Upon the approval by the State Council, for the purpose of further opening up China’s capital markets, China Securities Regulatory Commission (CSRC), People’s Bank of China (PBC), and State Administr...
It’s reported that with the approval of the State Council, CSRC and other three departments issued the "Measures for Qualified Overseas Institutional Investors and Domestic Securities Futures Investme...
Crude oil
Recently, the National Petroleum Corporation of Libya has successively lifted the force majeure between oil terminals and oil fields. In terms of ports, except for the two largest oil ...
Summary: price spread for CSI300 and CSI500 spot/current month contracts show room for arbitrage. No spread for next month/current month contracts show room for arbitrage.
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(1) Roll Spread of Stock Index Futures Tracking
Calculated as the contract price of the current month minus the contract price of the following month, for the long roll, the positive calculation resu...
Crude oil
Last weekend, Libya’s LNA leader Haftar announced that the oil blockade would be lifted. Two oil companies, Arabian Gulf Oil Company and Sirte Oil and Gas Company, announced the resump...
Summary: price spread for CSI300 and CSI500 spot/current month contracts show room for arbitrage. No spread for next month/current month contracts show room for arbitrage.
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Crude oil
The oil price plunged again yesterday. Generally speaking, it is a resonance of many factors. First of all, the expected resumption of production in Libya is the fuse of oil prices. Wi...
Summary: price spread for CSI300 and CSI500 spot/current month contracts show room for arbitrage. No spread for next month/current month contracts show room for arbitrage.
---------------------------...
(1) Roll Spread of Stock Index Futures Tracking
Calculated as the contract price of the current month minus the contract price of the following month, for the long roll, the positive calculation resu...
Announcement on extending the spot bond trading hours of the interbank bond market to 20 o'clock since September 21
On September 15, the China Central Depository & Clearing, the Sha...
Rolling Data for Short Hedging during the Statistical Period
The optimal rolling contract is IF2103, and the annualized rolling cost is 5.92% to 7.21%;
The optimal rolling contract is IH20...