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New Calculation for FCPO Closing Price

We’ve received the news today that Bursa Malaysia Derivatives Clearing Bhd will use a new method to calculate the daily settlement prices of Crude Palm Oil Futures (FCPO) effective Dec 3, 2012 (Monday).

The new method will replace the last traded price with Volume Weighted Average Price (WVAP) of trades executed in the last one minute (5:59pm – 6:00pm) before the market closes at 6:00pm Malaysia time. This will replace a bid-ask price consideration for the contracts in the final minute.

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2 Comments to New Calculation for FCPO Closing Price

  • hahnyen's Gravatar hahnyen
    December 3, 2012 at 10:42 AM | Permalink

    great information on FCPO. maybe should add more information that are all about palm oil included the factors affecting the performance of palm oil performance in Malaysia, the FCPO price. it helps student like us to gain more knowledge