If there is no transaction in the last hour of the contract, the transaction price of the previous hour shall be the settlement price of the day according to the weighted average price of the transaction volume, and so on.
If there is no transaction on the day of the contract, the calculation formula of the settlement price of the day is: settlement price of the day = settlement price of the previous trading day of the contract+settlement price of the benchmark contract-settlement price of the previous trading day of the benchmark contract, where the benchmark contract is the contract with the closest delivery month.
The settlement price of the futures delivery of the Shanghai and Shenzhen 300 Index is stipulated to take the arithmetic average price of the last two hours of the Shanghai and Shenzhen 300 Index on the maturity date.