When the futures contract of Shanghai and Shenzhen 300 stock indexes expires, cash delivery shall be made according to the futures contract. The Shanghai and Shenzhen 300 stock index futures contracts adopt the cash delivery method, that is, when the contracts expire, according to the rules and procedures of the exchange, both parties to the transaction settle the cash difference according to the delivery settlement price, and there is no need to deliver a basket of stocks and other spot to settle the expired open contracts.