Code Related Latest price Change Quote change Volume Open interest Settled yesterday
IF1812 The term refers to 3819.4 29.4 0.78% 55 523 3790.0
IF1809 The term refers to 3835.4 27.2 0.71% 675 5146 3808.2
IF1806 The term refers to 3892.0 31.8 0.82% 5058 16867 3860.2
IF1805 The term refers to 3912.2 33.0 0.85% 15499 18693] 3879.2
Code Related Latest price Change Quote change Volume Open interest Settled yesterday
IH1812 The term refers to 2719.0 22.0 0.82% 69 329 2697.0
IH1809 The term refers to 2722.6 26.6 0.99% 490 3547 2696.0
IH1806 The term refers to 2746.4 26.2 0.96% 3149 9200 2720.2
IH1805 The term refers to 2756.0 25.4 0.93% 10859 12187] 2730.6
Code Related Latest price Change Quote change Volume Open interest Settled yesterday
IC1812 The term refers to 5727.8 -12.8 -0.22% 126 679 5740.6
IC1809 The term refers to 5808.0 -18.4 -0.32% 399 5228 5826.4
IC1806 The term refers to 5919.6 -26.2 -0.44% 2873 15212 5945.8
IC1805 The term refers to 5964.0 -28.6 -0.48% 8415 15674 5992.6
Exchange: CICC Variety contract date
Volume Leaderboard
Ranking Member abbreviation Volume Increase or decrease
1 CITIC Futures 3208 216
2 Haitong Futures 1815 -81
3 Guotai Junan 1753 207
4 Xingxing Futures 1676 150
5 Galaxy Futures 1493 95
6 Everbright Futures 1262 -131
7 Minmetals Jingyi 1153 192
8 Huatai Futures 1104 -13
9 Shen Yinuoguo 1031 159
10 Merchants Futures 913 10
Total today 15408 804
Long position list
Ranking Member abbreviation Volume Increase or decrease
1 CITIC Futures 1887 -55
2 Guangfa Futures 1264 76
3 Haitong Futures 1058 -49
4 Qiankun Futures 965 -100
5 Guotai Junan 962 -53
6 Yong'an Futures 661 -28
7 Minmetals Jingyi 654 -322
8 Xingxing Futures 618 54
9 Shen Yinuoguo 550 -132
10 Huatai Futures 524 -72
Total today 9143 -681
Short position long list
Ranking Member abbreviation Volume Increase or decrease
1 CITIC Futures 2397 -67
2 Guotai Junan 1299 -128
3 Xingxing Futures 1099 -122
4 Huatai Futures 1084 -96
5 SDIC Security 989 -65
6 Shanghai Dongzheng 946 -56
7 Galaxy Futures 924 -213
8 Haitong Futures 896 -36
9 Everbright Futures 734 -126
10 Shen Yinuoguo 543 -65
Total today 10911 -974
Code name Latest price Quote change Turnover (million) Market value (billion) P/E ratio Weights(%)
603993 Luoyang Molybdenum Industry 8.29 1.72% 191186.17 1074 28.88 0.19
603858 Step-long Pharmaceutical 49.79 -0.28% 13329.63 163 41.15 0.03
603833 European school furniture 146.93 3.54% 11106.46 132 210.04 0.05
603799 Huayou Cobalt Industry 115.94 4.92% 333096.07 679 20.20 0.29
603160 Huiding Technology 72.79 -1.71% 22378.73 167 426.97 0.03
601998 CITIC Bank 6.75 1.66% 19940.72 2154 6.79 0.18
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Stock index basis data
index Futures contract
  • Index basic knowledge
  • Stock index trading rules
  • Index trading process
  • 1. What is stock index futures
  • 2. Stock futures contracts
  • 3. Index futures trading
  • 4. Different points of stock index and commodity
  • 5. Characteristics of stock index futures

What is stock index futures

                                        Stock index futures, abbreviated as SPIF in English, stands for stock price index futures. It can also be called stock index futures or futures. It refers to a standardized futures contract that uses the stock price index as the subject. Both parties agree that in a specific date in the future, they can follow The size of the pre-determined stock price index is used to buy and sell the underlying index, and the settlement is made through the cash settlement spread after expiration. As a type of futures trading, stock index futures trading has the same basic characteristics and processes as ordinary commodity futures trading.                                         Stock index futures are a kind of futures, and futures can be roughly divided into two categories: commodity futures and financial futures.

