its CSI 300 index futures on April 16, 2010. The CSI 300 index futures are the ones traded in the China Financial Futures Exchange. The underlying asset of the CSI 300 index futures contract is CSI 300 index. This futures contract has become one of the most actively traded financial products of the Chinese finan-cial markets. Position-Limit Design for the CSI 300 Futures Markets Abstract. The aim of this paper is to nd the optimal level of position limit for the Chinese Stock Index (CSI) 300 futures market. A small position limit helps to prevent price manipulations in the spot market, thus able to keep the Exactly five years after the launch of mainland China's first equity futures contract, based on the large-cap CSI 300 index, new futures products based on the CSI 500 and Shanghai Stock Exchange The CFFEX said it will reduce the margin requirement for Hushen 300 index futures and SSE 50 index futures to 10 percent from 15 percent and that for CSI 500 index futures to 15 percent from up to Contracts on the CSI 300 Index due in June dropped by the 10 percent daily limit at 10:42 a.m. local time before recovering almost all of their losses in the same minute. CFFEX is the only financial futures exchange in mainland China. The listed contracts include CSI 300 Index Futures and 5 Year Treasury Bond Futures. For more information, please visit www.cffex Margin requirements for what is seen as speculative trading in CSI 300 Index Futures and SSE 50 Index Futures will be slashed to 20 percent, from 40 percent, while the requirements for trading in
First delivery of stock index options, with 4298 lots exercised February 21 is the first delivery date of the CSI 300 index option contract since its listing. According to the CFFEX data, IO2002 contract are 4298 lots exercised, 26571 lots open interest and 22273
So far, CFFEX has successfully launched 6 products, i.e. CSI 300 stock index futures, SSE 50 stock index futures, CSI 500 stock index futures, 2-year Chinese government bond futures, 5-year Chinese government bond futures and 10-year Chinese government bond futures. Get the latest data from stocks futures of major world indexes. Find updated quotes on top stock market index futures. CSI 300 Index Futures and A50 Index Futures CSI 300 index futures are traded on the CFFEX, and its underlying asset is the CSI 300 index, which is composed with the 300 largest A-shares listed on the Shanghai Stock Exchange (179 stocks) and the Shenzhen Stock Exchange (121 stocks) by China Securities Index Co., Ltd. The trading volume of CSI The all-electronic China Financial Futures Exchange (CFFEX) was jointly founded by the Shanghai Futures Exchange, Zhengzhou Commodity Exchange, Dalian Commodity Exchange, Shanghai Stock Exchange and the Shenzhen Stock Exchange in 2006. Currently, trading is conducted in the CSI 300 index futures contract. About CBOE Holdings, Inc. Abstract. Following a meeting of the US-China Strategic & Economic Dialogue in Beijing on May 25, 2010, China reported that it will permit QFIIs (qualified foreign institutional investors) to use the newly created CSI 300 Stock Index futures that began trading on the CFFEX (China Financial Futures Exchange) on April 16 of this year.
China's CFFEX expands collaboration efforts By --China Financial Futures Exchange expands collaboration efforts futures on the benchmark CSI 300 stock index.
In April 2010, the China Financial Futures Exchange (CFFEX) launched the CSI 300 Index futures, which is the first stock index futures in mainland China. In early 2015, the Shanghai Stock Exchange The symbols and notes on these pages only apply to the Sierra Chart Historical Data Service and to the Real-Time Exchange Data Feeds Available from Sierra Chart. Many of the supported Trading services use the Sierra Chart Historical Data Service for historical Daily data. Therefore, any of the symbols found on these symbol pages can be used for
China's entry into finance however did not occur until 2006 with the launch of the China Financial Futures Exchange, (CFFEX) to trade in the popular Shanghai Stock Index, the CSI 300. The CFFEX was an instant success, with an overwhelming volume from the very first day. Opening borders to global investment
For example, the CFFEX would require that a party holding 100 CSI 300 futures with the index at 2800 must also hold RMB 84,000,000 (which is 100 x RMB 300 x 2800) to qualify as a bona fide long Download Historical Data for CSI 300 Futures and 35,000+ other financial datasets covering global stocks, bonds, commodities, currencies and credit default swaps using our web platform, Excel or Python API. China's CFFEX expands collaboration efforts By --China Financial Futures Exchange expands collaboration efforts futures on the benchmark CSI 300 stock index.
The movements of prices in the CSI 300 stock index spot and futures depicted in Fig. 1 demonstrate the interest in investigating price discovery of futures market and information transmission between spot and futures prices during the market crash, especially for the periods after the announcements were made, that is, Sub-periods 2 and 3. From Fig. 2, it can be seen that trading volume of the
The CSI 300 is a capitalization-weighted index comprising the 300 largest A-share stocks in the Chinese securities market. Futures on the CSI 300 have been trading on the China Financial Futures Exchange (CFFEX) since April 2010. According to the current settlement speciﬁcation, the CSI 300 futures contracts are cash settled on the expira- (If you already have an account, login at the top of the page) futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer.
Initially the only product offered by CFFEX was the CSI 300 index futures contract, which is based on an index comprising stocks of companies with the largest market capitalization and liquidity selected from all listed A share companies in China. In September 2013, CFFEX also listed a 5-year China Treasury bond futures contract.