HKEX Hang Seng China Enterprises Index Futures
CONTRACT SPECIFICATIONS
| HKEX Hang Seng China Enterprises Index Futures | |
|---|---|
| Underlying Index | Hang Seng China Enterprises Index (HSCEI) |
| HKATS Code | HHI |
| Contract Multiplier | HK$50 per index point |
| Minimum Fluctuation | One index point |
| Contract Months | Short-dated Futures: Spot month, next three calendar month & next three calendar quarter months; and Long-dated Futures: The three months of June and December plus the next three months of December |
| Pre-Market Opening Period | 8:45 am – 9:15 am & 12:30 pm – 1:00 pm |
| Trading Hours | 9:15 am – 12:00 noon, 1:00 pm – 4:30 pm & 5:00 pm – 3:00 am (Expiring contract month closes at 4:00 pm on the Last Trading Day) |
| Last Trading Day | The second last Trading Day of the Contract Month |
| Final Settlement Price | The average of quotations taken at (i) five (5) minute intervals from five (5) minutes after the start of, and up to five (5) minutes before the end of, the Continuous Trading Session of SEHK; and (ii) the close of trading on SEHK on the Last Trading Day. |
| Transaction Costs | Exchange Fee HK$3.50 Commission Levy HK$0.54 Commission Rate Negotiable |
