Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IF1812 Point it 3354.8 2.2 0.07% 434 3931 3352.6
IF1809 Point it 3374.0 1.4 0.04% 4248 19029 3372.6
IF1808 Point it 3404.2 1.6 0.05% 15797 20515 3402.6
IF1807 Point it 3431.8 1.4 0.04% 15945 7364] 3430.4
Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IH1807 Point it 2429.8 7.6 0.31% 9188 4765 2422.2
IH1809 Point it 2430.0 12.0 0.50% 1595 6199 2418.0
IH1808 Point it 2431.8 12.2 0.50% 7987 9240 2419.6
IH1812 Point it 2434.6 13.8 0.57% 196 2347] 2420.8
Code Related Latest price Rise and fall Quote change Volume Position Settlement yesterday
IC1812 Point it 4921.6 -43.4 -0.87% 405 5480 4965.0
IC1809 Point it 5021.0 -49.0 -0.97% 2324 17918 5070.0
IC1808 Point it 5067.6 -52.2 -1.02% 9440 17014 5119.8
IC1807 Point it 5119.4 -45.4 -0.88% 9317 5070 5164.8
Exchange: CICC Variety contract date
Volume
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 3400 -854
2 Haitong Futures 2106 -409
3 Guotai Junan 1633 -703
4 Xingzheng Futures 1211 -466
5 Galaxy Futures 1198 -420
6 Merchants Futures 1166 -320
7 Shanghai Dongzheng 1097 121
8 GF Futures 1066 -218
9 Shenyin Wanguo 1046 -468
10 Huatai Futures 1018 -581
Total today 14941 -4318
Long position
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 1161 -1189
2 Haitong Futures 460 -777
3 Guotai Junan 402 -270
4 Huatai Futures 289 -252
5 Shenyin Wanguo 256 -308
6 Galaxy Futures 250 -218
7 Xingzheng Futures 214 -215
8 Merchants Futures 206 -291
9 Guotou Anxin 191 -270
10 GF Futures 186 -607
Total today 3615 -4397
Short position
Ranking Member short name Volume Increase or decrease
1 CITIC Futures 1124 -899
2 Guotai Junan 587 -381
3 Huatai Futures 401 -208
4 Xingzheng Futures 305 -380
5 Haitong Futures 270 -539
6 Merchants Futures 263 -341
7 Shenyin Wanguo 245 -330
8 Shanghai Dongzheng 244 -835
9 Everbright Futures 217 -190
10 Founder 214 -147
Total today 3870 -4250
Code name Latest price Quote change Turnover (ten thousand) Market value (100 million) P/E ratio Weights(%)
603993 Luoyang Molybdenum Industry 5.96 -2.93% 61298.68 772 20.76 0.14
603858 Step pharmaceutical 43.77 -0.50% 8102.02 143 36.17 0.14
603833 European home 115.9 0.83% 8768.44 104 165.56 0.14
603799 Huayou Cobalt Industry 73.69 -0.28% 88,466.61 604 17.97 0.35
603288 Haitian Weiye 73.01 -0.14% 22878.42 1969 40.99 0.57
603260 Hesheng Silicon Industry 72.91 0.55% 23,862.66 51 19.38 0.05
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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 5.96 Non-ferrous metal Luoyang City 0.07 1.80 4.02 215.99 168.87 772.04 0.14
603858 Step pharmaceutical 43.77 Medical biology Heze City 0.30 19.58 1.56 6.82 3.28 143.49 0.14
603833 European home 115.9 Guangzhou City 0.18 15.01 1.17 4.20 0.90 103.74 0.14
603799 Huayou Cobalt Industry 73.69 Non-ferrous metal Jiaxing City 1.44 11.39 13.31 8.30 8.20 604.17 0.35
603288 Haitian Weiye 73.01 food and drink Foshan City 0.45 4.80 9.74 27.01 26.97 1969.00 0.57
603260 Hesheng Silicon Industry 72.91 Jiaxing City 0.94 9.02 11.00 6.70 0.70 51.04 0.05
603160 Huiding Technology 65.84 Electronic equipment Shenzhen 0.04 7.75 0.55 4.57 2.30 151.20 0.06
601998 CITIC Bank 5.85 financial Beijing 0.25 7.60 3.02 489.35 467.87 1866.45 0.17
601997 Guiyang Bank 11.76 financial Guiyang City 0.51 11.32 4.57 22.99 12.39 145.70 0.16
601992 Jinhao Group 3.39 Building materials Beijing -0.02 4.76 -0.42 106.78 104.84 276.13 0.11
601991 Datang Power Generation 3.07 Utilities Beijing 0.04 2.99 1.12 185.07 133.10 306.83 0.07
601989 China Heavy Industry 3.97 Delivery equipment Beijing 0.01 3.67 0.37 228.80 183.62 728.96 0.35
601988 Bank of China 3.45 financial Beijing 0.16 4.77 3.27 2943.88 2943.88 7271.41 0.70
601985 China Nuclear Power 5.56 Utilities Beijing 0.08 2.86 2.77 155.65 155.65 865.44 0.25
601958 Gold molybdenum 6.1 Non-ferrous metal Xi'an City 0.02 3.98 0.50 32.27 32.27 196.82 0.06
601939 Construction bank 6.35 financial Beijing 0.30 7.10 4.08 2500.11 2500.11 609.20 0.47
601933 Yonghui Supermarket 7.21 Commercial retail Fuzhou 0.08 2.02 3.81 95.70 81.35 586.54 0.27
601919 COSCO Haikong 4.44 Transportation Tianjin 0.02 1.97 0.89 102.16 102.16 339.02 0.17
601901 Founder Securities 6.42 financial Changsha City 0.04 4.59 0.84 82.32 82.32 528.50 0.25
601899 Zijin Mining 3.27 Non-ferrous metal Longyan City 0.05 1.54 3.08 230.31 226.13 551.84 0.33
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