Local Futures
Core Pacific Yamaichi provides diversify products, mainly includes HKEx’s futures and options products. Clients can leverage to invest these derivatives products to manage portfolio and grasp arbitrage profit opportunities.
Market Introduction
The major derivatives products that HKEx provides include:
  • Hang Seng Index Futures and Options
  • H Shares Index Futures and Options
  • HSI Volatility Index (VHSI) Futures
  • Stock Futures
  • CES China 120 Index Futures
  • BRICS Futures
  • USD/CNH Futures
Product Specification

Last update 15 Nov 2018

Type Product Code Contract Size Minimum
Fluctuation
Currency Initial
Margin
Index Futures Hang Seng Index Futures HSI HK$50 per index point One index point HKD 100,614
Index Futures Mini-Hang Seng Index Futures HHI HK$50 per index point One index point HKD 40,964
Index Futures H Shares Index Futures MHI HK$10 per index point One index point HKD 20,122
Index Futures Mini H-shares Index Futures MCH HK$10 per index point One index point HKD 8,192
Index Futures Hang Seng Index Options HSI HK$50 per index point One index point HKD Please refer to HKEX website
Index Futures Mini-Hang Seng Index Options MHI HK$10 per index point One index point HKD Please refer to HKEX website
Index Futures H Shares Index Options HHI HK$50 per index point One index point HKD Please refer to HKEX website
Index Futures Mini H-shares Index Options MCH HK$10 per index point One index point HKD Please refer to HKEX website
Index Futures CES 120 Futures CHH HK$50 per index point 0.5 index point HKD 23,727
Index Futures HSI Dividend Futures DHS HK$50 per index point 0.01 index point HKD 5,439
Index Futures HSCEI Dividend Futures DHH HK$50 per index point 0.01 index point HKD 2,221
Index Futures HSI Volatility Index (VHSI) Futures VHS HK$5,000 per index point 0.05 index point (or HK$ 250) HKD 45,858
Index Futures IBOVESPA Futures (BRAZIL) BOV HK$5 per index point 5 Index points HKD 34,420
Index Futures MICEX Index Futures (RUSSIA) MCX HK$100 per index point 0.05 Index point HKD 28,036
Index Futures Sensex Index Futures (INDIA) BSE HK$10 per index point 1 Index point HKD 16,320
Index Futures FTSE/JSE Top40 Futures (SOUTH AFRICA) SAF HK$10 per index point 1 Index point HKD 30,723
Stock Futures Stock Futures Please refer to HKEX website Board lot size of the underlying shares
Relevant information regarding contract multiplier of individual stock futures, please access HKEX website
HKD 0.01 HKD Please refer to HKEX website
Metal Futures CNH London Aluminium Mini Futures LRA 5 tonnes RMB 5.00 per tonne RMB 6,064
Metal Futures CNH London Zinc Mini Futures LRZ 5 tonnes RMB 5.00 per tonne RMB 7,541
Metal Futures CNH London Copper Mini Futures LRC 5 tonnes RMB 10.00 per tonne RMB 12,023
Metal Futures CNH London Nickel Mini Futures LRN 1 tonnes RMB 10.00 per tonne RMB 8,206
Metal Futures CNH London Tin Mini Futures LRS 1 tonnes RMB 10.00 per tonne RMB 7,687
Metal Futures CNH London Lead Mini Futures LRP 5 tonnes RMB 5.00 per tonne RMB 6,463
Metal Futures USD London Aluminium Mini Futures LUA 5 tonnes USD 0.50 per tonne USD 537
Metal Futures USD London Zinc Mini Futures LUZ 5 tonnes USD 0.50 per tonne USD 841
Metal Futures USD London Copper Mini Futures LUC 5 tonnes USD 0.50 per tonne USD 1,556
Metal Futures USD London Nickel Mini Futures LUN 1 tonnes USD 1.00 per tonne USD 1,078
Metal Futures USD London Tin Mini Futures LUS 1 tonnes USD 1.00 per tonne USD 1,369
Metal Futures USD London Lead Mini Futures LUP 5 tonnes USD 5.00 per tonne USD 774
Currency Futures USD/CNH Futures CUS USD100,000 RMB 0.0001
(4 decimal places)
RMB 15,494
Currency Options USD/CNH Options CUS USD 100,000 RMB 0.0001
(4 decimal places)
RMB Please refer to HKEX website
Currency Futures EUR/CNH Futures CEU EUR 50,000 RMB 0.0001
(4 decimal places)
RMB 9,004
Currency Futures JPY/CNH Futures CJP JPY 6,000,000 RMB 0.0001
(4 decimal places)
RMB 9,190
Currency Futures AUD/CNH Futures CAU AUD 80,000 RMB 0.0001
(4 decimal places)
RMB 8,392
Currency Futures CNH/USD Futures UCN RMB300,000 USD 0.0001
(4 decimal places)
USD 1,968
Sector Index Futures CES Gaming Top 10 Index Futures GTI HK$50 per index point 0.5 Index Point HKD 14,018
Sector Index Futures Hang Seng Mainland Oil & Gas Index Futures MOI HK$50 per index point 0.5 Index Point HKD 5,890
Sector Index Futures Hang Seng Mainland Banks Index Futures MBI HK$50 per index point 0.5 Index Point HKD 6,840
Sector Index Futures Hang Seng Mainland Healthcare Index Futures MCI HK$50 per index point 0.5 Index Point HKD 11,700
Sector Index Futures Hang Seng Mainland Properties Index Futures MPI HK$50 per index point 0.5 Index Point HKD 10,840
Sector Index Futures Hang Seng IT Hardware Index Futures ITI HK$50 per index point 0.5 Index Point HKD 7,420
Sector Index Futures Hang Seng Software & Service Index Futures HKSSI HK$50 per index point 0.5 Index Point HKD 21,840
Metals Futures USD Gold Futures GDU 1 kilogram USD 0.01/gram USD 1,968
Metals Futures CNH Gold Futures GDR 1 kilogram RMB 0.05/gram RMB 14,018
Metals Futures TSI Iron Ore Fines 62% Fe CFR China Futures FEM & FEQ 100 tonnes USD 0.01 per tonne USD 751
Index Futures MSCI AC Asia ex Japan Net Total Return Index Futures MXJ USD 100 per index point 0.01 index point= USD 1 USD 3,165
Index Futures Hang Seng Index (Gross Total Return Index) Futures HST HK$50 per Index point 0.01 Index point HKD 275,243
Index Futures Hang Seng Index (Net Total Return Index) Futures HSN HK$50 per Index point 0.01 Index point HKD 270,721
Index Futures Hang Seng China Enterprises Index (Gross Total Return Index) Futures HHT HK$50 per Index point 0.01 Index point HKD 77,924
Index Futures Hang Seng China Enterprises Index (Net Total Return Index) Futures HHN HK$50 per Index point 0.01 Index point HKD 75,184

