the delivery dates of p>222 stock index futures are: January 16th, February 25th, March 2th, April 17th, May 15th, June 19th, July 17th, August 21st, September 18th, October 16th, November 2th and December 18th.
the delivery of stock index futures refers to the difference between the "price" of futures contracts held by investors and the spot index at the current delivery time, which is equivalent to closing the position with the "price" of spot index on the delivery day as the delivery price.
the price of stock index futures delivery is determined, and then the delivery time is determined.
the delivery time of stock index futures is set on the third Friday of each month (it will be postponed in case of holidays).
this day is the last trading day of the current month's contract, which is also the delivery date of stock index futures. The so-called "delivery date effect" of stock index futures refers to the abnormal fluctuation of spot index or abnormal change of trading volume caused by the imbalance between stock spot market and futures market when the stock index futures contract expires, which will also appear in the futures market at the same time.