro, Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots (Min. price fluctuation: US$0.0001 per 1,000 New Taiwan dollars)",
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                  "reutersTicker": null,
                  "bloombergTickerCode": "XDWA <CURNCY> CT",
                  "reutersTickerCode": "0#SWDT:",
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                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC TWD/USD FX Futures (Full-Sized)",
                  "contractCode": "TWDTM",
                  "tickerSymbol": "TWDddmmyy - See Other Contract Specification Details below",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "TWD 3,000,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001 per 1,000 New Taiwan dollars",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
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                        "entityBundle": "currencies",
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                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 0.3,
                  "contractDetails": {
                    "processed": "<p><strong>Ticker Symbol</strong></p>\n\n<p>TWDddmmyy, where ddmmyy:</p>\n\n<p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration); and<br>\n2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>\n3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p>\n\n<p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p><strong>Trading Registration Hours (Singapore Time)</strong><br>T Session: 7.10am – 6.00pm<br>T+1 Session: 6.00.01pm – 5.15am</p>\n<p>&nbsp;</p>\n<p><strong>Trading Registration Hours on Last Trading Day (Singapore Time)</strong><br>T Session: 7.10am – 11.00am<br>T+1 Session: N.A.</p>\n<p>&nbsp;</p>\n<p>Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "See above.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol. Note that if the Last Trading Day (the day the Final Settlement Price is determined) is adjusted after the trade is cleared due to a holiday falling on the original fixing date specified by the participants, the date in the Ticker Symbol remains unchanged.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the reciprocal of the “New Taiwan dollars per United States dollar\" spot exchange rate published by Taipei Forex Inc. at 11:00H Taipei time on the Last Trading Day, with the result multiplied by 1,000 to convert such rate to United States dollars per 1,000 New Taiwan dollars, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 TWD/USD Futures (Full-Sized) contracts net long or net short in all TWD/USD Futures (Micro, Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": "Chain code: <0#SWDTFLX:>\r\nLevel 1 Quote: “SWDTFLX” + 2 digit day code + 1 character month code + 1 digit year code.  E.g. <SWDTFLX28Q0>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/CNH FX Futures (Mini)",
                  "contractCode": "MUC",
                  "tickerSymbol": "MUC",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
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                        "entityBundle": "derivatives_types"
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 25,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "CNH 0.0001",
                  "contractMonths": "13 monthly followed by the next 8 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "220",
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                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "CNH",
                        "country": [
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                  "tickValue": 2.5,
                  "contractDetails": {
                    "processed": "<p>Bloomberg Index Services Limited and its affiliates (collectively, \"Bloomberg\") are not affiliated with Singapore Exchange Limited (“SGX”) and do not approve, endorse, review, or recommend SGX FX Futures contracts. BLOOMBERG and Bloomberg BFIX are trademarks or service marks of Bloomberg Finance L.P. and have been licensed to SGX. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to Bloomberg BFIX. Use of Bloomberg BFIX data is subject to license with Bloomberg. For the full Bloomberg BFIX Disclaimer and other BFIX information, please see https://www.bloomberg.com/professional/products/indices/bfix/#resources</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (CNH)",
                  "finalSettlementPrice": "Equal to the Bloomberg BFIX Foreign Exchange Spot Rate for USD/CNH published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/CNH (Full-Sized) Futures contracts net long or net short in all USD/CNH Futures (Mini and Full-Sized, including FlexC Futures) and Options on USD/CNH (Full-Sized) Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 80 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "MXCA <CURNCY> CT",
                  "reutersTickerCode": "0#SMUC:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/CNH FX Futures (Full-Sized)",
                  "contractCode": "UC",
                  "tickerSymbol": "UC",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
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                        "entityBundle": "derivatives_types"
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 100,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "CNH 0.0001",
                  "contractMonths": "13 monthly followed by the next 8 quarterly months",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "220",
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                        "entityBundle": "currencies",
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                  "tickValue": 10,
                  "contractDetails": {
                    "processed": "<p>Bloomberg Index Services Limited and its affiliates (collectively, \"Bloomberg\") are not affiliated with Singapore Exchange Limited (“SGX”) and do not approve, endorse, review, or recommend SGX FX Futures contracts. BLOOMBERG and Bloomberg BFIX are trademarks or service marks of Bloomberg Finance L.P. and have been licensed to SGX. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to Bloomberg BFIX. Use of Bloomberg BFIX data is subject to license with Bloomberg. For the full Bloomberg BFIX Disclaimer and other BFIX information, please see https://www.bloomberg.com/professional/products/indices/bfix/#resources</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (CNH)",
                  "finalSettlementPrice": "Equal to the Bloomberg BFIX Foreign Exchange Spot Rate for USD/CNH published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/CNH (Full-Sized) Futures contracts net long or net short in all USD/CNH Futures (Mini and Full-Sized, including FlexC Futures) and Options on USD/CNH (Full-Sized) Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XUCA <CURNCY> CT",
                  "reutersTickerCode": "0#SUC:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC USD/CNH FX Futures (Full-Sized)",
                  "contractCode": "UCTM",
                  "tickerSymbol": "UCddmmyy - See Other Contract Specification Details below",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 100,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "CNH 0.0001",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "220",
                        "name": "Chinese Yuan Offshore (CNH)",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "CNH",
                        "country": [
                          "CN"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": {
                    "processed": "<p><strong>Ticker Symbol</strong></p><p>UCddmmyy, where ddmmyy:</p><p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration)*; and<br>2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p><p>See Last Trading Day.</p><p>&nbsp;</p><p>Bloomberg Index Services Limited and its affiliates (collectively, \"Bloomberg\") are not affiliated with Singapore Exchange Limited (“SGX”) and do not approve, endorse, review, or recommend SGX FX Futures contracts. BLOOMBERG and Bloomberg BFIX are trademarks or service marks of Bloomberg Finance L.P. and have been licensed to SGX. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to Bloomberg BFIX. Use of Bloomberg BFIX data is subject to license with Bloomberg. For the full Bloomberg BFIX Disclaimer and other BFIX information, please see https://www.bloomberg.com/professional/products/indices/bfix/#resources<br>&nbsp;</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>Trade Registration Hours*:</p>\n<p>T Session: 7.10 am – 6.00 pm<br>T+1 Session: 6.00.01 pm – 5.15 am</p>\n<p>*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Trade Registration Hours*:\r\nT Session: 7.10 am – 2.00 pm\r\nT+1 Session: N.A.\r\n\r\n*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol.*\r\n \r\n*Note: If the fixing date is adjusted due to a holiday falling on the original fixing date, the date in the Ticker Symbol remains unchanged.\r\n\r\nSee Other Contract Specification Details below.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (CNH)",
                  "finalSettlementPrice": "Equal to the Bloomberg BFIX Foreign Exchange Spot Rate for USD/CNH published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/CNH (Full-Sized) Futures contracts net long or net short in all USD/CNH Futures (Mini and Full-Sized, including FlexC Futures) and Options on USD/CNH (Full-Sized) Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/CNH FX Options (Full-Sized)",
                  "contractCode": "CUC",
                  "tickerSymbol": "CUC, PUC",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "One SGX USD/CNH (Full-Sized) FX Futures Contract",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "CNH 0.0001",
                  "contractMonths": "13 monthly followed by the next 8 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "220",
                        "name": "Chinese Yuan Offshore (CNH)",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "CNH",
                        "country": [
                          "CN"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Order Cancellation: 7.10 am - 7.25 am<br>Opening: 7.25 am - 6.00 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Order Cancellation: 6.05 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (CNH)",
                  "finalSettlementPrice": "N.A.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/CNH (Full-Sized) Futures contracts net long or net short in all USD/CNH Futures (Mini and Full-Sized, including FlexC Futures) and Options on USD/CNH (Full-Sized) Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XUCA <CURNCY> OMON",
                  "reutersTickerCode": "0#SUC+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "Strike price intervals of CNH 0.0200\r\n  \r\nThe Exchange will list At-the-Money (ATM) strike put and call options and the next twelve exercise prices above and below the ATM strike. ATM strike refers to the exercise price nearest to the last available Spot Exchange Rate  when the Exchange lists such exercise price, save that where there are two such exercise prices, the ATM strike means the lower of these two prices.",
                  "optionExercise": "European style. Automatic exercise of the in-the-money options.\r\n\r\nExercise results in a long SGX USD/CNH FX Futures position, which corresponds with the option’s contract month for a call buyer or a put seller, and a short SGX USD/CNH FX Futures position for a put buyer or a call seller.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/INR (USD) Futures",
                  "contractCode": "INR",
                  "tickerSymbol": "INR",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 1000 X SGX USD/INR (USD) Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0025 index points (US$ 2.50)",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 7.10 am - 7.23 am<br><br>\nNon - Cancel: 7.23 am - 7.25 am<br><br>\nOpening: 7.25 am - 7.30 pm<br><br>\nPre - Closing: 7.30 pm - 7.34 pm<br><br>\nNon - Cancel: 7.34 pm - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br><br>\nPre - Opening: 7.40 pm - 7.48 pm<br><br>\nNon - Cancel: 7.48 pm - 7.50 pm<br><br>\nOpening: 7.50 pm - 5.15 am<br><br>\nPre - Closing: NA<br><br>\nNon - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.35 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month\r\n",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the spot exchange rate for Indian rupees per United States dollar published by the Reserve Bank of India (RBI), or such publicly available equivalent successor rate that is determined by SGX-DT, on the Last Trading Day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in SGX USD/INR Month-end Futures, SGX USD/INR (USD) Futures and Options contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "INSA<CURNCY>CT",
                  "reutersTickerCode": "0#SSINR:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/INR (USD) Month-end Futures",
                  "contractCode": "INX",
                  "tickerSymbol": "INX",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 1000 X SGX USD/INR (USD) Month-end Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0025 index points (US$ 2.50)",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nPre - Opening: 7.10 am - 7.23 am<br><br>\nNon - Cancel: 7.23 am - 7.25 am<br><br>\nOpening: 7.25 am - 7.30 pm<br><br>\nPre - Closing: 7.30 pm - 7.34 pm<br><br>\nNon - Cancel: 7.34 pm - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1 Session:<br><br>\nPre - Opening: 7.40 pm - 7.48 pm<br><br>\nNon - Cancel: 7.48 pm - 7.50 pm<br><br>\nOpening: 7.50 pm - 5.15 am<br><br>\nPre - Closing: NA<br><br>\nNon - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.35 pm",
                  "lastTradingDay": "2 business days prior to the last business day of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Equal to the spot exchange rate for Indian rupees per United States dollar published by the Reserve Bank of India (RBI), or such publicly available equivalent successor rate that is determined by SGX-DT, on the Last Trading Day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in SGX USD/INR Month-end Futures, SGX USD/INR (USD) Futures and Options contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ANSA<CURNCY>CT",
                  "reutersTickerCode": "0#SINX:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/INR (USD) Options",
                  "contractCode": "CINR",
                  "tickerSymbol": "CINR, PINR",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "One SGX USD/INR (USD) Futures Contract",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0025 index points (US$ 2.50)",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>\nOrder Cancellation: 7.10 am - 7.25 am<br><br>\nOpening: 7.25 am - 7.35 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br><br>\nOrder Cancellation: 7.40 pm - 7.50 pm<br><br>\nOpening: 7.50 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am - 2.35 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "N.A.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all USD/INR (USD) Futures and Options contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "INSA<CURNCY>OMON",
                  "reutersTicker": "#SSINR+ ",
                  "bloombergTickerCode": "INSA<CURNCY>OMON",
                  "reutersTickerCode": "#SSINR+ ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "Strike price intervals of 0.25 index points.\r\n\r\nThe Exchange will list At-the-Money (ATM) strike put and call options and the next twenty exercise prices above and below the ATM strike.\r\n\r\n",
                  "optionExercise": "European Style: An option may be exercised by the buyer only at expiry\r\n\r\nExercise results in a long SGX USD/INR (USD) Futures position, which corresponds with the option's contract month, for a call buyer or a put seller, and a short SGX USD/INR (USD) Futures position for a put buyer and a call seller\r\n\r\nAn option that is in-the-money and has not been liquidated or exercised prior to\r\nthe termination of trading shall be exercised automatically\r\n",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/JPY (Standard) FX Futures",
                  "contractCode": "UY",
                  "tickerSymbol": "UY",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 100,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "JPY 0.005",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "219",
                        "name": "Japanese Yen",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "JPY",
                        "country": [
                          "JP"
                        ]
                      }
                    }
                  },
                  "tickValue": 500,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (JPY)",
                  "finalSettlementPrice": "Equal to the Bloomberg Foreign Exchange Fixings Spot Rate for USD/JPY published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to the nearest multiple of five thousandth (0.005).  ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/JPY Futures (Standard) contracts net long or net short in all USD/JPY Futures (Standard and Titan) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XJYA <CURNCY> CT",
                  "reutersTickerCode": "0#SUY: ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/JPY (Titan) FX Futures",
                  "contractCode": "UJ",
                  "tickerSymbol": "UJ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 500,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "JPY 0.005",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "219",
                        "name": "Japanese Yen",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "JPY",
                        "country": [
                          "JP"
                        ]
                      }
                    }
                  },
                  "tickValue": 2500,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15 am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (JPY)",
                  "finalSettlementPrice": "Equal to the Bloomberg Foreign Exchange Fixings Spot Rate for USD/JPY published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to the nearest multiple of five thousandth (0.005).  ",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/JPY Futures (Standard) contracts net long or net short in all USD/JPY Futures (Standard and Titan) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XJPA <CURNCY> CT",
                  "reutersTickerCode": "0#SUJ: ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/SGD FX Futures (Mini)",
                  "contractCode": "US",
                  "tickerSymbol": "US",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 25,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "S$0.0001",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "211",
                        "name": "Singaporean Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "SGD",
                        "country": [
                          "SG"
                        ]
                      }
                    }
                  },
                  "tickValue": 2.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 7.30 pm<br>Pre - Closing: 7.30 pm - 7.34 pm<br>Non - Cancel: 7.34 pm - 7.35 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 7.40 pm - 7.48 pm<br>Non - Cancel: 7.48 pm - 7.50 pm<br>Opening: 7.50 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (SGD)",
                  "finalSettlementPrice": "Equal to the Bloomberg Foreign Exchange Fixings Spot Rate for USD/SGD published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to four decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/SGD Futures (Mini) contracts net long or net short in all USD/SGD Futures (Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 30 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "XSDA <CURNCY> CT",
                  "reutersTickerCode": "0#SDUS:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD/SGD FX Futures (Full-Sized)",
                  "contractCode": "SND",
                  "tickerSymbol": "SND",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 100,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "S$0.00005",
                  "contractMonths": "12 monthly",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "211",
                        "name": "Singaporean Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "SGD",
                        "country": [
                          "SG"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 7.30 pm<br>Pre - Closing: 7.30 pm - 7.34 pm<br>Non - Cancel: 7.34 pm - 7.35 pm</p>\n<p>T + 1 Session:<br>Pre - Opening: 7.40 pm - 7.48 pm<br>Non - Cancel: 7.48 pm - 7.50 pm<br>Opening: 7.50 pm - 5.15&nbsp;am<br>Pre - Closing: NA<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am – 2.00 pm",
                  "lastTradingDay": "2 business days prior to the 3rd Wednesday of the contract expiry month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (SGD)",
                  "finalSettlementPrice": "Equal to the Bloomberg Foreign Exchange Fixings Spot Rate for USD/SGD published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to five decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/SGD Futures (Mini) contracts net long or net short in all USD/SGD Futures (Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SNDA <CURNCY> CT",
                  "reutersTickerCode": "0#SSND:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FlexC USD/SGD FX Futures (Full-Sized)",
                  "contractCode": "SNDTM",
                  "tickerSymbol": "SNDddmmyy - See Other Contract Specification Details below",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "249",
                        "name": "FlexC Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "USD 100,000",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "S$0.00005",
                  "contractMonths": "See Ticker Symbol.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "211",
                        "name": "Singaporean Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "SGD",
                        "country": [
                          "SG"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": {
                    "processed": "<p><strong>Ticker Symbol</strong></p><p>SNDddmmyy, where ddmmyy:</p><p>1) Is any Business Day within 100 calendar days (inclusive of day of trade registration); and<br>2) Cannot be a non-clearing day at SGX-DC (e.g. Saturdays, Sundays, 1 Jan, or 2 Jan if 1 Jan falls on a Sunday); and<br>3) Is not the Last Trading Day of the standard FX Futures of the same underlying currency pair.</p><p>See Last Trading Day.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>Trade Registration Hours*:</p>\n<p>T Session: 7.10am – 7.35pm<br>T+1 Session: 7.35.01pm – 5.15am</p>\n<p><br>*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Trade Registration Hours*:\r\nT Session: 7.10 am – 11.30 am (Effective till 13 July 2025)\r\nT Session: 7.10 am – 2.00 pm (Effective from 15 July 2025)\r\nT+1 Session: N.A.\r\n\r\n*Note: After the close of T session, there will be a 30-minute grace period for participants to continue registering T session trades.",
                  "lastTradingDay": "Fixing date (the day the Final Settlement Price is determined) as specified by participants upon trade registration, i.e. the date specified in the Ticker Symbol.*\r\n\r\n*Note: If the fixing date is adjusted due to a holiday falling on the original fixing date, the date in the Ticker Symbol remains unchanged.\r\n\r\nSee Other Contract Specification Details below.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (SGD)",
                  "finalSettlementPrice": "Equal to the Bloomberg Foreign Exchange Fixings Spot Rate for USD/SGD published by Bloomberg at 14:00H Singapore time (or 15:00H Tokyo time) on the Last Trading Day, and the result rounded to five decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 5,000 USD/SGD Futures (Mini) contracts net long or net short in all USD/SGD Futures (Mini and Full-Sized, including FlexC Futures) contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fx"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "GIFT Connect Nifty Futures and Options",
            "shortName": "GIFT Connect",
            "isGiftProduct": true,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty 50 Index Futures",
                  "contractCode": "GIN",
                  "tickerSymbol": "NSE IX:  Symbol: NIFTY  Instrument: FUTIDX   ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "2 x Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 0.5 NLT: 0.01",
                  "contractMonths": "Three monthly expiries and three quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><em><strong>Screen:</strong></em></p>\n<p><strong>T Session</strong></p>\n<p><strong>Pre - Open:</strong></p>\n<ul>\n<li>Order Collection: 8:45 am - 8:55^ am</li>\n<li>Order Matching: 8:55^ am - 9:00 am</li>\n<li>Transition from pre-open to the continuous trading session: 8:55 am - 9:00 am</li>\n</ul>\n<p><strong>Opening:</strong>&nbsp; 9.00 am - 6:10 pm</p>\n<p><strong>Pre- Close:</strong></p>\n<ul>\n<li>Order Collection: 6:10 pm - 6:20^ pm</li>\n<li>Order Matching: 6:20^ pm - 6:25 pm</li>\n</ul>\n<p>&nbsp;</p>\n<p><strong>T + 1 Session</strong></p>\n<p><strong>Pre- Open:</strong></p>\n<ul>\n<li>Order Collection: 6:28 pm - 6:33^ pm</li>\n<li>Order Matching: 6:33^ pm - 6:35 pm</li>\n<li>Transition from pre-open to the continuous trading session: 6:33 pm - 6:35pm</li>\n</ul>\n<p><strong>Opening:</strong> 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p>^ Random closure in the last minute of the Order Collection period. The order matching period starts immediately after the completion of the order collection period.</p>\n<p>&nbsp;</p>\n<p><em><strong>NLT Registration on Titan OTC</strong></em></p>\n<p><strong>T Session</strong>: 7.10am – 6:55pm</p>\n<p><strong>T + 1 Session</strong>: 6.25pm – 4.40am (next day)</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen \r\nThe same as above, except:\r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm",
