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...
DCE adjusts iron ore futures trading limits and optimizes market structure
On August 4, DCE issued the "Notice on Implementation of Trading Limits for Iron Ore Fut...
(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
The impact of China’s previous overbought crude oil on the market was not entirely reflected in the overdraft of future crude oil purchase demand. The current negative feedback also in...
At the analysis meeting on the allocation of insurance funds in the second quarter of 2020 held on July 28, insurance capital collectively looked at the market and formed a greater consensus on the eq...
2020-08-04 10:40 Source: People's Bank of China website
On August 3, the People's Bank of China held a video conference for the second half of 2020 to convey and stu...
(1) Index Futures
Rolling Data for Short Hedging during the Statistical Period
The optimal rolling contract is IF2103, and the annualized rolling cost is 3.48% to 4.04%;
The optimal ...