HKFE H-Shares Index
In 2007, HKFE H-Shares Index futures traded 10,846,277 contracts (+122.2 percent YOY) and HKFE H-Shares Index futures options traded 1,727,847 (+127.9 percent YOY)[1].
H-Shares Index futures | ||
---|---|---|
Exchange | Hong Kong Exchanges and Clearing | |
Settlement | Cash settled | |
Contract Size | HK$50 per index point | |
Pricing Unit | HK$50 | |
Tick Value | HK$50 | |
Contract Months | Spot month, next calendar month, & next two calendar quarter months. | |
Last Trading Day | The business day immediately preceding the last business day of the contract month. | |
Note: This contract is electronic ONLY -- no open outcry | ||
No Open Outcry | Electronic | |
Trading Hours | N/A | 9:45 am - 12:30 pm & 2:30 pm - 4:30 pm
(Expiring contract month closes at 4:00 pm on the Last Trading Day) The trading hours on eves of Christmas, New Year and Chinese New Year shall be 9:45 am - 1:00 pm |
Ticker Symbol | N/A | HHI |
Price Limits | N/A | N/A |
H-Shares Index options | ||
Trade Unit | One futures contract | |
Point Value | HK$50 (One index point) | |
Tick Value | HK$50 (One index point) | |
Option Months | Short-dated Options:-
Spot, next two calendar months & next three calendar quarter months Long-dated Options:- the next three months of June & December | |
Strike Prices | Short-dated options
Index points Intervals At or above 2,000 but below 8,000 - 100 At or above 8,000 - 200 Long-dated options Index points Intervals Below 4,000 - 100 At or above 4,000 but below 8,000 - 200 At or above 8,000 but below 12,000 - 400 At or above 12,000 but below 15,000 - 600 At or above 15,000 but below 19,000 - 800 | |
Exercise Style | European | |
No Open Outcry | No Electronic Market | |
Trading Hours | N/A | 9:45 am - 12:30 pm & 2:30 pm - 4:30 pm
(Expiring contract month closes at 4:00 pm on the Expiry Day) The trading hours on eves of Christmas, New Year and Chinese New Year shall be 9:45 am - 1:00 pm |
Ticker Symbol | N/A | N/A |
Price Limits | N/A | N/A |
Notes[edit]
Resources[edit]
Contract Summary H-shares Index Futures
Contract Summary H-shares Index Options