Contract Summary 
03/11/2014 
 

H-shares Index Futures

Item

Contract Terms

Underlying Index

 

Hang Seng China Enterprises Index (HSCEI)

HKATS Code

 

HHI

Contract Multiplier

 

HK$50 per index point

Minimum Fluctuation

 

One index point

Contract Months

 

Spot month, next calendar month, & next two calendar quarter months

Pre-Market Opening Period

 

8:45 am - 9:15 am & 12:30 pm - 1:00 pm  

Trading Hours

 

9:15 am - 12:00 noon , 1:00 pm - 4:15 pm & 5:00 pm - 11:45 pm

(Expiring contract month closes at 4:00 pm on the Last Trading Day)

 

Last Trading Day

 

The Business Day immediately preceding the last Business Day of the Contract Month

Final Settlement Price

 

The average of quotations taken at (i) five (5) minute intervals from five (5) minutes after the start of, and up to five (5) minutes before the end of, the Continuous Trading Session of SEHK; and (ii) the close of trading on SEHK on the Last Trading Day.

Transaction Costs

Exchange Fee            HK$3.50
Commission Levy       HK$0.54
Commission Rate       Negotiable

 

Please visit “Rules, Regulations and Procedures of the Futures Exchange” of “Trading Rules” under “Rules and Regulations” of the HKEx website for full contract specifications.