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USD and CNH Gold Futures Indices

HKEX_gold_1440x500_v1_8_EN

Hong Kong Exchanges and Clearing Limited (“HKEX”)'s USD and CNH Gold Futures Indices (the “Indices”) offer independent, transparent and timely benchmarks for gold price changes in Hong Kong market. The Indices are calculated based on HKEX USD and CNH Gold Futures Contracts with the base date of 10 July 2017, and calculated and administered by Refinitiv Hong Kong Limited, in accordance with the Principles for Financial Benchmarks as published by the International Organization of Securities Commissions.


Updated 06 Sep 2019


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Methodology

HKEX USD and CNH Gold Futures – Excess Return Index

It replicates the excess return using front and immediate back expiry months for the Gold Futures.

GoldIndexERI

 

HKEX USD and CNH Gold Futures - Total Return Index  

It replicates the total return of a portfolio of HKEX Gold Futures and a cash investment.

GoldIndexTRI

 

HKEX USD and CNH Gold Futures - Spot Index  

It replicates a portfolio of nearest HKEX Gold Futures expiries.

GoldIndexSI

 

For more details, a complete methodology document is available at: https://www.refinitiv.com/content/dam/marketing/en_us/documents/methodology/hkex-gold-index-methodology.pdf

 

Historical Performance

GoldIndexChart

Derivatives Market Access Codes

Vendor Name HKEX USD Gold Futures HKEX CNH Gold Futures 
Excess Return Index  Total Return Index   Spot Index   Excess Return Index  Total Return Index    Spot Index 
DB POWER ONLINE LIMITED HKGDUER HKGDUTR  HKGDUSP HKGDRER HKGDRTR HKGDRSP
Infocast Limited GDUER GDUTR GDUSP GDRER GDRTR GDRSP
Refinitiv Hong Kong Limited HKGDUER HKGDUTR  HKGDUSP HKGDRER HKGDRTR HKGDRSP
Telequote Data Int. Limited HKGDUER HKGDUTR HKGDUSP HKGDRER HKGDRTR HKGDRSP
N2N-AFE (Hong Kong) Limited 837451 837451 837451 837451  837451 837451
Information vendor access codes will be updated on HKEX's website from time to time

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