For the current margins, please refer to the HKEx website (http://www.hkex.com.hk) and see Trading Information - Futures & Options in the Derivatives Market section.
Futures Contract | Margin Rate | Initial (HK$) | Maintenance (HK$) |
Three-Year Exchange Fund Note | Full Rate | 13,600 per
lot |
10,880 per lot |
Spread Rate | 2,040 /lot/side | 1,632 /lot/side |
HKFE emphasised that the above are minimum rates and Exchange Participants should set their margin requirements according to their clients' individual circumstances.