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
Recently, the three major institutions have issued September reports. The three major institutions have all lowered their demand growth expectations for this year. The epidemic’s drag ...
Crude oil
After Hurricane Laura, Hurricane Sallie will once again have an impact on oil production and refinery operations in the Gulf of Mexico. Previously, due to the power outage caused by Hu...
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...
(1) Index Futures
Rolling Data for Short Hedging during the Statistical Period
The optimal rolling contract is IF2103, and the annualized rolling cost is 5.16% to 6.85%;
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Crude oil
Oil prices fell sharply last week. Our previous bearish market logic basically fulfilled, but from the point of view of the trigger factors, the main reason is that the number of infec...
(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 resul...
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
At present, the economy of floating warehouses is still the focus of the market. Judging from the current monthly discount of Brent crude oil, the difference between the first and the ...
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
Oil prices continued to retreat. We believe that the logic behind this round of callbacks is: 1. The US dollar has stabilized and rebounded recently, and the most profitable factor tha...