CSI 500 Index Futures

Jun 19, 2017

Underlying Index

CSI 500 Index Futures

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

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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