HONG KONG EXCHANGES AND CLEARING LIMITED 香港期貨交易所有限公司
(香港交易及結算所有限公司全資附屬公司)
Hong Kong Futures Exchange Limited(A wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited)
NEWS RELEASE |
27 November 2015 |
Hong Kong Futures Exchange Limited (HKFE), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEx), has announced that with effect from the commencement of trading on Tuesday, 1 December 2015, the minimum margins to be collected by an Exchange Participant from its clients in respect of their dealings in the following futures contracts will be as outlined in the table below. The adjustments are based on the clearing company's normal procedures and standard margining methodology.
For the current margins, please refer to the margin information on the HKEx website at the following link (http://www.hkex.com.hk/eng/market/rm/rm_dcrm/riskdata/margin_hkcc/fomargin.htm).
Futures Contract | Margin Rate | Initial Margin (HK$) | Maintenance Margin (HK$) | ||
Hang Seng Index | Full Rate | 71,400 | /lot | 57,100 | /lot |
Spread Rate | 14,300 | /spread | 11,450 | /spread | |
Mini - Hang Seng Index | Full Rate | 14,280 | /lot | 11,420 | /lot |
Spread Rate | 2,860 | /spread | 2,290 | /spread | |
Hang Seng China Enterprises Index | Full Rate | 33,400 | /lot | 26,700 | /lot |
Spread Rate | 10,050 | /spread | 8,050 | /spread | |
Mini - Hang Seng China Enterprises Index | Full Rate | 6,680 | /lot | 5,340 | /lot |
Spread Rate | 2,010 | /spread | 1,610 | /spread | |
CES China 120 Index | Full Rate | 16,620 | /lot | 13,300 | /lot |
Spread Rate | 4,990 | /spread | 3,990 | /spread | |
HSCEI Dividend Point Index | Full Rate | 2,070 | /lot | 1,660 | /lot |
Spread Rate | 2,490 | /spread | 2,000 | /spread | |
香 港 中 環 港 景 街 一 號 國 際 金 融 中 心 一 期 1 2 樓
12/F, One International Finance Centre, 1 Harbour View Street, Central, Hong Kong
電話 Tel: + 852 2522 1122 傳真 Fax: +852 2295 3106 網址 Website: www.hkex.com.hk 電郵 E-mail: info@hkex.com.hk
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HSI Dividend Point Index | Full Rate | 4,360 | /lot | 3,490 | /lot |
Spread Rate | 5,240 | /spread | 4,190 | /spread | |
HSI Volatility Index | Full Rate | 28,970 | /lot | 23,180 | /lot |
Spread Rate | 8,700 | /spread | 6,960 | /spread | |
IBOVESPA | Full Rate | 18,330 | /lot | 14,660 | /lot |
Spread Rate | 5,500 | /spread | 4,400 | /spread | |
S&P BSE Sensex Index | Full Rate | 16,110 | /lot | 12,890 | /lot |
Spread Rate | 4,840 | /spread | 3,870 | /spread | |
FTSE/JSE Top40 Index | Full Rate | 29,300 | /lot | 23,440 | /lot |
Spread Rate | 8,790 | /spread | 7,040 | /spread | |
MICEX Index | Full Rate | 20,680 | /lot | 16,550 | /lot |
Spread Rate | 6,210 | /spread | 4,970 | /spread | |
One-Month HIBOR | Full Rate | 525 | /lot | 420 | /lot |
Spread Rate | Please refer to attached table | ||||
Three-Month HIBOR | Full Rate | 628 | /lot | 503 | /lot |
Spread Rate | Please refer to attached table | ||||
iShares FTSE A50 China Index ETF | Full Rate | 4,240 | /lot | 3,390 | /lot |
Spread Rate | 1,280 | /spread | 1,020 | /spread | |
Aluminum Corporation of China Ltd | Full Rate | 596 | /lot | 477 | /lot |
Spread Rate | 179 | /spread | 144 | /spread | |
ChinaAMC CSI 300 Index ETF | Full Rate | 9,180 | /lot | 7,350 | /lot |
