HONG KONG EXCHANGES AND CLEARING LIMITED 編號 Ref. No.: | CD/CDCRM/091/2017 |
日期 Date: | 27/10/2017 |
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 Wednesday, 1 November 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 | 93,698 | /lot | 74,958 | /lot | 70,450 | /lot |
Spread Rate | 18,753 | /spread | 15,002 | /spread | 14,100 | /spread | |
Inter-Commodity Spread | Please refer to attachment 2 | ||||||
Mini - Hang Seng Index | Full Rate | 18,739 | /lot | 14,991 | /lot | 14,090 | /lot |
Spread Rate | 3,750 | /spread | 3,000 | /spread | 2,820 | /spread | |
Inter-Commodity Spread | Please refer to attachment 2 | ||||||
Hang Seng China Enterprises Index | Full Rate | 37,971 | /lot | 30,376 | /lot | 28,550 | /lot |
Spread Rate | 11,438 | /spread | 9,150 | /spread | 8,600 | /spread | |
Inter-Commodity Spread | Please refer to attachment 2 | ||||||
Mini - Hang Seng China Enterprises Index | Full Rate | 7,594 | /lot | 6,075 | /lot | 5,710 | /lot |
Spread Rate | 2,287 | /spread | 1,829 | /spread | 1,720 | /spread | |
Inter-Commodity Spread | Please refer to attachment 2 | ||||||
CES China 120 Index | Full Rate | 21,599 | /lot | 17,279 | /lot | 16,240 | /lot |
Spread Rate | 6,490 | /spread | 5,192 | /spread | 4,880 | /spread | |
HSCEI Dividend Point Index | Full Rate | 2,194 | /lot | 1,755 | /lot | 1,650 | /lot |
Spread Rate | 2,633 | /spread | 2,106 | /spread | 1,980 | /spread | |
HSI Dividend Point Index | Full Rate | 5,346 | /lot | 4,276 | /lot | 4,020 | /lot |
Spread Rate | 6,423 | /spread | 5,138 | /spread | 4,830 | /spread | |
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CES Gaming Top 10 Index | Full Rate | 25,203 | /lot | 20,162 | /lot | 18,950 | /lot |
Spread Rate | 7,567 | /spread | 6,053 | /spread | 5,690 | /spread | |
Hang Seng IT Hardware Index | Full Rate | 15,188 | /lot | 12,150 | /lot | 11,420 | /lot |
Spread Rate | 4,561 | /spread | 3,648 | /spread | 3,430 | /spread | |
Hang Seng Mainland Banks Index | Full Rate | 10,267 | /lot | 8,213 | /lot | 7,720 | /lot |
Spread Rate | 3,085 | /spread | 2,468 | /spread | 2,320 | /spread | |
Hang Seng Mainland Healthcare Index | Full Rate | 18,460 | /lot | 14,768 | /lot | 13,880 | /lot |
Spread Rate | 5,546 | /spread | 4,436 | /spread | 4,170 | /spread | |
Hang Seng Mainland Oil & Gas Index | Full Rate | 5,333 | /lot | 4,266 | /lot | 4,010 | /lot |
Spread Rate | 1,609 | /spread | 1,287 | /spread | 1,210 | /spread | |
Hang Seng Mainland Properties Index | Full Rate | 35,697 | /lot | 28,557 | /lot | 26,840 | /lot |
Spread Rate | 10,719 | /spread | 8,575 | /spread | 8,060 | /spread | |
Hang Seng Software & Service Index | Full Rate | 28,967 | /lot | 23,173 | /lot | 21,780 | /lot |
Spread Rate | 8,698 | /spread | 6,958 | /spread | 6,540 | /spread | |
HSI Volatility Index | Full Rate | 20,575 | /lot | 16,460 | /lot | 15,470 | /lot |
Spread Rate | 6,184 | /spread | 4,947 | /spread | 4,650 | /spread | |
IBOVESPA | Full Rate | 25,296 | /lot | 20,236 | /lot | 19,020 | /lot |
Spread Rate | 7,594 | /spread | 6,075 | /spread | 5,710 | /spread | |
S&P BSE Sensex Index | Full Rate | 21,612 | /lot | 17,289 | /lot | 16,250 | /lot |
Spread Rate | 6,490 | /spread | 5,192 | /spread | 4,880 | /spread | |
FTSE/JSE Top40 Index | Full Rate | 34,726 | /lot | 27,780 | /lot | 26,110 | /lot |
Spread Rate | 10,427 | /spread | 8,341 | /spread | 7,840 | /spread | |
MICEX Index | Full Rate | 24,910 | /lot | 19,928 | /lot | 18,730 | /lot |
Spread Rate | 7,474 | /spread | 5,979 | /spread | 5,620 | /spread | |
One-Month HIBOR | Full Rate | 1,202 | /lot | 961 | /lot | 904 | /lot |
Spread Rate | Please refer to attachment 1 | ||||||
Three-Month HIBOR | Full Rate | 1,981 | /lot | 1,584 | /lot | 1,490 | /lot |
