CFFEX 2-year treasury bond futures (TS): margin, price limit and fees
Trading parameters for main contract TS2612. 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 TS2612
By open interest on 2026-10-26 · 99,903 lots
- Speculative margin
- 0.5%
- Daily price limit
- ±0.5%
- Opening fee
- 3 CNY/lot
By contract
| Contract | Spec. margin | Price limit | Fee | Close-today fee | Position limit |
|---|---|---|---|---|---|
| TS2612 Main | 0.5% | ±0.5% | CNY 3/lot | CNY 0/lot | 2,000 |
| TS2703 | 0.5% | ±0.5% | CNY 3/lot | CNY 0/lot | 2,000 |
| TS2706 | 0.5% | ±0.5% | CNY 3/lot | CNY 0/lot | 2,000 |
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.
No comparable value changes in the available history.
Notice timeline
Published notices mentioning this product, ordered by the exchange publication date.
No matching notices in the published archive.
Get an alert when CFFEX changes 2-year treasury bond 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.