| Commodity Futures |
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|
| |
|
Client Margin |
Clearing House Margin |
| |
|
Initial |
Maintenance |
|
| Product |
(US$) |
(US$) |
(US$) |
| Gold Futures |
Full Rate |
4,990 |
3,990 |
3,740 |
| (/lot) |
| Spread Rate |
1,500 |
1,200 |
1,130 |
| (/spread) |
| Equity Index Futures |
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|
|
|
| |
|
Client Margin |
Clearing House Margin |
| |
|
Initial |
Maintenance |
|
| Product |
(HK$) |
(HK$) |
(HK$) |
| Hang Seng Index Futures |
Full Rate |
84,450 |
67,550 |
63,950 |
| (/lot) |
| Spread Rate |
7,500 |
6,000 |
6,000 |
| (/spread) |
| Mini-Hang Seng Index Futures |
Full Rate |
16,890 |
13,510 |
12,790 |
| (/lot) |
| Spread Rate |
1,500 |
1,200 |
1,200 |
| (/spread) |
| H-share Index Futures |
Full Rate |
54,750 |
43,800 |
41,500 |
| (/lot) |
| Spread Rate |
16,450 |
13,150 |
12,450 |
| (/spread) |
| Mini-H-share Index Futures |
Full Rate |
10,950 |
8,760 |
8,300 |
| (/lot) |
| Spread Rate |
3,290 |
2,630 |
2,490 |
| (/spread) |
| Interest Rate Futures |
|
|
|
|
| |
|
Client Margin |
Clearing House Margin |
| |
|
Initial |
Maintenance |
|
| Product |
(HK$) |
(HK$) |
(HK$) |
| Three-Month HIBOR Futures |
Full Rate |
1,830 |
1,460 |
1,400 |
| (/lot) |
| Spread Rate |
Please refer to the attached table |
|
| (/spread) |
| One-Month HIBOR Futures |
Full Rate |
1,610 |
1,290 |
1,220 |
| (/lot) |
| Spread Rate |
Please refer to the attached table |
|
| (/spread) |
| Three-year Exchange Fund Note (EFN) Futures |
Full Rate |
10,420 |
8,340 |
8,340 |
| (/lot) |
| Spread Rate |
3,130 |
2,510 |
2,510 |
| (/spread) |
| Stock Futures |
|
|
|
|
| |
|
Client Margin |
Clearing House Margin |
| |
|
Initial |
Maintenance |
|
| Product |
(HK$) |
(HK$) |
(HK$) |
| Aluminium Corporation of China Ltd. Futures |
Full Rate |
2,760 |
2,210 |
2,080 |
| (/lot) |
| Spread Rate |
828 |
663 |
624 |
| (/spread) |
| Bank of China Ltd Futures |
Full Rate |
424 |
340 |
324 |
| (/lot) |
| Spread Rate |
128 |
102 |
98 |
| (/spread) |
| Bank of Communications Co Ltd Futures |
Full Rate |
789 |
632 |
599 |
| (/lot) |
| Spread Rate |
237 |
190 |
180 |
| (/spread) |
| The Bank of East Asia Limited Futures (BEA-Multiplier = 200) |
Full Rate |
732 |
585 |
553 |
| (/lot) |
| Spread Rate |
220 |
176 |
166 |
| (/spread) |
| The Bank of East Asia Limited Futures (BEB-Multiplier = 220) |
Full Rate |
805 |
644 |
608 |
| (/lot) |
| Spread Rate |
242 |
194 |
183 |
| (/spread) |
| BOC Hong Kong (Holdings) Ltd. Futures |
Full Rate |
907 |
725 |
689 |
| (/lot) |
| Spread Rate |
273 |
218 |
207 |
| (/spread) |
| China Construction Bank Corporation Futures |
Full Rate |
