The market authority of Hong Kong stock option futures is independent of Hong Kong stocks, and can be divided into three kinds of authority: BMP, LV1 and LV2:
| Option futures market authority | BMP | LV1 | LV2 |
|---|---|---|---|
| Refresh speed | Manual refresh | Real time | Real time |
| Close the deal one by one | Not supported | Not supported | Support |
| Buying and selling order | Not supported | First gear | Ten gears |
| Brokerage queue | Not supported | Not supported | Not supported |
| Futures list | Delay 15 minutes | Real time | Real time |
How to view futures
1. Mobile phone Niuniu
1.1 entrance
[market]-"Market"-"Futures", you can view all kinds of hot futures
1.2 Futures quotes and charts
1.3 related futures
View all contracts for this variety
1.4 contract information
two。 Table top Niuniu
2.1 entrance
Computer side-market-Hong Kong period
3. Trading time
In the futures market, unlike the stock market, all stocks are traded at a fixed time, and different kinds of futures contracts have different trading times. And some futures support night market trading and pre-opening hours. Specific trading time, need to refer to the "contract information" of the "trading time".
4. What is the main futures company?
For futures, we mainly refer to the quotation of its main contract. The main company is the continuity of the main force. We can also look at other ordinary contracts, such as the Hang Seng Index 1911, which refers to the Hang Seng Index futures contract which expires in November 2019.
The so-called futures main contract refers to the futures contract with the largest trading volume, which is not only the most active contract in the market, but also the most easily traded contract. Outside the main contract, the activity of the contract in other months is relatively poor, and it is relatively difficult to close and close the position.
The life cycle of a futures contract is limited, and after the last trading day of the contract, the contract will be removed from the shelves and will no longer be traded. Therefore, with the passage of time, the main contract has been changing.
The switching of the main force will lead to the jump of the main K line, at this time, the rise and fall of the main K line has no reference significance.
5. Open position contract and settlement price of futures
The number of open contracts (Open Interest,OI). After the closing and settlement of each trading day, the exchange will announce the position of each contract. Daily position increase = Today's position-the previous day's position, if it is negative, it indicates a decrease.
The settlement price (Settlement Price) is the benchmark price for the day's trading margin and the settlement of profits and losses for open contracts at the end of the day's trading, which is provided by the exchange on the basis of the average volume price of the day. The intraday rise or fall of futures is equal to (current market price-yesterday settlement price) / yesterday settlement price * 100%. When the settlement price is not announced during the night market, the closing price of the previous day shall be used for calculation. The rise and fall of K per day is also calculated using the closing price.
Position, also known as open position (Open Interest,OI), the exchange will announce the position of each contract after the closing and settlement of each trading day. Daily position increase = Today's position-the previous day's position, if it is negative, it indicates a decrease.
For futures with night markets, a complete trading day is the night market + day market. At 20:00 in the evening of each trading day, the change of position in the previous trading day will be updated, when the position is the position after T-1 settlement, the daily increase in position indicates the change in position in Tmuri 1 relative to Tmai 2; at 7:30 in the morning, the change in position in the last night market will be updated, when the position is the change in position after T day night market, and daily increase in position represents the change in position in T trading day relative to TMI 1 trading day.