Notice on matters related to the listing and trading of Shanghai and Shenzhen 300 stock index futures contracts
Zhongjinzuo No.201036
Member unit:
China Securities Regulatory Commission, Zheng Jian Han [2065438+00] No.74, approved the listing of Shanghai and Shenzhen 300 stock index futures contracts on China Financial Futures Exchange. In order to ensure the smooth operation of the Shanghai and Shenzhen 300 stock index futures contracts after listing, the relevant matters concerning the listing and trading of the Shanghai and Shenzhen 300 stock index futures contracts are hereby notified as follows:
I. Time for listing and trading
Shanghai and Shenzhen 300 stock index futures contracts have been listed and traded since April 20 10 16.
Second, the listing contract
The first listing contracts of Shanghai and Shenzhen 300 stock index futures are 20 10 contracts in May, June, September and February.
Third, the listing benchmark price
The benchmark price of Shanghai and Shenzhen 300 stock index futures contracts is announced by China Financial Futures Exchange on the working day before the contract is listed and traded.
Four. Trading margin and price limit range.
The trading margin of Shanghai and Shenzhen 300 stock index futures contracts is tentatively set at 15% of the contract value in May and June, and 18% of the contract value in September and June.
On the day of listing, the daily limit is 10% of the benchmark listing price of contracts in May and June, and 20% of the benchmark listing price of contracts in September and June.
Verb (abbreviation for verb) handling fee
The transaction fee of Shanghai and Shenzhen 300 stock index futures contracts is tentatively set at 0.5 ‰ of the transaction amount, and the delivery fee standard is 1 ‰ of the delivery amount.
Post announcement of intransitive verbs
After the end of each trading day, the Exchange publishes unilateral positions of more than 654.38+0,000 lots and the trading volume and positions of the top 20 clearing members in the current month (May).
Other matters concerning the listing and trading of the Shanghai and Shenzhen 300 stock index futures contracts will be announced separately.
All member units should conscientiously do a good job in the preparations for the listing and trading of the Shanghai and Shenzhen 300 stock index futures contracts, strictly control market risks, and ensure the smooth launch and safe operation of the Shanghai and Shenzhen 300 stock index futures.
Hereby inform you
china financial futures exchange
20 10 March 26th