Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IF1909 Point it 3232.0 63.4 2.00% 536 2764 3168.6
IF1906 Point it 3252.4 60.2 1.89% 2184 9428 3192.2
IF1902 Point it 3261.4 63.4 1.98% 39912 31288 3198.0
IF1903 Point it 3265.6 64.2 2.01% 15479 31967] 3201.4
Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IH1909 Point it 2492.0 27.4 1.11% 367 1407 2464.6
IH1902 Point it 2505.6 27.2 1.10% 21146 17025 2478.4
IH1903 Point it 2511.0 27.8 1.12% 5373 10123 2483.2
IH1906 Point it 2512.6 27.2 1.09% 869 3821] 2485.4
Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IC1909 Point it 4193.4 143.0 3.53% 521 1593 4050.4
IC1906 Point it 4248.2 156.2 3.82% 2237 10736 4092.0
IC1903 Point it 4305.0 155.6 3.75% 13900 41209 4149.4
IC1902 Point it 4313.2 145.8 3.50% 28819 25952 4167.4
Exchange: CICC Variety contract date
Volume
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 8545 -1292
2 Haitong Futures 5957 -2068
3 Cathay Pacific Futures 4112 -939
4 Xingzheng Futures 4034 -901
5 Minmetals Economics Futures 3139 199
6 Huatai Futures 3132 -35
7 Guangfa Futures 2542 222
8 Galaxy Futures 2433 66
9 Shenyin Wanguo Futures 2425 -294
10 Everbright Futures 1971 -252
Total today 38290 -5294
Long position
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 4262 -535
2 Haitong Futures 2092 -209
3 Cathay Pacific Futures 1687 -200
4 Xingzheng Futures 1360 -416
5 Shenyin Wanguo Futures 1351 -71
6 Guangfa Futures 1337 -53
7 Huatai Futures 1335 -166
8 Minmetals Economics Futures 1046 72
9 Galaxy Futures 944 5
10 Yongan Futures 702 -twenty four
Total today 16116 -1597
Short position
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 3749 -484
2 Haitong Futures 2632 -598
3 Huatai Futures 1839 -106
4 Galaxy Futures 1587 -360
5 Xingzheng Futures 1536 -420
6 Dongzheng Futures 1312 -232
7 Cathay Pacific Futures 1192 -186
8 Shenyin Wanguo Futures 1141 2
9 Minmetals Economics Futures 878 63
10 Guofu Futures 846 -twenty three
Total today 16712 -2344
Code name Latest price Quote change Turnover (ten thousand) Market value (100 million) P/E ratio Weights(%)
603993 Luoyang Molybdenum Industry 3.9 1.56% 28831.08 689 15.27 0.27
603986 Zhao Yi Innovation 71.06 4.98% 36,413.46 147 41.30 0.10
603858 Step pharmaceutical 24.46 2.39% 9631.17 104 13.38 0.11
603833 European home 89.13 -0.88% 4308.19 82 23.40 0.11
603799 Huayou Cobalt Industry 27.07 3.36% 39113.83 222 8.81 0.13
603288 Haitian Weiye 73.95 2.28% 16257.69 1997 47.83 0.59
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Stock index basis data
index Futures contract
  • Term refers to the basics
  • Stock index trading rules
  • Futures trading process
  • 1. What is stock index futures?
  • 2. Stock futures contract
  • 3. Index futures trading
  • 4. Differences between stock index and commodity
  • 5. Characteristics of stock index futures

What is stock index futures?

                                        Stock index futures, English abbreviation SPIF, the full name is stock price index futures, also known as stock price index futures, futures refers to the standard futures contract with the stock price index as the subject matter, the parties agree that in a certain date in the future, you can follow The size of the stock index is determined in advance, and the trading of the underlying index is carried out. After the expiration, the difference is settled by cash settlement. As a type of futures trading, stock index futures trading has basically the same characteristics and processes as ordinary commodity futures trading.                                         Stock index futures are a type of futures, and futures can be broadly divided into two categories, commodity futures and financial futures.

  • 1. Stock index futures contract period
  • 2. Futures are margin trading
  • 3. Futures contracts can be sold short
  • 4. The stock index implements T+0 trading
  • 5. Stock index implementation of cash delivery

Stock index futures contract period

                                        A futures contract has a maturity date and cannot be held indefinitely. The stock can be held after it is bought. Under normal circumstances, the number of stocks will not decrease. However, stock index futures have a fixed maturity date and will be closed or delivered at maturity. Therefore, trading stock index futures can't be like trading stocks. After trading, it doesn't matter. You must pay attention to the contract expiration date to decide whether to close the position or wait for the contract to expire for cash settlement.

