Financial futures contracts with the Shanghai and Shenzhen 300 Index as the subject matter. The contract months of the Shanghai and Shenzhen 300 stock index futures contracts are the current month, the next month and the next two quarters. Seasons and months refer to March, June, September and 65438+February. The last trading day of the Shanghai and Shenzhen 300 stock index futures contract is the third Friday of the contract expiration month, and the last trading day is the delivery date. If the last trading day is a national legal holiday or it is not traded due to abnormal circumstances, the following trading day shall be the last trading day and delivery date. On the next trading day after the delivery date of the expired contract, the new monthly contract begins to be traded.

The trading features are mainly T+0, margin system, two-way trading and daily settlement.

T+0 is easy to understand, that is, a list that can be closed on the same day.

The margin CICC is the margin of 17% set for each lot, that is, the Shanghai and Shenzhen index * 300 * 17% = the actual margin required for each lot.

Two-way trading means that you can buy first and then sell or sell first and then buy.

When there is a position, calculate the profit and loss of the day according to the settlement price after the closing, and transfer it out of the account.

For example, today's Shanghai and Shenzhen index is 2000 points. Buy one hand, the index rises 10 point, and the profit is 3000 yuan.