Coupon rate: 3% of the 5-year nominal standard government bonds are the subject of the contract;

Contract month: the last three quarters (3, 6, 9,12);

Maximum fluctuation limit of daily price: 2% of the settlement price of the previous trading day;

The minimum trading margin is 2% of the contract value;

The minimum price change is 0.0002 point;

Transaction fee 5 yuan/hand;

Delivery method: physical delivery;

Deliverable bonds are fixed-rate bonds with a remaining maturity of 4 to 7 years (excluding 7 years) on the final delivery date;

Contract code: TF At present, the scale of China's bonds is constantly expanding. The national debt issued in 20 12 was about 1.39 trillion yuan, and the balance of national debt at the end of 20 12 was about 7.42 trillion yuan, ranking second in Asia and sixth in the world, accounting for about 14.3% of GDP.

As of March 3, 20654381day, the simulated trading of treasury bonds futures has been running for 276 trading days. According to unilateral statistics, the cumulative turnover is about 1 1.85 thousand lots, with an average daily turnover of about 43 thousand lots, with an accumulated turnover of about 10.82 trillion yuan and an average daily position of about 80 thousand lots.

Successfully completed the simulated delivery of TF 1203, TF 1206, TF 1209, TF 120 12 and TF 1303 contracts. Rolling delivery business process has been successfully implemented in treasury bond futures simulation contracts TF 1209, TF 120 12, TF 1303 and TF 1306.