                  "lastTradingDay": "Last Tuesday of the Expiry Month",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of the  NIFTY50 Index on the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "NIFTY <Index>",
                  "reutersTicker": ".NIFTY",
                  "bloombergTickerCode": "JGSA Index Equity\r\n",
                  "reutersTickerCode": "0#GIF\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty 50 Index Options",
                  "contractCode": "CGIN",
                  "tickerSymbol": "NSE IFSC:  Symbol: NIFTY  Instrument: OPTIDX ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "2 x Nifty 50 Index",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 0.01 NLT: 0.01",
                  "contractMonths": "Weekly: 4 weekly expiries excluding the expiry week of the monthly contract; Monthly and quarterly: 3 monthly expiries and 3 quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><em><strong>Screen</strong></em></p>\n<p><strong>T Session</strong><br>Opening: 9.00 am - 6:25 pm</p>\n<p><strong>T + 1 Session</strong></p>\n<p>Opening: 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p><em><strong>NLT Registration on Titan OTC</strong></em></p>\n<p>T Session: 7.10am – 6:55pm</p>\n<p>T + 1 Session: 6.25pm – 4.40am (next day)</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen\r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm",
                  "lastTradingDay": "Weeklies: Tuesday of the expiry week\r\nMonthly: Last Tuesday of the expiry month",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of NIFTY50 Index on the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 25 lots",
                  "bloombergTicker": "NIFTY Index Equity",
                  "reutersTicker": ".NIFTY",
                  "bloombergTickerCode": "Weekly:\r\nNIFTYN  <Index> OMON\r\nNIFTYO  <Index> OMON\r\nNIFTYP  <Index> OMON\r\nNIFTYQ  <Index> OMON\r\nNIFTYR  <Index> OMON\r\n\r\nMonthly:\r\nNIFTYM <Index> OMON\r\n\r\n",
                  "reutersTickerCode": "Weekly:\r\n0#GIFW*.NSG\r\n\r\nMonthly:\r\n0#GIF*.NSG\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "Strike interval:\r\nWeeklies and monthly: 25 index point interval\r\n\r\nStrike listings:\r\nThe exchange will list for: \r\nWeeklies: At-the-Money (ATM) strike call and put options and the next 25 eligible exercise prices above & below the ATM strike. \r\nMonthly: At-the-Money (ATM) strike call and put options and the next 100 eligible exercise prices above & below the ATM strike. \r\n",
                  "optionExercise": "European style",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty Bank Index Futures",
                  "contractCode": "GINB",
                  "tickerSymbol": "NSE IFSC:  Symbol: BANKNIFTY  Instrument: FUTIDX ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 x Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 1 NLT: 0.01",
                  "contractMonths": "Three monthly expiries and three quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><em><strong>Screen:</strong></em></p>\n<p><strong>T Session</strong></p>\n<p><strong>Pre - Open:</strong></p>\n<ul>\n<li>Order Collection: 8:45 am - 8:55^ am</li>\n<li>Order Matching: 8:55^ am - 9:00 am</li>\n<li>Transition from pre-open to the continuous trading session: 8:55 am - 9:00 am</li>\n</ul>\n<p><strong>Opening:</strong>&nbsp; 9.00 am - 6:10 pm</p>\n<p><strong>Pre- Close:</strong></p>\n<ul>\n<li>Order Collection: 6:10 pm - 6:20^ pm</li>\n<li>Order Matching: 6:20^ pm - 6:25 pm</li>\n</ul>\n<p>&nbsp;</p>\n<p><strong>T + 1 Session</strong></p>\n<p><strong>Pre- Open:</strong></p>\n<ul>\n<li>Order Collection: 6:28 pm - 6:33^ pm</li>\n<li>Order Matching: 6:33^ pm - 6:35 pm</li>\n<li>Transition from pre-open to the continuous trading session: 6:33 pm - 6:35pm</li>\n</ul>\n<p><strong>Opening:</strong> 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p>^ Random closure in the last minute of the Order Collection period. The order matching period starts immediately after the completion of the order collection period.</p>\n<p>&nbsp;</p>\n<p><em><strong>NLT Registration on Titan OTC</strong></em></p>\n<p><strong>T Session</strong>: 7.10am – 6:55pm</p>\n<p><strong>T + 1 Session</strong>: 6.25pm – 4.40am (next day)</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen \r\nThe same as above, except:\r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm",
                  "lastTradingDay": "Last Tuesday of the Expiry Month",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of the  NIFTY Bank Index on the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "NSEBANK Index Equity",
                  "reutersTicker": ".NSEBANK",
                  "bloombergTickerCode": "LGSA Index Equity",
                  "reutersTickerCode": "0#GNF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty Bank Index Options",
                  "contractCode": "CGINB",
                  "tickerSymbol": "NSE IFSC:  Symbol: BANKNIFTY  Instrument: OPTIDX ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 x Nifty Bank Index ",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 1 NLT: 0.01",
                  "contractMonths": "4 weekly expiry contracts excluding the expiry week  of the monthly contract; Monthly and quarterly: 3 monthly expiries and 3 quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>Screen</strong></p>\n<p><strong>T Session</strong><br>Opening: 9.00 am - 6:25 pm</p>\n<p><strong>T + 1 Session</strong></p>\n<p>Opening: 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p><strong>NLT Registration on Titan OTC</strong></p>\n<p>T Session: 7.10am – 6:55pm</p>\n<p>T + 1 Session: 6.25pm – 4.40am (next day)</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen \r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm\r\n",
                  "lastTradingDay": "Weeklies: Tuesday of the expiry week\r\nMonthly: Last Tuesday of the expiry month",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of NIFTY Bank Index on the last trading day",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 25 lots",
                  "bloombergTicker": "NSEBANK Index Equity",
                  "reutersTicker": ".NSEBANK",
                  "bloombergTickerCode": "Weekly:\r\nNSEBANKE <Index> OMON\r\nNSEBANKF <Index> OMON\r\nNSEBANKG <Index> OMON\r\nNSEBANKH <Index> OMON\r\nNSEBANKI <Index> OMON\r\n\r\nMonthly:\r\nNSEBANKM <Index> OMON\r\n",
                  "reutersTickerCode": "Weekly:\r\n0#GNFW*.NSG\r\n\r\nMonthly:\r\n0#GNF*.NSG",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "100 index points interval\r\n\r\nNSE IX will list At-the-Money (ATM) strike call and put options and the next 15 eligible exercise prices above & below the ATM strike. \r\n",
                  "optionExercise": "European style",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty IT Index Futures",
                  "contractCode": "GINI",
                  "tickerSymbol": "NSE IFSC:  Symbol: FINNIFTY  Instrument: FUTIDX ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 x Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 1 NLT: 0.01",
                  "contractMonths": "Three monthly expiries and three quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><em><strong>Screen:</strong></em></p>\n<p><strong>T Session</strong></p>\n<p><strong>Pre - Open:</strong></p>\n<ul>\n<li>Order Collection: 8:45 am - 8:55^ am</li>\n<li>Order Matching: 8:55^ am - 9:00 am</li>\n<li>Transition from pre-open to the continuous trading session: 8:55 am - 9:00 am</li>\n</ul>\n<p><strong>Opening:</strong>&nbsp; 9.00 am - 6:10 pm</p>\n<p><strong>Pre- Close:</strong></p>\n<ul>\n<li>Order Collection: 6:10 pm - 6:20^ pm</li>\n<li>Order Matching: 6:20^ pm - 6:25 pm</li>\n</ul>\n<p>&nbsp;</p>\n<p><strong>T + 1 Session</strong></p>\n<p><strong>Pre- Open:</strong></p>\n<ul>\n<li>Order Collection: 6:28 pm - 6:33^ pm</li>\n<li>Order Matching: 6:33^ pm - 6:35 pm</li>\n<li>Transition from pre-open to the continuous trading session: 6:33 pm - 6:35pm</li>\n</ul>\n<p><strong>Opening:</strong> 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p>^ Random closure in the last minute of the Order Collection period. The order matching period starts immediately after the completion of the order collection period.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen \r\nThe same as above, except:\r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm",
                  "lastTradingDay": "Last Tuesday of the Expiry Month   ",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of NIFTY IT Index on the last trading day",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "NSEIT Index",
                  "reutersTicker": null,
                  "bloombergTickerCode": "MGSA Index Equity\r\n",
                  "reutersTickerCode": "0#GNT",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty IT Index Options",
                  "contractCode": "CGINI",
                  "tickerSymbol": "NSE IFSC:  Symbol: NIFTYIT  Instrument: OPTIDX ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 x Nifty IT Index",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 1 NLT: 0.01",
                  "contractMonths": "Three monthly expiries and three quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>Screen</strong></p>\n<p><strong>T Session</strong><br>Opening: 9.00 am - 6:25 pm</p>\n<p><strong>T + 1 Session</strong></p>\n<p>Opening: 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p><strong>NLT Registration on Titan OTC</strong></p>\n<p>T Session: 7.10am – 6:55pm</p>\n<p>T + 1 Session: 6.25pm – 4.40am (next day)</p>\n<p>&nbsp;</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen \r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm\r\n",
                  "lastTradingDay": "Last Tuesday of the Expiry Month",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of NIFTY IT Index on the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 25 lots",
                  "bloombergTicker": "NSEIT Index Equity",
                  "reutersTicker": null,
                  "bloombergTickerCode": "NSEITM Index Equity\r\n",
                  "reutersTickerCode": "0#GNT*.NSG\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "50 Index points interval\r\n\r\nThe exchange will list At-the-Money (ATM) strike call and put options and the next 15 eligible exercise prices above & below the ATM strike. ",
                  "optionExercise": "European Style",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty Financial Services Index Futures",
                  "contractCode": "GINF",
                  "tickerSymbol": "NSE IFSC:  Symbol: FINNIFTY  Instrument: FUTIDX ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 x Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 1 NLT: 0.01",
                  "contractMonths": "Three monthly expiries and three quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><em><strong>Screen:</strong></em></p>\n<p><strong>T Session</strong></p>\n<p><strong>Pre - Open:</strong></p>\n<ul>\n<li>Order Collection: 8:45 am - 8:55^ am</li>\n<li>Order Matching: 8:55^ am - 9:00 am</li>\n<li>Transition from pre-open to the continuous trading session: 8:55 am - 9:00 am</li>\n</ul>\n<p><strong>Opening:</strong>&nbsp; 9.00 am - 6:10 pm</p>\n<p><strong>Pre- Close:</strong></p>\n<ul>\n<li>Order Collection: 6:10 pm - 6:20^ pm</li>\n<li>Order Matching: 6:20^ pm - 6:25 pm</li>\n</ul>\n<p>&nbsp;</p>\n<p><strong>T + 1 Session</strong></p>\n<p><strong>Pre- Open:</strong></p>\n<ul>\n<li>Order Collection: 6:28 pm - 6:33^ pm</li>\n<li>Order Matching: 6:33^ pm - 6:35 pm</li>\n<li>Transition from pre-open to the continuous trading session: 6:33 pm - 6:35pm</li>\n</ul>\n<p><strong>Opening:</strong> 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p>^ Random closure in the last minute of the Order Collection period. The order matching period starts immediately after the completion of the order collection period.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen \r\nThe same as above, except:\r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm",
                  "lastTradingDay": "Last Tuesday of the Expiry Month",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of NIFTY Financial Services Index on the last trading day",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "NSEFIN Index Equity",
                  "reutersTicker": null,
                  "bloombergTickerCode": "FGSA Index Equity\r\n",
                  "reutersTickerCode": "O#GTS",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "NSE IFSC Nifty Financial Services Index Options",
                  "contractCode": "CGINF",
                  "tickerSymbol": "NSE IFSC:  Symbol: FINNIFTY  Instrument: OPTIDX ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$1 x Nifty Financial Services Index",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Screen: 1 NLT: 0.01",
                  "contractMonths": "Weekly: 4 weekly expiries excluding the expiry week  of the monthly contract; Monthly and quarterly: 3 monthly expiries and 3 quarterly expiries (March, June, Sept & Dec cycle)",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>Screen</strong></p>\n<p><strong>T Session</strong><br>Opening: 9.00 am - 6:25 pm</p>\n<p><strong>T + 1 Session</strong></p>\n<p>Opening: 6.35 pm - 5:15 am (next day)</p>\n<p>&nbsp;</p>\n<p><strong>NLT Registration on Titan OTC</strong></p>\n<p>T Session: 7.10am – 6:55pm</p>\n<p>T + 1 Session: 6.25pm – 4.40am (next day)</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen \r\nOpening: 9.00 am - 6:00 pm\r\n\r\nNLT Registration on Titan OTC\r\n7.10 am - 5.30 pm\r\n",
                  "lastTradingDay": "Weeklies: Tuesday of the expiry week\r\nMonthly: Last Tuesday of the expiry month",
                  "dailyPriceLimits": "Please refer to NSE IX website (https://www.nseix.com/markets/about-our-products/equity-derivatives-updated)",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "The final settlement price will be determined in the manner as set out in the relevant NSE IX contract specifications and is the official closing price of NIFTY Financial Services Index on the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "SGX Position Limit will apply for NSE IX Nifty Contracts cleared by SGX-DC. The SGX Position Limit for each combination of NSE IX Nifty Contracts with the same underlying (i.e. the futures and its options contract) will be set as the higher of (i) 25,000 futures-equivalent lots, or (ii) the position limit approved by SGX for each customer group.",
                  "negotiatedLargeTrade": "Minimum 25 lots",
                  "bloombergTicker": "NSEFIN Index Equity",
                  "reutersTicker": null,
                  "bloombergTickerCode": "Weekly:\r\nNIFTYFIN1 <Index> OMON\r\nNIFTYFIN2 <Index> OMON\r\nNIFTYFIN3 <Index> OMON\r\nNIFTYFIN4 <Index> OMON\r\nNIFTYFIN5 <Index> OMON\r\n\r\nMonthly:\r\nNIFTYFINM <Index> OMON\r\n",
                  "reutersTickerCode": "Weekly:\r\n0#GTSW*.NSG\r\n\r\nMonthly:\r\n0#GTS*.NSG\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "50 Index Points Interval\r\n\r\nThe exchange will list At-the-Money (ATM) strike call and put options and the next 15 eligible exercise prices above & below the ATM strike. \r\n",
                  "optionExercise": "European Style",
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/gift-connect"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "iEdge S-REIT Leaders Index",
            "shortName": "SRTFC",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX iEdge S-REIT Leaders Index Futures",
                  "contractCode": "SRT",
                  "tickerSymbol": "SRT",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "SGD 25 X SGX iEdge S-REIT Leaders Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.3 index point (SGD 7.5)",
                  "contractMonths": "2 nearest serial months and 12 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:</p>\n<p>Pre-Opening: 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8.28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm - 5:24 pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:</p>\n<p>Pre-Opening: 5:30 pm - 5:33 pm</p>\n<p>Non-Cancel: 5:33 pm - 5:35 pm</p>\n<p>Opening: 5:35 pm - 5:15 am</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours",
                  "lastTradingDay": "Second last Singapore business day of the month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The official closing value of the iEdge S-REIT Leaders Index rounded to 2 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "SREITLSP Index",
                  "reutersTicker": ".SREITLSP",
                  "bloombergTickerCode": "SRAA Index",
                  "reutersTickerCode": "T session: 0#SSRTam:\r\nT+1 session: 0#SSRTpm:\r\nCombined session: 0#SSRT:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/srtfc"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Iron Ore",
            "shortName": "Iron Ore",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "192",
                    "name": "Metals",
                    "order": "2",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "metals",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "193",
                    "name": "Iron Ore & Steel",
                    "order": "0",
                    "parentCode": "metals",
                    "entityBundle": "derivatives_categories",
                    "code": "iron-ore",
                    "allowDataOrderForms": false
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX IODEX Iron Ore Futures",
                  "contractCode": "FEF",
                  "tickerSymbol": "FEF (Outright, Calendar Spread Trades), FEFTR (Trade-at-Reference), FEFTS (Trade-at-Settlement)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright and Calendar Spread (screen): US$0.05 per Metric Tonne; Outright and Calendar Spread (NLTs): US$0.01 per Metric Tonne; Outright Trade-at-Reference / Trade-at-Settlement (Screen and NLTs): US$0.01/Metric Tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December; First four consecutive months for Trade-at-Reference",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>NLT (TAR)<br>T session: 7.10 am - 3.00 pm<br>T+1 session: 3.00.01 pm - 5.15 am<br><br>NLT (TAS)<br>T session: 7.10 am - 5.30 pm<br>T+1 session: 5.30.01 pm - 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen (FEF)<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm&nbsp;- 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>Screen (TAR)<br>T session: 7.25 am - 3.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br><br>Screen (TAS)<br>T session: 7.25 am – 5.30 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br><br>Screen (FEF / TAR / TAS)<br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm&nbsp;&nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm&nbsp;- 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNLT (TAR)\r\n7.10am - 3.00pm\r\n\r\nNLT (TAS)\r\n7.10am - 5.30pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm\r\n\r\nScreen (TAR)\r\n7.25 am - 3.00 pm\r\n\r\nScreen (TAS)\r\n7.25 am - 5.30 pm",
                  "lastTradingDay": "Last publication day of IODEX iron ore reference prices in the contract month. The last publication day is the last Singapore business day of the contract month.\r\n\r\nLast Trading Day for TAS is the trading day prior to the LTD of the underlying FE Futures.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all IODEX (61%) iron ore reference prices in the expiring month, rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract Lots ",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "Outright, Calendar Spread Trades: SCOA Comdty DES\r\nTrade-at-Reference: OSCA Comdty DES\r\n3pm Reference Price: OSCA Comdty FLDS RQ920\r\nTrade-at-Settlement: SDAA Comdty DES\r\n5.30pm Daily Settlement Price (First 4 Months): SDAA Comdty FLDS RQ920",
                  "reutersTickerCode": "SZZF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX IODEX Iron Ore Swap",
                  "contractCode": "FE",
                  "tickerSymbol": "FE (Outright, Calendar Spread Trades)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
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                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December; First four consecutive months for Trade-at-Reference",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 5,
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                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am - 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of IODEX iron ore reference prices in the contract month. The last publication day is the last Singapore business day of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all IODEX (61%) iron ore reference prices in the expiring month, rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "IOTC<GO>CCRV",
                  "reutersTickerCode": "0#SGXIOS",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on IODEX Iron Ore Futures",
                  "contractCode": "CFEF",
                  "tickerSymbol": "Calls – CFEF; Puts – PFEF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes (equivalent to 1 lot of the underlying Futures)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Iron Ore Futures. The last publication day is the last Singapore business day of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying futures positions, which will then be cash-settled based on the final settlement price methodology of the relevant futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option expires into the underlying Iron Ore Futures contract that has a value equal to final settlement price minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option expires into the underlying Iron Ore Futures contract that has a value equal to the strike price minus the final settlement price, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SCOA Comdty OMON<GO>",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style:\r\nAn option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Options on IODEX Iron Ore Swap",
                  "contractCode": "CFE",
                  "tickerSymbol": "Calls – CFE; Puts – PFE",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes (equivalent to 1 lot of the underlying Swap)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30 min&nbsp;grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying Iron Ore Swap. The last publication day is the last Singapore business day of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying swaps positions, which will then be cash-settled based on the final settlement price methodology of the relevant swaps contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option will have a value equal to final settlement price of the underlying Iron Ore Swap minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option will have a value equal to the strike price minus the final settlement price of the underlying Iron Ore Swap, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "IORA Comdty OMON<GO>",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MB Iron Ore CFR China (65% Fe Fines) Index Futures",
                  "contractCode": "M65F",
                  "tickerSymbol": "M65F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 3 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p dir=\"ltr\">Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the MBIOI 65% Fe Brazilian Fines, CFR Qingdao iron ore reference prices in the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the aggregate daily values of MBIOI 65% FE Brazilian Fines, CFR Qingdao Index, as published by Fastmarkts MB, in the expiring contract month,rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "MFSA COMB Comdty",
                  "reutersTickerCode": "0#SM65F:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MB Iron Ore CFR China (65% Fe Fines) Swap",
                  "contractCode": "M65",
                  "tickerSymbol": "M65",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 3 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am -8.00 pm<br>T+1 session: 8.00.01 pm - 5.15 am<br>Note: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am -8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the MBIOI 65% Fe Brazilian Fines, CFR Qingdao iron ore reference prices in the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the aggregate daily values of MBIOI 65% FE Brazilian Fines, CFR Qingdao Index, as published by Fastmarkts MB, in the expiring contract month,rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "JFSA COMB Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Option on MB Iron Ore CFR China  (65% FE Fines) Index Futures",
                  "contractCode": "CM65F",
                  "tickerSymbol": "Calls – CM65F; Puts – PM65F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes (equivalent to 1 lot of the underlying Futures)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT:<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session,&nbsp;there will be a 30 min grace window for&nbsp;participants to continue registering T-session trades.<br><br>Screen:<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT:\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying SGX MB Iron Ore CFR China (65% FE Fines) Index Futures.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying futures positions, which will then be cash-settled based on the final settlement price methodology of the relevant futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option will have a value equal to final settlement price of the underlying SGX MB Iron Ore CFR China (65% FE Fines) Index Futures minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option will have a value equal to the strike price minus the final settlement price of the underlying SGX MB Iron Ore CFR China (65% FE Fines) Index Futures, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style:\r\nAn option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Option on MB Iron Ore CFR China  (65% FE Fines) Swap",
