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  • Daily Market Review on Specified Futures Products 2020.08.26

    Crude oil At present, the impact of Hurricane Mark’s drastically weakened wind is limited, but Laura is expected to make landfall at the junction of Louisiana and Texas and be upgraded to a Leve...
    Daily Morning • Fang • 4 years ago
  • Daily Review of Future/Spot Arbitrage Opportunity for 2020/8/25

    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. ---------------------------...
    Financial Futures • Fang • 4 years ago
  • Media Focus| Fang Xinghai: Promote banks and securities to allocate assets with future market

    Fang Xinghai, the vice chairman of CSRC, stated at the “2020 Qingdao, China Fortune Forum” recently. Since this year, under the impact of the pandemic, there is profound changes for global politics an...
    Commodities Futures • Fang • 4 years ago
  • Daily Market Review on Specified Futures Products 2020.08.25

    Crude oil At present, Hurricane Mark and Laura will enter the U.S. Gulf region one after another in the near future. The market pays close attention to their development path and the related imp...
    Daily Morning • Fang • 4 years ago
  • Weekly Data on Index Futures 20200824

    Rolling Data for Short Hedging during the Statistical Period The optimal rolling contract is IF2103, and the annualized rolling cost is 4.04% to 5.01%; The optimal rolling contract is IH20...
    Financial Futures • Fang • 4 years ago
  • Daily Review of Future/Spot Arbitrage Opportunity for 2020/8/24

    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. ---------------------------...
    Financial Futures • Fang • 4 years ago
  • Roll Spread and Basis Tracking 20200824

    (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...
    Financial Futures • Fang • 4 years ago
  • Notice on Iron ore traders, Dalian Commodity Exchange remind delivery and other related matters for I2009

    On Aug 21st, DCE has issued a notice on "delivery and other related matters of I2009”, requires members remind customers of rational and compliant transactions, to ensure smooth delivery of I2009 and ...
    Commodities Futures • Fang • 4 years ago
  • Daily Market Review on Specified Futures Products 2020.08.24

    Crude oil The August reports of the three major organizations diverged. Among them, EIA was relatively optimistic, its estimated demand was revised upward and demand was revised downward, and Ca...
    Daily Morning • Fang • 4 years ago
  • Roll Spread and Basis Tracking 20200821

    (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...
    Financial Futures • Fang • 5 years ago
  • Daily Review of Future/Spot Arbitrage Opportunity for 2020/8/21

    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. ---------------------------...
    Financial Futures • Fang • 5 years ago
  • Daily Market Review on Specified Futures Products 2020.08.21

    Crude oil After OPEC recently convened a ministerial meeting, Iraq and Nigeria need to submit compensation and production reduction plans before August 28. Iraq has made it clear that it will fu...
    Daily Morning • Fang • 5 years ago
  • «
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