Over the weekend, stock index futures ushered in new benefits. Under the appeal of all parties in the market, the margin and handling fee of stock index futures are all lowered.

The specific rules are as follows:

1. Since the settlement on Monday, February 3, 20 18, the trading margin standard of Shanghai and Shenzhen 300 and SSE 50 stock index futures has been uniformly adjusted to 10%, and that of CSI 500 stock index futures has been uniformly adjusted to 15% (original hedging 20%, non-hedging IF, IH20%).

2. Since February 3, 20 18, the regulatory standard for intraday over-trading of stock index futures has been adjusted to 50 lots of single contracts (20 lots of original single varieties), and the number of positions opened in hedging transactions is not subject to this restriction;

Iii. From February 3, 20 18, the handling fee standard for closing stock index futures was adjusted to 4.6 ‰ (originally 6.9 ‰) of the transaction amount.

After the 20 15 bull market crash, stock index futures became unpopular, so it has been restricted, resulting in the inactive stock index futures market. Now, the relevant departments have liberalized some restrictions on stock index futures, which is not only something that all parties are eagerly looking forward to, but also dialectically, the liberalization of stock index futures at this time represents the concern of policy makers on the stock index futures market. After all, liquidity is everything in financial markets.