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

HSI, MHI, HHI, MCH and DHH 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) and HSCEI Dividend Point Index (DHH) futures markets on Monday, 22 October 2012 based on open positions in the markets at around 3:00 pm on 22 October.

Stock Options Market

There will be special intra-day margin calls on Monday, 22 October 2012 in respect of all open positions in the stock options market at around 3:00 pm on 22 October.

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.

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