Hang Seng Indexes Licenses HKEX to Use Hang Seng Sector Index Series as Basis for Futures

Transcription

1 29 February 2016 Hang Seng Indexes Licenses HKEX to Use Hang Seng Sector Index Series as Basis for Futures Hang Seng Indexes Company Limited ( Hang Seng Indexes ) today announced it has licensed the Hang Seng Sector Index Series, which is comprised of six indexes, to Hong Kong Exchanges and Clearing Limited ( HKEX ) to serve as underlying indexes for the creation of six index futures. The index series includes: The index series provides benchmarks to reflect the performance of the largest and the most liquid stocks in each of the six sectors. The index series is calculated and disseminated real-time at 2-second intervals. The new futures will be launched on 9 May 2016 and will bring the number of futures and mini-futures linked to indexes in the Hang Seng Family of Indexes to 13. For further details of the Hang Seng Sector Index Series and the futures and mini-futures linked to indexes in the Hang Seng Family of Indexes, please refer to appendices. About Hang Seng Indexes Company Limited The Hang Seng Family of Indexes is managed and compiled by Hang Seng Indexes Company Limited (formerly HSI Services Limited), which is a wholly-owned subsidiary of Hang Seng Bank. The Hang Seng Family of Indexes comprises a wide range of Flagship, Benchmark, Thematic, Strategy and Bond indexes that cover stocks/bonds listed in Hong Kong/mainland China markets. For further information on the Hang Seng Family of Indexes, please visit the company's website at # End #

2 Index Overview Appendix 1 Indexes HSITHI HSMBI HSMHI HSMOGI HSMPI HSSSI Launch Date 13 July 2015 Base Date 4 March 2011 Base Value 3,000 Number of Constituents Weighting Methodology Currency Dissemination Vendor Codes Maximum at 10 Constituents are freefloat-adjusted for investability representation. A 15% cap will be applied on individual stocks for index(es). A 25% cap will be applied on individual stocks for index(es) with number of constituents that is less than 8. Equal weight will be applied on individual stocks for index(es) with number of constituents that is less than 5. Hong Kong Dollar Real-time at 2-second intervals Thomson Reuters HSITHI : HSMBI : HSMHI : HSMOGI : HSMPI : HSSSI :.HSITHI.HSMBI.HSMHI.HSMOGI.HSMPI.HSSSI For further information on the Hang Seng Sector Index Series, please visit

3 Constituents and weightings (as at 26 February 2016) Stock Code Company Name Weighting (%) * 303 VTech Hldgs AAC Tech Lenovo Group FIH ZTE China Comservice Coolpad Group BYD Electronic Truly Int'l TCL Comm CCB Bank of China ICBC ABC CM Bank Minsheng Banking Bankcomm CITIC Bank CEB Bank CQRC Bank Sinopharm CSPC Pharma Sino Biopharm CMS Luye Pharma Weigao Group Shanghai Pharma Fosun Pharma Trad Chi Med PhoenixHealth CNOOC PetroChina Sinopec Corp Kunlun Energy China Oilfield Sinopec SEG Sinopec Kantons CIMC Enric Wison Engrg Anton Oilfield 1.49 * Figures may not add up to totals due to rounding.

4 Constituents and weightings (as at 26 February 2016) Stock Code Company Name Weighting (%) * 688 China Overseas China Res Land Country Garden Evergrande Wanda Comm Longfor PPT Shimao Property Kerry Prop Sino-Ocean Land Goldin PPT Tencent PAX Global Kingsoft Kingdee Int'l Cogobuy NetDragon National Agri HC Intl TianGe BOYAA 3.09 * Figures may not add up to totals due to rounding.

5 Summary of Futures Linked to the Hang Seng Family of Indexes Appendix 2 Index Hang Seng Index Hang Seng China Enterprises Index As at 29 February 2016 No. of Trading Index-linked Location Futures 1 Mini-Futures 1 Mini-Futures Hang Seng Dividend Point Index Series HSI Dividend Point Index HSCEI Dividend Point Index HSI Volatility Index Hang Seng Sector Index Series *To be launched on 9 May Futures 6 Futures* Hong Kong