編號

Ref. No.:

DCRM/HKCC/083/2017

日期

Date:

26/04/2017

香 港 期貨 結算 有限 公司

(香港交易及結算所有限公司全資附屬公司)

HKFE CLEARING CORPORATION LIMITED

(A wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited)

通告 CIRCULAR

Subject:

Margin Rates

Enquiry:

2211-6901

Please be advised that pursuant to Exchange Rule 617(d) and HKCC Rule 402, the Exchange and the Clearing House have determined that with effect from the commencement of trading on Tuesday, 2 May 2017, the margin levels of the following Futures Contracts shall be as follows:

Client Margin

Clearing House Margin

Initial

Maintenance

(HK$)

(HK$)

(HK$)

Hang Seng Index

Full Rate

79,933

/lot

63,946

/lot

60,100

/lot

Spread Rate

16,026

/spread

12,820

/spread

12,050

/spread

Inter-Commodity Spread

Please refer to attachment 2

Mini - Hang Seng Index

Full Rate

15,986

/lot

12,788

/lot

12,020

/lot

Spread Rate

3,205

/spread

2,564

/spread

2,410

/spread

Inter-Commodity Spread

Please refer to attachment 2

Hang Seng China Enterprises Index

Full Rate

33,383

/lot

26,706

/lot

25,100

/lot

Spread Rate

10,041

/spread

8,032

/spread

7,550

/spread

Inter-Commodity Spread

Please refer to attachment 2

Mini - Hang Seng China Enterprises Index

Full Rate

6,676

/lot

5,340

/lot

5,020

/lot

Spread Rate

2,008

/spread

1,606

/spread

1,510

/spread

Inter-Commodity Spread

Please refer to attachment 2

CES China 120 Index

Full Rate

18,048

/lot

14,438

/lot

13,570

/lot

Spread Rate

5,426

/spread

4,340

/spread

4,080

/spread

HSCEI Dividend Point Index

Full Rate

2,088

/lot

1,670

/lot

1,570

/lot

Spread Rate

2,513

/spread

2,010

/spread

1,890

/spread

2

Page 2

HSI Dividend Point Index

Full Rate

4,522

/lot

3,617

/lot

3,400

/lot

Spread Rate

5,426

/spread

4,340

/spread

4,080

/spread

CES Gaming Top 10 Index

Full Rate

21,918

/lot

17,534

/lot

16,480

/lot

Spread Rate

6,583

/spread

5,266

/spread

4,950

/spread

Hang Seng IT Hardware Index

Full Rate

11,105

/lot

8,884

/lot

8,350

/lot

Spread Rate

3,338

/spread

2,670

/spread

2,510

/spread

Hang Seng Mainland Banks Index

Full Rate

9,150

/lot

7,320

/lot

6,880

/lot

Spread Rate

2,753

/spread

2,202

/spread

2,070

/spread

Hang Seng Mainland Healthcare Index

Full Rate

16,319

/lot

13,055

/lot

12,270

/lot

Spread Rate

4,907

/spread

3,925

/spread

3,690

/spread

Hang Seng Mainland Oil & Gas Index

Full Rate

5,439

/lot

4,351

/lot

4,090

/lot

Spread Rate

1,635

/spread

1,308

/spread

1,230

/spread

Hang Seng Mainland Properties Index

Full Rate

16,093

/lot

12,874

/lot

12,100

/lot

Spread Rate

4,827

/spread

3,861

/spread

3,630

/spread

Hang Seng Software & Service Index

Full Rate

26,693

/lot

21,354

/lot

20,070

/lot

Spread Rate

8,019

/spread

6,415

/spread

6,030

/spread

HSI Volatility Index

Full Rate

23,940

/lot

19,152

/lot

18,000

/lot

Spread Rate

7,182

/spread

5,745

/spread

5,400

/spread

IBOVESPA

Full Rate

21,452

/lot

17,161

/lot

16,130

/lot

Spread Rate

6,437

