Large Open Positions and Position Limits

Products Large Open Positions / Reporting Level Position Limits
Hang Seng Index Futures (HSIF) 500 open contracts, in any one Contract Month Futures (HSIF) 500 open contracts, in any one Contract Month 10,000 position delta for HSIF, HSIO (including Flexible Index Options), MHIF and MHIO combined in all Contract Months. The position delta for MHIF or MHIO contracts shall not at any time exceed 2,000 (The position delta of one MHIF Contract will have a value of 0.2 and the position delta of one MHIO Contract will be one-fifth of the position delta of the corresponding series in the HSIO Contract)
Hang Seng Index Options (HSIO) 500 open contracts, in any one series
Mini-Hang Seng Index Futures (MHIF) 2,500 open contracts, in any one Contract Month
Mini-Hang Seng Index Options (MHIO) 2,500 open contracts, in any one series
H-shares Index Futures (HHIF) 500 open contracts, in any one Contract Month 12,000 position delta for HHIF, HHIO (including Flexible Index options) & MCHF combined in all Contract Months. The position delta for MCHF shall not at any time exceed 2,400 (The position delta of one MCHF Contract will have a value of 0.2
H-shares Index Options (HHIO) 500 open contracts, in any one series
Mini H-shares Index Futures (MCHF) 2,500 open contracts, in any one Contract Month
Stock Futures 1,000 open contracts, in any one Contract Month 5,000 open contracts, in any one Contract Month
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