FTSE China 50 Index Futures
Contract Specifications
| Underlying Index | FTSE China 50 Index (Hong Kong Dollar denominated) | ||||||
| Opening Date | July 19, 2016 | ||||||
| Trading hours | 8:45 - 15:45, 17:00 - 6:00
(Note) An order acceptance period ("pre-closing") is established for 5 minutes before the Itayose on close. Trading Hours |
||||||
| Contract Months | 2 consecutive near-term months, plus 2 months from the March quarterly cycle (March, June, September and December). | ||||||
| Last Trading Day | The day (to be moved up accordingly if it falls on a non-business day or a day on which the FTSE China 50 Index is not calculated) preceding the last day of the corresponding contract month (to be moved up accordingly if it falls on a day on which the FTSE China 50 Index is not calculated). Trading in a new contract month begins on the business day following the last trading day. |
||||||
| SQ Day | The business day following the last trading day. | ||||||
| Contract Unit | FTSE China 50 Index × JPY 100 | ||||||
| Tick Size | 5 points | ||||||
| Price Limits |
Price Limits/ Circuit Breaker Rule |
||||||
| Circuit Breaker Rule (SCB) | In the case where there was a trade, etc. in the central contract month at the upper or lower price limit range, trading in all contract months will be suspended for at least 10 minutes. Price Limits/ Circuit Breaker Rule | ||||||
| Strategy Trades | The calendar spread trading is available. | ||||||
| J-NET Trading | Available (Tick size:0.0001 point, Minimum trading unit: 1 unit) J-NET Trading |
||||||
| Holiday Trading | Available Holiday Trading |
||||||
| Settlement | Last traded price, etc. from 3:30 p.m. until the end of the Day Session *If necessary, notwithstanding the above, the settlement price will be adjusted as deemed appropriate by JSCC. |
||||||
| Final Settlement Price | A closing value of FTSE China 50 Index (rounded to the second decimal place) on the last trading day. | ||||||
| Margin | Calculated by VaR Method Margin Calculation Method (VaR Method) for Futures and Options (JSCC) |
||||||
| Settlement method |
|
||||||
| Give-Up | Available Give-Up System |
||||||
| Position-Transfer | Available Position Transfer System（JSCC）  |