HKEX USD/CNH Futures
CONTRACT SPECIFICATIONS
| HKEX USD/CNH Futures (CUS) | |
|---|---|
| Contract | USD/CNH Futures (USD = US dollar/CNH = RMB traded in Hong Kong) |
| Trading Symbol | CUS |
| Contract Month | Spot month, the next three calendar months and the next six calendar quarter months |
| Contract Size | USD100,000 |
| Price Quotation | RMB per USD (e.g. RMB 6.2486 per USD) |
| Minimum Fluctuation | RMB 0.0001 (4 decimal places) |
| Tick Value | RMB 10 |
| Trading Hours | 8:30 am – 6:30 pm (Day Session) 7:15 pm – 3:00 am (AHT Session) (Expiring contract month closes at 11:00 am on the Last Trading Day) |
| Final Settlement Day | The third Wednesday of the Contract Month. If it is not a Business Day, the Final Settlement Day shall be the next Business Day |
| Last Trading Day | Two Trading Days (each of which is also a Business Day) prior to the Final Settlement Day |
| Final Settlement Price | USD/CNY(HK) Spot Rate published by the Treasury Markets Association (TMA) of Hong Kong at or around 11:30 a.m. on the Last Trading Day |
| Settlement Method | Delivery of US dollars by the Seller and payment of the Final Settlement Value in RMB by the Buyer |
| Exchange Fee | RMB 8.00 |