                  "contractCode": "CM65",
                  "tickerSymbol": "Calls - CM65; Puts - PM65",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes (equivalent to 1 lot of the underlying Swap)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT:&nbsp;<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the&nbsp;T-session,&nbsp;there will be a 30 min grace window for&nbsp;participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last Trading Day of the contract month of the underlying SGX MB Iron Ore CFR China (65% FE Fines) Swap. ",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying swaps positions, which will then be cash-settled based on the final settlement price methodology of the relevant swaps contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Upon exercise, a call option will have a value equal to final settlement price of the underlying SGX MB Iron Ore CFR China (65% FE Fines) Swap minus the strike price, multiplied by the contract size.\r\n\r\nUpon exercise, a put option will have a value equal to the strike price minus the final settlement price of the underlying SGX MB Iron Ore CFR China (65% FE Fines) Swap, multiplied by the contract size.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of Futures Contracts, Option-on-Futures Contracts, Swap Contracts, Option-on-Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract lots",
                  "negotiatedLargeTrade": null,
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style: An option will be exercised automatically at expiry only if it is in-the-money.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Iron Ore CFR China (Lump Premium) Index Futures",
                  "contractCode": "LPF",
                  "tickerSymbol": "LPF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 lot = 100 dry metric tonnes x Fe content (61%)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001 per dry metric tonne unit (Tick Value = $0.61)",
                  "contractMonths": "Up to 24 consecutive months starting with current month. 12 consecutive months will be added upon expiry in December",
                  "deliveryUnits": null,
                  "quotation": "US$ per dry metric tonne unit",
                  "tickCurrency": null,
                  "tickValue": null,
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                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT:\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the relevant Platts iron ore reference prices in the contract month. The last publication day is the last Singapore business day of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Iron Ore Spot Lump Premium CFR China Index reference prices in the expiring month, rounded to 4 decimal places\r\n",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Contract Swap Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "LPLA Comdty DES<GO>",
                  "reutersTickerCode": "0#SLPF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Iron Ore CFR China (Lump Premium) Swap",
                  "contractCode": "LP",
                  "tickerSymbol": "LP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 lot = 500 dry metric tonnes x Fe Content (61%)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.0001 per dry metric tonne unit (Tick Value = $3.05) ",
                  "contractMonths": "Up to 24 consecutive months starting with current month. 12 consecutive months will be added upon expiry in December",
                  "deliveryUnits": null,
                  "quotation": "US$ per dry metric tonne unit",
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10&nbsp;am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the relevant Platts iron ore reference prices in the contract month. The last publication day is the last Singapore business day of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Iron Ore Spot Lump Premium CFR China Index reference prices in the expiring month, rounded to 4 decimal places\r\n",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": "N.A.",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MB Iron Ore CFR China (58% Fe Fines) Swap",
                  "contractCode": "M58",
                  "tickerSymbol": "M58",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.\t",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec</p>\n<p>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the relevant Metal Bulletin (MB) iron ore reference prices in the contract month. The last publication day is the last Singapore business day of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the aggregate daily values of MBIOI-58% FE Fines, CFR Qingdao Index and MBIOI-58% Premium FE Fines, CFR Qingdao index reference prices, as published by Metal Bulletin, in the expiring contract month,rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract Lots\r\n\r\n",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": "N.A.",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MB Iron Ore CFR China (58% Fe Fines) Index Futures",
                  "contractCode": "M58F",
                  "tickerSymbol": "M58F",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 4 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm\r\n",
                  "lastTradingDay": "Last publication day of the relevant Metal Bulletin (MB) iron ore reference prices in the contract month. The last publication day is the last Singapore business day of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the aggregate daily values of MBIOI-58% FE Fines, CFR Qingdao Index and MBIOI-58% Premium FE Fines, CFR Qingdao index reference prices, as published by Metal Bulletin, in the expiring contract month,rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 3,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "T Session:MBBA PIT Comdty\r\nT+1 Session:MBBA ELEC Comdty\r\nCombined Session:MBBA COMB Comdty\r\n",
                  "reutersTickerCode": "T Session:0#SM58Fam: \r\nT+1 Session:0#SM58Fpm:\r\nCombined Session:0#SM58F:",
                  "vendorTicker": "Morning Star: \r\nT Session:M58Fxx\r\nT+1 Session:M58Fxx\r\nCombined Session:M58Fxx",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/iron-ore"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Isomer MX",
            "shortName": "Isomer MX",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "196",
                    "name": "Energy",
                    "order": "3",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "198",
                    "name": "Petrochemicals",
                    "order": "1",
                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "petrochemicals",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX ICIS Isomer MX FOB Korea Futures",
                  "contractCode": "MXF",
                  "tickerSymbol": "MXF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "24 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec</p>\n<p>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>&nbsp;</p>\n<p>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the relevant index in the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all ICIS Isomer MX FOB Korea index assessments in the expiring contract month, rounded to two (2)  decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "MXRA Comdty",
                  "reutersTickerCode": "SSMXF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX ICIS Isomer MX FOB Korea Swap",
                  "contractCode": "MX",
                  "tickerSymbol": "MX",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "24 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every weekdays except 1 Jan and 25 Dec</p>\n<p dir=\"ltr\">NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the relevant index in the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all ICIS Isomer MX FOB Korea index assessments in the expiring contract month, rounded to two (2) decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "MXSA Comdty",
                  "reutersTickerCode": "SSMXF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/isomer-mx"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Japanese Government Bond Futures & Options",
            "shortName": "jgb",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "189",
                    "name": "Interest Rate",
                    "order": "1",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "interestrate",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Full-sized 10-Year Japanese Government Bond Futures",
                  "contractCode": "JG",
                  "tickerSymbol": "JG",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "¥100,000,000 Notional 10-Year JGB With 6% Coupon",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "¥0.01 per ¥100 face value (¥10,000)",
                  "contractMonths": "5 quarterly months in the March, June, September, December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
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                  "tradingHours": {
                    "processed": "<p><strong>T Session:</strong><br>Pre-Opening: &nbsp;7.10 am -7.23 am<br>Non-Cancel: &nbsp;7.23 am -7.25 am<br>Opening: 7.25 am - 5.10 pm<br>Pre-Closing: 5.10 pm - 5.14 pm<br>Non-Cancel: 5.14 pm - 5.15 pm</p>\n<p>&nbsp;</p>\n<p><strong>T+1 Session:</strong><br>Pre-Opening: 5.20 pm - 5.28 pm<br>Non-Cancel: 5.28 pm - 5.30 pm<br>Opening: 5.30 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am - 2.15 pm",
                  "lastTradingDay": "1 business day preceding the Osaka Exchange's (OSE) 10-Year JGB futures' last trading day of the expiring contract month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the opening price of the Japan Contract during the evening session on SGX's Last Trading Day.*\r\n\r\n* Please refer to the full contract specifications for details and defined terms.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 2,500 SGX Mini 10-Year Japanese Government Bond Futures contracts net long or net short in all SGX 10-Year Japanese Government Bond Futures, SGX Mini 10-Year Japanese Government Bond Futures, and SGX Options on Mini 10-Year Japanese Government Bond Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "BIA <COMDTY>CT",
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                  "fungibilityMechanism": "Position and margin offset in the ratio of 1 SGX JGB contract to 10 Mini JGB contracts.",
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Mini 10-Year Japanese Government Bond Futures",
                  "contractCode": "JB",
                  "tickerSymbol": "JB",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
                  },
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                  "deliveryUnits": null,
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                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening: &nbsp;7.10 am -7.23 am<br>Non-Cancel: &nbsp;7.23 am -7.25 am<br>Opening: 7.25 am - 5.10 pm<br>Pre-Closing: 5.10 pm - 5.14 pm<br>Non-Cancel: 5.14 pm - 5.15 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre-Opening: 5.20 pm - 5.28 pm<br>Non-Cancel: 5.28 pm - 5.30 pm<br>Opening: 5.30 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am - 2.15pm",
                  "lastTradingDay": "One business day preceding the Osaka Exchange's (OSE) 10-Year JGB Futures' Last Trading Day of the expiring contract month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the opening price of the Japan Contract during the evening session on SGX's Last Trading Day.*\r\n\r\n* Please refer to the full contract specifications for details and defined terms.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 2,500 SGX Mini 10-Year Japanese Government Bond Futures contracts net long or net short in all SGX 10-Year Japanese Government Bond Futures, SGX Mini 10-Year Japanese Government Bond Futures, and SGX Options on Mini 10-Year Japanese Government Bond Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
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                  "fungibilityMechanism": "Position and margin offset in the ratio of 1 SGX JGB contract to 10 Mini JGB contracts.",
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Mini 10-Year Japanese Government Bond Options",
                  "contractCode": "CJB",
                  "tickerSymbol": "Calls: CJB Puts: PJB",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
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                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "One Mini JGB Futures Contract",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "¥0.01 per ¥100 face value (¥1,000)",
                  "contractMonths": "2 nearest serial months and 2 nearest quarterly months in the March, June, September, December cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T session:<br>Order Cancellation: &nbsp;7.10am - 7.25am<br>Opening: &nbsp;7.25 am - 5.15 pm</p>\n<p>&nbsp;</p>\n<p><br><br>T+1 session:<br>Order Cancellation: &nbsp;5.20 pm - 5.30pm<br>Opening: &nbsp;5.30pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am - 2.15 pm",
                  "lastTradingDay": "Last OSE business day of the calendar month which precedes the expiring Contract month.",
                  "dailyPriceLimits": "Nil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than the equivalent of 2,500 SGX Mini 10-Year Japanese Government Bond Futures contracts net long or net short in all SGX 10-Year Japanese Government Bond Futures, SGX Mini 10-Year Japanese Government Bond Futures, and SGX Options on Mini 10-Year Japanese Government Bond Futures contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "BJA<COMDTY>OMON",
                  "reutersTickerCode": "2SJBmy<+><F3>",
                  "vendorTicker": "CQG: ZT\r\nMorningStar: TH\r\nSIX Financial: JByymstrikes,343\r\nQuick: 601.n*1/SGX\r\nStandard & Poor's Comstock: sAmsss\r\nFuture Source: PSJB or CSJB",
                  "fungibilityMechanism": "Position and margin offset in the ratio of 1 SGX JGB contract to 10 Mini JGB contracts.",
                  "tradingHalt": null,
                  "strikePriceIntervals": "¥0.5 Intervals",
                  "optionExercise": "American Style. Exercise results in a long SGX Mini JGB futures position in the nearest quarter month, for a call buyer or a put seller, and short Mini JGB futures position for a put buyer and a call seller.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Mini 20-Year Japanese Government Bond Futures",
                  "contractCode": "JB20",
                  "tickerSymbol": "JB20",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "¥10,000,000 Notional 20-Year JGB With 3% Coupon",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "¥0.01 per ¥100 face value (¥1,000)",
                  "contractMonths": "3 quarterly months in the March, June September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening: &nbsp;7.10 am -7.23 am<br>Non-Cancel: &nbsp;7.23 am -7.25 am<br>Opening: 7.25 am - 5.10 pm<br>Pre-Closing: 5.10 pm - 5.14 pm<br>Non-Cancel: 5.14 pm - 5.15 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre-Opening: 5.20 pm - 5.28 pm<br>Non-Cancel: 5.28 pm - 5.30 pm<br>Opening: 5.30 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7.25 am - 2.15pm",
                  "lastTradingDay": "One business day preceding the Osaka Exchange's (OSE) mini 20-Year JGB Futures' Last Trading Day of the expiring contract month.",
                  "dailyPriceLimits": "\tNil",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the Opening Price of the Japan Contract during the evening session on SGX's Last Trading Day.*\r\n\r\n* Please refer to the full contract specifications for details and defined terms.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 2,500 * contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "JMOA Comdty",
                  "reutersTickerCode": "T Session: 0#SJGBam:\r\nT+1 Session: 0#SJGBpm:\r\nCombined Session: 0#SJGB:\r\n\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/jgb"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "LNG Freight",
            "shortName": "LNG Freight",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "202",
                    "name": "Freight",
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                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "freight",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic LNG Freight Route BLNG1 (LNG Fuel) 174 Futures ",
                  "contractCode": "BL1GF",
                  "tickerSymbol": "BL1GF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 3 calendar years starting with current year,  with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day</p>\n<p>&nbsp;</p>\n<p>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Last Trading Day: 7.10 am – 8.00 pm</p>\n<p>&nbsp;</p>\n<p>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p>&nbsp;</p>\n<p>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am<br>Last Trading Day: 7.25 am – 8.00 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "N.A.",
                  "lastTradingDay": "Last publication day of the underlying index",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "N.A.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic Exchange’s spot assessments for each day that is published in the expiring Contract Month for the relevant underlying product, as provided by the Baltic Exchange. ",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of relevant Freight Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000 \r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
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                  "strikePriceIntervals": null,
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                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic LNG Freight Route BLNG1 (LNG Fuel) 174 FFA ",
                  "contractCode": "BL1G",
                  "tickerSymbol": "BL1G",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 3 calendar years starting with current year,  with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every UK business day</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Last Trading Day: 7.10 am – 8.00 pm</p>\n<p>&nbsp;</p>\n<p>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "N.A.",
                  "lastTradingDay": "Last publication day of the underlying index.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "N.A.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic Exchange’s spot assessments for each day that is published in the expiring Contract Month for the relevant underlying product, as provided by the Baltic Exchange. ",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of relevant Freight Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000 \r\n",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic LNG Freight Route BLNG2 (LNG Fuel) 174 Futures ",
                  "contractCode": "BL2GF",
                  "tickerSymbol": "BL2GF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 3 calendar years starting with current year,  with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "order": "0",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every UK business day</p>\n<p>&nbsp;</p>\n<p>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Last Trading Day: 7.10 am – 8.00 pm</p>\n<p>&nbsp;</p>\n<p>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n<p>&nbsp;</p>\n<p>Screen<br>T session: 7.25 am – 8.00 pm<br>T+1 session: 8.15 pm – 5.15 am<br>Last Trading Day: 7.25 am – 8.00 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "N.A.",
                  "lastTradingDay": "Last publication day of the underlying index",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "N.A.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Arithmetic average of all Baltic Exchange’s spot assessments for each day that is published in the expiring Contract Month for the relevant underlying product, as provided by the Baltic Exchange. ",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of relevant Freight Futures, Swaps and any other product traded by the Exchange that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (Lots): 1,000 \r\n",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
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                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Baltic LNG Freight Route BLNG2 (LNG Fuel) 174 FFA",
                  "contractCode": "BL2G",
                  "tickerSymbol": "BL2G",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1 Day",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$1.00 per day",
                  "contractMonths": "Up to 3 calendar years starting with current year,  with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
                  "quotation": "US$ per day",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
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                    "processed": "<p>Every weekday except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the underlying index in the Contract Month. The Exchange may, upon giving prior notice to the market, determine that the Last Trading Day shall be some other day, having regard to the prevailing circumstances of the market at that time.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "The arithmetic average of all weekly ICIS Methanol CFR S.E. Asia Main Ports index assessments in the expiring Contract Month, rounded to two (2) decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX ICIS Methanol CFR Southeast Asia Futures and Swaps that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
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                  "reutersTicker": null,
                  "bloombergTickerCode": "MKWA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX ICIS Methanol CFR Southeast Asia Futures",
                  "contractCode": "MSF",
                  "tickerSymbol": "MSF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "24 consecutive months starting with the current month, with next consecutive month to be added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per metric tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
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                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
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                    "processed": "<p>Every weekday except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the underlying index in the Contract Month. The Exchange may, upon giving prior notice to the market, determine that the Last Trading Day shall be some other day, having regard to the prevailing circumstances of the market at that time.",
                  "dailyPriceLimits": "N.A.",
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                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "The arithmetic average of all weekly ICIS Methanol CFR S.E. Asia Main Ports index assessments in the expiring Contract Month, rounded to two (2) decimal places.",
                  "deliveryPeriod": null,
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                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling any combination of SGX ICIS Methanol CFR Southeast Asia Futures and Swaps that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "2 Lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "MTPA Comdty",
                  "reutersTickerCode": "T Session: MSFmyy,1087\r\nT + 1 Session: MSFmyy,1088",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/methanol"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Mono-ethylene Glycol",
            "shortName": "Mono Ethylene Glycol",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
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                    "entityBundle": "derivatives_categories",
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                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
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                    "name": "Energy",
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                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "198",
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                    "order": "1",
                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "petrochemicals",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX ICIS MEG CFR China Swap",
                  "contractCode": "MEG",
                  "tickerSymbol": "MEG",
                  "hideCharts": false,
                  "hideProductDescription": false,
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                    "data": {
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                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
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                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the ICIS MEG CFR China Main Ports index for the relevant contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the ICIS MEG CFR China Main Ports index assessments in the expiring contract month, rounded to two (2) decimal places",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
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                  "reutersTicker": null,
                  "bloombergTickerCode": "MESA Comdty",
                  "reutersTickerCode": null,
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                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX ICIS MEG CFR China Futures",
                  "contractCode": "MEGF",
