(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
After recent adjustments, oil prices have fallen by nearly 10% in recent months. At present, the core factor that can support oil prices in the short-term lies in the economics of 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...
On September 6, Fang Xinghai, vice chairman of the China Securities Regulatory Commission, stated in public that the "short bullish and long bearish" market in China's stock market is disappearing. As...
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...
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.
---------------------------...
Crude oil
The sharp drop in oil prices yesterday was mainly driven by the sharp rebound of the U.S. dollar. The EIA data last night was disturbed by the hurricane and the negative effects were n...
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...
In order to further strengthen the system, integrity, and synergy of China’s bond market opening to the outside world, and facilitate the allocation of RMB bond assets by foreign institutional investo...