(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 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 ...
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...
(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.
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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...
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...
[Shanghai Futures Exchange General Manager Wang Fenghai: The first anniversary of the listing of No. 20 rubber futures emerged its function] The general manager of Shanghai Futures Exchange Wang Fengh...
Crude oil
Recently, OPEC held a ministerial meeting to discuss the implementation of production cuts. At present, the overall framework has not changed much. It is still the overall relaxation o...
(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.
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