編號

Ref. No.:

CD/CDCRM/023/2017

日期

Date:

28/06/2017

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

Client Margin

Clearing House Margin

Initial

Maintenance

(HK$)

(HK$)

(HK$)

Hang Seng Index

Full Rate

85,253

/lot

68,202

/lot

64,100

/lot

Spread Rate

17,090

/spread

13,672

/spread

12,850

/spread

Inter-Commodity Spread

Please refer to attachment 2

Mini - Hang Seng Index

Full Rate

17,050

/lot

13,640

/lot

12,820

/lot

Spread Rate

3,418

/spread

2,734

/spread

2,570

/spread

Inter-Commodity Spread

Please refer to attachment 2

Hang Seng China Enterprises Index

Full Rate

34,447

/lot

27,557

/lot

25,900

/lot

Spread Rate

10,374

/spread

8,299

/spread

7,800

/spread

Inter-Commodity Spread

Please refer to attachment 2

Mini - Hang Seng China Enterprises Index

Full Rate

6,889

/lot

5,511

/lot

5,180

/lot

Spread Rate

2,074

/spread

1,659

/spread

1,560

/spread

Inter-Commodity Spread

Please refer to attachment 2

CES China 120 Index

Full Rate

19,364

/lot

15,491

/lot

14,560

/lot

Spread Rate

5,812

/spread

4,649

/spread

4,370

/spread

HSCEI Dividend Point Index

Full Rate

2,114

/lot

1,691

/lot

1,590

/lot

Spread Rate

2,540

/spread

2,032

/spread

1,910

/spread

HSI Dividend Point Index

Full Rate

4,641

/lot

3,712

/lot

3,490

/lot

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 Monday, 3 July 2017, the margin levels of the following Futures Contracts shall be as follows:

2

Page 2

Spread Rate

5,572

/spread

4,457

/spread

4,190

/spread

CES Gaming Top 10 Index

Full Rate

23,660

/lot

18,928

/lot

17,790

/lot

Spread Rate

7,102

/spread

5,681

/spread

5,340

/spread

Hang Seng IT Hardware Index

Full Rate

12,049

/lot

9,639

/lot

9,060

/lot

Spread Rate

3,617

/spread

2,893

/spread

2,720

/spread

Hang Seng Mainland Banks Index

Full Rate

9,389

/lot

7,511

/lot

7,060

/lot

Spread Rate

2,819

/spread

2,255

/spread

2,120

/spread

Hang Seng Mainland Healthcare Index

Full Rate

17,170

/lot

13,736

/lot

12,910

/lot

Spread Rate

5,160

/spread

4,128

/spread

3,880

/spread

Hang Seng Mainland Oil & Gas Index

Full Rate

5,040

/lot

4,032

/lot

3,790

/lot

Spread Rate

1,516

/spread

1,212

/spread

1,140

/spread

Hang Seng Mainland Properties Index

Full Rate

18,526

/lot

14,820

/lot

13,930

/lot

Spread Rate

5,559

/spread

4,447

/spread

4,180

/spread

Hang Seng Software & Service Index

Full Rate

27,265

/lot

21,812

/lot

20,500

/lot

Spread Rate

8,179

/spread

6,543

/spread

6,150

/spread

HSI Volatility Index

Full Rate

20,189

/lot

16,151

/lot

15,180

/lot

Spread Rate

6,064

/spread

4,851

/spread

4,560

/spread

IBOVESPA

Full Rate

26,014

/lot

20,811

/lot

19,560

/lot

Spread Rate

7,807

/spread

6,245

/spread

5,870

/spread

S&P BSE Sensex Index

Full Rate

20,787

/lot

16,629

/lot

15,630

/lot

Spread Rate

6,237

/spread

4,989

/spread

4,690

/spread

FTSE/JSE Top40 Index

Full Rate

30,217

/lot

24,173

/lot

22,720

/lot

Spread Rate

9,070

/spread

7,256

/spread

6,820

/spread

MICEX Index

Full Rate

22,224

/lot

17,779

/lot

16,710

/lot

Spread Rate

6,676

/spread

5,340

/spread

5,020

/spread

One-Month HIBOR

Full Rate

1,146

/lot

916

/lot

862

/lot

Spread Rate

Please refer to attachment 1

Three-Month HIBOR

Full Rate

1,609

/lot

1,287

/lot

1,210

/lot

Spread Rate

Please refer to attachment 1

iShares FTSE A50 China Index ETF

Full Rate

4,096

/lot

3,276

/lot

3,080

/lot

Spread Rate

1,228

/spread

982

/spread

924

/spread

Agricultural Bank of China Ltd.

Full Rate

12,009

/lot

9,607

/lot

9,030

/lot

Spread Rate

3,604

/spread

2,883

/spread

2,710

/spread

Aluminum Corporation of China Ltd.

Full Rate

833

/lot

666

/lot

627

/lot

Spread Rate

251

/spread

200

/spread

189

/spread

3

Page 3

Alibaba Pictures Group Ltd.

Full Rate

4,734

/lot

3,787

/lot

3,560

/lot

Spread Rate

1,423

/spread

1,138

/spread

1,070

/spread

China AMC CSI 300 Index ETF

Full Rate

5,506

/lot

4,404

/lot

4,140

/lot

Spread Rate

1,662

/spread

1,329

/spread

1,250

/spread

AviChina Industry & Technology Co. Ltd.

Full Rate

3,112

/lot

2,489

/lot

2,340

/lot

Spread Rate

933

/spread

746

/spread

702

/spread

Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd.

Full Rate

3,418

/lot

2,734

/lot

2,570

/lot

Spread Rate

1,025

/spread

820

/spread

771

/spread

Bank of China Ltd.

