Hong Kong Exchanges and Clearing Limited (HKEx) has announced the following details of the holiday risk management arrangements.

HSI, MHI, HHI, MCH, DHH and CUS Futures Markets

There will be mandatory intra-day variation adjustment calls in the Hang Seng Index (HSI), Mini-Hang Seng Index (MHI), H-shares Index (HHI), Mini H-shares Index (MCH), HSCEI Dividend Point Index (DHH) and RMB Currency (CUS) futures markets on Tuesday, 30 September 2014 based on open positions in the markets at around 3:00 pm.

The margin levels of HSI, MHI, HHI, MCH, DHH and CUS futures contracts will remain unchanged.

Stock Options Market

The margin intervals for all options classes will be increased temporarily after the close of business on 29 September 2014 (see Appendix).  The margin intervals will be restored to normal after the close of business on 30 September 2014.

There will be special intra-day margin calls on 30 September 2014 in respect of all open positions in the stock options market at around 3 pm.

The above arrangements are based on the clearing houses’ normal procedures.  Exchange Participants have been advised to give advance notice to their clients regarding the arrangements where appropriate.

Appendix

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