Stock index futures are settled in cash, so the profit and loss will be settled according to the weighted average price of the last two hours of the Shanghai and Shenzhen 300 Index.

As far as futures contracts are concerned, the delivery date refers to the date when the goods must be delivered. The essence of buying and selling stock index futures is to sign a contract with others to buy and sell futures at the agreed price and quantity within the agreed time and delivery place of stock index futures. This contract has an agreed final trading day (that is, the date of final performance of the contract, usually the third Friday of the contract month), and this trading day is the delivery date of the futures index. When the agreed final performance time comes, the buyer and the seller must close the position (terminate the contract) or make delivery (cash settlement).