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                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                    }
                  },
                  "availableToUSCustomers": true,
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                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
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                    "data": {
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                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 1,
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                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the ICIS MEG CFR China Main Ports index for the relevant contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the ICIS MEG CFR China Main Ports index assessments in the expiring contract month, rounded to two (2) decimal places",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "MEIA Comdty",
                  "reutersTickerCode": "0#SMEGF:",
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                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              }
            ],
            "link": {
              "url": "/derivatives/products/mono-ethylene-glycol"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "MSCI AC Asia ex Japan Climate Action Index Net USD",
            "shortName": "MCNAX",
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            "derivativesCategories": [
              {
                "data": {
                  "data": {
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                    "entityBundle": "derivatives_categories",
                    "code": "financials",
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                  }
                }
              },
              {
                "data": {
                  "data": {
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                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI AC Asia ex Japan Climate Action NTR (USD) Index Futures",
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                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 50 x SGX MSCI AC Asia ex Japan Climate Action NTR (USD) Index Futures",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.20 index point (US$ 10), Calendar spread: 0.01 index point (US$ 0.50)",
                  "contractMonths": "Mar, Jun, Sep and Dec months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
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                  "tickCurrency": null,
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                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 6.30 pm<br>Pre - Closing: 6.30 pm - 6.34 pm<br>Non - Cancel: 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1&nbsp; Session:<br>Pre - Opening: 6.40 pm - 6.43 pm<br>Non - Cancel: 6.43 pm - 6.45 pm<br>Opening: 6.45 pm - 5.15 am<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session Only:\r\nPre - Opening: 7.10 am - 7.23 am\r\nNon - Cancel: 7.23 am - 7.25 am\r\nOpening: 7.25 am - 6.30 pm\r\nPre - Closing: 6.30 pm - 6.34 pm\r\nNon - Cancel: 6.34 pm - 6.35 pm\r\n",
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                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "Official closing value of the underlying index for the Last Trading Day, rounded to 4 decimal places.\r\n\r\nWhere an Unexpected Market Closure (“UMC”) Event has been determined by MSCI to have taken place, the Final Settlement Price shall be the final official value of the corresponding MSCI UMC Index, rounded to 4 decimal places.\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
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                  "reutersTicker": ".MIASJCLA0NUS ",
                  "bloombergTickerCode": "CASA Index",
                  "reutersTickerCode": "0#SMCNA:\r\n",
                  "vendorTicker": null,
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                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              }
            ],
            "link": {
              "url": "/derivatives/products/mcnax"
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          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "MSCI Europe Climate Action Index Net USD",
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            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
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                    "entityBundle": "derivatives_categories",
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                  }
                }
              },
              {
                "data": {
                  "data": {
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                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI Europe Climate Action NTR (USD) Index Futures",
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                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                      "data": {
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                    }
                  },
                  "availableToUSCustomers": true,
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                  "minimumPriceFluctuation": "Outright: 0.20 index point (US$ 10), Calendar spread: 0.01 index point (US$ 0.50)",
                  "contractMonths": "Mar, Jun, Sep and Dec months on a 3 year cycle ",
                  "deliveryUnits": null,
                  "quotation": null,
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                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 6.30 pm<br>Pre - Closing: 6.30 pm - 6.34 pm<br>Non - Cancel: 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1&nbsp; Session:<br>Pre - Opening: 6.40 pm - 6.43 pm<br>Non - Cancel: 6.43 pm - 6.45 pm<br>Opening: 6.45 pm - 5.15 am<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session Only:\r\nPre - Opening: 7.10 am - 7.23 am\r\nNon - Cancel: 7.23 am - 7.25 am\r\nOpening: 7.25 am - 6.30 pm\r\nPre - Closing: 6.30 pm - 6.34 pm\r\nNon - Cancel: 6.34 pm - 6.35 pm\r\n",
                  "lastTradingDay": "The Last Trading Day shall be the third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "Official closing value of the underlying index for the Last Trading Day, rounded to 4 decimal places.\r\n\r\nWhere an Unexpected Market Closure (“UMC”) Event has been determined by MSCI to have taken place, the Final Settlement Price shall be the final official value of the corresponding MSCI UMC Index, rounded to 4 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "bloombergTicker": "MXEUCANU Index",
                  "reutersTicker": ".MIEU0CLA0NUS",
                  "bloombergTickerCode": "CEPA Index",
                  "reutersTickerCode": "0#SMCNE:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/mcneu"
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          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "MSCI Japan Climate Action Index Net USD",
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            "derivativesCategories": [
              {
                "data": {
                  "data": {
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                  }
                }
              },
              {
                "data": {
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                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI Japan Climate Action NTR (USD) Index Futures",
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                  "tickerSymbol": "MCNJP",
                  "hideCharts": false,
                  "hideProductDescription": false,
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                    "data": {
                      "data": {
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                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 50 x SGX MSCI Japan Climate Action NTR (USD) Index Futures",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.20 index point (US$ 10), Calendar spread: 0.01 index point (US$ 0.50)",
                  "contractMonths": "Mar, Jun, Sep and Dec months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 6.30 pm<br>Pre - Closing: 6.30 pm - 6.34 pm<br>Non - Cancel: 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1&nbsp; Session:<br>Pre - Opening: 6.40 pm - 6.43 pm<br>Non - Cancel: 6.43 pm - 6.45 pm<br>Opening: 6.45 pm - 5.15 am<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session Only:\r\nPre - Opening: 7.10 am - 7.23 am\r\nNon - Cancel: 7.23 am - 7.25 am\r\nOpening: 7.25 am - 6.30 pm\r\nPre - Closing: 6.30 pm - 6.34 pm\r\nNon - Cancel: 6.34 pm - 6.35 pm\r\n",
                  "lastTradingDay": "The Last Trading Day shall be the third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "Official closing value of the underlying index for the Last Trading Day, rounded to 4 decimal places.\r\n\r\nWhere an Unexpected Market Closure (“UMC”) Event has been determined by MSCI to have taken place, the Final Settlement Price shall be the final official value of the corresponding MSCI UMC Index, rounded to 4 decimal places.\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "MXJPCANU Index",
                  "reutersTicker": ".MIJP0CLA0NUS ",
                  "bloombergTickerCode": "CJPA Index",
                  "reutersTickerCode": "0#SMCNJ:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/mcnjp"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "MSCI Singapore Index Futures and Options",
            "shortName": "sgx_simsci",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI Singapore Index Futures",
                  "contractCode": "SGP",
                  "tickerSymbol": "SGP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "S$100 x SGX MSCI Singapore Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.05 index point (S$5)",
                  "contractMonths": "2 nearest serial months and 4 quarterly months on March, June, September and December cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 8:15 am - 8:28 am<br>Non - Cancel: 8:28 am - 8:30 am<br>Opening: 8:30 am - 5:20 pm<br>Pre - Closing: 5:20 pm - 5:24 pm<br>Non - Cancel: 5:24 pm - 5:25 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Pre - Opening: 5:30 pm - 5:33 pm<br>Non - Cancel: 5:33 pm - 5:35 pm<br>Opening: 5:35 pm - 5:15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session: Pre - Opening: 8:15 am - 8:28 am Non - Cancel: 8:28 am - 8:30 am Opening: 8:30 am - 5:20 pm Pre - Closing: 5:20 pm - 5:24 pm Non - Cancel: 5:24 pm - 5:25 pm",
                  "lastTradingDay": "The second last business day of the contract month (A business day is defined as a day on which the Singapore stock market is open for trading).",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "the Final Settlement Price shall be the official closing value of the MSCI Singapore Free IndexSM for the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "SIMSCI <Index>",
                  "reutersTicker": ".dMISG0000FPSG",
                  "bloombergTickerCode": "QZA <INDEX> CT",
                  "reutersTickerCode": "SSG:<F3> or 0#SSG:",
                  "vendorTicker": "CQG: ZG\r\n\r\nSIX Financial: \r\nT-session: SGPmyy,344\r\nT+1 session: SGPmyy,812",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI Singapore Index Options",
                  "contractCode": "CSGP",
                  "tickerSymbol": "Calls - CSGP  Puts - PSGP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 x SGX MSCI Singapore Index Futures Contract",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.05 index point (S$5)",
                  "contractMonths": "2 nearest serial months and 4 quarterly months on March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Order Cancellation: 8:15 am - 8:30 am<br>Opening: 8:30 am - 5:25 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br>Order Cancellation: 5:30 pm - 5:35 pm<br>Opening: 5:35 pm - 5:15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session:\r\nOrder Cancellation: 8:15 am - 8:30 am\r\nOpening: 8:30 am - 5:25 pm",
                  "lastTradingDay": "The second last business day of the expiring contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement. In-the-money options will be automatically exercised on expiry into SGX MSCI Singapore Index Futures (“futures contract”) positions, which will then be cash-settled based on the final settlement price methodology of the futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 25 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "QZA <INDEX> OMON\r\n",
                  "reutersTickerCode": " 0#SSG<M><Y>+ - List of Call/Put strikes0#DSSG<M><Y>+ - List of Call/Put strikes with market depth0#SSGs - List of most active strikeswhere<M> = futures month code, <Y> = single digit year code",
                  "vendorTicker": "SIX Financial:\r\nT Session:\r\nSGPmyy_Cstrikes,344 (Call Options)SGPmyy_Pstrikes,344 (Put Options)\r\nT+1 Session:\r\nSGPmyy_Cstrikes,812 (Call Options)SGPmyy_Pstrikes,812 (Put Options)wherem = month code, yy = 2 digits year code\r\n\r\n\r\neSignal: SG ym<c or p>strike-SGXwherey= single digit year code, m= month code, c= call, p= put\r\nQuick: PMSSP.yymm*n/SGXwhereyymm: contract year month, Put: n=1 Call: n=2\r\nActiv Financial: SG/YYM/SSSP.SG whereYY =year code, M =month code, SSS = strike price,P = put. This would be ‘C’ for a call\r\n\r\nCQG: <p or c>.ZGmy<strike price> wherep=put, c=call, m=month code, y=2 digits year code",
                  "fungibilityMechanism": null,
                  "tradingHalt": "Trading in an option contract shall be halted when any of the price limits applicable to the underlying SGX MSCI Singapore Index Futures are triggered. There shall be no trading halt on an option’s Last Trading Day.",
                  "strikePriceIntervals": "5 index points interval.\r\nStrike price shall be stated in terms of the SGX MSCI Singapore Index futures contract which is deliverable upon exercise of the Option and shall be an integer divisible by five (5) without reminder e.g 340, 345, 350, 355, etc.\r\nThe Exchange will list At-the-Money (ATM) strike call and put options and the next eight eligible exercise prices above and below the ATM strike. ATM strike refers to the exercise price nearest to the previous day’s Daily Settlement Price of the underlying SGX MSCI Singapore Index futures.\r\nFor new contract month, ATM strike will refer to the exercise price nearest to the previous day’s Daily Settlement Price of the Spot Month Futures Contract.\r\nNo new options shall be listed, however, if there are less than three calendar days remaining to the Expiration Day of the Options.",
                  "optionExercise": "European Style. The option may be exercised only upon expiration. In the absence of contrary instructions delivered to the Clearing House, an option that is in-the money at expiration shall be automatically exercised.\r\nOption Exercise: Exercise results in a long SGX MSCI Singapore Index futures position, which corresponds with the option’s contract month for a call buyer or a put seller, and a short SGX MSCI Singapore Index futures position for a put buyer or a call seller.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI Singapore Free NTR (USD) Index Futures",
                  "contractCode": "NSG",
                  "tickerSymbol": "NSG",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "USD 50 x SGX MSCI Singapore Free Net Total Return USD Index Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.1 index point (US$5), Calendar Spread: 0.01 index point (US$0.5)",
                  "contractMonths": "8 nearest serial months and March, June, September and December months on a 3 year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">T-session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 6.30 pm<br>Pre - Closing: 6.30 pm - 6.34 pm<br>Non - Cancel: 6.34 pm - 6.35 pm</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p dir=\"ltr\">T + 1 Session:&nbsp;<br>Pre - Opening: 6.40 pm - 6.43 pm&nbsp;<br>Non - Cancel: 6.43 pm - 6.45 pm&nbsp;<br>Opening: 6.45 pm - 5.15 am&nbsp;<br>Pre - Closing: NA&nbsp;<br>Non - Cancel: NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T-session trading hours",
                  "lastTradingDay": "The Last Trading Day shall be the third Friday of the Contract Month.",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the MSCI Singapore Free Net Total Return (USD) IndexSM for the Last Trading Day, rounded up to 4 decimal places. The official closing value of MSCI Singapore Free Net Total Return Index (USD) IndexSM will be available one day after the Last Trading Day (Singapore time: Last Trading Day +1).",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimium 10 lots",
                  "bloombergTicker": "Real time index: NDDUSGF Index; End of Day index: NDDUSGFR Index",
                  "reutersTicker": "Real time index: MISG0000FNUS ; End-of-day Index: dMISG0000FNUS",
                  "bloombergTickerCode": "BNSA <INDEX> CT",
                  "reutersTickerCode": "0#SNSGam: (T Session) ;  0#SNSGpm: (T+1 Session) ; 0#SNSG: (Combined Session)",
                  "vendorTicker": "Colt : NSGmyy (Combined Session) \r\n\r\nCQG: NSG (Combined Session) \r\n\r\nSIX Financial: NSGmyy,344 (T Session) ; NSGmyy,812(T+1 Session) \r\n",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI Singapore NTR (USD) Index Futures",
                  "contractCode": "NSP",
                  "tickerSymbol": "NSP",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$5 x SGX MSCI Singapore Net Total Return (USD) Index Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 1 index point (US$5), Calendar Spread: 0.05 index point (US$0.25)",
                  "contractMonths": "8 nearest serial months and 12 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p dir=\"ltr\">T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel :6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15 am<br>Pre - Closing : NA<br>Non - Cancel : NA&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T-session trading hours",
                  "lastTradingDay": "The Last Trading Day shall be the third Friday of the Contract Month.",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (10 minutes cooling off period when limit is reached). \r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the MSCI Singapore NTR (USD) IndexSM for the Last Trading Day, rounded up to 4 decimal places. The official closing value of MSCI Singapore NTR (USD) IndexSM will be available one day after the Last Trading Day (Singapore time: Last Trading Day +1).",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "Real time index: M1SG <INDEX> ; End of Day index: M1SGE <INDEX>",
                  "reutersTicker": ".MISG00000NUS (Real Time Index) /.dMISG00000NUS (Official Close)",
                  "bloombergTickerCode": "APPA <INDEX> CT",
                  "reutersTickerCode": "0#SNSPam: (T) \r\n0#SNSPpm: (T+1) \r\n0#SNSP: (combined)",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/sgxsimsci"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "MSCI USA Climate Action Index Net USD",
            "shortName": "MCNUS",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI USA Climate Action NTR (USD) Index Futures",
                  "contractCode": "MCNUS",
                  "tickerSymbol": "MCNUS",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 50 x SGX MSCI USA Climate Action NTR (USD) Index Futures",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.20 index point (US$ 10), Calendar spread: 0.01 index point (US$ 0.50)",
                  "contractMonths": "Mar, Jun, Sep and Dec months on a 3 year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 6.30 pm<br>Pre - Closing: 6.30 pm - 6.34 pm<br>Non - Cancel: 6.34 pm - 6.35 pm</p>\n<p>T + 1&nbsp; Session:<br>Pre - Opening: 6.40 pm - 6.43 pm<br>Non - Cancel: 6.43 pm - 6.45 pm<br>Opening: 6.45 pm - 5.15 am<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session Only:\r\nPre - Opening: 7.10 am - 7.23 am\r\nNon - Cancel: 7.23 am - 7.25 am\r\nOpening: 7.25 am - 6.30 pm\r\nPre - Closing: 6.30 pm - 6.34 pm\r\nNon - Cancel: 6.34 pm - 6.35 pm\r\n",
                  "lastTradingDay": "The Last Trading Day shall be the third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "Official closing value of the underlying index for the Last Trading Day, rounded to 4 decimal places.\r\n\r\nWhere an Unexpected Market Closure (“UMC”) Event has been determined by MSCI to have taken place, the Final Settlement Price shall be the final official value of the corresponding MSCI UMC Index, rounded to 4 decimal places.\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "MXUSCANU Index",
                  "reutersTicker": ".MIUS0CLA0NUS ",
                  "bloombergTickerCode": "CUSA Index",
                  "reutersTickerCode": "0#SMCNU:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/mcnus"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "MSCI World Climate Action Index Net USD",
            "shortName": "MCNWO",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX MSCI World Climate Action NTR (USD) Index Futures",
                  "contractCode": "MCNWO",
                  "tickerSymbol": "MCNWO",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 50 x SGX MSCI World Climate Action NTR (USD) Index Futures",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.20 index point (US$ 10), Calendar spread: 0.01 index point (US$ 0.50)",
                  "contractMonths": "Mar, Jun, Sep and Dec months on a 3 year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 6.30 pm<br>Pre - Closing: 6.30 pm - 6.34 pm<br>Non - Cancel: 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1&nbsp; Session:<br>Pre - Opening: 6.40 pm - 6.43 pm<br>Non - Cancel: 6.43 pm - 6.45 pm<br>Opening: 6.45 pm - 5.15 am<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session Only:\r\nPre - Opening: 7.10 am - 7.23 am\r\nNon - Cancel: 7.23 am - 7.25 am\r\nOpening: 7.25 am - 6.30 pm\r\nPre - Closing: 6.30 pm - 6.34 pm\r\nNon - Cancel: 6.34 pm - 6.35 pm\r\n",
                  "lastTradingDay": "The Last Trading Day shall be the third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes.  After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "Official closing value of the underlying index for the Last Trading Day, rounded to 4 decimal places.\r\n\r\nWhere an Unexpected Market Closure (“UMC”) Event has been determined by MSCI to have taken place, the Final Settlement Price shall be the final official value of the corresponding MSCI UMC Index, rounded to 4 decimal places.\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "MXWDCANU Index",
                  "reutersTicker": ".MIWO0CLA0NUS",
                  "bloombergTickerCode": "CWOA Index",
                  "reutersTickerCode": "0#SMCNW:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/mcnwo"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Nikkei 225 Index Futures and Options",
            "shortName": "nikkei_225_futures_options",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Nikkei 225 Index Futures",
                  "contractCode": "NK",
                  "tickerSymbol": "NK (Outright, Strategy Trades), NKTI (Trade-At-Index-Close)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "¥500 x Nikkei 225 Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 5 index points (¥2500), Calendar Spread: 1 index point (¥500), Trade-At-Index-Close: 0.25 index point (¥125)",
                  "contractMonths": "6 nearest serial months & 32 nearest quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": {
                    "processed": "<p><strong>Mutual Offset Trading with CME:&nbsp;</strong><br>\nEligible for Outright and Strategy Trades executed on screen. Not eligible for Negotiated Large Trades (NLT) and&nbsp;&nbsp;Trade-At-Index-Close (TAIC) Trades.</p>"
                  },
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">T Session:<br>Pre-Opening : 7.15 am - 7.28 am<br>Non-Cancel : 7.28 am - 7.30 am<br>Opening : 7.30 am - 2.55 pm<br>Pre-Closing : 2.55 pm - 2.59 pm<br>Non-Cancel : 2.59 pm - 3.00 pm</p>\n<p dir=\"ltr\">&nbsp;</p>\n<p dir=\"ltr\">T+1 Session:<br>Pre-Opening : 3.05 pm - 3.08 pm<br>Non-Cancel : 3.08 pm - 3.10 pm<br>Opening : 3.10 pm - 5.15 am<br>Pre-Closing : NA<br>Non-Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours.",
                  "lastTradingDay": "The Japanese business day immediately preceding the second Friday of the contract month.",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits for the expiring contract month on the Last Trading Day.\r\n\r\n*The Exchange will signal the commencement of the Cooling Off Period when there is an unsatisfied bid or offer at the prevailing Upper Price Limit or Lower Price Limit respectively for a continuous period of more than ten seconds. The Exchange retains the discretion to take into account any other factors in the market in determining the commencement of the Cooling Off Period.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Special Nikkei 225 Index Quotation based on the opening prices of each component issue in the Nikkei 225 Index on the business day following the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 10,000 contracts net long or net short in all contract months of SGX Nikkei Stock Average Futures and Options, SGX Mini Nikkei Stock Average Futures and SGX USD Nikkei Stock Average Futures combined in position delta, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "NKY<Index>",
                  "reutersTicker": null,
                  "bloombergTickerCode": "Outright, Strategy Trades : NIA<INDEX>CT\r\nTrade-At-Index-Close : AKTA<INDEX>CT",
                  "reutersTickerCode": "Outright, Strategy Trades :  1SSI:<F3>\r\nTrade-At-Index-Close : 0#SSITI:",
