Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IF1811 Point it 3447.6 35.4 1.04% 248 279 3412.2
IF1903 Point it 3448.0 39.6 1.16% 361 3004 3408.4
IF1812 Point it 3448.8 34.0 1.00% 3793 17303 3414.8
IF1810 Point it 3448.8 32.6 0.95% 26045 32901] 3416.2
Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IH1810 Point it 2609.6 22.8 0.88% 17950 18768 2586.8
IH1812 Point it 2618.6 21.8 0.84% 1953 6196 2596.8
IH1811 Point it 2622.0 30.2 1.17% 131 143 2591.8
IH1903 Point it 2631.8 26.8 1.03% 153 897] 2605.0
Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IC1903 Point it 4716.0 70.2 1.51% 383 4125 4645.8
IC1812 Point it 4770.8 58.2 1.23% 2351 19313 4712.6
IC1811 Point it 4795.0 57.4 1.21% 254 368 4737.6
IC1810 Point it 4820.4 56.2 1.18% 13211 24300 4764.2
Exchange: CICC Variety contract date
Volume
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 4900 335
2 Cathay Pacific Futures 2972 200
3 Haitong Futures 2916 -115
4 Huatai Futures 2090 -125
5 Xingzheng Futures 2082 -57
6 GF Futures 2009 400
7 Minmetals Economics Futures 1821 223
8 Shenyin Wanguo Futures 1737 98
9 Galaxy Futures 1600 79
10 Dongzheng Futures 1509 159
Total today 23636 1197
Long position
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 2929 39
2 GF Futures 2210 201
3 Yongan Futures 2136 75
4 Haitong Futures 1946 68
5 Cathay Pacific Futures 1533 -49
6 Shenyin Wanguo Futures 1499 155
7 Huatai Futures 1235 -twenty four
8 BOC International Futures 995 224
9 Xingzheng Futures 896 75
10 Galaxy Futures 884 10
Total today 16263 774
Short position
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 3188 85
2 Huatai Futures 2718 12
3 Cathay Pacific Futures 2626 247
4 Dongzheng Futures 2350 -140
5 Haitong Futures 1919 108
6 Xingzheng Futures 1756 45
7 Galaxy Futures 1576 -28
8 Minmetals Economics Futures 1085 91
9 GF Futures 1056 -18
10 UBS Futures 973 0
Total today 19247 402
Code name Latest price Quote change Turnover (ten thousand) Market value (100 million) P/E ratio Weights(%)
603993 Luoyang Molybdenum Industry 4.56 -1.08% 67,596.52 806 15.77 0.10
603858 Step pharmaceutical 29.09 1.68% 25898.31 124 18.39 0.12
603833 European home 94.75 1.33% 4044.74 87 36.20 0.11
603799 Huayou Cobalt Industry 53.29 1.16% 78954.54 437 14.66 0.25
603288 Haitian Weiye 79.2 0.41% 20109.38 2136 47.58 0.62
603260 Hesheng Silicon Industry 55.25 3.74% 15494.20 39 12.80 0.04
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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 two 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 the stock is bought. Under normal circumstances, the number of stocks will not decrease. However, stock index futures have a fixed maturity date, which is due to be closed or delivered. 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

                                        In the history of futures trading, it was conducted through the bargaining of traders at the trading floor. Most futures trading is done through electronic trading. In 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, 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 seasons 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 Last trading day trading time 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 4.56 Non-ferrous metal Luoyang City 0.14 1.83 8.04 215.99 215.99 805.56 0.10
603858 Step pharmaceutical 29.09 Medical biology Heze City 1.03 18.69 5.42 8.86 4.26 123.98 0.12
603833 European home 94.75 Guangzhou City 1.31 15.22 8.71 4.20 0.92 87.27 0.11
603799 Huayou Cobalt Industry 53.29 Non-ferrous metal Jiaxing City 2.54 12.29 22.65 8.30 8.20 436.91 0.25
603288 Haitian Weiye 79.2 food and drink Foshan City 0.83 4.34 19.16 27.01 26.97 2135.93 0.62
603260 Hesheng Silicon Industry 55.25 Jiaxing City 2.16 9.80 24.13 6.70 0.70 38.68 0.04
603160 Huiding Technology 80.1 Electronic equipment Shenzhen 0.25 7.36 3.28 4.57 2.32 185.51 0.07
601998 CITIC Bank 6.06 financial Beijing 0.53 7.68 6.35 489.35 467.87 1933.45 0.18
601997 Guiyang Bank 12.23 financial Guiyang City 0.99 11.87 8.76 22.99 12.39 151.53 0.16
601992 Jinhao Group 3.71 Building materials Beijing 0.23 3.96 4.57 106.78 104.84 302.20 0.12
601991 Datang Power Generation 3.4 Utilities Beijing 0.09 2.54 3.08 185.07 133.10 339.81 0.08
601989 China Heavy Industry 4.25 Delivery equipment Beijing 0.04 3.69 1.29 228.80 183.62 780.37 0.37
601988 Bank of China 3.72 financial Beijing 0.37 4.85 7.22 2943.88 2943.88 7840.48 0.75
601985 China Nuclear Power 6.01 Utilities Beijing 0.17 2.85 5.88 155.65 155.65 935.48 0.27
601958 Gold molybdenum 6.32 Non-ferrous metal Xi'an City 0.05 4.00 1.16 32.27 32.27 203.92 0.06
601939 Construction bank 7.24 financial Beijing 0.59 7.14 8.11 2500.11 2500.11 694.58 0.53
601933 Yonghui Supermarket 8.15 Commercial retail Fuzhou 0.10 1.93 4.85 95.70 79.76 650.04 0.29
601919 COSCO Haikong 4.08 Transportation Tianjin 0.00 2.04 0.20 102.16 102.16 311.54 0.15
601901 Founder Securities 5.52 financial Changsha City 0.03 4.55 0.55 82.32 82.32 454.41 0.22
601899 Zijin Mining 3.57 Non-ferrous metal Longyan City 0.11 1.50 7.22 230.31 226.13 602.46 0.36
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