Hong Kong Hang Seng China Enterprises Index
Exchange |
Hong Kong Futures Exchange |
Type |
Index |
Underlying |
Hang Seng China Enterprises Index
|
Currency |
Hong Kong Dollar (HKD) |
Contract Size |
50 HKD x Index |
Tick Size |
1.0 |
Tick Value |
50HKD |
Pre-Open 1 |
09:15 - 09:45 |
Trading Session 1 |
09:45 - 12:30 |
Pre-Open 2 |
14:00 - 14:30 |
Trading Session 2 |
14:30 - 16:15 |
Pre-Open T+1 |
No T+1 Session |
Trading Session T+1 |
No T+1 Session |
Last Trading Day |
The Business Day immediately preceding the last Business Day of the Contract Month |
Final Settlement Day |
The Business Day immediately preceding the last Business Day of the Contract Month |
Final Settlement Price |
Average of quotations of Hang Seng Index taken at five minute intervals during the Last Trading Day |
Settlement Type |
Cash |
Contract Months |
Spot month, next calendar month, and next two calendar quarter months |
First Trading Day |
|
Position Limit |
12000 long or short position delta limit for all contract months combined |
Initial Margin (outright) |
|
Maintenance Margin (outright) |
|
Clearinghouse Margin (outright) |
|
Listed Spread |
No |
Initial Margin (spread) |
|
Maintenance Margin (spread) |
|
Clearinghouse Margin (spread) |
|
Daily Price Limit |
|
Index Options |
Yes |
Exchange Symbol |
HHI |
Reuters Symbol |
|
Bloomberg Symbol |
|
ISIN Symbol |
|
SEDOL |
|
Notes |
|