Margin Requirement & Charges Table
Initial Margin
HK$ |
Spread Margin
HK$ |
Trade
Commission
(per contract per side) |
Commission
Levy
(per contract per side) |
Exchange Fee
(per contract per side) |
Settlement Fee #
(per contract per side) |
Hang Seng Index Futures (HSI) |
79,050.00 |
7,500.00 |
HK $50- Day trade
HK $80- Overnight |
HK $0.60- |
HK $10- |
HK $10-# |
Mini-Hang Seng Index Futures (MHI) |
15,810.00 |
1,500.00 |
HK $25- Day trade
HK $40- Overnight |
HK $0.12- |
HK $3.50- |
HK $3.50-# |
H-shares Index Futures (HHI) |
52,750.00 |
15,850.00 |
HK $50- Day trade
HK $80- Overnight |
HK $0.60- |
HK $3.50- |
HK $3.50-# |
Mini-H-shares Index Futures (MCH) |
10,550.00 |
3,170.00 |
HK $25- Day trade
HK $40- Overnight |
HK $0.12- |
HK $2.00- |
HK $2.00-# |
# Settlement Fee will be collected on the Final Settlement Day if any unsettled contract(s).
HK Options Margin Requirement & Charges Table
Initial Margin HK$ |
Spread Margin HK$ |
Trade
Commission
(per contract per side) |
Commission Levy (per contract per side) |
Exchange Fee
(per contract per side) |
Exercise Fee*
(per contract per side) |
Hang Seng Index Options (Buy) |
Premium |
N.A. |
HK $50- Day trade
HK $80- Overnight |
HK $0.60- |
HK $10- |
HK $10-* |
Hang Seng Index Options (Sell) |
79,050.00 |
N.A. |
HK $50- Day trade
HK $80- Overnight |
HK $0.60- |
HK $10- |
HK $10-* |
Mini-Hang Seng Index Options (Buy) |
Premium |
N.A. |
HK $25- Day trade
HK $40- Overnight |
HK $0.12- |
HK $2.00- |
HK $2.00-* |
Mini-Hang Seng Index Options (Sell) |
15,810.00 |
N.A. |
HK $25- Day trade
HK $40- Overnight |
HK $0.12- |
HK $2.00- |
HK $2.00-* |
H-shares Index Options (Buy) |
Premium |
N.A. |
HK $50- Day trade
HK $80- Overnight |
HK $0.60- |
HK $3.50- |
HK $3.50-* |
H-shares Index Options (Sell) |
52,750.00 |
N.A. |
HK $50- Day trade
HK $80- Overnight |
HK $0.60- |
HK $3.50- |
HK $3.50-* |
* Exercise Fee will be collected if any option exercised on Expiry Day.
The above Charges are subject to revision from time to time without prior notice.
Last update:
3/1/12
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