Futures listed and traded on China Financial Futures Exchange include CSI 300 stock index futures, 2-year treasury bond futures, 5-year treasury bond futures and CSI 500 stock index futures. This paper mainly investigates the futures varieties listed and traded on China Financial Futures Exchange. China Financial Futures Exchange is engaged in financial futures trading. At present, the main varieties are Shanghai and Shenzhen 300 stock index futures, 5-year treasury bond futures, 10-year treasury bond futures, SSE 50 stock index futures and CSI 500 stock index futures.