Full Rate

254

/lot

203

/lot

191

/lot

Spread Rate

77

/spread

61

/spread

58

/spread

Bank of Communications Co., Ltd.

Full Rate

376

/lot

300

/lot

283

/lot

Spread Rate

113

/spread

90

/spread

85

/spread

The Bank of East Asia, Ltd.

Full Rate

444

/lot

355

/lot

334

/lot

Spread Rate

134

/spread

107

/spread

101

/spread

BOC Hong Kong (Holdings) Ltd.

Full Rate

1,153

/lot

922

/lot

867

/lot

Spread Rate

347

/spread

277

/spread

261

/spread

China Construction Bank Corporation

Full Rate

406

/lot

324

/lot

306

/lot

Spread Rate

122

/spread

97

/spread

92

/spread

China Communications Construction Company Limited

Full Rate

680

/lot

544

/lot

512

/lot

Spread Rate

204

/spread

163

/spread

154

/spread

China Coal Energy Co. Ltd.

Full Rate

2,912

/lot

2,329

/lot

2,190

/lot

Spread Rate

873

/spread

698

/spread

657

/spread

China Cinda Asset Management Co., Ltd.

Full Rate

9,815

/lot

7,852

/lot

7,380

/lot

Spread Rate

2,952

/spread

2,361

/spread

2,220

/spread

CGN Power Co., Ltd.

Full Rate

7,487

/lot

5,989

/lot

5,630

/lot

Spread Rate

2,247

/spread

1,797

/spread

1,690

/spread

China Oilfield Services Ltd.

Full Rate

4,601

/lot

3,680

/lot

3,460

/lot

Spread Rate

1,383

/spread

1,106

/spread

1,040

/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

2,779

/lot

2,223

/lot

2,090

/lot

Spread Rate

833

/spread

666

/spread

627

/spread

China Unicom (Hong Kong) Limited

Full Rate

1,569

/lot

1,255

/lot

1,180

/lot

Spread Rate

470

/spread

376

/spread

354

/spread

4

Page 4

CITIC Ltd.

Full Rate

799

/lot

639

/lot

601

/lot

Spread Rate

240

/spread

192

/spread

181

/spread

CK Hutchison Holdings Ltd.

Full Rate

3,298

/lot

2,638

/lot

2,480

/lot

Spread Rate

989

/spread

791

/spread

744

/spread

China Life Insurance Company Ltd.

Full Rate

1,609

/lot

1,287

/lot

1,210

/lot

Spread Rate

482

/spread

385

/spread

363

/spread

CLP Holdings Ltd.

Full Rate

2,779

/lot

2,223

/lot

2,090

/lot

Spread Rate

833

/spread

666

/spread

627

/spread

China Merchants Bank Co., Ltd.

Full Rate

888

/lot

710

/lot

668

/lot

Spread Rate

267

/spread

213

/spread

201

/spread

CNOOC Ltd.

Full Rate

555

/lot

444

/lot

418

/lot

Spread Rate

167

/spread

133

/spread

126

/spread

Cathay Pacific Airways Ltd.

Full Rate

916

/lot

732

/lot

689

/lot

Spread Rate

275

/spread

220

/spread

207

/spread

China Petroleum & Chemical Corporation

Full Rate

805

/lot

644

/lot

606

/lot

Spread Rate

242

/spread

193

/spread

182

/spread

CRRC Corporation Ltd.

Full Rate

4,681

/lot

3,744

/lot

3,520

/lot

Spread Rate

1,409

/spread

1,127

/spread

1,060

/spread

CSOP FTSE China A50 ETF

Full Rate

4,309

/lot

3,447

/lot

3,240

/lot

Spread Rate

1,292

/spread

1,033

/spread

972

/spread

China Shenhua Energy Co. Ltd. (CSE Multiplier=10,000)

Full Rate

10,904

/lot

8,723

/lot

8,199

/lot

Spread Rate

3,279

/spread

2,623

/spread

2,466

/spread

China Shenhua Energy Co. Ltd. (CSB Multiplier=11,758)

Full Rate

12,821

/lot

10,256

/lot

9,640

/lot

Spread Rate

3,857

/spread

3,085

/spread

2,900

/spread

China CITIC Bank Corporation Ltd.

Full Rate

6,610

/lot

5,288

/lot

4,970

/lot

Spread Rate

1,995

/spread

1,596

/spread

1,500

/spread

China Telecom Corporation Ltd.

Full Rate

501

/lot

400

/lot

377

/lot

Spread Rate

151

/spread

120

/spread

114

/spread

CITIC Securities Co. Ltd.

Full Rate

10,640

/lot

8,512

/lot

8,000

/lot

Spread Rate

3,192

/spread

2,553

/spread

2,400

/spread

China South City Holdings Ltd.

Full Rate

990

/lot

792

/lot

745

/lot

Spread Rate

297

/spread

237

/spread

224

/spread

Digital China Holdings Ltd.

Full Rate

2,034

/lot

1,627

/lot

1,530

/lot

Spread Rate

610

/spread

488

/spread

459

/spread

Esprit Holdings Ltd.

Full Rate

82

/lot

65

/lot

62

/lot

Spread Rate

25

/spread

20

/spread

19

/spread

HKEx - Hong Kong Exchanges and Clearing Ltd. published this content on 29 June 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 29 June 2017 08:49:08 UTC.

Original documenthttp://www.hkex.com.hk/eng/market/partcir/hkcc/2017/Documents/MC Circular 23 June 2017.pdf

Public permalinkhttp://www.publicnow.com/view/234B07BA5A43D9BD290788BABB7B39E4A31FE865