How to adjust the index when the constituent socks is deleted

Discussion in 'Index Futures' started by flyingforget, Nov 6, 2008.

  1. flyingforget

    flyingforget

    For instance,I buy&hold on 1 contract HSI future .If one constituent stocks is deleted from the pool,what is the adjustment on the hsi future,thank you!
     
    #1     Nov 6, 2008
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  2. Tums

    Tums

    the explanation is in the contract spec.
     
    #2     Nov 6, 2008
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