  • 1. Trading of stock index futures
  • 2. Settlement of stock index futures
  • 3. Delivery of stock index futures
  • 4. Fees for stock index futures
  • 5. Rules for stock index futures

Trading of stock index futures

                                        Futures trading has historically been conducted through the bargaining of traders at the trading floor. Most futures trading is done through electronic trading. At the time of the transaction, the investor enters the trading order through the computer system of the futures company, and the trading system is combined and exchanged.

                                        When buying and selling futures contracts, both parties need to pay a small amount of funds to the clearing house as a performance bond. This money is called a deposit. The first buy contract is called a long position, and the first sale is called a short position. Then, the contract at hand is to be settled daily, that is, to mark the market day by day.

Contract target Shanghai and Shenzhen 300 Index Contract multiplier 300 yuan per point
Minimum change price 0.2 points Quotation unit Index point
Contract month The next month and the next two quarters transaction hour 9:15-11:30 am, 13:00-15:15 pm
Daily price fluctuation limit Positive and negative 10% of the settlement price of the previous trading day Transaction time of the last trading day 9:15-11:30 am, 13:00-15:00 pm
Minimum trading margin 8% of the contract value Last trading day On the third Friday of the contract expiration month, the national statutory holiday is postponed
Delivery date Same last trading day Delivery method Cash delivery
Listed exchange China Financial Futures Exchange trasaction code IF
Code name Latest price major business area Earnings per share (yuan) Net assets per share (yuan) Roe(%) Total share capital (100 million shares) Circulating share capital (100 million shares) Market capitalization (100 million yuan) Weights(%)
603993 Luoyang Molybdenum Industry 3.9 Non-ferrous metal Luoyang City 0.19 1.91 10.42 215.99 215.99 688.97 0.27
603986 Zhao Yi Innovation 71.06 Electronic equipment Beijing 1.31 6.71 20.03 2.85 2.07 147.38 0.10
603858 Step pharmaceutical 24.46 Medical biology Heze City 1.37 14.96 9.21 8.86 4.26 104.25 0.11
603833 European home 89.13 Guangzhou City 2.85 17.10 17.90 4.20 0.92 82.10 0.11
603799 Huayou Cobalt Industry 27.07 Non-ferrous metal Jiaxing City 2.30 9.69 27.18 8.30 8.20 221.94 0.13
603288 Haitian Weiye 73.95 food and drink Foshan City 1.16 4.67 25.71 27.00 27.00 1996.92 0.59
603260 Hesheng Silicon Industry 48.22 Jiaxing City 3.35 11.00 35.14 6.70 2.61 125.78 0.03
603259 WuXi PharmaTech 77.2 Wuxi City 1.94 10.14 22.80 11.70 2.26 80.44 0.08
603160 Huiding Technology 73.31 Electronic equipment Shenzhen 0.70 8.06 8.89 4.57 2.32 169.78 0.07
603156 Nutrient drink 41 Hengshui City 2.34 14.54 19.04 7.53 0.60 24.71 0.02
601998 CITIC Bank 5.7 financial Beijing 0.72 7.95 8.93 489.35 467.87 1818.59 0.18
601997 Guiyang Bank 11.08 financial Guiyang City 1.62 12.22 14.14 22.99 12.39 137.28 0.15
601992 Jinhao Group 3.43 Building materials Beijing 0.29 4.01 5.78 106.78 106.73 285.86 0.11
601991 Datang Power Generation 3.08 Utilities Beijing 0.10 2.56 3.96 185.07 133.10 307.83 0.08
601989 China Heavy Industry 4.37 Delivery equipment Beijing 0.06 3.71 1.91 228.80 183.62 802.40 0.39
601988 Bank of China 3.68 financial Beijing 0.50 5.02 9.97 2943.88 2943.88 7756.17 0.78
601985 China Nuclear Power 5.43 Utilities Beijing 0.25 2.93 8.53 155.65 155.65 845.20 0.25
601939 Construction bank 7.06 financial Beijing 0.86 7.44 11.57 2500.11 2500.11 677.31 0.48
601933 Yonghui Supermarket 8.19 Commercial retail Fuzhou 0.11 1.96 5.26 95.70 79.68 652.60 0.31
601919 COSCO Haikong 4.3 Transportation Tianjin 0.08 2.19 4.01 122.60 102.16 328.33 0.16
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