HKFE Three-Month HIBOR
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HKFE Three-Month HIBOR is short-term interest rate contract traded on the Hong Kong Exchange and Clearing. Three-Month Hong Kong Interbank Offered Rate (HIBOR) Futures Contract is a cash-settled contract.[1]
| Three-Month HIBOR futures | ||
|---|---|---|
| Exchange | Hong Kong Exchanges and Clearing | |
| Settlement | Cash settled | |
| Contract Size | HK$5,000,000 | |
| Pricing Unit | HK$125.00 | |
| Tick Value | Need tick value! | |
| Contract Months | Spot month, the next two calendar months and seven quarterly months on the March, June, September, December calendar quarter cycle. | |
| Last Trading Day | The last trading day of a contract shall be two business days before the third Wednesday of the contract month. | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | 8:30 am - 12:00 noon & 1:30 pm - 5:00 pm
(Expiring contract month closes at 11:00am on the Last Trading Day) |
| Ticker Symbol | N/A | HB3 |
| Price Limits | N/A | N/A |
Notes[edit]
Resources[edit]
Contract Summary Three-Month HIBOR Futures
References[edit]
- ↑ Contract Spec. Hong Kong Exchange & Clearing.