633 |
506 |
484 |
| (/lot) |
| Spread Rate |
190 |
152 |
146 |
| (/spread) |
| China Communications Construction Co.Limited Futures |
Full Rate |
1,280 |
1,030 |
967 |
| (/lot) |
| Spread Rate |
384 |
309 |
291 |
| (/spread) |
| China Mobile Limited Futures |
Full Rate |
3,910 |
3,130 |
2,930 |
| (/lot) |
| Spread Rate |
1,180 |
939 |
879 |
| (/spread) |
| China Unicom (Hong Kong)Limited Futures |
Full Rate |
3,480 |
2,790 |
2,630 |
| (/lot) |
| Spread Rate |
1,050 |
837 |
789 |
| (/spread) |
| CITIC Pacific Limited Futures |
Full Rate |
2,220 |
1,780 |
1,660 |
| (/lot) |
| Spread Rate |
666 |
534 |
498 |
| (/spread) |
| Cheung Kong (Holdings) Limited Futures |
Full Rate |
9,880 |
7,910 |
7,420 |
| (/lot) |
| Spread Rate |
2,970 |
2,380 |
2,230 |
| (/spread) |
| Cheung Kong Infrastructure Holdings Limited Futures |
Full Rate |
1,760 |
1,410 |
1,410 |
| (/lot) |
| Spread Rate |
528 |
423 |
423 |
| (/spread) |
| China Life Insurance Co. Ltd. Futures |
Full Rate |
2,940 |
2,350 |
2,210 |
| (/lot) |
| Spread Rate |
882 |
705 |
663 |
| (/spread) |
| CLP Holdings Limited Futures |
Full Rate |
1,610 |
1,290 |
1,290 |
| (/lot) |
| Spread Rate |
483 |
387 |
387 |
| (/spread) |
| China Merchants Bank Futures(CMB-Multiplier = 500) |
Full Rate |
1,130 |
902 |
859 |
| (/lot) |
| Spread Rate |
339 |
271 |
258 |
| (/spread) |
| China Merchants Bank Futures(CMA-Multiplier = 650) |
Full Rate |
1,469 |
1,173 |
1,117 |
| (/lot) |
| Spread Rate |
441 |
352 |
335 |
| (/spread) |
| CNOOC Limited Futures |
Full Rate |
1,510 |
1,210 |
1,140 |
| (/lot) |
| Spread Rate |
453 |
363 |
342 |
| (/spread) |
| Cathay Pacific Airways Limited Futures |
Full Rate |
1,410 |
1,130 |
1,060 |
| (/lot) |
| Spread Rate |
423 |
339 |
318 |
| (/spread) |
| China Petroleum & Chemical Corporation Futures |
Full Rate |
1,390 |
1,120 |
1,050 |
| (/lot) |
| Spread Rate |
417 |
336 |
315 |
| (/spread) |
| China Telecom Corporation Ltd. Futures |
Full Rate |
851 |
681 |
644 |
| (/lot) |
| Spread Rate |
256 |
205 |
194 |
| (/spread) |
| Denway Motors Limited Futures |
Full Rate |
1,190 |
949 |
892 |
| (/lot) |
| Spread Rate |
357 |
285 |
268 |
| (/spread) |
| Esprit Holdings Limited Futures |
Full Rate |
642 |
513 |
482 |
| (/lot) |
| Spread Rate |
193 |
154 |
145 |
| (/spread) |
| Foxconn International Holdings Limited Futures |
Full Rate |
1,240 |
986 |
928 |
| (/lot) |
| Spread Rate |
372 |
296 |
279 |
| (/spread) |
| Hongkong Electric Holdings Limited Futures |
Full Rate |
1,370 |
1,100 |
1,100 |
| (/lot) |
| Spread Rate |
411 |
330 |
330 |
| (/spread) |
| Hong Kong Exchanges and Clearing Limited Futures |
Full Rate |
1,630 |
1,300 |
1,230 |
| (/lot) |
