H-shares Index Futures
|
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
|
9:15 am - 9:45 am & 2:00 pm - 2:30 pm |
|
Trading Hours
|
9:45 am - 12:30 pm & 2:30 pm - 4:30 pm
(Expiring contract month closes at 4:00 pm on the Last Trading Day)
The trading hours on eves of Christmas, New Year and Chinese New Year
shall be 9:45 am - 1:00 pm
|
|
Last Trading Day
|
The Business Day immediately preceding the last Business Day of the Contract Month |
|
Final Settlement Price
|
Average of quotations of HSCEI taken at five minute intervals during the Last Trading Day |
|
Transaction Costs |
Exchange Fee HK$3.50
Commission Levy HK$0.80
Commission Rate Negotiable |
Please visit HKEx website http://www.hkex.com.hk/regulatory.htm for full contract specifications under Trading Rules of the Rules, Regulations and Procedures of the Futures Exchange