(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...
Media Focus | The first batch of pilot commercial banks to participate in the government bond futures business is fully implemented, and there will be more medium and long-term funds into the Treasury...
Innovative products! A-share leveraged inverse ETF is coming.
The Hong Kong subsidiary of public funds that went overseas in 2008 continued to be rooted in market demand and innovate. Recently,...
Crude Oil
Last week, OPEC's July crude oil data and China's July crude oil import data were released. Saudi Arabia's official September OSP price was also the focus of market attention. Firstly,...
(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 positiv...
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
Yesterday, Saudi Aramco announced the official September crude oil export price. Among them, the Saudi Arabian Lightweight Asia Pacific discount was adjusted by 0.3 US dollars per barr...
Crude oil
Yesterday EIA announced inventory data. Among them, crude oil inventories fell by about 7.4 million barrels, which exceeded market expectations. However, from the perspective of the de...
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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To all member entities and related market participants:
To promote the continuous active trading of futures contracts and prevent market risks, Dalian Commodity Exchange (DCE) has decided upon d...