Mini-Hang Seng Index Underlying Options IndexOption Premium Option Premium. Mini-Hang Seng Index MHI Futures HK$28,581 HK$22,864

Transcription

1 Margin Table Hong Kong Equity Index Products Code Initial Margin Maintenance Margin Hang Seng Index HSI HK$142,908 HK$114,326 Hang Seng Index Underlying Options (Long) IndexOption Premium Option Premium Hang Seng Index Underlying Options (Short) IndexHK$142,908 HK$114,326 Mini-Hang Seng Index MHI HK$28,581 HK$22,864 Mini-Hang Seng Index Underlying Options IndexOption Premium Option Premium (Long) Mini-Hang Seng Index Underlying Options IndexHK$28,581 HK$22,864 (Short) H Shares Index HHI HK$55,926 HK$44,740 H Shares Index Underlying Options (Long) IndexOption Premium Option Premium H Shares Index Underlying Options (Short) IndexHK$55,926 HK$44,740 Mini-H Shares Index MCH HK$11,185 HK$8,948 Mini-H Shares Index Underlying Options IndexOption (Long) Premium Option Premium Mini-H Shares Index Underlying Options IndexHK$11,185 (Short) HK$8,948 CES China 120 Index CHH HK$22,131 HK$17,704 HSI Volatility Index VHS HK$27,770 HK$22,216 IBOVESPA Index BOV HK$27,278 HK$21,822 MICEX Index MCX HK$27,637 HK$22,109 FTSE/JSE Top 40 SAF Index HK$33,981 HK$27,184 Dividend Point Index Code Initial Margin Maintenance Margin HSI Dividend Point DHS Index HK$5, HK$4, HSCEI Dividend Point DHH Index HK$2, HK$1, Currency Code Products Initial Margin Maintenance Margin USD/CNH CUS RMB 10,640 RMB 8,512 EUR/CNH CEU RMB 7,647 RMB 6,117 JPY/CNH CJP RMB 9,775 RMB 7,820 AUD/CNH CAU RMB 8,804 RMB 7,043 CNH/USD UCN US$774 US$619 Sector Index Code Initial Margin Maintenance Margin CES Gaming Top 10 GTIndex HK$31,148 HK$24,918 Hang Seng Mainland MOI Oil & Gas Index HK$8,365 HK$6,692 Hang Seng Mainland MBI Banks Index HK$11,278 HK$9,022 Hang Seng Mainland MCI Healthcare Index HK$26,068 HK$20,854 Hang Seng Mainland MPI Properties Index HK$30,031 HK$24,024 Hang Seng IT Hardware ITI Index HK$11,371 HK$9,096 Hang Seng Software SSI & Service Index HK$33,662 HK$26,929 Commodity Products Code Initial Margin Maintenance Margin London Aluminium LRA Mini RMB 7,886 RMB 6,308 London Copper Mini LRC RMB 13,406 RMB 10,724 page 1 / 6

2 London Zinc Mini LRZ RMB 6,171 RMB 4,936 London Nickel Mini LRN RMB 8,937 RMB 7,149 London Tin Mini LRS RMB 9,842 RMB 7,873 London Lead Mini LRP RMB 6,636 RMB 5,308 USD Gold GDU US$2,088 US$1,670 CNH Gold GDR RMB 13,526 RMB 10,820 Stock Code Contract Initial MarginMaintenance Margin ishares FTSE A50 China Index 5,000 HK$4,960 HK$3,968 ETF AAC Technologies AAC Holdings 1,000 HK$17,529 HK$14,023 Inc. Agricultural ABC Bank of China10,000 HK$3,391 HK$2,712 AIA Group Limited AIA 1,000 HK$6,251 HK$5,000 Aluminum Corporation ALC of 2,000 HK$1,046 HK$836 China Alibaba Pictures ALI Group 50,000 HK$13,978 HK$11,182 China AMC CSI AMC 300 Index 2,000 HK$6,370 HK$5,096 ETF AviChina Industry AVI & 10,000 HK$5,200 HK$4,160 Technology Co. Guangzhou Baiyunshan BAI 2,000 HK$10,826 HK$8,660 Pharmaceutical Holdings Co. Bank of China BCL 1,000 HK$275 HK$220 Bank of Communications BCM Co., 1,000 HK$397 HK$317 The Bank of East BEA Asia, 200 HK$436 HK$348 BOC Hong Kong BOC (Holdings) 500 HK$1,343 HK$1,074 China Construction CCB Bank 1,000 HK$547 HK$437 Corporation China Communications CCC 1,000 HK$547 HK$437 Construction Company Limited China Coal Energy CCE Co. 10,000 HK$376 HK$300 China Cinda Asset CDA 50,000 HK$954 HK$763 Management Co., CGN Power Co., CGN 50,000 HK$1,502 HK$1,201 China Oilfield CHOServices 10,000 HK$11,956 HK$9,564 China Mobile CHT 500 HK$2,420 HK$1,936 China Unicom CHU (Hong Kong) 2,000 HK$1,689 HK$1,351 Limited CITIC CIT 1,000 HK$775 HK$620 CK Hutchison CKH Holdings 500 HK$2,979 HK$2,383 China Life Insurance CLI 1,000 HK$1,476 HK$1,180 Company CLP Holdings CLP 500 HK$2,753 HK$2,202 China Merchants CMB Bank Co., 500 HK$1,569 HK$1,255 CNOOC CNC 1,000 HK$1,316 HK$1,052 Country Garden COGHoldings Co. 5,000 HK$8,086 HK$6,468 Ltd page 2 / 6

