1. In the index weight calculation, the adjusted share capital is the weight of the Shanghai and Shenzhen 300 Index, and the adjusted share capital is (b).

A The total share capital B is obtained by rating the freely circulating share capital.

C non-tradable share capital d freely tradable share capital

2. When the actual futures index is lower than the lower limit of the no-arbitrage interval, the following operations can make a profit (D).

A forward arbitrage B reverse arbitrage C buy both spot and futures D sell both spot and futures.

3. The cash settlement price of stock index futures is (A).

A The arithmetic average price of the last two hours of the Shanghai and Shenzhen 300 Index on the delivery date.

B the arithmetic average price of the last two hours of the contract in the month of delivery date.

C the arithmetic average price of the last hour of the Shanghai and Shenzhen 300 Index on the delivery date.

D the arithmetic average price of the last hour of the contract in the month of delivery date.

4. Futures shall be uniformly formulated by the futures exchange, which stipulates that a certain amount of the subject matter (B) shall be delivered at a specific time and place in the future.

A securities b standardized contract c standard warehouse receipt d receipt

5. The delivery date of stock index futures is (C).

A, 15 b, 30th C, the third Friday D, the last Friday of the expiration month.

6. Stock index futures are traded in (a).

a、T+0 B、T+ 1 C、T+2 D、T+3

7. Stock index futures are delivered in (c).

A. Packaged stock delivery B. ETF fund delivery C. Cash delivery D. Standard warehouse receipt

8. At present, the margin ratio of quarterly and monthly contracts stipulated by the Exchange is (C).

a 15% B 16% C 18% D 20%