Order Size Limits 
29/03/2012 
 

HKATS has order size limits for each product. Orders entered into HKATS which exceed the prescribed order size limit will be rejected. 

The Order Size Limits (maximum size limit for each order) of each product are as follows:

  

Products

Maximum Order Size Limit (Contracts) *

Hang Seng Index Futures & Options

1,000

Mini-Hang Seng Index Futures & Options

1,000

H-shares Index Futures & Options

1,000

Mini H-shares Index Futures

1,000

Three-Year Exchange Fund Note Futures

1,000

HIBOR Futures

1,000

Gold Futures

1,000

Dividend Futures

1,000

HSI Volatility Index Futures

1,000

BRICS Futures

1,000

Stock Futures & Options

5,000

Flexible Hang Seng Index Options

5,000

Flexible H-shares Index Options

5,000

 

* Exchange Participants may determine their own Order Size Limit by submitting “Request for Order Size Limits Setting Form" in accordance with their business needs and risk management requirements.


Exchange Participants who wish to customize a smaller order size limit can make use of the built-in order size derivation parameter setting in CLICK or OAPI.