Notice on Prompting Related Matters of Stock Index Futures Contract Delivery
Member unit:
According to the trading rules of our Exchange and its related implementation rules, the last trading day of the Shanghai and Shenzhen 300 stock index futures, SSE 50 stock index futures and CSI 500 stock index futures contracts is the third Friday of the contract expiration month, and the last trading day is a national legal holiday or is not traded due to abnormal circumstances. The next trading day is the last trading day and delivery date, namely, IF 1609 contract, IH 1609 contract and IC 65438. On the last trading day, the price limit is 20% of the settlement price of the previous trading day. The last trading day is the delivery date, and the settlement price for delivery is the arithmetic average price of the last two hours of the underlying index on the last trading day (the calculation result is reserved to two decimal places), and the delivery fee standard is one ten thousandth of the delivery amount.
Please strengthen risk control, do a good job in risk warning and risk management to ensure the smooth operation of the market.
I hereby inform you.
china financial futures exchange
9 September 20 16