At present, there are four contracts in the Shanghai and Shenzhen 300 futures trading, which are the current month, the next month and the next two quarters, so the currently traded IF1,IF 12, IF03 and IF06 represent 20071and 2007 65438 respectively.
Extended data:
Stock index futures refer to financial futures contracts with stock price index as the subject matter. In specific transactions, the value of stock index futures contracts is calculated by multiplying the index points by the unit amount specified in advance. For example, the Standard & Poor's Index stipulates that each point represents US$ 250, and the Hang Seng Index in Hong Kong is HK$ 50.
Generally, March, June, September and 65438+February are the cycle months of stock index contract trading, and some of them are traded every month of the year. The settlement is usually based on the closing index of the last trading day.
The essence of stock index futures trading is that investors put their expected risks on the whole stock market price index.
In the process of transferring to the futures market, the risk is offset by the trading operations of investors who have different judgments on the stock market trend. It belongs to futures trading as well as stock futures trading.
However, the object of stock index futures trading is the stock index, which is based on the change of stock index and settled in cash. Both sides have no real stocks, only stock index futures contracts can be bought and sold at any time.
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