Hong Kong Futures Exchange Limited (HKFE), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEx), has announced the margin parameters and margin offset for Mini-Hang Seng Index (Mini-HSI) Options, which will commence trading on 18 November (Monday).
Mini-HSI Options will be margined based on the margin rate for Mini-HSI Futures and will be equal to one-fifth of the margin amount collectable on a HSI Options with identical strike price and expiry contract month. The following table summarizes the existing margin rates for the Mini-HSI Futures:
Existing Margin Rates for MHI Futures