China Securities Index 300 (CSI300) Future

Posted By Steve On Thursday, January 21st, 2010 With 0 Comments
Exchange China Financial Futures Exchange (CFFEX)
Type Index
Underlying China Securities Index 300
Currency Renminbi (RMB)
Contract Size 300 RMB x Index
Tick Size 2.0
Tick Value 60 RMB
Pre-Open 1
Trading Session 1 09:15 – 11:30
Pre-Open 2
Trading Session 2 13:15 – 15:15
Pre-Open T+1 No T+1 Session
Trading Session T+1 No T+1 Session
Last Trading Day The Third Friday of the Contract Month
Final Settlement Day The Third Friday of the Contract Month
Final Settlement Price
Settlement Type Cash
Contract Months Spot month, next calendar month, and next two calendar quarter months
First Trading Day
Position Limit 10000 long or short position delta limit for all contract
months combined
Initial Margin (outright) 12% of contract value
Maintenance Margin (outright)
Clearinghouse Margin (outright)
Listed Spread No
Initial Margin (spread)
Maintenance Margin (spread)
Clearinghouse Margin (spread)
Daily Price Limit +/- 10% of prevous close
Index Options No
Exchange Symbol CSI
Reuters Symbol .CSI300
Bloomberg Symbol SHSZ300
ISIN Symbol CNM0000001Y0

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