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港交所(00388.HK)推出新MSCI期货合约及市场微结构优化措施
阿思达克 09-28 12:40
港交所(00388.HK)推出与MSCI签订的新指数授权协议下的新一批期货合约,进一步拓宽香港国际金融中心的产品广度和深度。

新一批共5只在港交所衍生产品市场成功上市的MSCI指数期货合约包括:

1.MSCI台湾25/50(美元)指数期货

2.MSCI台湾25/50净总回报(美元)指数期货

3.MSCI新加坡自由(新加坡元)指数期货

4.MSCI日本(日圆)指数期货

5.MSCI日本净总回报(日圆)指数期货

於9月份的期货合约季度和月度转仓期期间,MSCI未平仓合约量显着增加,反映市场对港交所MSCI衍生产品的需求不断增加。在过去两周,MSCI台湾净总回报(美元)指数期货的未平仓合约由9月11日的1,200万美元,增加至9月25日的4.65亿美元,而MSCI中国自由净总回报(美元)指数期货的未平仓合约於期内亦由1.1亿美元增加至2.33亿美元。

港交所已就所有MSCI台湾指数期货合约引入於香港时间上午8时30分开始的开市前交易时段,并於今日起将其交易时段提早至香港时间上午8时45分开始。所有在港交所买卖的MSCI台湾指数期货合约和MSCI新加坡指数期货合约均获豁免全部交易费用六个月。

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