| Spread Rate |
489 |
390 |
369 |
| (/spread) |
| HSBC Holdings plc Futures (HKB-Multiplier = 400) |
Full Rate |
3,500 |
2,800 |
2,650 |
| (/lot) |
| Spread Rate |
1,050 |
840 |
795 |
| (/spread) |
| HSBC Holdings plc Futures (HKC-Multiplier = 432) |
Full Rate |
3,780 |
3,024 |
2,862 |
| (/lot) |
| Spread Rate |
1,134 |
907 |
859 |
| (/spread) |
| Hong Kong and China Gas Company Limited Futures |
Full Rate |
1,210 |
962 |
912 |
| (/lot) |
| Spread Rate |
363 |
289 |
274 |
| (/spread) |
| Henderson Land Development Company Limited Futures |
Full Rate |
5,310 |
4,250 |
4,000 |
| (/lot) |
| Spread Rate |
1,600 |
1,280 |
1,200 |
| (/spread) |
| Huaneng Power International, Inc. Futures |
Full Rate |
1,180 |
941 |
890 |
| (/lot) |
| Spread Rate |
354 |
283 |
267 |
| (/spread) |
| Hang Seng Bank Limited Futures |
Full Rate |
1,270 |
1,020 |
960 |
| (/lot) |
| Spread Rate |
381 |
306 |
288 |
| (/spread) |
| Hutchison Whampoa Limited Futures |
Full Rate |
5,960 |
4,770 |
4,480 |
| (/lot) |
| Spread Rate |
1,790 |
1,440 |
1,350 |
| (/spread) |
| Industrial and Commercial Bank of China Ltd Futures |
Full Rate |
542 |
434 |
413 |
| (/lot) |
| Spread Rate |
163 |
131 |
124 |
| (/spread) |
| Johnson Electric Holdings Limited Futures |
Full Rate |
186 |
149 |
140 |
| (/lot) |
| Spread Rate |
56 |
45 |
42 |
| (/spread) |
| Li & Fung Limited Futures |
Full Rate |
7,840 |
6,270 |
5,930 |
| (/lot) |
| Spread Rate |
2,360 |
1,890 |
1,780 |
| (/spread) |
| MTR Corporation Limited Futures |
Full Rate |
1,090 |
869 |
822 |
| (/lot) |
| Spread Rate |
327 |
261 |
247 |
| (/spread) |
| New World Development Co. Ltd. Futures |
Full Rate |
2,170 |
1,740 |
1,640 |
| (/lot) |
| Spread Rate |
651 |
522 |
492 |
| (/spread) |
| Ping An Insurance (Group) Co of China Ltd Futures |
Full Rate |
3,860 |
3,090 |
2,910 |
| (/lot) |
| Spread Rate |
1,160 |
927 |
873 |
| (/spread) |
| PetroChina Company Limited Futures |
Full Rate |
2,000 |
1,600 |
1,510 |
| (/lot) |
| Spread Rate |
600 |
480 |
453 |
| (/spread) |
| PICC Property and Casualty Co. Limited Futures |
Full Rate |
1,720 |
1,380 |
1,280 |
| (/lot) |
| Spread Rate |
516 |
414 |
384 |
| (/spread) |
| Sun Hung Kai Properties Limited Futures |
Full Rate |
10,580 |
8,460 |
7,960 |
| (/lot) |
| Spread Rate |
3,180 |
2,540 |
2,390 |
| (/spread) |
| Swire Pacific Limited "A" Shares Futures |
Full Rate |
3,890 |
3,110 |
2,940 |
| (/lot) |
| Spread Rate |
1,170 |
933 |
882 |
| (/spread) |
| The Wharf (Holdings) Ltd. Futures |
Full Rate |
4,380 |
3,500 |
3,300 |
| (/lot) |
| Spread Rate |
1,320 |
1,050 |
990 |
| (/spread) |
| N/A denotes Not Applicable. |
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