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 - 15:15, 16:30 - 5:30
(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 ×\100
Tick Size 5 points
Price Limits
  1. The price limit range shall be calculated by multiplying the base price for calculating the price limit range by the following rates. In principle, the price limit range will be recalculated on a quarterly basis.
  2. Normal 10%
    1st Expansion 15%
    2nd Expansion 20%
    (Note) The price limits will be expanded to the 1st expansion of price limits, and then to the 2nd expansion of price limits (Only price limits in one direction, up or down, will be expanded.)
    Current Price Limits
    Price Limits/ Circuit Breaker Rule
  3. Immediately Executable Price Range Rule(DCB):LTP or BBO mid price± 1.0 %
    Immediately Executable Price Range Rule
Circuit Breaker Rule (SCB) Applicable
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
Settlement Cash Settlement
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 using SPAN®
(Margin offsetting with other index futures and options contracts is allowed.)
Give-Up Available
Give-Up System
Position-Transfer Available
Position Transfer System(JSCC)icon-block