CFFEX SSE 50 index futures (IH): margin, price limit and fees
Trading parameters for main contract IH2612. Other contracts and applicable conditions are listed below.
Market trading day 26 Oct 2026 · Margin and fee schedule 19 Oct 2026 · CFFEX source ↗
Main contract IH2612
By open interest on 2026-10-26 · 72,786 lots
- Speculative margin
- 12%
- Daily price limit
- ±10%
- Opening fee
- 0.0023% of turnover
By contract
| Contract | Spec. margin | Price limit | Fee | Close-today fee | Position limit |
|---|---|---|---|---|---|
| IH2612 Main | 12% | ±10% | 0.0023% | 0.023% | 1,200 |
| IH2611 | 12% | ±10% | 0.0023% | 0.023% | 1,200 |
| IH2703 | 12% | ±10% | 0.0023% | 0.023% | 1,200 |
| IH2706 | 12% | ±10% | 0.0023% | 0.023% | 1,200 |
Fees as a share of turnover unless shown per lot. Position and opening limits in lots per contract. A contract near or in its delivery month can carry a higher margin, and the exchange may list no price limit for it.
Parameter history
Parameter values compared by trading day; dates are not notice effective times.
- Down price limit 10% → 20%IH2610 · Compared with 2026-10-15
- Up price limit 10% → 20%IH2610 · Compared with 2026-10-15
Notice timeline
Published notices mentioning this product, ordered by the exchange publication date.
Get an alert when CFFEX changes SSE 50 index margins or limits: CEC Pro.
Sources
Official CFFEX market data for 26 Oct 2026; margin and fee schedule dated 19 Oct 2026 ↗. Values are shown without adjustment. Hours: Futures Clock · Holidays: Markets Open Today. The exchange's own publication prevails.