                  "vendorTicker": "Outright, Strategy Trades\r\nCQG : ZNA\r\nComStock: 2sNKNmy\r\nFuture Source: SNIA\r\nMoneylineTelerate: SG@NAyym or Pg 7257\r\nQuick: 101.n/SGXE\r\nSIX Financial: NKyym,344\r\n\r\nTrade-At-Index-Close\r\nSIX Financial: NKmyy_TAIC,344 (T Session), NKmyy_TAIC,812 (T+1 Session)\r\nColt Technology: NKTImyy",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Nikkei 225 Index Options",
                  "contractCode": "CNK",
                  "tickerSymbol": "Calls - CNK , Puts - PNK",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1 x Nikkei 225 Index Futures Contract",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "1 index point (500). Trades may occur at a price of 300 whether or not such trades result in the liquidation of position for both parties to the trade.",
                  "contractMonths": "6 nearest serial months & 32 nearest quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br><br>Opening : 7.30 am - 3.00 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:<br><br>Opening : 3.10 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours.",
                  "lastTradingDay": "The Japanese business day immediately preceding the second Friday of the contract month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement. In-the-money options will be automatically exercised on expiry into SGX Nikkei 225 Index Futures (“futures contract”) positions, which will then be cash-settled based on the final settlement price methodology of the futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 10,000 contracts net long or net short in all contract months of SGX Nikkei Stock Average Futures and Options, SGX Mini Nikkei Stock Average Futures and SGX USD Nikkei Stock Average Futures combined in position delta, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "NKY<Index>",
                  "reutersTicker": null,
                  "bloombergTickerCode": "NIA <INDEX> OMON",
                  "reutersTickerCode": "0#SSI<+> or 0#SSImy<+>",
                  "vendorTicker": "Quick: 101.n/SGXE\r\nMoneyline Telerate: SG@NI/AV or Pg 26540\r\nFuture Source: SNIA",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": "125 index point intervals.\r\n  \r\nThe Exchange will list At-the-Money (ATM) strike put and call options and the next  thirty-two exercise prices above and below the ATM strike.\r\n \r\nATM strike refers to the exercise price nearest to the closing index level of the Nikkei 225 Index on the previous Trading Day.\r\n \r\nNo new options shall be listed, however, if there are less than three calendar days remaining to the Expiration Day of the Option Contract.",
                  "optionExercise": "European Style: An option may be exercised by the buyer only at expiry.\r\n \r\nExercise results in a long Nikkei 225 Index futures position, which corresponds with the option's contract month, for a call buyer or a put seller, and a short Nikkei 225 Index futures position for a put buyer and a call seller.\r\n \r\nAn option that is in-the-money and has not been liquidated or exercised prior to the termination of trading shall be exercised automatically.",
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX USD Nikkei 225 Index Futures",
                  "contractCode": "NU",
                  "tickerSymbol": "NU",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$5 x USD Nikkei 225 Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "5 index points (US$25)",
                  "contractMonths": "4 nearest quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": {
                    "processed": "<p><strong>Mutual Offset Trading with CME:</strong><br>\nEligible</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening : 7.15 am - 7.28 am<br>Non-Cancel : 7.28 am - 7.30 am<br>Opening : 7.30 am - 2.55 pm<br>Pre-Closing : 2.55 pm - 2.59 pm<br>Non-Cancel : 2.59 pm - 3.00 pm<br>&nbsp;</p>\n<p><br>T+1 Session:<br>Pre-Opening : 3.05 pm - 3.08 pm<br>Non-Cancel : 3.08 pm - 3.10 pm<br>Opening : 3.10 pm - 5.15 am<br>Pre-Closing : NA<br>Non-Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours.",
                  "lastTradingDay": "The Japanese business day immediately preceding the second Friday of the contract month.",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits for the expiring contract month on the Last Trading Day.\r\n\r\n*The Exchange will signal the commencement of the Cooling Off Period when there is an unsatisfied bid or offer at the prevailing Upper Price Limit or Lower Price Limit respectively for a continuous period of more than ten seconds. The Exchange retains the discretion to take into account any other factors in the market in determining the commencement of the Cooling Off Period.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Special Nikkei 225 Index Quotation based on the opening prices of each component issue in the Nikkei 225 Index on the business day following the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 10,000 contracts net long or net short in all contract months of SGX Nikkei Stock Average Futures and Options, SGX Mini Nikkei Stock Average Futures and SGX USD Nikkei Stock Average Futures combined in position delta, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "NKY<Index>",
                  "reutersTicker": null,
                  "bloombergTickerCode": "N8A<INDEX>CT",
                  "reutersTickerCode": "SNU:<F3>",
                  "vendorTicker": "CQG: ZU\r\nSIX Financial:\r\n- NU,yym,344\r\n- NU,yym,812\r\nQuick: 101.n/SGXU",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Micro Nikkei 225 Index Futures",
                  "contractCode": "NS",
                  "tickerSymbol": "NS",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "¥10 x Micro Nikkei 225 Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "2.5 index point (¥25)",
                  "contractMonths": "3 nearest serial months & 6 nearest quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening : 7.15 am - 7.28 am<br>Non-Cancel : 7.28 am - 7.30 am<br>Opening : 7.30 am - 2.55 pm<br>Pre-Closing : 2.55 pm - 2.59 pm<br>Non-Cancel : 2.59 pm - 3.00 pm<br>&nbsp;</p>\n<p><br>T+1 Session:<br>Pre-Opening : 3.05 pm - 3.08 pm<br>Non-Cancel : 3.08 pm - 3.10 pm<br>Opening : 3.10 pm - 5.15 am<br>Pre-Closing : NA<br>Non-Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours.",
                  "lastTradingDay": "The Japanese business day immediately preceding the second Friday of the contract month.",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits for the expiring contract month on the Last Trading Day.\r\n\r\n*The Exchange will signal the commencement of the Cooling Off Period when there is an unsatisfied bid or offer at the prevailing Upper Price Limit or Lower Price Limit respectively for a continuous period of more than ten seconds. The Exchange retains the discretion to take into account any other factors in the market in determining the commencement of the Cooling Off Period.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The final settlement price shall be the Nikkei 225 Index Special Quotation based on the opening prices of each component issue in the Nikkei 225 Index on the business day following the last trading day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 10,000 contracts net long or net short in all contract months of SGX Nikkei Stock Average Futures and Options, SGX Micro Nikkei Stock Average Futures and SGX USD Nikkei Stock Average Futures combined in position delta, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "NKY<Index>",
                  "reutersTicker": null,
                  "bloombergTickerCode": "MNIA <INDEX> CT",
                  "reutersTickerCode": "SNS:<F3>",
                  "vendorTicker": "CQG: NS\r\nSIX Financial:\r\n- NSyym,344 (T Session)\r\n- NSyymm,812 (T+1 Session)\r\nQuick: 111.n/SGXE",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/nikkei225futuresoptions"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Nikkei 225 Index Total Return Futures",
            "shortName": "Nikkei 225 Index Total Return Futures",
            "isGiftProduct": null,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Nikkei 225 Index Total Return Futures",
                  "contractCode": "NR",
                  "tickerSymbol": "NR (Outright, Strategy Trade), NRTI (Trade-At-Index-Close)",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "¥500 x Nikkei 225 Index Total Return Futures price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright, Strategy Trades:  5 index points, Trade-At-Index-Close (TRF Spread) : 0.01 index points",
                  "contractMonths": "3 nearest non-December quarter months (March, June, September cycle) and 10/11 successive annual contracts of December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": {
                    "processed": "<p><strong>Accumulated Dividend:&nbsp;</strong></p>\n<p>Cumulative value of the final official closing values of each relevant yearly series of the Nikkei Stock Average Dividend Point Index and the official closing value of the Nikkei Stock Average Estimated Dividend Point Index, subtracting the value of the Nikkei Stock Average Estimated Dividend Point Index as of the Contract Business Day immediately preceding the Product Launch Date and adjusting for differences between any of the underlying constituent stocks estimated dividends included with ex-dividend date prior to the Product Launch Date and paid-in dividends that was paid out on or after Launch Date, and subtracting dividends arising from ex-dividend dates after the Special Quotation Date. This value represents the accumulated dividends which an investor would have been entitled to receive if the investor had held the constituents stocks of the Nikkei Stock Average between the Product Launch Date till the Special Quotation Date. The Product Launch Date is 13 May 2019.</p>\n<p>&nbsp;</p>\n<p><strong>Accumulated Funding:&nbsp;</strong></p>\n<p>Cumulative value of Daily Funding over the whole period commencing on the Launch Date till the Contract Business Day immediately succeeding the Last Trading Day of the Nikkei 225 Index Futures for the contract month with the same contract year, inclusive of start and end dates.</p>\n<p>&nbsp;</p>\n<p><strong>Daily Funding:&nbsp;</strong></p>\n<p>The value represented by the product of (i) the official close of the Nikkei Stock Average on the Contract Business Day immediately preceding the trading day; (ii) the Daily Funding Rate on the Contract Business Day immediately preceding the trading day divided by 100; and (iii) the number of funding days over an annualisation factor of 360.</p>\n<p>The number of funding days is the difference in number of calendar days between (i) the trading day plus the requisite number of days for settlement within the Japanese securities settlement cycle; and (ii) the Contract business day immediately preceding the trading day plus the requisite number of days for settlement within the Japanese securities settlement cycle, except for when the trading day is not a Contract Business Day the number of funding days is zero.</p>\n<p>&nbsp;</p>\n<p><strong>Special Quotation Date:&nbsp;</strong></p>\n<p>The relevant Contract Business Day immediately succeeding the Last Trading Day of the relevant Nikkei Stock Average Futures for the contract month with the same contract year as the Contract.&nbsp;</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening : 7.15 am - 7.28 am<br>Non-Cancel : 7.28 am - 7.30 am<br>Opening : 7.30 am - 2.55 pm<br>Pre-Closing : 2.55 pm - 2.59 pm<br>Non-Cancel : 2.59 pm - 3.00 pm<br><br>T+1 Session:<br>Pre-Opening : 3.05 pm - 3.08 pm<br>Non-Cancel : 3.08 pm - 3.10 pm<br>Opening : 3.10 pm - 5.15 am<br>Pre-Closing : NA<br>Non-Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours.",
                  "lastTradingDay": "The last Contract Business Day of the immediate subsequent quarter (3 consecutive months ending in March, June, September or December).",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes. \r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price shall be the sum of the final settlement price of the Nikkei Stock Average Futures for the same contract month with the same contract year and the Accumulated Distribution less Accumulated Funding.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "Nikkei Stock Average (NKY <INDEX>), Nikkei Estimated Dividend Point Index (Current Calendar Year: NKYEDP<INDEX>, Previous Years: NKYEDPXX <Index>), and Bank of Japan Uncollateralised Overnight Call Rate (MUTKCALM <INDEX>)",
                  "reutersTicker": "Nikkei Stock Average (.n225), Nikkei Estimated Dividend Point Index (Current Calendar Year: .N225ED, Prior Calendar Year: .N225EDX), and Bank of Japan Uncollateralised Overnight Call Rate (JPONMU=RR)",
                  "bloombergTickerCode": "Outright, Strategy Trades : NRA<INDEX>CT \r\nTrade-At-Index-Close : ANRA<INDEX>CT\r\n\r\nAccumulated Dividends: NRAD<INDEX>\r\nAccumulated Funding: NRAF<INDEX>\r\nSpecial Quotation Date: Futures_Valuation_Date (FO226)",
                  "reutersTickerCode": "Outright, Strategy Trades : 0#SNIRam: \r\nTrade-At-Index-Close : 0#SNIRTIam: ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/nikkeitrf"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Nikkei ESG-REIT Index",
            "shortName": "EJRT",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Nikkei ESG-REIT Index Futures",
                  "contractCode": "EJRT",
                  "tickerSymbol": "EJRT",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "JPY 2500 X SGX Nikkei ESG-REIT Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.2 index point (JPY 500), Strategy Trades: 0.2 index point (JPY 500)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening : 7.15 am - 7.28 am<br>Non-Cancel : 7.28 am - 7.30 am<br>Opening : 7.30 am - 2.55 pm<br>Pre-Closing : 2.55 pm - 2.59 pm<br>Non-Cancel : 2.59 pm - 3.00 pm</p>\n<p><br>T+1 Session:<br>Pre-Opening : 3.05 pm - 3.08 pm<br>Non-Cancel : 3.08 pm - 3.10 pm<br>Opening : 3.10 pm - 5.15 am<br>Pre-Closing : NA<br>Non-Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours\r\n",
                  "lastTradingDay": "The Japanese business day immediately preceding the second Friday of the contract month.",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The value of the Nikkei ESG-REIT Index computed based on the special quotation methodology applied on each component issue of the Nikkei ESG-REIT Index on the Japan Business Day following the Last Trading Day, rounded to 2 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": "NKYER Index",
                  "reutersTicker": ".NKNESR",
                  "bloombergTickerCode": "JRTA Index",
                  "reutersTickerCode": "T session: 0#SEJRTam:\r\nT+1 session: 0#SEJRTpm:\r\nCombined session: 0#SEJRT:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/ejrt"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Nikkei Stock Average Dividend Point Index Futures",
            "shortName": "nikkei",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "218",
                    "name": "Dividend Index",
                    "order": "5",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "dividendindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Nikkei Stock Average Dividend Point Index Futures",
                  "contractCode": "ND",
                  "tickerSymbol": "ND",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "JPY10,000 x Nikkei Stock Average Dividend Point Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.10 pt (JPY 1,000)",
                  "contractMonths": "10/11 successive annual contracts of December cycle. Each new annual contract month will be available for trading from the first trading day in January and will cease trading on the last Contract Business Day in March.   ",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening : 7.15 am - 7.28 am<br>Non-Cancel : 7.28 am - 7.30 am<br>Opening : 7.30 am - 2.55 pm<br>Pre-Closing : 2.55 pm - 2.59 pm<br>Non-Cancel : 2.59 pm - 3.00 pm<br>&nbsp;</p>\n<p><br>T+1 Session:<br>Pre-Opening : 3.05 pm - 3.08 pm<br>Non-Cancel : 3.08 pm - 3.10 pm<br>Opening : 3.10 pm - 5.15 am<br>Pre-Closing : NA<br>Non-Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T Session trading hours.",
                  "lastTradingDay": "Last Contract Business Day in March of the subsequent contract year.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The value of the underlying Nikkei Stock Average Dividend Point Index determined by Nikkei on the first contract business day in April. The official closing price will be rounded to 2 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 25 lots",
                  "bloombergTicker": "NKYDIV <INDEX>",
                  "reutersTicker": null,
                  "bloombergTickerCode": "MNDA<INDEX>CT",
                  "reutersTickerCode": "SND: + <F3> (ETS RIC)\r\n SNDamZ0: + <F3> (T Session RIC)\r\n SNDpmZ0: + <F3>(T+1 Session RIC)",
                  "vendorTicker": "CQG:\tND\r\nSIX Financial:\tNDmyy,344 (T Session)\r\n \tNDmyy,812 (T+1 Session)\r\nTelvent DTN Inc:\tSND\r\nQuick:\t112.YYMM/SGXE",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/nikkei"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Paraxylene",
            "shortName": "Paraxylene",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "196",
                    "name": "Energy",
                    "order": "3",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "198",
                    "name": "Petrochemicals",
                    "order": "1",
                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "petrochemicals",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts PX CFR Taiwan/China Swap",
                  "contractCode": "PX",
                  "tickerSymbol": "PX",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts PX CFR Taiwan/China index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts PX CFR Taiwan/China spot price assessments in the expiring month, rounded to two decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PFCA Comdty",
                  "reutersTickerCode": "SPCF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts PX CFR Taiwan/China Futures",
                  "contractCode": "PXF",
                  "tickerSymbol": "PXF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the Platts PX CFR Taiwan/China index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts PX CFR Taiwan/China spot price assessments in the expiring month, rounded to two decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PFRA Comdty",
                  "reutersTickerCode": "SPCF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX PX-Naphtha Spread Swaps",
                  "contractCode": "PXN",
                  "tickerSymbol": "PXN",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts PX CFR Taiwan/China and Platts Naphtha CFR Japan index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic difference between the Final Settlement Prices of the SGX Platts PX CFR Taiwan/China Swap and the SGX Platts Naphtha CFR Japan Swap in the expiring contract month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 2,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PXSA Comdty",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX PX-Naphtha Spread Futures",
                  "contractCode": "PXNF",
                  "tickerSymbol": "PXNF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the Platts PX CFR Taiwan/China and Platts Naphtha CFR Japan index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic difference between the Final Settlement Prices of the SGX Platts PX CFR Taiwan/China Futures and the SGX Platts Naphtha CFR Japan Index Futures in the expiring contract month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 2,000 Swap Contract Lots",
                  "negotiatedLargeTrade": "2 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PXIA Comdty",
                  "reutersTickerCode": "SPXN",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/paraxylene"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Refined Oil",
            "shortName": "Oil",
            "isGiftProduct": null,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "196",
                    "name": "Energy",
                    "order": "3",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "199",
                    "name": "Oil",
                    "order": "2",
                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "oil",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Gasoil Swap FOB Singapore",
                  "contractCode": "GO",
                  "tickerSymbol": "GO",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 barrels",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per barrel",
                  "contractMonths": "12 months starting with the current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per barrel",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts Gasoil FOB Singapore index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Gasoil FOB Singapore spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "N.A.",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Gasoil FOB Singapore Index Futures",
                  "contractCode": "GOF",
                  "tickerSymbol": "GOF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "1,000 barrels",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per barrel",
                  "contractMonths": "12 months starting with the current month, with next consecutive quarter (3 months) added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per barrel",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm</p>\n<p>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the Platts Gasoil FOB Singapore index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Gasoil FOB Singapore spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PGIA Comdty DES",
                  "reutersTickerCode": "SGAF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Naphtha Swap CFR Japan",
                  "contractCode": "NJ",
                  "tickerSymbol": "NJ",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 MT",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the Platts Naphtha CFR Japan index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Naphtha CFR Japan spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": null,
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Platts Naphtha CFR Japan Index Futures",
                  "contractCode": "NJF",
                  "tickerSymbol": "NJF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "100 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "36 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 1,
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                  "tradingHours": {
                    "processed": "<p>Every Singapore business day<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm - 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm</p>\n<p>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm &nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm - 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the Platts Naphtha CFR Japan index in the contract month. The last publication day falls on the last Singapore business day of the month.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all Platts Naphtha CFR Japan spot price assessments in the expiring month, rounded to three decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Futures Contracts, Swap Contracts and Relevant Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,000 full-sized Swap Contract Lots",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "PJIA Comdty DES",
                  "reutersTickerCode": "SNJF",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/oil"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "SGX FTSE Asia Pacific Government Bond Futures",
            "shortName": "SGX FTSE Asia Pacific Government Bond Futures",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "189",
                    "name": "Interest Rate",
                    "order": "1",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "interestrate",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE 3-Year India Government Bond Futures",
                  "contractCode": "IN3",
                  "tickerSymbol": "IN3",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$ 500 x SGX FTSE 3-Year India Government Bond Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010",
                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
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                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
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                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 4 lots",
                  "bloombergTicker": null,
                  "reutersTicker": ".FTIN3HULCLT - Mar/Sep Contracts ; .FTIN3MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "INDA Comdty",
                  "reutersTickerCode": "0#SIN3:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE 5-Year India Government Bond Futures",
                  "contractCode": "IN5",
                  "tickerSymbol": "IN5",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$ 500 x SGX FTSE 5-Year India Government Bond Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010",
                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 4 lots",
                  "bloombergTicker": null,
                  "reutersTicker": ".FTIN5HULCLT - Mar/Sep Contracts ; .FTIN5MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "INPA Comdty",
                  "reutersTickerCode": "0#SIN5:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE 10-Year India Government Bond Futures",
                  "contractCode": "IN10",
                  "tickerSymbol": "IN10",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$ 500 x SGX FTSE 10-Year India Government Bond Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010",
