Difference between revisions of "HKFE Mini Hang Seng Index"

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In 2007, HKFE Mini Hang Seng Index futures traded 4,325,977 contracts (+102.1 percent YOY) and HKFE Mini Hang Seng Index futures options traded 69,512 contracts (+30.0 percent YOY)<ref>{{cite web|url=http://www.hkex.com.hk/futures/statistics/index_YR.htm|org=HKEx|name=Derivatives Market Yearly Statistics|date=July 23, 2008}}</ref>.
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{{Contract
 
{{Contract
 
|exch    = Hong Kong Exchanges and Clearing <!-- Exchange name or acronym-->
 
|exch    = Hong Kong Exchanges and Clearing <!-- Exchange name or acronym-->
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<!-- The following section is for option data -- leave blank if options are not relevant -->
 
<!-- The following section is for option data -- leave blank if options are not relevant -->
|oed      =  <!-- Rules for determining Option Expiration Day -->
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|oed      =  The Business Day immediately preceding the last Business Day of the Contract Month
|options  =  <!-- Any value if option data is being provided -->
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<!-- Rules for determining Option Expiration Day -->
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|options  =  Y<!-- Any value if option data is being provided -->
 
|opUnit    =  <!-- Trade unit -- leave blank unless it's something other than "One futures contract" -->
 
|opUnit    =  <!-- Trade unit -- leave blank unless it's something other than "One futures contract" -->
|opMonths  =  <!-- List of option months -->
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|opMonths  =  Spot, next calendar month, & next two calendar quarter months
|opPtdesc  =  <!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce -->
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<!-- List of option months -->
|opPtval  =  <!-- dollar (or other currency) value of one market point -->
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|opPtdesc  =  One index point
|opTickPt  =  <!-- option tick size in points -->
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<!-- description of point value, e.g 0.5 cents per bushel, dollars per ounce -->
|opTickVal =  <!-- option tick size in currency -->
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|opPtval  =  HK$10<!-- dollar (or other currency) value of one market point -->
|opExercise=  <!-- Exercise style, American, European or leave blank if not relevant -->
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|opTickPt  =  One index point
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<!-- option tick size in points -->
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|opTickVal =  HK$10<!-- option tick size in currency -->
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|opExercise=  European <!-- Exercise style, American, European or leave blank if not relevant -->
 
|opElect  =  <!-- Any value if electronic trading is used -->
 
|opElect  =  <!-- Any value if electronic trading is used -->
|opEHours  =  <!-- trading hours for electronic platform; leave blank if none -->
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|opEHours  =  9:45 am - 12:30 pm & 2:30 pm - 4:30 pm
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(Expiring contract month closes at 4:00 pm on the Expiry Day
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The trading hours on eves of Christmas, New Year and Chinese New Year
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shall be 9:45 am - 1:00
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<!-- trading hours for electronic platform; leave blank if none -->
 
|opELimit  =  <!-- Daily price limit for electronic platform; leave blank if none -->
 
|opELimit  =  <!-- Daily price limit for electronic platform; leave blank if none -->
 
|opESym    =  <!-- Ticker symbol for electronic session -->
 
|opESym    =  <!-- Ticker symbol for electronic session -->
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|opOLimit  =  <!-- Daily price limit for open outcry session; leave blank if none -->
 
|opOLimit  =  <!-- Daily price limit for open outcry session; leave blank if none -->
 
|opOSym    =  <!-- Ticker symbol for open outcry session -->
 
|opOSym    =  <!-- Ticker symbol for open outcry session -->
|opStrike  =  <!-- Strike price interval description -->
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|opStrike  =  Index points                                                      Intervals
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At or above 2,000 but below 8,000 -                  100
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At or above 8,000 -                                              200
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<!-- Strike price interval description -->
 
}}
 
}}
 
== Notes ==
 
== Notes ==

Latest revision as of 16:21, 6 May 2014

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In 2007, HKFE Mini Hang Seng Index futures traded 4,325,977 contracts (+102.1 percent YOY) and HKFE Mini Hang Seng Index futures options traded 69,512 contracts (+30.0 percent YOY)[1].


Mini Hang Seng Index futures
Exchange Hong Kong Exchanges and Clearing
Settlement Cash settled
Contract Size HK$10 per index point
Pricing Unit HK$10
Tick Value HK$10
Contract Months Spot, 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 MHI
Price Limits N/A N/A
 
Mini Hang Seng Index options
Trade Unit One futures contract
Point Value HK$10 (One index point)
Tick Value HK$10 (One index point)
Option Months Spot, next calendar month, & next two calendar quarter months
Strike Prices Index points Intervals

At or above 2,000 but below 8,000 - 100

At or above 8,000 - 200

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

Ticker Symbol N/A N/A
Price Limits N/A N/A

Notes

Resources

Contract Summary Mini-Hang Seng Index Futures

Contract Summary Mini-Hang Seng Index Options

References

  1. Derivatives Market Yearly Statistics. HKEx.