The three main contracts of stock index futures are: IF CSI 300 stock index futures, IC CSI 500 stock index futures and IH SSE 50 stock index futures.
Find out how to find the stocks included in the CSI 300 package, open the stock market software and enter "HS300" for confirmation, and you will see the list of stocks of CSI 300 (***300).
If the Shanghai and Shenzhen 300 stock index futures
The Shanghai and Shenzhen 300 Index is referred to as the Shanghai and Shenzhen 300 for short, and the number of constituent stocks is 300. The benchmark date of the index is 65438+February 3, 20041,and the base point is 1000. The choice space of index constituent stocks is: the time of listing and trading exceeds 1 quarter (except the top 30 in circulation market value); Non-st, *st, non-suspended stocks; The company is in good operating condition, and there are no major violations of laws and regulations in recent 1 year, and there are no major problems in the financial report; There is no obvious abnormal fluctuation or market manipulation in the stock price; Except for stocks determined by other expert committees that cannot enter the index. The sampling standard is to select stocks with large scale and good liquidity as sample stocks. The method is as follows: firstly, calculate the five indicators of the recent 1 year (since the IPO was listed), namely, the daily average total market value, daily average circulating market value, daily average circulating shares, daily average turnover amount and daily average turnover shares, and then make the ratio of the above indicators 2: 2: 2: 1: 65438+. The top 300 stock indexes are selected and calculated by Paixu weighting method, and the weighting calculation is based on the adjusted share capital of sample stocks. The formula is: reporting period index = adjusted market value of sample stocks in reporting period/adjusted market value of sample stocks in base period * 1000. The Shanghai and Shenzhen 300 Index is adjusted regularly according to regulations. In principle, the index constituent stocks are adjusted once every six months, generally at the beginning of 65438+ 10 and the beginning of July.
IC CSI 500 Stock Index Futures
CSI Index Co., Ltd. released CSI 100 Index on May 29th, 2006. This index takes the sample stocks of the Shanghai and Shenzhen 300 Index as the sample space, and the sample number is 100. The sampling method is to sort the stocks in the sample space according to the total market value. In principle, the top 65,438+000 stocks are selected to form a sample, except those excluded by experts. The benchmark date of the index is 65438+February 30th, 2005, and the base point is 1000. Generally speaking, the CSI 100 index is positioned in the market index, the CSI 300 index is the market index, and the CSI 500 index is the small index.
IH SSE 50 stock index futures.
SSE 50 Stock Index Futures is a futures product with SSE 50 Index as the subject matter launched by China Financial Futures Exchange on April 15, 2005. Buyers and sellers trade the stock index price level after a certain period of time, and the difference is settled in cash. The target of SSE 50 stock index futures contract is SSE 50 index compiled and published by Shanghai Stock Exchange, and the trading code is IH. The simulated trading of SSE 50 stock index futures contracts started on March 2, 20 14, and the delivery month of the contracts was two consecutive months from the trading month, and two consecutive quarters were listed and traded in March, June, September and1February.
Among them, the SSE 50 Index selects 50 representative stocks with large scale and good liquidity in Shanghai stock market according to scientific and objective methods, which comprehensively reflects the overall situation of a group of leading enterprises with the most market influence in Shanghai stock market. SSE 50 Index was officially released on June 5438+1October 2, 2004. Its goal is to establish an active and large-scale investment index, which is mainly used as the basis of derivative financial instruments.