                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
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                        "entityBundle": "currencies",
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                        "country": [
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                      }
                    }
                  },
                  "tickValue": 5,
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                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am<br>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "reutersTicker": ".FTIN10HULCLT - Mar/Sep Contracts ; .FTIN10MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "INSA Comdty\r\n",
                  "reutersTickerCode": "0#SIN10:\r\n",
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                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              },
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                  "title": "SGX FTSE 3-Year Indonesia Government Bond Futures",
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                  "minimumPriceFluctuation": "0.010",
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                  "deliveryUnits": null,
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                  "tickCurrency": {
                    "data": {
                      "data": {
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                        "entityBundle": "currencies",
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                      }
                    }
                  },
                  "tickValue": 5,
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                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
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                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "bloombergTickerCode": "IQAA Comdty\r\n",
                  "reutersTickerCode": "0#SID3:\r\n",
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                  "optionExercise": null,
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              },
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                  "minimumPriceFluctuation": "0.010",
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                  "deliveryUnits": null,
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                  "tickCurrency": {
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                      }
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                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
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                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "reutersTicker": ".FTID5HULCLT - Mar/Sep Contracts ; .FTID5MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "IQLA Comdty\r\n",
                  "reutersTickerCode": "0#SID5:\r\n",
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                  "optionExercise": null,
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              },
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                  "minimumPriceFluctuation": "0.010",
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                  "deliveryUnits": null,
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                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
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                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "reutersTicker": ".FTID10HULCLT - Mar/Sep Contracts ; .FTID10MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "IQWA Comdty\r\n",
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                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
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                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "reutersTicker": ".FTTH3HULCLT - Mar/Sep Contracts ; .FTTH3MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "UTLA Comdty\r\n",
                  "reutersTickerCode": "0#STH3:\r\n",
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                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
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                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
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                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "reutersTicker": ".FTTH5HULCLT - Mar/Sep Contracts ; .FTTH5MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "UTOA Comdty\r\n",
                  "reutersTickerCode": "0#STH5:\r\n",
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              },
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                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
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                  "bloombergTickerCode": "UTYA Comdty\r\n",
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              },
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                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
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                  "negotiatedLargeTrade": "Minimum 4 lots",
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                  "reutersTicker": ".FTMY3HULCLT - Mar/Sep Contracts ; .FTMY3MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "UMLA Comdty\r\n",
                  "reutersTickerCode": "0#SMY3:\r\n",
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              },
              {
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                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 4 lots",
                  "bloombergTicker": null,
                  "reutersTicker": ".FTMY5HULCLT - Mar/Sep Contracts ; .FTMY5MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "UMRA Comdty\r\n",
                  "reutersTickerCode": "0#SMY5:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE 10-Year Malaysia Government Bond Futures",
                  "contractCode": "MY10",
                  "tickerSymbol": "MY10",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$ 500 x SGX FTSE 10-Year Malaysia Government Bond Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010",
                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 4 lots",
                  "bloombergTicker": null,
                  "reutersTicker": ".FTMY10HULCLT - Mar/Sep Contracts ; .FTMY10MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "UMYA Comdty\r\n",
                  "reutersTickerCode": "0#SMY10:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE 3-Year Philippines Government Bond Futures",
                  "contractCode": "PH3",
                  "tickerSymbol": "PH3",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$ 500 x SGX FTSE 3-Year Philippines Government Bond Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010",
                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 4 lots",
                  "bloombergTicker": null,
                  "reutersTicker": ".FTPH3HULCLT - Mar/Sep Contracts ; .FTPH3MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "OZAA Comdty\r\n",
                  "reutersTickerCode": "0#SPH3:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE 5-Year Philippines Government Bond Futures",
                  "contractCode": "PH5",
                  "tickerSymbol": "PH5",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$ 500 x SGX FTSE 5-Year Philippines Government Bond Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010",
                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n",
                  "negotiatedLargeTrade": "Minimum 4 lots",
                  "bloombergTicker": null,
                  "reutersTicker": ".FTPH5HULCLT - Mar/Sep Contracts ; .FTPH5MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "OZDA Comdty\r\n",
                  "reutersTickerCode": "0#SPH5:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE 10-Year Philippines Government Bond Futures",
                  "contractCode": "PH10",
                  "tickerSymbol": "PH10",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "US$ 500 x SGX FTSE 10-Year Philippines Government Bond Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.010",
                  "contractMonths": "2 quarterly months in the March, June, September and December cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:&nbsp;<br>Pre-open: 7:10 am – 7:23am&nbsp;<br>Non cancel: 7:23am – 7:25am<br>Opening: &nbsp;7:25am – 7:30pm<br>Pre Closing: 7:30pm – 7:34pm&nbsp;<br>Non Cancel: 7:34pm – &nbsp;7:35pm</p>\n<p>T+1 Session:&nbsp;<br>Pre opening: 7:40pm – 7:48pm&nbsp;<br>Non cancel: 7:48pm – 7:50pm&nbsp;<br>Opening: 7:50pm – 5:15am</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am - 5:00pm",
                  "lastTradingDay": "Two business days prior to the third Wednesday of the contract month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement (USD)",
                  "finalSettlementPrice": "Final Settlement Price shall be equal to the closing price of the Index at  5:00 PM (Singapore time) on the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 4 lots",
                  "bloombergTicker": null,
                  "reutersTicker": ".FTPH10HULCLT - Mar/Sep Contracts ; .FTPH10MZLCLT - Jun/Dec Contracts",
                  "bloombergTickerCode": "OXYA Comdty\r\n",
                  "reutersTickerCode": "0#SPH10:\r\n",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/sgx-ftse-asia-pacific-government-bond-futures"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "SGX FTSE Emerging Market inc Korea Net Total Return (USD) Index Futures",
            "shortName": "FNEMK",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX FTSE Emerging Market inc Korea Net Total Return (USD) Index Futures",
                  "contractCode": "FNEMK",
                  "tickerSymbol": "FNEMK",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$25 X SGX FTSE Emerging Market inc Korea NTR (USD) Index Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.5 index point (US$12.5), Calendar Spread: 0.05 index point (US$1.25)",
                  "contractMonths": "March, June, September and December months on a 3 year cycle and 2 nearest serial months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre -Opening : 7.10 am - 7.23 am<br>Non -Cancel : 7.23 am - 7.25 am<br>Opening : 7.25 am - 6.30 pm<br>Pre-Closing : 6.30 pm - 6.34 pm<br>Non-Cancel : 6.34 pm - 6.35 pm</p>\n<p>T+1 Session:<br>Pre -Opening : 6.40 pm - 6.43 pm<br>Non -Cancel : 6.43 pm - 6.45 pm<br>Opening : 6.45 pm - 5.15&nbsp;am<br>Pre - Closing : NA<br>Non - Cancel : NA</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as T session trading hours\t",
                  "lastTradingDay": "Third Friday of the contract month\t",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes. \r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day. \r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month. ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The official closing value of the FTSE Emerging inc Korea Net Tax Index for the Last Trading Day, rounded to 4 decimal places",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "AWALLEKN Index",
                  "reutersTicker": ".TRIAWALLEKN",
                  "bloombergTickerCode": "KFEA Index",
                  "reutersTickerCode": "T session: 0#SFEMKam:\r\nT+1 session: 0#SFEMKpm:\r\nCombined session: 0#SFEMK:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/fnemk"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "SGX MSCI Emerging Market Climate Action Index Net USD",
            "shortName": "MCNEM",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": " SGX MSCI Emerging Market Climate Action NTR (USD) Index Futures ",
                  "contractCode": "MCNEM",
                  "tickerSymbol": "MCNEM",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "US$ 50 x SGX MSCI Emerging Market Climate Action NTR (USD) Index Futures",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "Outright: 0.20 index point (US$ 10), Calendar spread: 0.01 index point (US$ 0.50)",
                  "contractMonths": "Mar, Jun, Sep and Dec months on a 3 year cycle",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 6.30 pm<br>Pre - Closing: 6.30 pm - 6.34 pm<br>Non - Cancel: 6.34 pm - 6.35 pm</p>\n<p>&nbsp;</p>\n<p>T + 1&nbsp; Session:<br>Pre - Opening: 6.40 pm - 6.43 pm<br>Non - Cancel: 6.43 pm - 6.45 pm<br>Opening: 6.45 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "T Session:\r\n\r\nPre – Opening: 7.10 am – 7.23 am\r\nNon – Cancel: 7.23 am – 7.25 am\r\nOpening: 7.25 am – 6.30 pm\r\nPre – Closing: 6.30 pm – 6.34 pm\r\nNon – Cancel: 6.34 pm – 6.35 pm",
                  "lastTradingDay": "The Last Trading Day shall be the third Friday of the Contract Month",
                  "dailyPriceLimits": "Whenever the price moves by 10% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/- 10% is allowed for the next 5 minutes.\r\n\r\nThereafter when the price moves by 15% in either direction, from the previous day’s daily settlement price, trading at or within the price limit of +/-15% is allowed for the next 5 minutes. After this cooling-off period has elapsed, there will be no price limits for the remainder of the trading day.\r\n\r\nThere shall be no price limits on the Last Trading Day of the expiring contract month.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "Official closing value of the underlying index for the Last Trading Day, rounded to 4 decimal places.\r\n\r\nWhere an Unexpected Market Closure (“UMC”) Event has been determined by MSCI to have taken place, the Final Settlement Price shall be the final official value of the corresponding MSCI UMC Index, rounded to 4 decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": "MXEFCANU ",
                  "reutersTicker": ".MIEF0CLA0NUS",
                  "bloombergTickerCode": "CEDA Index",
                  "reutersTickerCode": "0#SMNCM: ",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/mcnem"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Short Term Interest Rate Products",
            "shortName": "STIR Products",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "189",
                    "name": "Interest Rate",
                    "order": "1",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "interestrate",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Three-Month Singapore Overnight Rate Average (SORA) Futures",
                  "contractCode": "SORA",
                  "tickerSymbol": "SORA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "S$ 2,500 x (100 – Three-month compounded SORA)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0025",
                  "contractMonths": "Nearest quarterly months (March, June, September, December) for the nearest 20 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "211",
                        "name": "Singaporean Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "SGD",
                        "country": [
                          "SG"
                        ]
                      }
                    }
                  },
                  "tickValue": 6.25,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>T Session:</strong><br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.55 pm<br>Pre - Closing: 5.55 pm - 5.59 pm<br>Non - Cancel: 5.59 pm - 6.00 pm</p>\n<p><strong>T + 1 Session:</strong><br>Pre - Opening: 6.05 pm - 6.13 pm<br>Non - Cancel: 6.13 pm - 6.15 pm<br>Opening: 6.15 pm - 5.15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "See above",
                  "lastTradingDay": "The Trading Day preceding the third Wednesday of the immediate subsequent quarter (beginning in March, June, September or December) following the contract month. If the said Wednesday falls on a Singapore public holiday, the Last Trading Day shall be the Trading Day preceding the following Business Day of such Wednesday.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "100 minus the annualised rate (R) (R is rounded to 4 decimal places), which is calculated by multiplying the interest rate calculated by daily cumulative compounding of SORA in the Interest Rate Reference Period for the relevant contract month by (365 / actual number of calendar days in the Interest Rate Reference Period).\r\n\r\nNote: For each non-Business Day, the SORA value for the preceding Business Day will apply without compounding.\r\n\r\nInterest Rate Reference Period: From the third Wednesday of each contract month (March, June, September, December) to the Tuesday preceding the third Wednesday of the subsequent quarter (beginning in June, September, December, March). The Interest Rate Reference Period will not be moved up or down even if the start or end date is a non-Business Day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "SQRA COMB Comdty",
                  "reutersTickerCode": "<0#SORA:>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Three-Month Tokyo Overnight Average Rate (TONA) Futures",
                  "contractCode": "TONA",
                  "tickerSymbol": "TONA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "JPY 250,000 x (100 – Three-month compounded TONA)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0025",
                  "contractMonths": "Nearest quarterly months (March, June, September, December) for the nearest 20 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "219",
                        "name": "Japanese Yen",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "JPY",
                        "country": [
                          "JP"
                        ]
                      }
                    }
                  },
                  "tickValue": 625,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>T Session:</strong><br>Pre - Opening: 7.10 am - 7.23 am<br>Non - Cancel: 7.23 am - 7.25 am<br>Opening: 7.25 am - 5.10 pm<br>Pre - Closing: 5:10 pm – 5:14 pm<br>Non - Cancel: 5:14 pm – 5:15 pm</p>\n<p><strong>T + 1 Session:</strong><br>Pre - Opening: 5:20 pm – 5:28 pm<br>Non - Cancel: 5:28 pm – 5:30 pm<br>Opening: 5:30 pm – 5:15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "7:25am – 8:30am",
                  "lastTradingDay": "The third Wednesday of the immediate subsequent quarter (beginning in March, June, September or December) following the contract month. If such day is not a Japan Bank Business Day, the Last Trading Day shall instead be the immediate following Japan Bank Business Day.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "100 minus the annualised rate (R) (R is rounded to 4 decimal places), which is calculated by multiplying the interest rate calculated by daily cumulative compounding of final TONA for each Japan Bank Business Day in the Interest Rate Reference Period for the relevant contract month by (365 / actual number of calendar days in the Interest Rate Reference Period). \r\n\r\nNote: For each day which is not a Japan Bank Business Day, the final TONA value for the preceding Business Day will apply without compounding.\r\n\r\nInterest Rate Reference Period: From the third Wednesday of each contract month (March, June, September, December) to the Tuesday preceding the third Wednesday of the subsequent quarter (beginning in June, September, December or March). The Interest Rate Reference Period will not be moved up or down even if the start or end date is a not a Japan Bank Business Day.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "TOOA COMB Comdty",
                  "reutersTickerCode": "<0#STON:>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/stir-products"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "SICOM Rubber",
            "shortName": "SICOM Rubber",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "194",
                    "name": "Agriculture",
                    "order": "1",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "agriculture",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "195",
                    "name": "Rubber",
                    "order": "1",
                    "parentCode": "agriculture",
                    "entityBundle": "derivatives_categories",
                    "code": "rubber",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX SICOM TSR20 Futures",
                  "contractCode": "TF",
                  "tickerSymbol": "TF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "5 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.1 US cent per kg",
                  "contractMonths": "12 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": "20.16 metric tonnes of TSR20 manufactured from rubber produced from the Hevea Brasiliensis trees by factories approved by SICOM from time to time and shall be packed in accordance with SICOM's prevailing shrink-wrap packing specifications.",
                  "quotation": "US cents per kg",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>Screen</strong><br>T session: 7.55 am - 6.00 pm<br>Pre-Opening: 7.40 am – 7.53 am<br>Non-Cancel: 7.53 am – 7.55 am</p>\n<p>T+1 session: 6.15pm - 11.00pm<br>Pre-Opening: 6.05pm - 6.13pm<br>Non-Cancel: 6.13pm - 6.15pm<br><br><strong>NLT</strong><br>T session: 7.55 am – 6.00 pm<br>T+1 session: 6.00.01pm - 5.15am</p>\n<p>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen\r\nT session: 7.55 am - 6.00 pm\r\n\r\nNLT\r\nT session: 7.55 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last day of trading of the month preceding the Delivery Month.",
                  "dailyPriceLimits": "If the price of any contract month moves 10% above or below the previous day's settlement price, it will trigger a 15 minutes Cooling Off Period during which trading may only take place at or between the Upper Limit and Lower Limit.\r\nAfter the termination of the Cooling Off Period, there shall be no price limits for the remainder of the trading hours for the day.\r\nThere is no price limits on the Last Trading Day for an expiring contract.",
                  "methodsOfDelivery": "Delivery will be made, at the Buyer's option, either on Warehouse Delivery or FOB terms at port of loading.",
                  "settlementBasis": "Physical Delivery",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": "Generally at any time of the delivery month but not earlier than the fourteenth business day of the delivery month. Specifics depend on the method of delivery and when delivery instructions are issued.",
                  "portsOfLoading": "The Port of Loading will be at Seller's Option. The list of designated ports are Singapore, Klang, Penang, Palembang, Surabaya, Belawan, Bangkok and Laem Chabang.",
                  "positionLimit": "Subject to Rule 4.1.18 of the Trading Rules, a person owning or controlling any combination of trading lots that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined (except for the First Contract Month), shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. \r\n\r\nA person shall not own or control more than 2,000 trading lots net long or net short in the First Contract Month, unless otherwise permitted by the Clearing House in respect of its member, who is carrying the account of that person. \r\n\r\nFor the purposes of this Section: \r\n(i) the prescribed position limit and position accountability threshold shall apply to aggregate positions owned or controlled by a person in the TSR 20 Contracts and the SGX TSR 20 Options; \r\n\r\n(ii) for the purpose of calculation, the futures-equivalent of an SGX TSR 20 Options is the relevant option delta computed by the Clearing House for the option series; and \r\n\r\n(iii) the positions of all accounts owned or controlled by a person or persons deemed to be acting in concert or in which such person or persons have a proprietary or beneficial interest shall be aggregated. \r\n\r\nPosition Accountability Threshold (non-spot months) (Lots): 5,000\r\n",
                  "negotiatedLargeTrade": "60 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ORA Comdty",
                  "reutersTickerCode": "STF <F3>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX SICOM RSS3 Futures",
                  "contractCode": "RT",
                  "tickerSymbol": "RT",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "5 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.1 US cent per kg",
                  "contractMonths": "12 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": "20 metric tonnes or in multiples thereof",
                  "quotation": "US cents per kg",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Screen<br>T session: 7.55 am - 6.00 pm<br>Pre-Opening: 7.40 am – 7.53 am<br>Non-Cancel: 7.53 am – 7.55 am<br><br>NLT<br>T session: 7.55 am – 6.00 pm<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen\r\nT session: 7.55 am - 6.00 pm\r\n\r\nNLT\r\nT session: 7.55 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last day of trading of the month preceding the Delivery Month.",
                  "dailyPriceLimits": "If the price of any contract month moves 10% above or below the previous day's settlement price, it will trigger a 15 minutes Cooling Off Period during which trading may only take place at or between the Upper Limit and Lower Limit.\r\nAfter the termination of the Cooling Off Period, there shall be no price limits for the remainder of the trading hours for the day.\r\nThere is no price limits on the Last Trading Day for an expiring contract.",
                  "methodsOfDelivery": "Delivery will be made, at the Buyer's option, either on Warehouse Delivery or FOB terms at port of loading.",
                  "settlementBasis": "Physical Delivery",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": "At any time of the delivery month but not earlier than the fourteenth business day of the delivery month.",
