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How to calculate the margin percentage of futures contracts
Hello, you asked about stock index futures. Let me take CICIF1304 and the exchange fee this morning as an example ~

According to the trading rules of CICC, the following are the contents of the stock index contract:

Subject matter of contract

Shanghai and Shenzhen 300 index

Contract multiplier

Every 300 yuan.

Quotation unit

Exponential point

Minimum variable price

0.2 points

Contract month

The current month, the next month and the next two quarters.

trading hour

9: 00 am15-1:30 am, and13: 00 pm-15:15.

Trading hours of the last trading day

9: 00 am15-1:30 am, and13: 00 pm-15: 00 pm.

Maximum daily price fluctuation limit

65438+ 00% of the settlement price of the previous trading day

last trading day

On the third Friday of the expiration date of the contract, it will be postponed in case of legal holidays.

delivery date

Same as last trading day.

Mode of delivery

pay in cash

Event code

if

For example, the current point is 2426.0.

Margin =2426*300 (300 yuan per point is the contract multiplier) * 12% (the minimum margin ratio of stock index futures on the exchange) * 1 (assuming buying/selling one hand).

So if this list is reached, the occupied capital is 87336. But generally speaking, the margin ratio of futures companies will be higher ~

You can ask questions in time ~