How are stock index futures delivered? Detailed explanation of the delivery process

Mondo Finance Updated on 2024-01-29

1、Cash settlement

Cash delivery refers to the cash payment made by the buyer and the seller in accordance with the provisions of the contract when the contract expires. This method is characterized by simplicity and high efficiency, but it requires a certain amount of financial strength on both the buyer and the seller.

Physical delivery

Physical delivery refers to the physical delivery of the buyer and the seller in accordance with the provisions of the contract when the contract expires. This method is characterized by the need for the buyer and the seller to agree on the quantity and quality of delivery in advance, and the physical delivery is required, which is less efficient.

Mixed delivery

Hybrid delivery refers to the combination of cash payment and physical delivery between the buyer and the seller at the expiration of the contract in accordance with the contract. The characteristic of this method is that it can choose different delivery methods according to the needs and conditions of both buyers and sellers, and it is relatively flexible.

It is important for investors in stock indexes** to understand how stock indexes are delivered and to choose the right delivery method. When choosing a delivery method, investors need to consider their own investment strategy and risk tolerance and other factors. For example,For some short-term investors, cash delivery may be a better option, while for some long-term investors, physical delivery may be more appropriate.

Stock index delivery refers to the process of actual settlement by cash or other means by cash or other means to settle the contract value when the contract expires. In stock index trading, the delivery method and process are different from those of commodities, which involves the movement of the index and the settlement process of investors.

Determine the delivery month and delivery date

According to the expiration time of the stock index** contract, determine the corresponding delivery month and delivery date. Typically, the delivery month of an index** is the third Friday of the contract expiration month, and the delivery date is the last trading day of the month.

Calculate the delivery settlement price

After the last trading day of the delivery month, the exchange determines the delivery settlement price of the contract based on the last day's price of the underlying index. Normally, the ** price of the last day of the underlying index is the delivery settlement price of the contract.

Calculate the profit and loss amount

Based on the settlement price and the contract multiplier, the profit and loss amount of both parties to the transaction is calculated. Specifically, the winning side will receive cash or increase the margin account balance, while the losing side will need to pay the corresponding amount.

Physical delivery is carried out

For contracts with physical delivery, physical delivery is also required between the parties to the transaction. Physical delivery is usually done with the assistance of a clearing member or ** institution designated by the Exchange. The specific process of physical delivery includes confirming the quantity, amount, variety and other elements of delivery, as well as going through relevant procedures.

The delivery of stock indices** has a significant impact on the market and investors. First of all, for hedgers, hedging and risk management in the spot market can be achieved through the delivery of stock index**; Secondly, for arbitrageurs and speculators, the delivery of stock indexes** can provide them with more investment opportunities and strategies; In addition, the delivery of stock indexes can also promote the improvement of market liquidity and discovery mechanisms.

While the delivery process for stock indexes** is relatively straightforward, there are still certain risks. For example, there may be a delivery default during the physical delivery process; Problems such as insufficient market liquidity may arise during the cash settlement process. In order to protect against these risks, investors need to pay attention to the following:

1. Reasonably arrange the size and time of positions to avoid a large number of positions when delivery is approaching;

2. Pay attention to market liquidity and avoid a large number of transactions when the market liquidity is insufficient;

3. Understand and comply with the relevant regulations and procedures of the exchange to ensure the compliance and effectiveness of the delivery process;

4. For contracts that adopt the physical delivery method, the relevant fees and procedures should be understood and confirmed in advance.

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