To All Members,
Pursuant to the trading rules and relevant implementing rules of the Exchange, the last trading day of a CSI 300 Stock Index, SSE 50 Index, and CSI 500 Index futures contract is the third Friday of the contract’s expiration month, which is January 18, 2019 for the IF1901, IH1901, and IC1901 contracts.
On the last trading day, also the delivery day, the range of limit up/limit down is ±20% of the contract’s previous settlement price; the final settlement price is based on the arithmetic average point 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
January 11, 2019