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CSI 500 Index Futures

CSI 500 Index selects 500 Middle and small stocks of good liquidity and representativeness from Shanghai and Shenzhen security market by scientific and objective method. Selection criteria of CSI 500 is as follows: First rank stocks in the index universe (Excluding the stocks either in CSI 300 or rank top 300 in Shanghai and Shenzhen stock market by daily average total market capitalization of the past recent year) by daily average trading value during the past recent year (in case of a new issue, during the time since it was listed) in descending order and delete the bottom ranked 20% stocks. Then rank the rest stocks by daily average total market capitalization of the most recent year in descending order, those who rank top 500 are selected as CSI 500 constituents. CSI 500 aims to comprehensively reflect the price fluctuation and performance of the small-cap companies in Shanghai and Shenzhen securities market.


The underlying asset of the CSI 500 index futures contract is S CSI 500 index. Should you refer to the detailed information about this index, please log in the official website of China Securities Index Co., Ltd. (


Click Here to redirect to the download page of the CSI 500 Handbook on the CSI website.

Underlying CSI 500 Index
Contract Multiplier CNY 200
Unit Index point
Tick Size 0.2 point
Contract Months Monthly: current month, next month, next two calendar quarters (four total)
Trading Hours 09:30 am - 11:30 am, 01:00 pm - 03:00 pm
Limit Up/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 IC
Exchange China Financial Futures Exchange

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