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 ...
Crude oil
According to the OPEC production data given by various agencies, the month-on-month increase in output in July was mainly due to the reduction of voluntary production reductions in cou...
On July 30, the China Securities Regulatory Commission held the 2020 mid-year system work conference and warning education conference (video). The meeting summarized the work in the first half of the ...
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
Last week, international oil prices fell, but domestic prices were weaker. However, from the perspective of the price relationship between the domestic market and the lowest available ...