Zhong Jin Suo Ban Zi [2012] No. 86
All members,
With a view to safeguarding the sound operation of the market and facilitating market functions, the Exchange will adjust the position limit for CSI 300 Stock Index Futures as follows, effective from May 31, 2012:
(1) the position limit on one-side trading of a particular contract held under a client code of speculative nature is 300 lots
(2) if the total one-side positions of a particular contract after clearing exceed 100,000 lots, the one-side positions of the said contract held by a clearing member on the next trading day shall not exceed 25% of the total one-side positions of the said contract.
China Financial Futures Exchange
May 30, 2012