Spread Rate | 2,760 | /spread | 2,210 | /spread | |
Bank of China Ltd | Full Rate | 258 | /lot | 207 | /lot |
Spread Rate | 78 | /spread | 63 | /spread | |
Bank of Communications Co Ltd | Full Rate | 384 | /lot | 308 | /lot |
Spread Rate | 116 | /spread | 93 | /spread | |
The Bank of East Asia Ltd | Full Rate | 412 | /lot | 329 | /lot |
Spread Rate | 124 | /spread | 99 | /spread | |
BOC Hong Kong (Holdings) Ltd | Full Rate | 962 | /lot | 770 | /lot |
Spread Rate | 289 | /spread | 231 | /spread | |
China Construction Bank Corporation | Full Rate | 402 | /lot | 321 | /lot |
Spread Rate | 121 | /spread | 97 | /spread | |
China Communications Construction Co Ltd | Full Rate | 926 | /lot | 741 | /lot |
Spread Rate | 278 | /spread | 223 | /spread | |
China Mobile Ltd | Full Rate | 3,420 | /lot | 2,740 | /lot |
Spread Rate | 1,030 | /spread | 822 | /spread | |
China Unicom (Hong Kong) Ltd | Full Rate | 1,940 | /lot | 1,550 | /lot |
Spread Rate | 582 | /spread | 465 | /spread | |
CITIC Ltd | Full Rate | 864 | /lot | 691 | /lot |
Spread Rate | 260 | /spread | 208 | /spread | |
CK Hutchison Holdings Ltd (CKH: Multiplier = 500) | Full Rate | 3,250 | /lot | 2,600 | /lot |
Spread Rate | 975 | /spread | 780 | /spread | |
CK Hutchison Holdings Ltd (CKG: Multiplier = 904) | Full Rate | 5,873 | /lot | 4,698 | /lot |
Spread Rate | 1,762 | /spread | 1,409 | /spread | |
CK Hutchison Holdings Ltd (CKK: Multiplier = 1,236) | Full Rate | 8,035 | /lot | 6,428 | /lot |
Spread Rate | 2,410 | /spread | 1,928 | /spread | |
China Life Insurance Co Ltd | Full Rate | 2,820 | /lot | 2,250 | /lot |
Spread Rate | 846 | /spread | 675 | /spread |
CLP Holdings Ltd | Full Rate | 2,090 | /lot | 1,670 | /lot |
Spread Rate | 627 | /spread | 501 | /spread | |
China Merchants Bank Co Ltd | Full Rate | 823 | /lot | 659 | /lot |
Spread Rate | 247 | /spread | 198 | /spread | |
CNOOC Ltd | Full Rate | 1,210 | /lot | 966 | /lot |
Spread Rate | 363 | /spread | 290 | /spread | |
Cathay Pacific Airways Ltd | Full Rate | 1,150 | /lot | 915 | /lot |
Spread Rate | 345 | /spread | 275 | /spread | |
China Petroleum & Chemical Corporation | Full Rate | 1,080 | /lot | 864 | /lot |
Spread Rate | 324 | /spread | 260 | /spread | |
CSOP FTSE China A50 ETF | Full Rate | 5,420 | /lot | 4,330 | /lot |
Spread Rate | 1,630 | /spread | 1,300 | /spread | |
China Telecom Corporation Ltd | Full Rate | 683 | /lot | 546 | /lot |
Spread Rate | 205 | /spread | 164 | /spread | |
Esprit Holdings Ltd | Full Rate | 126 | /lot | 101 | /lot |
Spread Rate | 38 | /spread | 31 | /spread | |
FIH Mobile Ltd (FIH: Multiplier = 1,000) | Full Rate | 301 | /lot | 241 | /lot |
Spread Rate | 91 | /spread | 73 | /spread | |
FIH Mobile Ltd (FIA: Multiplier = 1,033) | Full Rate | 311 | /lot | 249 | /lot |
Spread Rate | 94 | /spread | 75 | /spread | |
Power Assets Holdings Ltd | Full Rate | 2,280 | /lot | 1,820 | /lot |
Spread Rate | 684 | /spread | 546 | /spread | |
Hong Kong Exchanges and Clearing Ltd | Full Rate | 1,630 | /lot | 1,300 | /lot |
Spread Rate | 489 | /spread | 390 | /spread | |
HSBC Holdings Plc | Full Rate | 1,600 | /lot | 1,280 | /lot |
Spread Rate | 480 | /spread | 384 | /spread |
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