China Financial Futures Exchange (CFFEX) was established in Shanghai on September 8, 2006 with the consent of the State Council and the approval of China Securities Regulatory Commission, initiated by Shanghai Futures Exchange, Zhengzhou Commodity Exchange, Dalian Commodity Exchange, Shanghai Stock Exchange and Shenzhen Stock Exchange.

The five shareholders contributed RMB 6,543.8 billion respectively. According to the previous appointment of China Securities Regulatory Commission, Zhu was the first general manager of China Financial Futures Exchange. Listed varieties of Shanghai and Shenzhen 300 index futures debut. The establishment of China Financial Futures Exchange is of great strategic significance for deepening the reform of capital market, perfecting the capital market system and giving full play to its functions.