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

Stock index futures contract period

                                        A futures contract has an expiration date and cannot be held indefinitely. After the stock is bought, it can be held. Under normal circumstances, the number of stocks will not decrease. However, stock index futures have a fixed maturity date, and they must be closed or delivered upon expiration. Therefore, traded stock index futures cannot be treated like trading stocks. After trading, they no longer care. They must pay attention to the expiration date of the contract to decide whether to close the position or wait for the expiration of the contract to settle the 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 in the trading floor through traders' verbal outcry. Most futures transactions are completed through electronic transactions. When trading, investors use the computer system of the futures company to enter orders for purchases and sells, and the exchange's system of integration is used to perform the transaction.

                                        When buying or selling futures contracts, both parties need to pay a small sum of money to the clearing house as a performance guarantee. This money is called margin. A first-buy contract calls for a long position, and a first-time contract calls for a short position. Then, the contract on hand will be settled daily, that is, marking the market on a daily basis.

Contract subject CSI 300 Index Contract multiplier 300 yuan per point
Minimum change price 0.2 point Quotation unit Index point
Contract month The next month and the next two quarter months transaction hour 9:15-11:30 AM, 13:00-15:15 PM
Daily price fluctuation limit 10% of the settlement price on the previous trading day Last trading day trading time 9:15-11:30 AM, 13:00-15:00 PM
Minimum trading margin 8% of contract value Last trading day On the third Friday of the expiry month of the contract, the statutory holiday was postponed
Delivery date Same as the 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 capital stock (100 million shares) Circulation market value (100 million yuan) Weights(%)
603993 Luoyang Molybdenum Industry 8.29 Non-ferrous metals Luoyang City 0.07 1.80 4.02 215.99 168.87 1073.86 0.19
603858 Step-long Pharmaceutical 49.79 Medicinal organisms Heze City 0.30 19.58 1.56 6.82 3.28 163.23 0.03
603833 European school furniture 146.93 Guangzhou City 0.18 15.01 1.17 4.21 0.90 131.51 0.05
603799 Huayou Cobalt Industry 115.94 Non-ferrous metals Jiaxing City 1.44 11.39 13.31 5.93 5.86 678.98 0.29
603160 Huiding Technology 72.79 Electronic equipment Shenzhen 0.04 7.75 0.55 4.54 2.30 167.16 0.03
601998 CITIC Bank 6.75 financial Beijing City 0.25 7.60 3.02 489.35 467.87 2153.60 0.18
601997 Guiyang Bank 13.76 financial Guiyang City 0.51 11.32 4.57 22.99 12.39 170.48 0.17
601992 Jinhao Group 4.14 Building materials Beijing City -0.02 4.76 -0.42 106.78 104.84 337.22 0.12
601991 Datang Power Generation 3.36 Utilities Beijing City 0.04 2.99 1.12 185.07 133.10 335.81 0.07
601989 China Heavy Industry 5.09 Delivery equipment Beijing City 0.01 3.67 0.37 228.80 183.62 934.61 0.42
601988 Bank of China 3.9 financial Beijing City 0.16 4.77 3.27 2943.88 2943.88 8219.86 0.73
601985 China Nuclear Power 6.52 Utilities Beijing City 0.08 2.86 2.77 155.65 42.30 275.77 0.27
601966 Delicate tires 16.72 Basic Chemicals City of Yantai 0.19 7.57 2.52 12.00 3.94 65.94 0.07
601958 Gold Molybdenum 6.88 Non-ferrous metals Xi'an 0.02 3.98 0.50 32.27 32.27 221.99 0.06
601939 Construction Bank 7.76 financial Beijing City 0.30 7.10 4.08 2500.11 2500.11 744.47 0.46
601933 Yonghui Supermarket 9.27 Commercial Retail Fuzhou City 0.08 2.02 3.81 95.70 81.35 754.12 0.31
601919 COSCO Hainan 5.7 Transportation Tianjin City 0.02 1.97 0.89 102.16 102.16 435.23 0.19
601901 Founder Securities 6.15 financial Changsha City 0.04 4.59 0.84 82.32 82.32 506.27 0.22
601899 Zijin Mining 4.1 Non-ferrous metals Longyan City 0.05 1.54 3.08 230.31 215.41 647.96 0.38
601898 China Coal Energy 5.16 energy Beijing City 0.11 6.85 1.57 132.59 132.59 472.24 0.08
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