3 Cathay Pacific CPAirways 1,000 HK$860 HK$688 China Petroleum CPC & Chemical2,000 HK$1,409 HK$1,127 Corporation CRRC Corporation CRR 10,000 HK$4,734 HK$3,787 CSOP FTSE China CSA A50 ETF 5,000 HK$5,333 HK$4,266 China Shenhua CSE Energy Co. 10,000 HK$1,310 HK$1,048 China CITIC Bank CTB 20,000 HK$8,339 HK$6,671 Corporation China Telecom CTC Corporation 2,000 HK$488 HK$390 CITIC Securities CTS Co. 1,000 HK$1,848 HK$1,478 China South City CTY Holdings 10,000 HK$1,848 HK$1,478 Digital China DIG Holdings 5,000 HK$2,367 HK$1,893 China Evergrande EVG Group 20,000 HK$5,758 HK$4,606 FIH Mobile Limited FIH 1,000 HK$276 HK$220 Fosun International FOS Ltd 10,000 HK$12,435 HK$9,948 Guangzhou Automobile GAC 10,000 HK$5,205 HK$4,164 Group Co., GOME Electrical GOM Appliances50,000 HK$3,857 HK$3,085 Holding Great Wall Motor GWM Co. 10,000 HK$5,213 HK$4,170 Haitong Securities HAI Co. 10,000 HK$8,658 HK$6,926 Hang Seng China HCF Enterprises 5,000 HK$40,817 HK$32,653 Index ETF Power Assets HEH Holdings 500 HK$1,835 HK$1,468 Limited Hong Kong Exchanges HEX and 100 HK$1,742 HK$1,393 Clearing HSBC Holdings HKB Plc. 400 HK$2,074 HK$1,659 The Hong Kong HKA and China 1,100 HK$1,127 HK$901 Gas Co. (Old) The Hong Kong HKG and China 1,000 HK$1,025 HK$820 Gas Co. Henderson Land HLD 1,000 HK$3,351 HK$2,680 Development Co. Huaneng Power HNP International, 2,000 HK$843 HK$674 Inc. Hang Seng Bank HSB 100 HK$1,303 HK$1,042 Huatai Securities HTS Co., 10,000 HK$12,635 HK$10,108 Industrial and ICBCommercial 1,000 HK$480 HK$384 Bank of China Limited Kingsoft Corporation KSO 5,000 HK$2,660 HK$2,128 Li & Fung LIF 2,000 HK$722 HK$577 China Minsheng MSBanking 10,000 HK$4,867 HK$3,893 Corp., MTR Corporation MTR 500 HK$1,463 HK$1,170 New China Life NCLInsurance Co. 1,000 HK$4,362 HK$3,489 New World Development NWD Co. 1,000 HK$792 HK$633 page 3 / 6

4 Ping An Insurance PAI (Group) 500 HK$3,125 HK$2,500 Co. of China, PetroChina Co. PEC 2,000 HK$1,254 HK$1,003 PICC Property PIC and Casualty2,000 HK$2,593 HK$2,074 Company Limited Poly Property POL Group Co., 10,000 HK$3,404 HK$2,723 Sun Hung Kai SHK Properties 1,000 HK$8,352 HK$6,681 SemiconductorSMC 50,000 HK$5,439 HK$4,351 Manufacturing International Corporation Sunny Optical SNO Technology 1,000 HK$21,905 HK$17,524 (Group) Co. China Southern SOAirlines Co. 10,000 HK$11,823 HK$9,458 SOHO China SOH 10,000 HK$2,699 HK$2,159 Sunac China Holdings SUN 10,000 HK$9,509 HK$7,607 Swire Pacific SWA 'A' 500 HK$2,646 HK$2,116 Tencent Holdings TCH 100 HK$3,458 HK$2,766 Tracker Fund TRF of Hong Kong 50,000 HK$103,474 HK$82,779 The Wharf (Holdings) WHL 1,000 HK$1,702 HK$1,361 Yanzhou Coal YZC Mining Co. 10,000 HK$4,003 HK$3,202 Zijin Mining ZJM Group Co., 10,000 HK$723 HK$578 Global Index Equity Index Trading ClassExchange Initial MarginMaintenance Margin Bitcoin BTC CME 120% of Contract 80% of Value Initial Mar E Mini S&P ES 500 CME US$6,160 US$4,928 E Mini NASDAQ NQ 100 CME US$6,380 US$5,104 E Mini DJIA YM$5 CBOT US$5,390 US$4,312 SGX Nikkei 225 NK Index SGX YEN 396,000 YEN 360,000 SGX Mini Nikkei NS 225 Index SGX YEN 79,200 YEN 72,000 SGX MSCI Taiwan STW Index SGX US$1,760 US$1,600 SGX FTSE Xinhua CN China A50 SGX US$880 US$800 Index SGX CNX Nifty SIN Index SGX US$825 US$750 SGX MSCI Singapore SGP SGX SGD$1,870 SGD$1,700 IndexSM US Dollar Index DX NYBOT US$1,815 US$1,452 CAC Index CAC40 NYSE-LIFFE EUR 3,210 EUR 3,210 FTSE 100 Stock FFIndex NYSE-LIFFE GBP 3,378 GBP 3,378 CBOE VIX VIX CBOE US$6,215 US$4,972 Currency Currency Australian Trading ClassExchange Initial MarginMain. Margin Dollar 6A CME US$1,375 US$1,100 page 4 / 6

