The Shanghai and Shenzhen 300 Index is a constituent stock index compiled by 300 A shares with large market value and good liquidity in Shanghai and Shenzhen stock markets, which has good market representation. The Shanghai and Shenzhen 300 Index is the first index jointly released by Shanghai and Shenzhen Stock Exchanges to reflect the overall trend of the A-share market.

2 CSI 500 stock index futures

The CSI 500 Index selects representative small and medium-sized companies in Shanghai and Shenzhen stock markets, and forms sample stocks according to scientific and objective methods, which fully reflects the overall situation of small and medium-sized companies in Shanghai and Shenzhen stock markets.

In the sample space, excluding the sample stocks of the Shanghai and Shenzhen 300 Index and the top 300 stocks with the average daily market value in the latest year, the remaining stocks are sorted from high to low according to the average daily transaction amount in the latest year (since the listing of new shares), excluding the bottom 20% stocks, and then sorting the remaining stocks from high to low according to the average daily market value, and selecting the top 500 stocks as the sample stocks of the CSI 500 Index.

3. SSE 50 stock index futures

According to scientific and objective methods, the SSE 50 Index selects 50 representative stocks with large scale and good liquidity in Shanghai, which comprehensively reflects the overall situation of a group of leading enterprises with the most market influence in Shanghai. SSE 50 Index was officially released on June 5438+1October 2, 2004. Its goal is to establish an active and large-scale investment index, which is mainly used as the basis of derivative financial instruments.

4.2-year treasury bond futures

Nominal short-term and medium-term national debt with a face value of 2 million yuan and 3% of coupon rate. Book-entry interest-bearing treasury bonds with a term of no more than 5 years and a remaining term of 1.5-2.25 years on the first day of the contract expiration month.

5.5-year treasury bond futures

The face value is 6,543,800 yuan, and coupon rate is a nominal medium-term national debt of 3%. On the first day of the contract expiration month, the term is no more than 7 years, and the remaining term is 4-5.25 years.

6. 10-year treasury bond futures

The face value is 6,543,800 yuan, and coupon rate is a nominal long-term national debt of 3%. Book-entry interest-bearing treasury bonds with a term of no more than 10 year and a remaining term of no less than 6.5 years on the first day of the contract expiration month.

China Financial Futures Exchange-Product Introduction