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CSI 1000 Index Futures (IM)

发布日期：2024/9/12 11:07:10 点击次数：138

CSI 1000 Index selects 1000 small cap securities with good liquidity in A-shares that are not included in CSI 800 Index constituents.

The underlying asset of the CSI 1000 index futures contract is CSI 1000 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 1000 Handbook on the CSI website.

Underlying	CSI 1000 Index
Contract Multiplier	RMB 200
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 a.m. - 11:30 a.m., 01:00 p.m. - 03:00 p.m.
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’s expiry month, postponed to the next business day if it falls on a public holiday
Delivery Day	Same as "Last Trading Day”
Settlement Method	Cash settlement
Transaction Code	IM
Exchange	China Financial Futures Exchange