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.
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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 ...
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
Oil prices fell sharply yesterday. From the news, there was no significant negative news on the fundamental sides. But according to the GDP and the number of people claiming relief las...
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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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 EIA released weekly data. Among them, crude oil inventories fell more than expected, which was mainly driven by a decline in imports. However, refined oil inventories were st...
Crude Oil
The fragile balance of the crude oil market is being broken. China’s crude oil purchases have slowed since June. However, due to the decline in exports from Russia and the Middle East ...