SSE 50 Index selects 50 largest stocks of good liquidity and representativeness from Shanghai security market by scientific and objective method. The objective is to reflect the complete picture of those good quality large enterprises, which are most influential in Shanghai security market.
The underlying asset of the SSE 50 index futures contract is SSE 50 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 SSE 50 Handbook on the CSI website.
Underlying |
SSE 50 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 |
IH |
Exchange |
China Financial Futures Exchange |