Stock index futures adopt the daily settlement system, and the settlement price of the day refers to the weighted average price of the transaction price of a futures contract in the last hour according to the 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 there is no transaction in the last hour of the contract, the transaction price in the previous hour is the settlement price of the weighted average price of the transaction volume on that day. If there is still no deal during this period, push it forward for another hour. And so on. 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.

The last trading day and delivery day of the stock index futures contract are one day, which are the third Friday of the contract expiration month.