In order to prevent the risks caused by large price fluctuations, the international market usually sets a daily maximum price fluctuation limit for stock index futures trading. Therefore, item A is correct. The daily price fluctuation range of Shanghai and Shenzhen 300 index futures is limited to 10% of the settlement price of the previous trading day. Therefore, item B is correct. The daily limit of the Shanghai and Shenzhen 300 index futures contract on the last trading day is 20% of the settlement price of the previous trading day. Therefore, item C is wrong. The fluctuation of quarterly and monthly contracts on the first day of listing is limited to 20% of the listing benchmark price. Therefore, item D is correct.