Interest Rate Products
- 1-Month HIBOR Futures
Contract Specifications for 1-Month HIBOR
- Denominated and settled in Hong Kong Dollars
- Minimum Fluctuation is 1 basis point (0.01 of a percent)
- Contract size values at HK$3 million
- Contract month includes spot month and the next 5 calendar months
Trading Hours
- Monday to Friday from 8:30 a.m. to 12:00 noon; and 1:30 p.m. to 5:00 p.m.
- The last trading day of a contract shall be two business days before the third Wednesday of the contract month and the trading hours are 8:30 a.m. to 11:00 a.m.
- 3-Month HIBOR
Contract Specifications for 3-Month HIBOR
- Denominated and settled in Hong Kong Dollars
- Minimum Fluctuation is 1 basis point (0.01 of a percent)
- Contract size values at HK$1 million
- Contract month includes spot month, the next 2 calendar months and the next 7 quarter calendar months
Trading Hours
- Monday to Friday from 8:30 a.m. to 12:00 noon; and 1:30 p.m. to 5:00 p.m.
- The trading hours of the last trading day are 8:30 a.m. to 11:00 a.m.
- 3-Year Exchange Fund Note Futures
Contract Specifications for 3-Year Exchange Fund Notes Futures
- Denominated and settled in Hong Kong Dollars
- Minimum Fluctuation is 1 basis point
- Contract size values at HK$1 million
- Contract month includes the 4 quarter calendar months
Trading Hours
- Monday to Friday from 8:30 a.m. to 12:00 noon; and 1:30 p.m. to 5:00 p.m.
- The last trading day of a contract shall be two business days before the third Wednesday of the contract month and the trading hours are 8:30 a.m. to 11:00 a.m.
For the Fees Schedule and Margin Requirement, please visit our [Fees and Commissions]
*Waived till 19 May 2002
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