Spread Rate | Please refer to attachment 1 | ||||||
iShares FTSE A50 China Index ETF | Full Rate | 4,601 | /lot | 3,680 | /lot | 3,460 | /lot |
Spread Rate | 1,383 | /spread | 1,106 | /spread | 1,040 | /spread | |
Agricultural Bank of China Ltd. | Full Rate | 12,502 | /lot | 10,001 | /lot | 9,400 | /lot |
Spread Rate | 3,750 | /spread | 3,000 | /spread | 2,820 | /spread | |
Aluminum Corporation of China Ltd. | Full Rate | 1,875 | /lot | 1,500 | /lot | 1,410 | /lot |
Spread Rate | 562 | /spread | 449 | /spread | 423 | /spread | |
Alibaba Pictures Group Ltd. | Full Rate | 5,785 | /lot | 4,628 | /lot | 4,350 | /lot |
Spread Rate | 1,742 | /spread | 1,393 | /spread | 1,310 | /spread | |
China AMC CSI 300 Index ETF | Full Rate | 6,290 | /lot | 5,032 | /lot | 4,730 | /lot |
Spread Rate | 1,888 | /spread | 1,510 | /spread | 1,420 | /spread | |
AviChina Industry & Technology Co. Ltd. | Full Rate | 3,697 | /lot | 2,957 | /lot | 2,780 | /lot |
Spread Rate | 1,109 | /spread | 887 | /spread | 834 | /spread | |
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Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. | Full Rate | 4,774 | /lot | 3,819 | /lot | 3,590 | /lot |
Spread Rate | 1,436 | /spread | 1,148 | /spread | 1,080 | /spread | |
Bank of China Ltd. | Full Rate | 268 | /lot | 214 | /lot | 202 | /lot |
Spread Rate | 81 | /spread | 64 | /spread | 61 | /spread | |
Bank of Communications Co., Ltd. | Full Rate | 395 | /lot | 316 | /lot | 297 | /lot |
Spread Rate | 119 | /spread | 95 | /spread | 90 | /spread | |
The Bank of East Asia, Ltd. | Full Rate | 456 | /lot | 364 | /lot | 343 | /lot |
Spread Rate | 136 | /spread | 108 | /spread | 103 | /spread | |
BOC Hong Kong (Holdings) Ltd. | Full Rate | 1,268 | /lot | 1,014 | /lot | 954 | /lot |
Spread Rate | 381 | /spread | 304 | /spread | 287 | /spread | |
China Construction Bank Corporation | Full Rate | 456 | /lot | 364 | /lot | 343 | /lot |
Spread Rate | 136 | /spread | 108 | /spread | 103 | /spread | |
China Communications Construction Company Limited | Full Rate | 647 | /lot | 517 | /lot | 487 | /lot |
Spread Rate | 195 | /spread | 156 | /spread | 147 | /spread | |
China Coal Energy Co. Ltd. | Full Rate | 2,899 | /lot | 2,319 | /lot | 2,180 | /lot |
Spread Rate | 869 | /spread | 695 | /spread | 654 | /spread | |
China Cinda Asset Management Co., Ltd. | Full Rate | 11,092 | /lot | 8,873 | /lot | 8,340 | /lot |
Spread Rate | 3,338 | /spread | 2,670 | /spread | 2,510 | /spread | |
CGN Power Co., Ltd. | Full Rate | 7,554 | /lot | 6,043 | /lot | 5,680 | /lot |
Spread Rate | 2,274 | /spread | 1,819 | /spread | 1,710 | /spread | |
China Oilfield Services Ltd. | Full Rate | 4,681 | /lot | 3,744 | /lot | 3,520 | /lot |
Spread Rate | 1,409 | /spread | 1,127 | /spread | 1,060 | /spread | |
China Mobile Ltd. (CHT Multiplier=500) | Full Rate | 2,620 | /lot | 2,096 | /lot | 1,970 | /lot |
Spread Rate | 786 | /spread | 628 | /spread | 591 | /spread | |
China Mobile Ltd. (CHB Multiplier=519) | Full Rate | 2,719 | /lot | 2,175 | /lot | 2,045 | /lot |
Spread Rate | 816 | /spread | 652 | /spread | 614 | /spread | |
China Unicom (Hong Kong) Limited | Full Rate | 1,516 | /lot | 1,212 | /lot | 1,140 | /lot |
Spread Rate | 454 | /spread | 363 | /spread | 342 | /spread | |
CITIC Ltd. | Full Rate | 768 | /lot | 614 | /lot | 578 | /lot |
Spread Rate | 231 | /spread | 184 | /spread | 174 | /spread | |
CK Hutchison Holdings Ltd. | Full Rate | 3,351 | /lot | 2,680 | /lot | 2,520 | /lot |
Spread Rate | 1,005 | /spread | 804 | /spread | 756 | /spread | |
China Life Insurance Company Ltd. | Full Rate | 1,675 | /lot | 1,340 | /lot | 1,260 | /lot |
Spread Rate | 502 | /spread | 401 | /spread | 378 | /spread | |
