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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 Spot, next calendar month and the following 4 quarterly months
Trading Hours 9:00 am-4:30 pm
This contract can be traded on Hong Kong public holidays (except for the holiday of New Year’s Day).
Strike Price Below 5,000: 50
At or above 5,000 but below 20,000: 100
At or above 20,000: 200
Expiry Day
The second last Trading Day of the Contract Month, provided that it is a common business day on which all component stocks of the index are open for trading.  If the Expiry Day is not a common business day, the Expiry Day shall be the preceding Trading Day which is a common business day.
Official Settlement Price The official closing value of the underlying index for the expiry day, rounded to the nearest 2 decimal places.

If MSCI announces there is an unexpected market closure event on expiry day, official settlement price 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


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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