5 British Pound6B CME US$1,980 US$1,584 Canadian Euro Dollar 6C CME US$1,320 US$1,056 Currencies 6E CME US$2,530 US$2,024 Mini Euro FX E7 CME US$1,265 US$1,012 Swiss Franc 6S CME US$3,080 US$2,464 Japanese Yen 6J CME US$2,200 US$1,760 Mini JPY J7 CME US$1,100 US$880 New Zealand Dollar 6N CME US$1,430 US$1,144 Russian Ruble6R CME US$2,530 US$2,024 EUR/JPY RY CME YEN 390,500 YEN 312,400 Chinese Renminbi RMB CME US$2,145 US$1,716 Micro Australian M6A Dollar CME US$138 US$110 Micro Canadian M6CDollar CME US$132 US$106 Micro Euro Currencies M6E CME US$253 US$202 Micro Swiss Franc M6S CME US$297 US$238 SGX USD/CNH SUC SGX RMB 8,250 RMB 7,500 SGX CNY/USD SCY SGX US$1,045 US$950 SGX INR/USD SIU SGX US$605 US$550 Agriculture Products Agriculture Products Trading ClassExchange Initial MarginMain. Margin Corn ZC CBOT US$792 US$634 Soybeans ZS CBOT US$2,035 US$1,628 Soybean Oil ZL CBOT US$660 US$528 Soybean Meal ZM CBOT US$1,815 US$1,452 Rough Rice ZR CBOT US$1,375 US$1,100 Oats ZO CBOT US$743 US$594 Wheat ZW CBOT US$1,485 US$1,188 Cotton CT NYBOT US$2,915 US$2,332 Palm Oil KPO BM MYR 4,500 MYR 4,500 Food Food Trading ClassExchange Initial MarginMain. Margin Sugar # 11 SB NYBOT US$1,047 US$838 Cocoa CC NYBOT US$2,090 US$1,672 Coffee KC NYBOT US$2,310 US$1,848 Orange Juice FCOJ NYBOT US$1,124 US$899 Canola Oil RS IPE CAD$440 CAD$352 LME London Metal Trading ExchangeClassExchange Initial MarginMain. Margin (LME) page 5 / 6

6 Powered by TCPDF ( Aluminum AlloyLAA LME US$2,618 US$2,380 Aluminum LAH LME US$3,685 US$3,350 Copper LCA LME US$13,778 US$12,525 Lead LPB LME US$5,500 US$5,000 Nickel LNI LME US$7,286 US$6,624 Tin LSN LME US$9,614 US$8,740 Zinc LZS LME US$5,968 US$5,425 Metal & Energy Metal & Energy Trading ClassExchange Initial MarginMain. Margin Gold GC CMX US$3,410 US$2,728 Silver SI CMX US$3,960 US$3,168 Copper HG CMX US$3,080 US$2,464 Platinum PL NYMEX US$1,650 US$1,320 Palladium PA NYMEX US$8,250 US$6,600 Light SweetCrude CL Oil NYMEX US$2,805 US$2,244 Mini-Light SweetCrude QM Oil NYMEX US$1,403 US$1,122 Natural Gas NG NYMEX US$1,320 US$1,056 Brent Crude Oil COIL IPE US$3,300 US$2,640 SGX TSI Iron SFE Ore CFR ChinaSGX US$682 US$620 Index Rubber JRU TOCOM YEN$40,000 YEN$40,000 Interest Rates Interest Rates Trading ClassExchange Initial MarginMain. Margin US Treasury Bonds ZB CBOT US$2,530 US$2, Yrs US T-Notes ZN CBOT US$1,155 US$924 5 Yrs US T-Notes ZF CBOT US$748 US$598 2 Yrs US T-Notes ZT CBOT US$506 US$405 Bitcoin Bitcoin Contracts Trading ClassExchange Initial MarginMain. Margin BTC CME 120% of Contract 80% of Value Initial Mar Last update : 19/06/ :45 page 6 / 6