1. Settlement price on normal trading day.

At this time, the transaction price of the last hour of futures trading is based on the weighted average price of trading volume. The calculation result is retained to one decimal place. If the transaction is interrupted in the last hour due to system failure and other reasons, it will be regarded as the last hour after deducting the interruption time. If the last transaction on the day of the contract is less than one hour away from the opening time, the weighted average price of the whole day's trading volume shall be taken as the settlement price of the day. If the settlement price of the day cannot be determined by the above method or the calculated settlement price is obviously unreasonable, the settlement price of the day will be determined by the ownership of the transaction. ?

Second, the settlement price on the last delivery date.

At this time, the settlement price of stock index futures is the arithmetic average price of the spot disk index in the last 2 hours. The calculation result is retained to two decimal places. Trading ownership adjusts the settlement price of stock index futures according to market conditions.