This question examines the relevant knowledge of several futures. At present, there are three kinds of financial futures contracts that have been developed: one is interest rate futures, which refers to futures contracts with interest rates as the target. Including long-term interest rate futures based on long-term treasury bonds and short-term interest rate futures based on two-month short-term deposit rates. The second is currency futures, which refers to futures contracts with exchange rate as the target, with the purpose of avoiding exchange rate risks. The third is stock index futures, which refers to futures contracts with the stock index as the target, and does not involve the delivery of the stock itself. Stock index futures are delivered in cash settlement. C's mistake is obvious. Stock index futures are futures contracts based on stock indexes.