Market Turnover
-






-
-
|
|
|
|
|
|
-
-
-
Loading

All MSCI equity index derivative contracts

Introduction

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.

Product Factsheet (PDF)

See trading details in one place:

  • Access codes
  • Initial margin rates
  • Min. block size & more...

Download product info
Prices & Statistics
()
-

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
Expiry Day
The Hong Kong business day immediately preceding the last Hong Kong business day of the contract month, provided that it is a common business day on which all component stocks of the underlying index are open for trading. If the day is not a common business day, the expiry day shall be the preceding Hong Kong business day which is a common business day.
Trading Hours
9:00 am-4:30 pm (T)
(Expiring contract month closes at 4:30 pm on the LTD)
Strike Price Below 5,000: 50
At or above 5,000 but below 20,000: 100
At or above 20,000: 200
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 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


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 from time to time.

Important Circulars

View more

Related Products