                  "portsOfLoading": "The Port of Loading will be at Seller's Option. The list of designated ports are Singapore, Penang, Bangkok and Laem Chabang.",
                  "positionLimit": "Subject to Rule 4.1.18 of the Futures Trading Rules, a person owning or controlling trading lots that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined (except for the First Contract Month), shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.; and \r\n\r\nA person shall not own or control more than 1,000 trading lots net long or net short in First Contract Month, unless otherwise permitted by the Clearing House in respect of its member, who is carrying the account of that person. \r\n\t\r\nFor the purpose of this section, he positions of all accounts owned or controlled by a person or persons deemed to be acting in concert or in which such person or persons have a proprietary or beneficial interest shall be aggregated.\r\n\r\nPosition Accountability Threshold (non-spot months) (Lots): 5,000\r\n",
                  "negotiatedLargeTrade": "60 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "RGA Comdty",
                  "reutersTickerCode": "SRU <F3>",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX SICOM TSR 20 Rubber Options",
                  "contractCode": "CTF",
                  "tickerSymbol": "Calls – CTF; Puts – PTF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "167",
                        "name": "Options",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "5 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.1 US cent per kg",
                  "contractMonths": "11 serial months ",
                  "deliveryUnits": "N.A.",
                  "quotation": "US cents per kg",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p><strong>Screen</strong><br>T session: 7.55 am - 6.00 pm<br>T+1 session: 6.15pm - 11.00pm<br><br><strong>NLT</strong><br>T session: 7.55 am – 6.00 pm<br>T+1 session: 6.00.01pm - 5.15am</p>\n<p>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "Screen\r\nT session: 7.55 am - 6.00 pm\r\n\r\nNLT\r\nT session: 7.55 am – 6.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "The last Business Day of the month preceding the Last Trading Day of the underlying SGX SICOM TSR 20 (FOB) Rubber Futures contract",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": "N.A.",
                  "settlementBasis": "In-the-money options will be automatically exercised on expiry into relevant underlying futures positions, which will then be cash-settled based on the final settlement price methodology of the revelant futures contract.",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": "N.A.",
                  "portsOfLoading": "N.A.",
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Option Contracts and Futures Contracts that exceeds such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in any or all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold (non-spot months) (Lots): 5,000 ",
                  "negotiatedLargeTrade": "20 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ORA Comdty OMON",
                  "reutersTickerCode": "0#STF+",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": "European Style: An option may be exercised by the buyer only at expiry. \r\n\r\nExercise for a call buyer or a put seller results in a long SGX SICOM TSR 20 (FOB) Rubber Futures position which corresponds with the option's contract month at a value equal to the strike price, while the exercise for a put buyer or a call seller results in a short SGX SICOM TSR 20 (FOB) Rubber Futures position at a value equal to the strike price. \r\n\r\nAn option that is in-the-money and has not been liquidated prior to the termination of trading shall be exercised automatically.\r\n",
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/sicom-rubber"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Single Stock Futures - India",
            "shortName": "india_ssf",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "190",
                    "name": "Equities",
                    "order": "4",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "ssf",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Adani P & S Eco Zone Futures",
                  "contractCode": "ZADS",
                  "tickerSymbol": "ZADS",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "40 X Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "3 nearest consecutive months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:<br>Pre-Opening: 8:40 am - 8:53 am<br>Non-Cancel: 8:53 am - 8:55 am<br>Opening: 8:55 am - 6:10 pm<br>Pre-Closing: 6:10 pm - 6:14 pm<br>Non-Cancel: 6:14 pm - 6:15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading ",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the official closing price of the Underlying Shares on the Last Trading Day, rounded to 2 decimal places, expressed as US dollars.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ZADS=my SP Equity",
                  "reutersTickerCode": "0#ZADSsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
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                  "title": "Indus Towers Futures",
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              {
                "data": {
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                  "title": "Bosch Futures",
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                  "contentType": "derivative_contract",
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                  "title": "HCL Technologies Futures",
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                  "contentType": "derivative_contract",
                  "title": "HDFC Bank Futures",
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              },
              {
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                  "contentType": "derivative_contract",
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              {
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                  "positionLimit": "The Final Settlement Price for the Contracts will be the official closing price of the Underlying Shares on the Last Trading Day, Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Hindustan Petroleum Corp Futures",
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                  "tickerSymbol": "ZHPC",
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                  "hideProductDescription": false,
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                    }
                  },
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                  "contractSize": "37 X Futures Price",
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                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "3 nearest consecutive months",
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                  "quotation": null,
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                  "tradingHours": {
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                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.\r\n\r\n",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
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                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Hindustan Unilever Futures",
                  "contractCode": "ZHUL",
                  "tickerSymbol": "ZHUL",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "10 X Futures Price",
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                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "3 nearest consecutive months",
                  "deliveryUnits": null,
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                  "tradingHours": {
                    "processed": "<p>T Session only:<br>Pre-Opening: 8:40 am - 8:53 am<br>Non-Cancel: 8:53 am - 8:55 am<br>Opening: 8:55 am - 6:10 pm<br>Pre-Closing: 6:10 pm - 6:14 pm<br>Non-Cancel: 6:14 pm - 6:15 pm</p>\n"
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
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                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "ICICI Bank Futures",
                  "contractCode": "ZICI",
                  "tickerSymbol": "ZICI",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "40 X Futures Price",
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                  "minimumPriceFluctuation": "0.05",
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                  "tradingHours": {
                    "processed": "<p>T Session only:<br>Pre-Opening: 8:40 am - 8:53 am<br>Non-Cancel: 8:53 am - 8:55 am<br>Opening: 8:55 am - 6:10 pm<br>Pre-Closing: 6:10 pm - 6:14 pm<br>Non-Cancel: 6:14 pm - 6:15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
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                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the official closing price of the Underlying Shares on the Last Trading Day, rounded to 2 decimal places, expressed as US dollars.",
                  "exchangeDeliverySettlementPrice": null,
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                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "reutersTickerCode": "0#ZICIsi:",
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                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Sammaan Capital Futures",
                  "contractCode": "ZIHF",
                  "tickerSymbol": "ZIHF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "6 X Futures Price",
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                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "3 nearest consecutive months",
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                  "tradingHours": {
                    "processed": "<p>T Session only:<br>Pre-Opening: 8:40 am - 8:53 am<br>Non-Cancel: 8:53 am - 8:55 am<br>Opening: 8:55 am - 6:10 pm<br>Pre-Closing: 6:10 pm - 6:14 pm<br>Non-Cancel: 6:14 pm - 6:15 pm</p>\n"
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
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                  "exchangeDeliverySettlementPrice": null,
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Indian Oil Corp Futures",
                  "contractCode": "ZIOC",
                  "tickerSymbol": "ZIOC",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "75 X Futures Price",
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                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "3 nearest consecutive months",
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                  "tradingHours": {
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.\r\n",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
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                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "10 lots",
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                  "reutersTickerCode": "0#ZIOCsi:",
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                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "IndusInd Bank Futures",
                  "contractCode": "ZIIB",
                  "tickerSymbol": "ZIIB",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
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                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "5 X Futures Price",
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                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "3 nearest consecutive months",
                  "deliveryUnits": null,
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                  "tradingHours": {
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "- For July 25 and August 25 contracts: Last Thursday of the expiring contract month. \r\n- For contracts with expiry beginning with September 25 and thereafter: Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.\r\n",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the official closing price of the Underlying Shares on the Last Trading Day, rounded to 2 decimal places, expressed as US dollars.",
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                  "positionLimit": "contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "10 lots",
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                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Infosys Futures",
                  "contractCode": "ZINF",
                  "tickerSymbol": "ZINF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
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                  "contractSize": "20 X Futures Price",
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                  "minimumPriceFluctuation": "0.05",
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "- For July 25 and August 25 contracts: Last Thursday of the expiring contract month. \r\n- For contracts with expiry beginning with September 25 and thereafter: Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
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                  "exchangeDeliverySettlementPrice": null,
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                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
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                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "ITC Futures",
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                  "tickerSymbol": "ZITD",
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                  "hideProductDescription": false,
                  "productType": {
                    "data": {
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                    }
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                  "contractSize": "40 X Futures Price",
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                  "methodsOfDelivery": null,
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                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "10 lots",
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                  "reutersTickerCode": "0#ZITCsi:",
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                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Kotak Mahindra Bank Futures",
                  "contractCode": "ZKMB",
                  "tickerSymbol": "ZKMB",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                    }
                  },
                  "availableToUSCustomers": false,
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                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "10 lots",
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                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
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              {
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                  "contentType": "derivative_contract",
                  "title": "Sun Pharm Ind Futures",
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                  "title": "Tata Steel Futures",
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                  "contentType": "derivative_contract",
                  "title": "UltraTech Cement Futures",
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                  "contentType": "derivative_contract",
                  "title": "UPL Futures",
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                  "contentType": "derivative_contract",
                  "title": "Vedanta Futures",
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                  "title": "Wipro Futures",
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Yes Bank Futures",
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                  "hideProductDescription": false,
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                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ZYES=my SP Equity",
                  "reutersTickerCode": "0#ZYESsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Zee Entertainment Ent Futures",
                  "contractCode": "ZZEE",
                  "tickerSymbol": "ZZEE",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "20 X Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "3 nearest consecutive months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:<br>Pre-Opening: 8:40 am - 8:53 am<br>Non-Cancel: 8:53 am - 8:55 am<br>Opening: 8:55 am - 6:10 pm<br>Pre-Closing: 6:10 pm - 6:14 pm<br>Non-Cancel: 6:14 pm - 6:15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Last Tuesday of the expiring contract month. \r\n\r\nIf this falls on an India holiday, then it shall be the preceding India business day.",
                  "dailyPriceLimits": "±15% and ±20% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the official closing price of the Underlying Shares on the Last Trading Day, rounded to 2 decimal places, expressed as US dollars.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limits are not applicable to the contracts. However, a person owning or controlling more than 1,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ZZEE=my SP Equity",
                  "reutersTickerCode": "0#ZZEEsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/indiassf"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Single Stock Futures - Singapore",
            "shortName": "sg_ssfs",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "190",
                    "name": "Equities",
                    "order": "4",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "ssf",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Comfortdelgro Futures",
                  "contractCode": "YCDD",
                  "tickerSymbol": "YCDD",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "5,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0010",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YCDD=my SP EQUITY ",
                  "reutersTickerCode": "0#YCDDsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "DBS Futures",
                  "contractCode": "YDBS",
                  "tickerSymbol": "YDBS",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "550 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached). \r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YDBS=my SP EQUITY ",
                  "reutersTickerCode": "0#YDBSsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Genting Futures",
                  "contractCode": "YGEN",
                  "tickerSymbol": "YGEN",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "5,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0010",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YGEN=my SP EQUITY ",
                  "reutersTickerCode": "0#YGENsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Keppel Futures",
                  "contractCode": "YKEP",
                  "tickerSymbol": "YKEP",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "3,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day.",
                  "lastTradingDay": "Second last business day of the expiring contract month.",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YKEP=my SP EQUITY",
                  "reutersTickerCode": "0#YKEPsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "OCBC Futures",
                  "contractCode": "YOCB",
                  "tickerSymbol": "YOCB",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "2,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YOCB=my SP EQUITY ",
                  "reutersTickerCode": "0#YOCBsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Singtel Futures",
                  "contractCode": "YSTT",
                  "tickerSymbol": "YSTT",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "5,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0010",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YSTT=my SP EQUITY ",
                  "reutersTickerCode": "0#YSTTsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Thai Beverage Futures",
                  "contractCode": "YTBE",
                  "tickerSymbol": "YTBE",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "10,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0010",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YTBE=my SP EQUITY ",
                  "reutersTickerCode": "0#YTBEsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "UOB Futures",
                  "contractCode": "YUOB",
                  "tickerSymbol": "YUOB",
                  "hideCharts": null,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
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                        "entityBundle": "derivatives_types"
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                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YUOB=my SP EQUITY ",
                  "reutersTickerCode": "0#YUOBsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Wilmar Futures",
                  "contractCode": "YWIL",
                  "tickerSymbol": "YWIL",
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                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
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                  "availableToUSCustomers": false,
                  "contractSize": "5,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0010",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
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                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
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                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
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                  "bloombergTickerCode": "YWIL=my SP EQUITY ",
                  "reutersTickerCode": "0#YWILsi:",
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                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period. \r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.\r\n",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
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                "data": {
                  "contentType": "derivative_contract",
                  "title": "Yangzijiang Shipbldg Futures",
                  "contractCode": "YYZJ",
                  "tickerSymbol": "YYZJ",
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                  "hideProductDescription": null,
                  "productType": {
                    "data": {
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                    }
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                  "availableToUSCustomers": false,
                  "contractSize": "10,000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0010",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
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                  "bloombergTickerCode": "YYZJ=my SP EQUITY",
                  "reutersTickerCode": "0#YYZJsi:",
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                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              },
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                "data": {
                  "contentType": "derivative_contract",
                  "title": "AREIT Futures",
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                  "tickerSymbol": "YARE",
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                  "hideProductDescription": null,
                  "productType": {
                    "data": {
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                  "availableToUSCustomers": false,
                  "contractSize": "5000 x Futures Price",
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                  "minimumPriceFluctuation": "0.0010",
                  "contractMonths": "2 serial & 4 quarterly months",
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                  "quotation": null,
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                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YARE=my SP EQUITY",
                  "reutersTickerCode": "0#YAREsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Top Glove Futures",
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                  "tickerSymbol": "YTGL",
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                  "productType": {
                    "data": {
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                  "availableToUSCustomers": false,
                  "contractSize": "1,000 x Futures Price",
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                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
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                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
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                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YTGL=my SP EQUITY ",
                  "reutersTickerCode": "0#YTGLsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Capitaland Investment Futures",
                  "contractCode": "YCLI",
                  "tickerSymbol": "YCLI",
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                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
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                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1000 x Futures Price",
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                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
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                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as Singapore dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "YCLI=my SP EQUITY",
