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8月25日,中金所公布一系列股指期货管控措施。一是分步提高股指期货各合约非套期保值持仓交易保证金标准。二是调整沪深300、上证50和中证500股指期货日内开仓限制标准。自2015年8月26日起,将客户在单个股指期货产品、单日开仓交易量超过600手的认定为“日内开仓交易量较大”的异常交易行为,进一步加强异常交易行为管理。日内开仓交易量是指客户单日在单个产品所有合约上的买开仓数量与卖开仓数量之和。
August 25, CICC announced a series of stock index futures control measures. First, step by step to improve the stock index futures contracts non-hedging positions trading margin standards. The second is to adjust the Shanghai and Shenzhen 300, Shanghai and Shenzhen 500 Index futures index futures open within the day limit. From August 26, 2015 onwards, customers will be treated as an abnormal transaction with a single day of more than 600 trading in a single open-index futures market and a trading volume of more than 600 hands in a single day to further enhance the abnormal trading behavior management. Open intraday trading volume refers to the customer a single day in all contracts for a single product to buy the number of open positions and the number of open sell.