Notes:

1. Please contact your designated Account Executive or our Customer Service Hotlines at (852) 2166 3888
2. Initial and main margin for your reference only, all margin requirements are subjected to change. Please contact your designated Account Executive or our Customer Service Hotlines at (852) 2166 3888 for more information.
3. Please click here for points to note about "Prevention of physical delivery".


Trading Channel
Trading hotline
Night Trading Hotline: (852) 2826-0066
Trading Hours and Holiday
Contract Limits and Large Open Position Reporting Requirements
In accordance with the Securities and Futures (Contracts Limits and Reportable Positions) Rules (“the Rules”), no person, other than a person being so authorised, may hold or control futures contracts or stock options contracts in excess of the prescribed limit. The Rules also stipulates that any person who holds or controls a reportable position shall lodge a notice in writing of that reportable position with the recognized exchange company concerned.

You may submit a notice of a reportable position directly to the HKEx or through us as your agent after we have agreed to submit such notice on your behalf. In the event that you hold or control a reportable position in accounts at more than one Exchange Participant, you should assume the sole responsibility to notify HKEx of the reportable position.

You are advised to understand the prescribed limits and reportable positions of futures contracts and stock options contracts respectively, available here at http://www.hkex.com.hk/chi/market/dv_tradfinfo/lop_c.htm
You are also advised to consult the “Guidance Note on Position Limits and Large Open Position Reporting Requirements” issued by the SFC in relation to the compliance requirements, available here at
https://www.sfc.hk/web/EN/rules-and-standards/codes-and-guidelines/ Standard reporting forms are available from the HKEx website. Samples of such forms are also available from us on request. The completed report shall be sent hkfelop@hkex.com.hk
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