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
| CSI 300 Index Futures合约表 |
| 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
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| Limit Up/Limit Down |
±10% of the settlement price on the previous trading day |
| Minimum Margin Requirement |
8% of the contract value
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| 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"
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| 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 |
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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 /％ |
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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 |
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