                  "reutersTickerCode": "0#YCLIsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Asia HY Bond ETF Futures",
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                  "tickerSymbol": "YAHY",
                  "hideCharts": false,
                  "hideProductDescription": null,
                  "productType": {
                    "data": {
                      "data": {
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                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1000 x Futures Price",
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                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
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                  "tradingHours": {
                    "processed": "<p>T Session only:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 5:20 pm</p>\n<p>Pre-Closing: 5:20 pm -5:24&nbsp;pm</p>\n<p>Non-Cancel: 5:24 pm - 5:25 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last business day of the expiring contract month",
                  "dailyPriceLimits": "±10% and ±15% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price for the Contracts will be the closing price of Underlying Shares on the Last Trading Day, rounded to 3 decimal place, expressed as US dollars",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
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                  "reutersTicker": null,
                  "bloombergTickerCode": "YAHY=my SP EQUITY ",
                  "reutersTickerCode": "0#YAHYsi:",
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                  "fungibilityMechanism": null,
                  "tradingHalt": "If trading in the Underlying Shares is halted or suspended, the Exchange will generally halt or suspend the trading of the affected Contract for the corresponding period.\r\n\r\nIn the event that a material announcement is released in connection with the Underlying Share outside of SGX-ST trading hours (i.e. before Market Opening, during Mid-Day Break, after Market Close and during Singapore public holidays), the Exchange intends to halt or suspend the relevant Contract upon such release of material announcement. Trading of the relevant Contract will resume upon the resumption of trading of the Underlying Shares on SGX-ST or the next relevant trading session, whichever is earlier.",
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
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              }
            ],
            "link": {
              "url": "/derivatives/products/sgssfs"
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          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Single Stock Futures - US",
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            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
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              },
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              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SEA ADR Futures",
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                  "hideProductDescription": false,
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                    "data": {
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                    }
                  },
                  "availableToUSCustomers": false,
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                  "minimumPriceFluctuation": "0.05",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
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                  "contractDetails": {
                    "processed": "<p><strong>Other Contract Specification Details</strong></p>\n\n<table>\n\t<tbody>\n\t\t<tr>\n\t\t\t<td>Relevant Business Day</td>\n\t\t\t<td>Relevant Stock Exchange</td>\n\t\t</tr>\n\t\t<tr>\n\t\t\t<td>Singapore</td>\n\t\t\t<td>Nasdaq</td>\n\t\t</tr>\n\t</tbody>\n</table>\n\n<p>&nbsp;</p>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 8:20 pm</p>\n<p>Pre-Closing: 8:20 pm -8:24&nbsp;pm</p>\n<p>Non-Cancel: 8:24 pm - 8:25 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:</p>\n<p>Pre-Opening: 8:30 pm - 8:33 pm</p>\n<p>Non-Cancel: 8:33 pm - 8:35 pm</p>\n<p>Opening: 8:35 pm - 5:15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last relevant business day of the expiring contract month",
                  "dailyPriceLimits": "±15% and ±20% from previous settlement price (5 minutes cooling off period when limit is reached). \r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price shall be the closing price of the Underlying Shares or Underlying American Depository Receipts on the same calendar date as the Last Trading Day, rounded to two decimal places, expressed as United States dollars.  \r\n\r\nWhere the Relevant Stock Exchange is not open for trading on the Last Trading Day or there is no closing price for the Underlying Shares or Underlying American Depository Receipts on the same calendar date as the Last Trading Day, the Final Settlement Price shall be the last available traded price of the Underlying Shares or Underlying American Depository Receipts.\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ZSEA=my SP Equity",
                  "reutersTickerCode": "0#ZSEAsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "TSMC ADR Futures",
                  "contractCode": "ZTSM",
                  "tickerSymbol": "ZTSM",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "50 X Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.10",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": {
                    "processed": "<p><strong>Other Contract Specification Details</strong></p>\n\n<table>\n\t<tbody>\n\t\t<tr>\n\t\t\t<td>Relevant Business Day</td>\n\t\t\t<td>Relevant Stock Exchange</td>\n\t\t</tr>\n\t\t<tr>\n\t\t\t<td>Taiwan</td>\n\t\t\t<td>Nasdaq</td>\n\t\t</tr>\n\t</tbody>\n</table>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 8:20 pm</p>\n<p>Pre-Closing: 8:20 pm -8:24&nbsp;pm</p>\n<p>Non-Cancel: 8:24 pm - 8:25 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:</p>\n<p>Pre-Opening: 8:30 pm - 8:33 pm</p>\n<p>Non-Cancel: 8:33 pm - 8:35 pm</p>\n<p>Opening: 8:35 pm - 5:15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last relevant business day of the expiring contract month",
                  "dailyPriceLimits": "±15% and ±20% from previous settlement price (5 minutes cooling off period when limit is reached). \r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price shall be the closing price of the Underlying Shares or Underlying American Depository Receipts on the same calendar date as the Last Trading Day, rounded to two decimal places, expressed as United States dollars.  \r\n\r\nWhere the Relevant Stock Exchange is not open for trading on the Last Trading Day or there is no closing price for the Underlying Shares or Underlying American Depository Receipts on the same calendar date as the Last Trading Day, the Final Settlement Price shall be the last available traded price of the Underlying Shares or Underlying American Depository Receipts.\r\n",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ZTSM=my SP Equity",
                  "reutersTickerCode": "0#ZTSMsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "Grab Futures",
                  "contractCode": "ZGRA",
                  "tickerSymbol": "ZGRA",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1000 x Futures Price",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.0050",
                  "contractMonths": "2 serial & 4 quarterly months",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": {
                    "processed": "<p><strong>Other Contract Specification Details</strong></p>\n\n<table>\n\t<tbody>\n\t\t<tr>\n\t\t\t<td>Relevant Business Day</td>\n\t\t\t<td>Relevant Stock Exchange</td>\n\t\t</tr>\n\t\t<tr>\n\t\t\t<td>Singapore</td>\n\t\t\t<td>Nasdaq</td>\n\t\t</tr>\n\t</tbody>\n</table>"
                  },
                  "tradingHours": {
                    "processed": "<p>T Session:</p>\n<p>Pre-opening 8:15 am - 8:28 am</p>\n<p>Non-Cancel: 8:28 am - 8:30 am</p>\n<p>Opening: 8:30 am - 8:20 pm</p>\n<p>Pre-Closing: 8:20 pm -8:24&nbsp;pm</p>\n<p>Non-Cancel: 8:24 pm - 8:25 pm</p>\n<p>&nbsp;</p>\n<p>T+1 Session:</p>\n<p>Pre-Opening: 8:30 pm - 8:33 pm</p>\n<p>Non-Cancel: 8:33 pm - 8:35 pm</p>\n<p>Opening: 8:35 pm - 5:15 am</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same trading hours as normal trading day",
                  "lastTradingDay": "Second last relevant business day of the expiring contract month",
                  "dailyPriceLimits": "±15% and ±20% from previous settlement price (5 minutes cooling off period when limit is reached).\r\nThereafter no price limits for the rest of the day. No price limit for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash",
                  "finalSettlementPrice": "The Final Settlement Price shall be the closing price of the Underlying Shares or Underlying American Depository Receipts on the same calendar date as the Last Trading Day, rounded to two decimal places, expressed as United States dollars.\r\n\r\nWhere the Relevant Stock Exchange is not open for trading on the Last Trading Day or there is no closing price for the Underlying Shares or Underlying American Depository Receipts on the same calendar date as the Last Trading Day, the Final Settlement Price shall be the last available traded price of the Underlying Shares or Underlying American Depository Receipts.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 10 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "ZGRA=my SP Equity",
                  "reutersTickerCode": "0#ZGRAsi:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/usssfs"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Steel",
            "shortName": "steel",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "192",
                    "name": "Metals",
                    "order": "2",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "metals",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "193",
                    "name": "Iron Ore & Steel",
                    "order": "0",
                    "parentCode": "metals",
                    "entityBundle": "derivatives_categories",
                    "code": "iron-ore",
                    "allowDataOrderForms": false
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Mysteel Shanghai Rebar (USD) Swap",
                  "contractCode": "RB",
                  "tickerSymbol": "RB",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
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                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "10 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.25 per metric tonne",
                  "contractMonths": "Up to 15 consecutive months starting with current month. The next consecutive quarter (3 months) will be added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publication day of the relevant Mysteel Shanghai Rebar (USD) Index in the contract month that is a Trading Day.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the Mysteel Shanghai Rebar (USD) Index reference prices in the expiring contract month (including any Index reference price published on a Saturday or a Sunday, where applicable), rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 15,000 Swap Contract Lots\r\n",
                  "negotiatedLargeTrade": null,
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "RDCA Comdty DES",
                  "reutersTickerCode": null,
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Mysteel Shanghai Rebar (USD) Futures",
                  "contractCode": "RBF",
                  "tickerSymbol": "RBF",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": true,
                  "contractSize": "10 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.25 per metric tonne",
                  "contractMonths": "Up to 15 consecutive months starting with current month. The next consecutive quarter (3 months) will be added upon each quarter's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 2.5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.<br><br>Screen<br>T session: 7.25 am – 8.00 pm<br>Pre-Opening: 7.10 am - 7.23 am<br>Non-Cancel: 7.23 am - 7.25 am<br>Pre-Close: 7.55 pm&nbsp;- 7.59 pm<br>Non-Cancel: 7.59 pm - 8.00 pm<br><br>T+1 session: 8.15 pm – 5.15 am<br>Pre-Opening: 8.05 pm&nbsp;&nbsp;- 8.13 pm<br>Non-Cancel: 8.13 pm&nbsp;- 8.15 pm</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the relevant Mysteel Shanghai Rebar (USD) Index in the contract month that is a Trading Day.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": null,
                  "exchangeDeliverySettlementPrice": "Cash settlement using the arithmetic average of all the Mysteel Shanghai Rebar (USD) Index reference prices in the expiring contract month (including any Index reference price published on a Saturday or a Sunday, where applicable), rounded to 2 decimal places.",
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 15,000 Swap Contract Lots\r\n",
                  "negotiatedLargeTrade": "5 lots",
                  "bloombergTicker": null,
                  "reutersTicker": null,
                  "bloombergTickerCode": "RDLA Comdty DES",
                  "reutersTickerCode": "0#SRBF:",
                  "vendorTicker": null,
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/steel"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Straits Times Index Futures",
            "shortName": "sgx_sti",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "186",
                    "name": "Financials",
                    "order": "21",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "financials",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "188",
                    "name": "Equity Index",
                    "order": "3",
                    "parentCode": "financials",
                    "entityBundle": "derivatives_categories",
                    "code": "equityindex",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX Straits Times Index Futures",
                  "contractCode": "ST",
                  "tickerSymbol": "ST",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "166",
                        "name": "Futures",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "S$2 x Straits Times Index Futures Price (effective 9 Mar 26)",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "0.5 index point (S$1) (effective 9 Mar 26)",
                  "contractMonths": "2 nearest serial months and 4 quarterly contract months on March, June, September and December cycle.",
                  "deliveryUnits": null,
                  "quotation": null,
                  "tickCurrency": null,
                  "tickValue": null,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p>T Session:<br>Pre-Opening: 8:15 am - 8:28 am<br>Non-Cancel: 8:28 am - 8:30 am<br>Opening: 8:30 am - 5:20 pm<br>Pre-Closing: 5:20 pm - 5:24 pm<br>Non-Cancel: 5:24 pm - 5:25 pm</p>\n<p>T+1 Session:<br>Pre - Opening: 5:30 pm - 5:33 pm<br>Non - Cancel: 5:33 pm - 5:35 pm<br>Opening: 5:35 pm - 5:15 am</p>\n<p>&nbsp;</p>\n"
                  },
                  "tradingHoursOnLastDay": "Same as normal trading hours (as above)",
                  "lastTradingDay": "The second last business day of the expiring contract month (A business day is defined as a day on which the Singapore stock market is open for trading).",
                  "dailyPriceLimits": "±10% and ±15% from previous day’s settlement price (5 minutes cooling off period when limit is reached).\r\n\r\nThereafter no price limits for rest of the day. No price limits for expiring contract on its Last Trading Day.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash settlement",
                  "finalSettlementPrice": "Final Settlement Price shall be the official closing value of the Straits Times Index for the Last Trading Day, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Position limit is not applicable to this contract. However, a person owning or controlling more than 5,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.",
                  "negotiatedLargeTrade": "Minimum 50 lots",
                  "bloombergTicker": "FSSTI<Index>",
                  "reutersTicker": null,
                  "bloombergTickerCode": "SDA <INDEX>CT\r\nSdmy <INDEX>CT",
                  "reutersTickerCode": "SST:<F3> (combined)",
                  "vendorTicker": "CQG: STI\r\nSIX Financial: 3, STyym, 344\r\nQuick: FST.n/SGX\r\nInTV: Page 404\r\nMoneyline Telerate: Pg 22536 / 22537 or SG@Styymm\r\n\r\nStandard & Poor's Comstock:\r\n2sSTmy\r\nSpot @STY",
                  "fungibilityMechanism": null,
                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              }
            ],
            "link": {
              "url": "/derivatives/products/sgxsti"
            }
          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Styrene Monomer",
            "shortName": "Styrene Monomer",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
                  "data": {
                    "id": "191",
                    "name": "Commodities",
                    "order": "20",
                    "parentCode": null,
                    "entityBundle": "derivatives_categories",
                    "code": "commodities",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "196",
                    "name": "Energy",
                    "order": "3",
                    "parentCode": "commodities",
                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
                  "data": {
                    "id": "198",
                    "name": "Petrochemicals",
                    "order": "1",
                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "petrochemicals",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX ICIS SM CFR China Swap",
                  "contractCode": "SMC",
                  "tickerSymbol": "SMC",
                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
                        "id": "168",
                        "name": "Swaps",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "derivatives_types"
                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "500 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "24 months starting with current month, with next consecutive month added upon each month's expiry.",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
                        "id": "212",
                        "name": "US Dollar",
                        "order": "0",
                        "parentCode": null,
                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 5,
                  "contractDetails": null,
                  "tradingHours": {
                    "processed": "<p dir=\"ltr\">Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am – 8.00 pm<br>T+1 session: 8.00.01 pm – 5.15 am<br><br>Note: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
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              },
              {
                "data": {
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                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\n\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen\r\n7.25 am – 8.00 pm",
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                  "bloombergTickerCode": "IMCA Comdty",
                  "reutersTickerCode": "0#SSMCF:",
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                  "optionExercise": null,
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            ],
            "link": {
              "url": "/derivatives/products/styrene-monomer"
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          }
        },
        {
          "data": {
            "contentType": "derivative_underlying_product",
            "title": "Thermal Coal",
            "shortName": "Thermal Coal",
            "isGiftProduct": false,
            "derivativesCategories": [
              {
                "data": {
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                }
              },
              {
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                    "entityBundle": "derivatives_categories",
                    "code": "energy",
                    "allowDataOrderForms": null
                  }
                }
              },
              {
                "data": {
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                    "name": "Coal",
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                    "parentCode": "energy",
                    "entityBundle": "derivatives_categories",
                    "code": "coal",
                    "allowDataOrderForms": null
                  }
                }
              }
            ],
            "contracts": [
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX IHS McCloskey M42 - Indonesian 4200kc GAR FOB Coal Swap",
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                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
                    "data": {
                      "data": {
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                      }
                    }
                  },
                  "availableToUSCustomers": false,
                  "contractSize": "1,000 metric tonnes",
                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December",
                  "deliveryUnits": null,
                  "quotation": "US$ per tonne",
                  "tickCurrency": {
                    "data": {
                      "data": {
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                        "entityBundle": "currencies",
                        "currencyCode": "USD",
                        "country": [
                          "US"
                        ]
                      }
                    }
                  },
                  "tickValue": 10,
                  "contractDetails": null,
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                    "processed": "<p>Every weekdays except 1 Jan and 25 Dec<br><br>NLT<br>T session: 7.10 am - 8.00 pm<br>T+1 session: 8.00.01 pm - 5.15 am<br><br>Note: After the close of the T-session, there will be a 30 min grace window for participants to continue registering T-session trades.</p>\n"
                  },
                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.",
                  "lastTradingDay": "Last publishing day (Friday) of the weekly IHS McCloskey Indonesian Sub-Bituminous FOB marker in the contract month. If the last trading day is a holiday, the preceding business day will be the LTD.",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
                  "finalSettlementPrice": "Cash settlement using the arithmetic average of all publication of the IHS McCloskey Indonesian (4200kc GAR) FOB Marker reference prices in the expiring contract month, rounded to two decimal places.",
                  "exchangeDeliverySettlementPrice": null,
                  "deliveryPeriod": null,
                  "portsOfLoading": null,
                  "positionLimit": "Unless otherwise prescribed by the Exchange, there shall be no Position Limits. However, subject to Rule 4.1.18 of the Trading Rules, a Person owning or controlling any combination of Contracts and Swap Contracts that exceed such position as the Exchange may prescribe from time to time with prior notification, net on the same side of the market, and in all Contract Months combined, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.\r\n\r\nPosition Accountability Threshold: Equivalent of 1,500 Swap Contract Lots",
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                  "tradingHalt": null,
                  "strikePriceIntervals": null,
                  "optionExercise": null,
                  "fieldFundingRateSymbol": null
                }
              },
              {
                "data": {
                  "contentType": "derivative_contract",
                  "title": "SGX IHS McCloskey M42 - Indonesian 4200kc GAR FOB Thermal Coal Futures",
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                  "hideCharts": false,
                  "hideProductDescription": false,
                  "productType": {
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                      }
                    }
                  },
                  "availableToUSCustomers": true,
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                  "qualitySpecifications": null,
                  "minimumPriceFluctuation": "US$0.01 per metric tonne",
                  "contractMonths": "Up to 2 calendar years starting with current year, with 12 consecutive months added upon expiry in December.",
                  "deliveryUnits": null,
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                  "tickCurrency": {
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                      }
                    }
                  },
                  "tickValue": 0.1,
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                  "tradingHoursOnLastDay": "NLT\r\n7.10 am – 8.00 pm\r\nNote: After the close of the T-session, there will be a 30min grace window for participants to continue registering T-session trades.\r\n\r\nScreen:\r\n7.25 am – 8.00 pm",
                  "lastTradingDay": "Last publication day of the IHS McCloskey Indonesian (4200kc GAR) FOB Marker reference prices for the relevant Contract Month",
                  "dailyPriceLimits": "N.A.",
                  "methodsOfDelivery": null,
                  "settlementBasis": "Cash Settlement",
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}
