港交所(00388.HK)推出新MSCI期貨合約及市場微結構優化措施
港交所(00388.HK)推出與MSCI簽訂的新指數授權協議下的新一批期貨合約,進一步拓寬香港國際金融中心的產品廣度和深度。
新一批共5隻在港交所衍生產品市場成功上市的MSCI指數期貨合約包括:
1.MSCI台灣25/50(美元)指數期貨
2.MSCI台灣25/50淨總回報(美元)指數期貨
3.MSCI新加坡自由(新加坡元)指數期貨
4.MSCI日本(日圓)指數期貨
5.MSCI日本淨總回報(日圓)指數期貨
於9月份的期貨合約季度和月度轉倉期期間,MSCI未平倉合約量顯著增加,反映市場對港交所MSCI衍生產品的需求不斷增加。在過去兩周,MSCI台灣淨總回報(美元)指數期貨的未平倉合約由9月11日的1,200萬美元,增加至9月25日的4.65億美元,而MSCI中國自由淨總回報(美元)指數期貨的未平倉合約於期內亦由1.1億美元增加至2.33億美元。
港交所已就所有MSCI台灣指數期貨合約引入於香港時間上午8時30分開始的開市前交易時段,並於今日起將其交易時段提早至香港時間上午8時45分開始。所有在港交所買賣的MSCI台灣指數期貨合約和MSCI新加坡指數期貨合約均獲豁免全部交易費用六個月。
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