The handling fee of first-class stock index futures = transaction price × contract multiplier × stock index futures handling fee rate, in which the contract multiplier of CSI 300 and SSE 50 is 300. The contract multiplier of CSI 500 is 200.

Assume that the non-daily handling fee of stock index futures is 0.305 ‰ of the transaction amount. The closing fee of stock index futures is 4.575 ‰ of the transaction amount (the above fees are for convenience of calculation, not real data, please consult online customer service for specific fees).

For example, suppose that the trading price of Shanghai and Shenzhen 300 stock index futures is 4800. Then the fee for opening the first-hand CSI 300 =4800*300* 0.305=43.92 yuan, and the fee for closing the first-hand stock index futures on the same day =4800*300* 4.575=658.8 yuan.

2. What is the handling fee for stock index futures?

The handling fee for the first-hand Shanghai and Shenzhen 300 stock index futures = 4800×300×0.0000305=43.92 yuan.

The handling fee for the first-hand SSE 50 stock index futures =3350×300×0.0000305=30.65 yuan.

The first-hand handling fee of CSI 500 stock index futures =6500×200×0.0000305=39.65 yuan.

Stock index futures open positions and flat positions are charged, that is, two-way charges!

The closing of stock index futures is 15 times of the opening position, so the closing fee is the above figure multiplied by 15. After calculation, the closing fees for IF CSI 300, IH SSE 50 and IC CSI 500 are 658.8 yuan, 459.75 yuan and 594.75 yuan respectively.