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 |