To All Members,
Pursuant to the trading rules and relevant implementation rules of China Financial Futures Exchange, the last trading day for CSI 300 Index, SSE 50 Index, and CSI 500 Index futures contracts is the third Friday of the contracts’ expiration month, which is February 15, 2019 for the IF1902, IH1902, and IC1902 contracts.
On the last trading day, which is also the delivery day, the limit up/ limit down is ±20% of the contract’s previous settlement price; the final settlement price is the arithmetic average price of the underlying index during the last two trading hours on the last trading day, rounded to two decimal places; the delivery fee is 0.01% of the delivery amount.
All members are hereby reminded to strengthen risk control, make adequate risk disclosures, and carry out risk management protocols to ensure the smooth operation of the market.
China Financial Futures Exchange
February 13, 2019