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港交所(00388.HK)衍生產品市場料下月22日起實施持倉限額優化措施
阿思達克 11-20 16:49
港交所(00388.HK)宣布,待監管機構批准後,旗下衍生產品市場預料將於12月22日起,實施多項持倉限額優化措施。 港交所聯席營運總監及股本證券主管姚嘉仁表示,交易所一直努力引入不同的市場微結構提升措施以增加市場的活力和吸引力,非常高興能夠實施衍生產品市場持倉限額的修訂,為投資者提供更多機會及彈性,使他們能夠妥善管理其所需承受之風險,同時確保整個市場有適當的風險控制。 根據去年的諮詢總結,港交所股票期權持倉現行的三級模式將會新增20萬及25萬張兩個級別,令限額提升至25萬張合約。另外,現時每個到期月份5,000張合約的股票期貨持倉限額模式,將會改為設定淨持倉限額的五級模式。而適用於小型恆生指數及小型恆生中國企業指數合約的額外持倉限額,則將會被移除。 另外,因應證監會修訂法定持倉限額的規定,美元兌人民幣(香港)期貨及期權、小型美元兌人民幣(香港)期貨,以及人民幣(香港)兌美元期貨所有合約月份持倉合共對沖值(長倉或短倉)限額,將增加至3萬;美元兌人民幣(香港)期貨及期權現貨月持倉合共對沖值(長倉或短倉)限額將增至1.5萬。
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