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CSI 300 Index Futures (IF)

发布日期：2022/1/18 16:07:49 点击次数：21129

CSI 300 Stock Index (CSI 300), the first equity index jointly launched by the Shanghai Stock Exchange and the Shenzhen Stock Exchange, aims to reflect the price fluctuation and performance of China’s A-share market. It is designed for use as performance benchmarks and as basis for derivatives innovation and indexing.

The underlying asset of the CSI 300 index futures contract is CSI 300 index. Should you refer to the detailed information about this index, please log in the official website of China Securities Index Co., Ltd. (www.csindex.com.cn)

Click Here to redirect to the download page of the CSI 300 Handbook on the CSI website.

Underlying	CSI 300 Index
Contract Multiplier	CNY 300
Unit	Index point
Tick Size	0.2 index points
Contract Months	The current month, the next month, and the subsequent two quarterly months of the March, June, September, and December cycle.
Trading Hours	09:30 am - 11:30 am, 01:00 pm - 03:00 pm
Limit Up/Limit Down	±10% of the settlement price on the previous trading day
Minimum Margin Requirement	8% of the contract value
Last Trading Day	Third Friday of the contract month, postponed to the next business day if it falls on a public holiday
Delivery Day	Third Friday, same as "Last Trading Day"
Settlement Method	Cash settlement
Transaction Code	IF
Exchange	China Financial Futures Exchange