Underlying Bond
|
SSE 50 Index
|
Contract Multiplier
|
CNY 300
|
Unit
|
Index point
|
Tick Size
|
0.2 point
|
Contract Months
|
Monthly: current month, next month, next two calendar quarters (four total)
|
Trading Hours
|
09:30 am - 11:30 am, 01:00 pm - 03:00 pm
|
Limit Up/Down
|
±10% of the settlement price on the previous trading day
|
Minimum Margin Requirement
|
8% of the contract value
|
Last Trading Day
|
Third Friday of the contract month, postponed to the next business day if it falls on a public holiday
|
Delivery Day
|
Third Friday, same as "Last Trading Day"
|
Settlement Method
|
cash settlement
|
Transaction Code
|
IH
|
Exchange
|
China Financial Futures Exchange
|