HKFE H-Shares Index
From MarketsWiki
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].
| This page needs a sponsor. |
| Put your logo here! |
| Email us for information on how to support MarketsWiki. |
| H-Shares Index futures | ||
|---|---|---|
| Exchange | Hong Kong Exchanges and Clearing | |
| Settlement | Cash settled | |
| Trade Unit | HK$50 per index point | |
| Point Value | 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 | |
| Option Expiration Day | The Business Day immediately preceding the last Business Day of the Contract Month | |
| 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
Resources
Contract Summary H-shares Index Futures
Contract Summary H-shares Index Options
References
- ↑ Derivatives Market Yearly Statistics. HKEx. Retrieved on July 23, 2008.