/spread

5,149

/spread

4,840

/spread

S&P BSE Sensex Index

Full Rate

19,484

/lot

15,587

/lot

14,650

/lot

Spread Rate

5,852

/spread

4,681

/spread

4,400

/spread

FTSE/JSE Top40 Index

Full Rate

30,736

/lot

24,588

/lot

23,110

/lot

Spread Rate

9,230

/spread

7,384

/spread

6,940

/spread

MICEX Index

Full Rate

23,474

/lot

18,779

/lot

17,650

/lot

Spread Rate

7,049

/spread

5,639

/spread

5,300

/spread

One-Month HIBOR

Full Rate

1,649

/lot

1,319

/lot

1,240

/lot

Spread Rate

Please refer to attachment 1

Three-Month HIBOR

Full Rate

1,742

/lot

1,393

/lot

1,310

/lot

Spread Rate

Please refer to attachment 1

iShares FTSE A50 China Index ETF

Full Rate

3,710

/lot

2,968

/lot

2,790

/lot

Spread Rate

1,113

/spread

890

/spread

837

/spread

Agricultural Bank of China Ltd.

Full Rate

11,677

/lot

9,341

/lot

8,780

/lot

Spread Rate

3,511

/spread

2,808

/spread

2,640

/spread

Aluminum Corporation of China Ltd.

Full Rate

859

/lot

687

/lot

646

/lot

Spread Rate

258

/spread

206

/spread

194

/spread

3

Page 3

Alibaba Pictures Group Ltd.

Full Rate

5,825

/lot

4,660

/lot

4,380

/lot

Spread Rate

1,755

/spread

1,404

/spread

1,320

/spread

China AMC CSI 300 Index ETF

Full Rate

5,333

/lot

4,266

/lot

4,010

/lot

Spread Rate

1,609

/spread

1,287

/spread

1,210

/spread

AviChina Industry & Technology Co. Ltd.

Full Rate

3,657

/lot

2,925

/lot

2,750

/lot

Spread Rate

1,097

/spread

877

/spread

825

/spread

Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd.

Full Rate

5,014

/lot

4,011

/lot

3,770

/lot

Spread Rate

1,516

/spread

1,212

/spread

1,140

/spread

Bank of China Ltd.

Full Rate

244

/lot

195

/lot

184

/lot

Spread Rate

74

/spread

59

/spread

56

/spread

Bank of Communications Co., Ltd.

Full Rate

389

/lot

311

/lot

293

/lot

Spread Rate

117

/spread

93

/spread

88

/spread

The Bank of East Asia, Ltd.

Full Rate

416

/lot

332

/lot

313

/lot

Spread Rate

125

/spread

100

/spread

94

/spread

BOC Hong Kong (Holdings) Ltd.

Full Rate

1,029

/lot

823

/lot

774

/lot

Spread Rate

309

/spread

247

/spread

233

/spread

China Construction Bank Corporation

Full Rate

409

/lot

327

/lot

308

/lot

Spread Rate

123

/spread

98

/spread

93

/spread

China Communications Construction Company Limited

Full Rate

767

/lot

613

/lot

577

/lot

Spread Rate

231

/spread

184

/spread

174

/spread

China Coal Energy Co. Ltd.

Full Rate

3,404

/lot

2,723

/lot

2,560

/lot

Spread Rate

1,021

/spread

816

/spread

768

/spread

China Cinda Asset Management Co., Ltd.

Full Rate

10,453

/lot

8,362

/lot

7,860

/lot

Spread Rate

3,138

/spread

2,510

/spread

2,360

/spread

CGN Power Co., Ltd.

Full Rate

7,780

/lot

6,224

/lot

5,850

/lot

Spread Rate

2,340

/spread

1,872

/spread

1,760

/spread

China Oilfield Services Ltd.

Full Rate

4,894

/lot

3,915

/lot

3,680

/lot

Spread Rate

1,476

/spread

1,180

/spread

1,110

/spread

China Hongqiao Group Ltd.

