Hong Kong Exchanges and Clearing Limited (HKEx) has announced the following holiday risk management arrangements.
HSI, MHI, HHI, MCH, DHH and CUS Futures Markets
There will be mandatory intra-day variation adjustment calls in the Hang Seng Index (HSI), Mini-Hang Seng Index (MHI), H-shares Index (HHI), Mini H-shares Index (MCH), HSCEI Dividend Point Index (DHH) and RMB Currency (CUS) futures markets on Monday, 30 June based on open positions in the markets at around 3:00 pm.
Stock Options Market
There will be special intra-day margin calls on Monday, 30 June in respect of all open positions in the stock options market at around 3:00 pm.
The above arrangements are based on the clearing houses’ normal procedures.
Exchange Participants have been advised to give advance notice to their clients regarding the arrangements where appropriate.