Csi 300 index futures contract specification

CSI 300 stock index futures contract was first listed on China Financial Futures contracts and other different index futures with a China concept are subsequently GARCH(1,1) specification adequately fits many economic time series. A. Mar 10, 2016 specifications, and thus generate different results. In the past index futures trading) on the first individual (the CSI 300 index) from time T1. Today's CFFEX CSI 300 Index prices with latest CFFEX CSI 300 Index charts, news and CFFEX CSI 300 Index futures quotes.

Comprehensive information on CSI 300 Index futures. Get more information in one of the sections on the CSI 300 page such as: historical data, charts, technical analysis and others. CSI 300 Stock Index (CSI 300), the first equity index jointly launched by the Shanghai Stock Exchange and the Shenzhen Stock Exchange, aims to reflect the price fluctuation and performance of China’s A-share market. It is designed for use as performance benchmarks and as basis for derivatives innovation and indexing. Each CFFEX CSI 300 index futures contract is worth 300 yuan times the CSI 300 Index. In the spring of 2015, CSI 300 stock index futures surpassed the S&P 500 futures in turnover to become the world's most traded equity futures. Daily volumes reached 1.5 million contracts on May 8, exceeding the 1.4 million e-mini S&P 500 contracts traded that day. Compared to the trading hours of the CSI 300 index futures contract, the spot index contract is traded from 9:30 a.m. to 11:30 a.m. and from 1:00 p.m. to 3:00 p.m. (Beijing Time), which is 15 minutes after the opening hours and 15 minutes before the closing hours of the futures index. 000300 | A complete CSI 300 Index index overview by MarketWatch. View stock market news, stock market data and trading information. 1:59p Gold futures log lowest finish since December The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity. futures market are also reviewed, and the comparison between CSI 300 index futures contracts and other different index futures with a China concept are subsequently conducted, which confirms the necessity of this research. Then, the correlation between CSI 300 stock index futures and spot index are analyzed.

Contract specifications for all North American-traded futures and commodities. Conveniently collected and displayed for easy reference, sorted by sector and market. Note that this specification list is updated manually and might contain inaccuracies.

CSI 300 Stock Index (CSI 300), the first equity index jointly launched by the Shanghai Stock Exchange and the Shenzhen Stock Exchange, aims to reflect the price fluctuation and performance of China’s A-share market. It is designed for use as performance benchmarks and as basis for derivatives innovation and indexing. Each CFFEX CSI 300 index futures contract is worth 300 yuan times the CSI 300 Index. In the spring of 2015, CSI 300 stock index futures surpassed the S&P 500 futures in turnover to become the world's most traded equity futures. Daily volumes reached 1.5 million contracts on May 8, exceeding the 1.4 million e-mini S&P 500 contracts traded that day. Compared to the trading hours of the CSI 300 index futures contract, the spot index contract is traded from 9:30 a.m. to 11:30 a.m. and from 1:00 p.m. to 3:00 p.m. (Beijing Time), which is 15 minutes after the opening hours and 15 minutes before the closing hours of the futures index. 000300 | A complete CSI 300 Index index overview by MarketWatch. View stock market news, stock market data and trading information. 1:59p Gold futures log lowest finish since December The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity.

specification and the trading rules to be favourable for the enterprises to the CSI 300 index, China's leading stock market benchmark, began trading on the 

Comprehensive information on CSI 300 Index futures. Get more information in one of the sections on the CSI 300 page such as: historical data, charts, technical analysis and others. CSI 300 Stock Index (CSI 300), the first equity index jointly launched by the Shanghai Stock Exchange and the Shenzhen Stock Exchange, aims to reflect the price fluctuation and performance of China’s A-share market. It is designed for use as performance benchmarks and as basis for derivatives innovation and indexing. Each CFFEX CSI 300 index futures contract is worth 300 yuan times the CSI 300 Index. In the spring of 2015, CSI 300 stock index futures surpassed the S&P 500 futures in turnover to become the world's most traded equity futures. Daily volumes reached 1.5 million contracts on May 8, exceeding the 1.4 million e-mini S&P 500 contracts traded that day. Compared to the trading hours of the CSI 300 index futures contract, the spot index contract is traded from 9:30 a.m. to 11:30 a.m. and from 1:00 p.m. to 3:00 p.m. (Beijing Time), which is 15 minutes after the opening hours and 15 minutes before the closing hours of the futures index. 000300 | A complete CSI 300 Index index overview by MarketWatch. View stock market news, stock market data and trading information. 1:59p Gold futures log lowest finish since December The Futures Contract Specifications page provides a complete look at contract specs, as provided by the exchanges. Specifications are grouped by market category (Currencies, Energies, Financials, Grains, Indices, Meats, Metals and Softs). Specifications for futures contracts include: Sym - the root symbol for the commodity.

CSI 300 Index as compiled and released by China Securities Index Co., Ltd. (“benchmark index”). (2) If the benchmark index moves less than ±5% compared with market close on the preceding trading day, the price fluctuation limit of the Contract on the current day shall be ±5% of the settlement price of the preceding trading day.

Aug 6, 2018 The world`s first stock index futures contract was launched by Kansas methodology and model specification are the main factors of the variety in findings. the launch of CSI 300 index futures whereas there is a reduction in  Dec 1, 2016 The trading of foreign index futures by the Singapore Exchange (SGX) in SGX is the FTSE China A50 Index instead of China's CSI 300 index. Futures. A Profile for a commodities contract contains the Contract Specifications. Specifications include: Symbol - the root symbol for the commodity. Name - the commodity description; Exchange - the exchange on which the commodity is traded. Months - A specific month in which delivery may take place under the terms of a futures contract Comprehensive information on CSI 300 Index futures. Get more information in one of the sections on the CSI 300 page such as: historical data, charts, technical analysis and others.

These SPX options are then weighted to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index. Contract Multiplier: The contract multiplier for each VX futures contract is $1000. Ticker Symbols: Cash Index - VIX VX Futures Symbols - VX* and VX01 through VX53**.

It is designed for use as performance benchmarks and as basis for derivatives innovation and indexing. The underlying asset of the CSI 300 index futures contract 

According to the current settlement. specification, the CSI 300 futures contracts are cash settled on the expiration day with. the settlement price based on an arithmetic average of quotations taken at 5-minute. intervals during the last two trading hours of the expiration day. CSI 300 Index as compiled and released by China Securities Index Co., Ltd. (“benchmark index”). (2) If the benchmark index moves less than ±5% compared with market close on the preceding trading day, the price fluctuation limit of the Contract on the current day shall be ±5% of the settlement price of the preceding trading day. Contract specifications for all North American-traded futures and commodities. Conveniently collected and displayed for easy reference, sorted by sector and market. Note that this specification list is updated manually and might contain inaccuracies. The risk of loss in trading futures contracts or commodity options can be substantial, and therefore investors should understand the risks involved in taking leveraged positions and must assume responsibility for the risks associated with such investments and for their results.