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All MSCI equity index derivative contracts

The MSCI China Free Index includes large and mid-cap Chinese companies. Index constituents include B-shares, H-shares, Red-chips, P-chips and foreign listed shares. Currently, the index includes large-cap and mid-cap A-shares, represented at 20% of their free-float adjusted market capitalisation.

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Contract Summary

 

Underlying Index MSCI China Free Index
HKATS Code MCF
Trading Currency USD
Index Currency USD
Contract Multiplier US$5 per index point
Minimum Fluctuation 2.00
Contract Months 2 nearest serial months and the following 4 quarterly months
Last Trading Day (LTD) The second last trading day of the contract month, provided it’s a common business day on which all component stocks of the index are open for trading. If the Last Trading Day is not a common business day, the Last Trading day shall be the preceding trading day which is a common business day.
Trading Hours 9:00 am-4:30 pm (T); 5:15 pm-3:00 am (T+1)
(Expiring contract month closes at 4:30 pm on the LTD)

This contract can be traded on Hong Kong public holiday (except for the holiday of New Year's Day) 
Final Settlement Price The official closing value of the underlying index for the LTD, rounded to the nearest 2 decimal places.

If MSCI announces there is an unexpected market closure event on LTD, FSP shall be based on the final Unexpected Market Closure Index level published by MSCI.
Transaction Costs Exchange Fee US$1.00
Commission Levy US$0.07
Commission Rate Negotiable
US Person's Eligibility CFTC certified


Trading Fees & Commission

 

Exchange Fee US$1.00 per contract per side
Commission Levy US$0.07 per contract per side
Investor Compensation Levy The collection of Investor Compensation Levy is currently suspended and no person is required to pay since 2005.
Total US$1.07 per contract per side
Commission Negotiable

The amount indicated above is subject to change.

Important Circulars

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