CSI 1000 Index Futures | CFFEX

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Contract Specifications

CSI 1000 Index Futures合约表

Underlying CSI 1000 Index

Contract Multiplier RMB 200

Quotation Unit Index point

Tick Size 0.2 index points

Contract Months The current month, the next month, and the subsequent two quarterly months of the March, June, September, and December cycle

Trading Hours 09:30 a.m. - 11:30 a.m., 01:00 p.m. - 03:00 p.m.

Limit Up/Limit Down ±10% of the settlement price on the previous trading day

Minimum Trading Margin 8% of the contract value

Last Trading Day Third Friday of the contract’s expiry month, postponed to the next business day if it falls on a public holiday

Delivery Day Same as "Last Trading Day"

Settlement Method Cash settlement

Product Code IM

Exchange China Financial Futures Exchange

Contract Information

12 OCT 2020

Contract Code	Listing Date	Last Trading Day	Listing Benchmark Price

Note: Any changes in the table will be updated after daily settlement.

Clearing Parameters

12 OCT 2020

Contract	Margin (Long) /%	Margin (Short) /%	Transaction Fee /‱	Delivery Fee /‱	Closing Intraday Positions Rate /%

Note: Any changes in the table will be updated after daily settlement.

Delayed Quotes

12 OCT 2020

Product	Contract	Open	High	Low	Last	Price Change	Bid Price	Bid Qty	Ask Price	Ask Qty	Volume	OI

Product	Contract	Open	High	Low	Last	Price Change	Bid Price	Bid Qty	Ask Price	Ask Qty	Volume	OI	Chart

Note: Unit for volume: Lot (only one side of the transaction is counted). The chart is interactive: you can mouse over to highlight individual values. You can click and drag to zoom.