Csi 300 index futures position limit
The CES China 120 index futures contract is the only futures contract based on an High correlation with onshore CSI 300 futures as well as FTSE China A50 futures and China A-share ETFs listed offshore Position Limit, 30,000 contracts. 6 days ago For example, the margin requirement on CSI300 futures was 15% from In a market with position limits on trading stocks and index futures, the On April 16, 2010, CSI 300 index futures succeeded in listing on the China Financial Futures Investors can place limit orders or market orders. He will close the position (sell stock portfolios and buy futures) once the futures price falls back the CSI 300 index, China's leading stock market benchmark, began trading on the China position limits, large position reports, forced liquidation or position.
The notional value of one contract is RMB￥300 (1.00 USD = 6.83 RMB) times the value of the Shanghai Shenzhen 300 Stock Index. It is known to be the first stock index futures contract in China. It was introduced by the CFFEX on April 16, 2010.
For example, the position limit is 20,000 for the S&P 500 and 10,000 for the Nikkei 225, while some stock index future markets have no position limit, such as the Mini Dow stock index futures and the FTSE 100 stock index futures. Compared to these markets, the position limit for the CSI 300 futures market is very conservative. The aim of this study was to find the optimal position limit for the Chinese stock index (CSI) 300 futures market. A low position limit helps to prevent price manipulations in the spot market, and thus keeps the magnitude of instantaneous price changes within the tolerance range of policymakers. CSI 300 Futures News Top 5 Things to Know in the Market on Wednesday By Investing.com - May 15, 2019 15 Investing.com -- These are the top 5 things you need to know in financial markets on market. One possible reason is that the position limit of the CSI 300 futures market was too conservative1. To ensure a safe launch and to prevent market manipulation, the initial position limit for the CSI 300 futures market was set to 100 contracts, which may have been insufficient for institutional investors2. The low position limit of 100 could potentially inhibit institutional investors Abstract. The aim of this paper is to find 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 magnitude of instantaneous price changes within policy makers' tolerance range. The aim of this study was to find the optimal position limit for the Chinese stock index (CSI) 300 futures market. A low position limit helps to prevent price manipulations in the spot market, and thus keeps the magnitude of instantaneous price changes within the tolerance range of policymakers. Downloadable! The aim of this paper is to find 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 magnitude of instantaneous price changes within policy makers' tolerance range. However, setting the position limit too small may also have negative effects
conservative design of the position limit1. To ensure that the CSI 300 futures market launches safely and to prevent market manipulation, the initial position limit of the CSI 300 futures market is set to 100 contracts, which could be insu cient for the institutional investors2. The low position limit of 100 could potentially restrain the
Downloadable! The aim of this paper is to find 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 magnitude of instantaneous price changes within policy makers' tolerance range. However, setting the position limit too small may also have negative effects The simulation model is based on realistic trading mechanisms, investor structure, and order submission behavior observed in the CSI 300 futures market.Our results show that on the basis of the liquidity status in September 2010, raising the position limit from 100 to 300 could significantly improve market quality and at the same time keep the maximum absolute price change per 5. s below the 2% tolerance level. conservative design of the position limit1. To ensure that the CSI 300 futures market launches safely and to prevent market manipulation, the initial position limit of the CSI 300 futures market is set to 100 contracts, which could be insu cient for the institutional investors2. The low position limit of 100 could potentially restrain the 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
11 May 2015 Each CFFEX CSI 300 index futures contract is worth 300 yuan times the CSI Price Limits, N/A, 10 percent above or below the previous day's
Contracts on the CSI 300 Index dropped as much as 10% at 10:42 a.m. local time, recovering almost all of the losses in the same minute. More than 1,500 June contracts changed hands in that period By Bloomberg News Chinese stock-index futures plunged by the daily limit before snapping back in less than a minute, the second sudden swing to rattle traders this month. Contracts on the CSI 300 Index dropped as much as 10 percent at 10:42 a.m. local time, recovering almost all of the losses in the same minute.
19 Jan 2017 For CSI 300 Index and SSE 50 Index futures, CFFE will lower margin The new position limit for non-hedging accounts will rise from 10 to 20,
On April 16, 2010, CSI 300 index futures succeeded in listing on the China Financial Futures Investors can place limit orders or market orders. He will close the position (sell stock portfolios and buy futures) once the futures price falls back the CSI 300 index, China's leading stock market benchmark, began trading on the China position limits, large position reports, forced liquidation or position. 14 Aug 2015 The Shanghai Composite Index has remained relatively flat since the yuan On Thursday, the CSI 300 futures contract that trades on the China regulators have taken steps to discourage selling pressure and limit the ability
the CSI 300 futures market, which should benefit the development of the Chinese financial system. Keywords: Position limit, stock index futures, agent-based announced that the position limit of CSI 300 index futures increased to 300, that is consisted with the policy suggestion in this paper. The views expressed herein Therefore, we find that a position limit of 300 is close to being optimal for the CSI 300 futures market. The study also shows that agent-based modeling can be very