Overview

CSI 300 is composed of 300 stocks with the most active largest market capitalization and liquidity from the entire basket of listed A share companies in China. The index aims to measure the overall performance of the A shares traded on Shanghai Stock Exchange and Shenzhen Stock Exchange.

Contract Specifications
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
Contract Information
12 OCT 2020
Contract Code Listing Date Last Trading Day Listing Benchmark Price
Note: Any changes in the table will be updated after daily settlement.
Clearing Parameters
12 OCT 2020
Contract Margin (Long) /% Margin (Short) /% Transaction Fee /‱ Delivery Fee /‱ Closing Intraday Positions Rate /%
Note: Any changes in the table will be updated after daily settlement.
Delayed Quotes
12 OCT 2020
Product Contract Open High Low Last Price Change Bid Price Bid Qty Ask Price Ask Qty Volume OI
Product Contract Open High Low Last Price Change Bid Price Bid Qty Ask Price Ask Qty Volume OI Chart