Shanghai and Shenzhen 300 stock index futures are futures contracts with Shanghai and Shenzhen 300 stock indexes as the subject matter. There are four contract months in Shanghai and Shenzhen 300 stock index futures, namely, the current month, the next month and the following two quarterly months, and the quarterly months refer to March, June, September and 65438+February. In other words, four contracts were bought and sold at the same time. For example, in the simulated trading of Shanghai and Shenzhen 300 stock index futures 20 1703, IF 1704, IF 1706 and if1709 on March 2, four contracts were traded at the same time, of which IF 1703 was the current month. 896