(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 resul...
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
At present, the economy of floating warehouses is still the focus of the market. Judging from the current monthly discount of Brent crude oil, the difference between the first and 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
Oil prices continued to retreat. We believe that the logic behind this round of callbacks is: 1. The US dollar has stabilized and rebounded recently, and the most profitable factor tha...
(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
After recent adjustments, oil prices have fallen by nearly 10% in recent months. At present, the core factor that can support oil prices in the short-term lies in the economics of oil ...
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.
---------------------------...
(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 September 6, Fang Xinghai, vice chairman of the China Securities Regulatory Commission, stated in public that the "short bullish and long bearish" market in China's stock market is disappearing. As...
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.
---------------------------...
(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...