Futures in China
CSI 300 Index Futures 2014-09-01
Underlying Index CSI 300 Index
Contract Multiplier CNY 300
Unit Index point
Tick Size 0.2 point
Contract Months Monthly: current month, next month, next two calendar quarters (four total)
Trading Hours 09:15 am - 11:30 am, 01:00 pm - 03:15 pm
Trading Hours on Last Trading Day 09:15 am - 11:30 am, 01:00 pm - 03:00 pm
Limit Up/Down +/-10% of settlement price on the previous trading day
Margin Requirement 12% 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