Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

HKFE Announces Revised Margins For Futures Contracts

Date 27/01/2011

Hong Kong Futures Exchange Limited (HKFE), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEx), has announced that with effect from the commencement of trading on Monday, 31 January 2011, the minimum margins to be collected by an Exchange Participant from its clients in respect of their dealings in the following futures contracts will be as outlined in the table below.  The adjustments are based on the clearing company’s normal procedures and standard margining methodology.

For the current margins, please refer to the margin information on the HKEx website.

 

Spread Combination

Initial Margin
(HK$)

Maintenance Margin
(HK$)

 

1st month vs 2nd month
1st month vs 3rd month

 

 

542
per spread

 

434
per spread


1st month vs 4th month
1st month vs 5th month
1st month vs 6th month

 

541
per spread

 

433
per spread


2nd month vs 4th month
2nd month vs 5th month
2nd month vs 6th month
3rd month vs 4th month
3rd month vs 5th month
3rd month vs 6th month

 

 


476
per spread

 


381
per spread



2nd month vs 3rd month



318
per spread


254
per spread


4th month vs 5th month
4th month vs 6th month

5th month vs 6th month



246
per spread



197

per spread