Underlying

CSI 300 index

Contract multiplier

300 RMB

Unit

Index point

Tick size

0.2 point

Contract months

Monthly: current month, next month, next two calendar quarters (four contracts in total)

Trading hours

09:15-11:30, 13:00-15:15; 09:15-11:30, 13:00-15:00 (last trading day)

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

Inception date

April 16, 2010

Capital requirement

500,000 RMB