HKEX Group’s Hang Seng Index (HSI) Contract Specifications

UNDERLYING INDEX

Hang Seng Index

HKATS CODE

HSI

CONTRACT MULTIPLIER

HK$50 per index point

MINIMUM FLUCTUATION

One index point

CONTRACT MONTHS

Short-dated Futures:
Spot, 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 & 5:15 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$10.00
Commission Levy            HK$0.54
Commission Rate            Negotiable

 


 

To find out more about HKEX Group’s Hang Seng Index (HSI) Futures and Options, contact us via:

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