CLP Holdings Ltd. | Full Rate | 2,646 | /lot | 2,116 | /lot | 1,990 | /lot |
Spread Rate | 794 | /spread | 635 | /spread | 597 | /spread | |
China Merchants Bank Co., Ltd. | Full Rate | 1,143 | /lot | 914 | /lot | 860 | /lot |
Spread Rate | 343 | /spread | 274 | /spread | 258 | /spread |
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CNOOC Ltd. | Full Rate | 658 | /lot | 526 | /lot | 495 | /lot |
Spread Rate | 198 | /spread | 158 | /spread | 149 | /spread | |
Cathay Pacific Airways Ltd. | Full Rate | 875 | /lot | 700 | /lot | 658 | /lot |
Spread Rate | 263 | /spread | 210 | /spread | 198 | /spread | |
China Petroleum & Chemical Corporation | Full Rate | 752 | /lot | 601 | /lot | 566 | /lot |
Spread Rate | 226 | /spread | 180 | /spread | 170 | /spread | |
CRRC Corporation Ltd. | Full Rate | 4,788 | /lot | 3,830 | /lot | 3,600 | /lot |
Spread Rate | 1,436 | /spread | 1,148 | /spread | 1,080 | /spread | |
CSOP FTSE China A50 ETF | Full Rate | 4,881 | /lot | 3,904 | /lot | 3,670 | /lot |
Spread Rate | 1,476 | /spread | 1,180 | /spread | 1,110 | /spread | |
China Shenhua Energy Co. Ltd. (CSE Multiplier=10,000) | Full Rate | 15,255 | /lot | 12,204 | /lot | 11,470 | /lot |
Spread Rate | 4,588 | /spread | 3,670 | /spread | 3,450 | /spread | |
China Shenhua Energy Co. Ltd. (CSB Multiplier=11,758) | Full Rate | 17,936 | /lot | 14,348 | /lot | 13,486 | /lot |
Spread Rate | 5,395 | /spread | 4,316 | /spread | 4,057 | /spread | |
China CITIC Bank Corporation Ltd. | Full Rate | 6,916 | /lot | 5,532 | /lot | 5,200 | /lot |
Spread Rate | 2,074 | /spread | 1,659 | /spread | 1,560 | /spread | |
China Telecom Corporation Ltd. | Full Rate | 529 | /lot | 423 | /lot | 398 | /lot |
Spread Rate | 159 | /spread | 127 | /spread | 120 | /spread | |
CITIC Securities Co. Ltd. | Full Rate | 14,284 | /lot | 11,427 | /lot | 10,740 | /lot |
Spread Rate | 4,295 | /spread | 3,436 | /spread | 3,230 | /spread | |
China South City Holdings Ltd. | Full Rate | 4,003 | /lot | 3,202 | /lot | 3,010 | /lot |
Spread Rate | 1,200 | /spread | 960 | /spread | 903 | /spread | |
Digital China Holdings Ltd. (DIG Multiplier=5,000) | Full Rate | 2,287 | /lot | 1,829 | /lot | 1,720 | /lot |
Spread Rate | 686 | /spread | 548 | /spread | 516 | /spread | |
Digital China Holdings Ltd. (DIA Multiplier=5,247) | Full Rate | 2,400 | /lot | 1,920 | /lot | 1,805 | /lot |
Spread Rate | 719 | /spread | 575 | /spread | 541 | /spread | |
Esprit Holdings Ltd. | Full Rate | 41 | /lot | 32 | /lot | 31 | /lot |
Spread Rate | 13 | /spread | 10 | /spread | 10 | /spread | |
China Evergrande Group | Full Rate | 103,314 | /lot | 82,651 | /lot | 77,680 | /lot |
Spread Rate | 31,002 | /spread | 24,801 | /spread | 23,310 | /spread | |
FIH Mobile Limited (FIH Multiplier=1,000) | Full Rate | 163 | /lot | 130 | /lot | 123 | /lot |
Spread Rate | 49 | /spread | 39 | /spread | 37 | /spread | |
FIH Mobile Limited (FIA Multiplier=1,040) | Full Rate | 170 | /lot | 136 | /lot | 128 | /lot |
Spread Rate | 50 | /spread | 40 | /spread | 38 | /spread | |
Fosun International Ltd | Full Rate | 21,878 | /lot | 17,502 | /lot | 16,450 | /lot |
Spread Rate | 6,570 | /spread | 5,256 | /spread | 4,940 | /spread | |
Guangzhou Automobile Group Co., Ltd. | Full Rate | 21,599 | /lot | 17,279 | /lot | 16,240 | /lot |
Spread Rate | 6,490 | /spread | 5,192 | /spread | 4,880 | /spread |
HKEx - Hong Kong Exchanges and Clearing Ltd. published this content on 30 October 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 30 October 2017 09:37:01 UTC.
Original documenthttp://www.hkex.com.hk/eng/market/partcir/hkcc/2017/Documents/MC Circular 24 October 2017.pdf
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