Mini H-Shares Index Futures
Exchange | Stock Exchange of Hong Kong |
Type | Index |
Underlying | Hang Seng China Enterprise Index |
Currency | Hong Kong Dollar (HKD) |
Contract Size | 10 HKD x Index |
Tick Size | 1.0 |
Tick Value | 10HKD |
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 | |
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 | No |
Exchange Symbol | MCH |
Reuters Symbol | <0#HMCE:> |
Bloomberg Symbol | MHCA |
ISIN Symbol | |
SEDOL | |
Notes |