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Monthly Contracts

Hong Kong Exchanges and Clearing Limited (HKEX) now offers cash-settled TSI Iron Ore Fines 62 per cent Fe CFR China Futures (Iron Ore Futures), its first ferrous metal product.

As an exchange-traded product, Iron Ore Futures will provide maximum price transparency and equal access to all market participants.  By improving the price discovery process in the iron ore derivatives market, the contract has the potential to lower the cost of trading.

Twenty-four Monthly Contracts are available to cater to near-term and longer-term price risk management needs. In addition, there are eight corresponding Quarterly Contracts listed for trading as well. Please click here for the Quarterly Contract.


Updated 02 Aug 2019


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Contract Specification

Contract

Iron Ore Futures - Monthly Contract

HKATS Code FEM
Underlying TSI Iron Ore Fines 62% Fe CFR China Index
Contract Size 100 tonnes
Trading Currency U.S. dollars           
Price Quotation U.S. dollars and cents per tonne
Contract Months Spot Month and the next 23 calendar months
Minimum Fluctuation USD 0.01 per tonne
Maximum Fluctuation Nil
Trading Hours1
(Hong Kong Time)

9:00 a.m. to 4:30 p.m. (day trading session) and

5:15 p.m. to 3:00 a.m. (after-hours trading session)

Trading Hours on
Last Trading Day2
(Hong Kong Time)

9:00 a.m. – 4:30 p.m. (day trading session) and

5:15 p.m. – 6:30 p.m. (after-hours trading session)

Last Trading Day
(LTD)
The last Trading Day of a calendar month that is not a Singapore public holiday
Final Settlement Day The second Trading Day after the Last Trading Day, provided that if
(i) the Last Trading Day is on the last Trading Day before New Year’s Day or the Lunar New Year,
(ii) the Trading Hours of the Spot Month Contract and the Spot Quarter Contract end at 12:30 p.m., and
(iii) the day trading session of other Contract Months ends at 4:30 p.m., the Final Settlement Day shall be the first Trading Day after the Last Trading Day
Final Settlement Price Arithmetic average of all TSI Iron Ore Fines 62% Fe CFR China Index values published in that Contract Month, rounded to 2 decimal places
Settlement Method Cash settled
Holiday Schedule Follow HKFE holiday schedule
Trading Fee3
(per contract per side)
USD 1.00
Settlement Fee3
(per contract per side)
USD 1.00
Levies4
(per contract per side)
USD 0.07           
Investor Compensation Levy5
The collection of Investor Compensation Levy is currently suspended and no person is required to pay since 2005.
Commission Rate Negotiable
 
Notes :

1. There is no trading after 12:30 p.m. on the eves of Christmas, New Year and Lunar New Year.  The trading hours on those three days shall be 9:00 a.m. – 12:30 p.m.


2.  There is no trading after 12:30 p.m. on the Last Trading Day that is the last Trading Day before New Year’s Day or the Lunar New Year, and which is also the last day before New Year’s Day or the Lunar New Year on which the TSI Iron Ore Fines 62% Fe CFR China Index is published.  The trading hours on those two days shall be 9:00 a.m. – 12: 30 p.m.


3. The amount indicated above is subject to change by the Exchange from time to time.


4.  The current rate is set at HK$ 0.54 per contract, for which the USD equivalent will be determined by the Exchange from time to time.

5. Investor Compensation Levy

-  If the SFC is to publish a termination of exemption notice, the effective date of the reinstatement of the ICL, if any, shall not be earlier than 2 months after the date of such publication.
-  EPs are reminded to take all necessary actions to prepare for the ICL calculation and payment of ICL via HKEX in case the ICL is reinstated by the SFC, including enhancing their HKATS Application Programming Interface, back office systems, relevant applications and operational facilities.

Margin Table

Derivatives Market Access Codes

 Information Vendors
Access Code

Monthly Contracts

Quarterly Contracts
AASTOCKS.com Limited 221485 221490
AFE Solutions Limited 870821 870822
ACTIV Financial Systems, Inc. FEM/18G.HF FEQ/18G.HF
Bloomberg Finance L.P. DTSA Comdty KTSA Comdty
Colt Technology Services Limited FEMmy FEQmy
CQG, Inc. FEM FEQ
DB Power Online Limited FEM FEQ
East Money Information Co., Ltd. FEM            FEQ
Fidessa plc FEM_Fmy.HF FEQ_Fmy.HF
Hexin Flush Financial Information Network Ltd. FEM FEQ
Infocast Ltd FEM FEQ
Interactive Brokers LLC TIO TIOQ
Interactive Data Real-Time Services, Inc. F:FEM\MYYDD F:FEQ\MYYDD
Morningstar Real-Time Data Ltd. FEM FEQ
QuotePower International Ltd. P11222 P11223
Reuters Ltd, a Thomson Reuters Company 0#HFEM: 0#HFEQ:
Shanghai DZH Limited FEM + Month + Year FEQ + Month + Year
Shanghai Pobo Network Data Information Co., Ltd FEMm<O/E> FEQm<O/E>
Shanghai Qianlong Advanced Technology Co Ltd. 259 259
SIX Financial Information Ltd. FEMmy FEQmy
Telequote Data International Ltd. FEMmy FEQmy
Tele-Trend Ltd. FEMFC FEQFC
Wenhua Information System Limited FEM FEQ
Wind Information Co., Ltd. FEMF + yymm +.HK FEQF + yymm +.HK
Zhengzhou Esunny Information Technology Co., Ltd FEM FEQ

Updated 02 Aug 2019

Market Maker Obligations and Incentives

Not applicable

Updated 03 Jan 2022