港交所(00388.HK):已調查到恆指期貨產品市場波動調節機制問題所在
港交所(00388.HK)昨日(26日)宣佈因外部供應商軟件問題需要暫停恆指期貨產品市場波動調節機制,經過與外部供應商的詳細調查後,交易所表示已找到導致需暫停恆生指數期貨產品市場波動調節機制的軟件問題的根本原因。
調查發現,在某些情況下參考價沒有更新,而市場波動調節機制會被過時的參考價所觸動,令致恆生科技指數期貨的11月份合約於前日(25日)上午11時22分觸發市場波動調節機制及5分鐘冷靜期。
港交所指,相關的參考價只用於市場波動調節機制,並沒有影響其他交易或交易系統的其他部分,外部供應商目前正準備爲軟件更新,並會在使用前進行嚴謹測試,將適時公佈有關恢復恆生指數期貨產品市場波動調節機制的進展。
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