Full Rate

7,634

/lot

6,107

/lot

5,740

/lot

Spread Rate

2,300

/spread

1,840

/spread

1,730

/spread

China Mobile Ltd.

Full Rate

2,806

/lot

2,244

/lot

2,110

/lot

Spread Rate

841

/spread

672

/spread

633

/spread

China Unicom (Hong Kong) Limited

Full Rate

1,888

/lot

1,510

/lot

1,420

/lot

Spread Rate

566

/spread

452

/spread

426

/spread

4

Page 4

CITIC Ltd.

Full Rate

712

/lot

569

/lot

536

/lot

Spread Rate

214

/spread

171

/spread

161

/spread

CK Hutchison Holdings Ltd.

Full Rate

3,032

/lot

2,425

/lot

2,280

/lot

Spread Rate

909

/spread

727

/spread

684

/spread

China Life Insurance Company Ltd.

Full Rate

1,502

/lot

1,201

/lot

1,130

/lot

Spread Rate

450

/spread

360

/spread

339

/spread

CLP Holdings Ltd.

Full Rate

2,633

/lot

2,106

/lot

1,980

/lot

Spread Rate

790

/spread

632

/spread

594

/spread

China Merchants Bank Co., Ltd.

Full Rate

662

/lot

529

/lot

498

/lot

Spread Rate

199

/spread

159

/spread

150

/spread

CNOOC Ltd.

Full Rate

603

/lot

482

/lot

454

/lot

Spread Rate

182

/spread

145

/spread

137

/spread

Cathay Pacific Airways Ltd.

Full Rate

736

/lot

588

/lot

554

/lot

Spread Rate

222

/spread

177

/spread

167

/spread

China Petroleum & Chemical Corporation

Full Rate

832

/lot

665

/lot

626

/lot

Spread Rate

250

/spread

200

/spread

188

/spread

CRRC Corporation Ltd.

Full Rate

5,014

/lot

4,011

/lot

3,770

/lot

Spread Rate

1,516

/spread

1,212

/spread

1,140

/spread

CSOP FTSE China A50 ETF

Full Rate

3,843

/lot

3,074

/lot

2,890

/lot

Spread Rate

1,153

/spread

922

/spread

867

/spread

China Shenhua Energy Co. Ltd.

Full Rate

17,556

/lot

14,044

/lot

13,200

/lot

Spread Rate

5,266

/spread

4,212

/spread

3,960

/spread

China CITIC Bank Corporation Ltd.

Full Rate

6,636

/lot

5,308

/lot

4,990

/lot

Spread Rate

1,995

/spread

1,596

/spread

1,500

/spread

China Telecom Corporation Ltd.

Full Rate

494

/lot

395

/lot

372

/lot

Spread Rate

148

/spread

118

/spread

112

/spread

CITIC Securities Co. Ltd.

Full Rate

10,573

/lot

8,458

/lot

7,950

/lot

Spread Rate

3,178

/spread

2,542

/spread

2,390

/spread

China South City Holdings Ltd.

Full Rate

1,284

/lot

1,027

/lot

966

/lot

Spread Rate

385

/spread

308

/spread

290

/spread

Digital China Holdings Ltd.

Full Rate

3,098

/lot

2,478

/lot

2,330

/lot

Spread Rate

929

/spread

743

/spread

699

/spread

Esprit Holdings Ltd.

Full Rate

54

/lot

43

/lot

41

/lot

Spread Rate

17

/spread

13

/spread

13

/spread

China Evergrande Group

Full Rate

20,974

/lot

16,779

/lot

15,770

/lot

Spread Rate

6,304

/spread

5,043

/spread

4,740

/spread

HKEx - Hong Kong Exchanges and Clearing Ltd. published this content on 26 April 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 26 April 2017 11:15:19 UTC.

Original documenthttp://www.hkex.com.hk/eng/market/partcir/hkcc/2017/Documents/MC Circular 26 April 2017.pdf

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