The stock index futures contract of the current month shall be settled on the third Friday of the current month. Before settlement, there was a price difference with the Shanghai and Shenzhen 300 Index, and as the delivery date approached, the price difference gradually tended to zero. The reason for the spread is that investors have expectations for the Shanghai and Shenzhen 300 Index. If the Shanghai and Shenzhen 300 Index is expected to rise in the future, the spread is positive, and if it is expected to fall, the spread is negative.
Shanghai and Shenzhen 300 Stock Indexes The Shanghai and Shenzhen 300 Index compiled by China Securities Index Company was officially released on April 8, 2005. The benchmark date of the Shanghai and Shenzhen 300 Index is 65438+February 3, 20041,and the benchmark date is 1000 points. The Shanghai and Shenzhen 300 Index selects 300 A shares as samples, including Shanghai Stock Exchange 179 and Shenzhen Stock Exchange 12 1. The sample of the Shanghai and Shenzhen 300 Index covers about 60% of the market value of the Shanghai and Shenzhen markets, which has a good market representation. As a commodity.