| Spread Trading Strategy | Products | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (RMB) |
|---|
|
SP
|
No.1 Soybeans
|
SP a2001&a2005
|
1,000
|
1
|
1.0
|
|
SP
|
No.1 Soybeans
|
SP a2001&a2009
|
1,000
|
1
|
1.0
|
|
SP
|
No.1 Soybeans
|
SP a2005&a2009
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b1911&b2001
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b2001&b2003
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b2001&b2005
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b2001&b2009
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b2003&b2005
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b2005&b2007
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b2005&b2009
|
1,000
|
1
|
1.0
|
|
SP
|
No.2 Soybeans
|
SP b2007&b2009
|
1,000
|
1
|
1.0
|
|
SP
|
block board
|
SP bb2001&bb2005
|
1,000
|
1
|
0.05
|
|
SP
|
block board
|
SP bb2001&bb2009
|
1,000
|
1
|
0.05
|
|
SP
|
block board
|
SP bb2005&bb2009
|
1,000
|
1
|
0.05
|
|
SP
|
Corn
|
SP c1911&c2001
|
2,000
|
1
|
1.0
|
|
SP
|
Corn
|
SP c2001&c2003
|
2,000
|
1
|
1.0
|
|
SP
|
Corn
|
SP c2001&c2005
|
2,000
|
1
|
1.0
|
|
SP
|
Corn
|
SP c2001&c2009
|
2,000
|
1
|
1.0
|
|
SP
|
Corn
|
SP c2003&c2005
|
2,000
|
1
|
1.0
|
|
SP
|
Corn
|
SP c2005&c2007
|
2,000
|
1
|
1.0
|
|
SP
|
Corn
|
SP c2005&c2009
|
2,000
|
1
|
1.0
|
|
SP
|
Corn
|
SP c2007&c2009
|
2,000
|
1
|
1.0
|
|
SP
|
Corn Starch
|
SP cs2001&cs2005
|
1,000
|
1
|
1.0
|
|
SP
|
Corn Starch
|
SP cs2001&cs2009
|
1,000
|
1
|
1.0
|
|
SP
|
Corn Starch
|
SP cs2005&cs2009
|
1,000
|
1
|
1.0
|
|
SP
|
ethylene glycol
|
SP eg1909&eg2001
|
1,000
|
1
|
1.0
|
|
SP
|
ethylene glycol
|
SP eg1909&eg2005
|
1,000
|
1
|
1.0
|
|
SP
|
ethylene glycol
|
SP eg2001&eg2005
|
1,000
|
1
|
1.0
|
|
SP
|
fibre board
|
SP fb2001&fb2005
|
1,000
|
1
|
0.05
|
|
SP
|
fibre board
|
SP fb2001&fb2009
|
1,000
|
1
|
0.05
|
|
SP
|
fibre board
|
SP fb2005&fb2009
|
1,000
|
1
|
0.05
|
|
SP
|
Iron Ore
|
SP i1911&i2001
|
1,000
|
1
|
0.5
|
|
SP
|
Iron Ore
|
SP i2001&i2003
|
1,000
|
1
|
0.5
|
|
SP
|
Iron Ore
|
SP i2001&i2005
|
1,000
|
1
|
0.5
|
|
SP
|
Iron Ore
|
SP i2001&i2009
|
1,000
|
1
|
0.5
|
|
SP
|
Iron Ore
|
SP i2003&i2005
|
1,000
|
1
|
0.5
|
|
SP
|
Iron Ore
|
SP i2005&i2007
|
1,000
|
1
|
0.5
|
|
SP
|
Iron Ore
|
SP i2005&i2009
|
1,000
|
1
|
0.5
|
|
SP
|
Iron Ore
|
SP i2007&i2009
|
1,000
|
1
|
0.5
|
|
SP
|
Coke
|
SP j2001&j2005
|
500
|
1
|
0.5
|
|
SP
|
Coke
|
SP j2001&j2009
|
500
|
1
|
0.5
|
|
SP
|
Coke
|
SP j2005&j2009
|
500
|
1
|
0.5
|
|
SP
|
egg
|
SP jd1909&jd2001
|
300
|
1
|
1.0
|
|
SP
|
egg
|
SP jd1909&jd2005
|
300
|
1
|
1.0
|
|
SP
|
egg
|
SP jd2001&jd2005
|
300
|
1
|
1.0
|
|
SP
|
Hard Coking Coal
|
SP jm2001&jm2005
|
1,000
|
1
|
0.5
|
|
SP
|
Hard Coking Coal
|
SP jm2001&jm2009
|
1,000
|
1
|
0.5
|
|
SP
|
Hard Coking Coal
|
SP jm2005&jm2009
|
1,000
|
1
|
0.5
|
|
SP
|
LLDPE
|
SP l2001&l2005
|
1,000
|
1
|
5.0
|
|
SP
|
LLDPE
|
SP l2001&l2009
|
1,000
|
1
|
5.0
|
|
SP
|
LLDPE
|
SP l2005&l2009
|
1,000
|
1
|
5.0
|
|
SP
|
Soybean Meal
|
SP m1911&m2001
|
1,000
|
1
|
1.0
|
|
SP
|
Soybean Meal
|
SP m2001&m2003
|
1,000
|
1
|
1.0
|
|
SP
|
Soybean Meal
|
SP m2001&m2005
|
1,000
|
1
|
1.0
|
|
SP
|
Soybean Meal
|
SP m2001&m2009
|
1,000
|
1
|
1.0
|
|
SP
|
Soybean Meal
|
SP m2003&m2005
|
1,000
|
1
|
1.0
|
|
SP
|
Soybean Meal
|
SP m2005&m2007
|
1,000
|
1
|
1.0
|
|
SP
|
Soybean Meal
|
SP m2005&m2009
|
1,000
|
1
|
1.0
|
|
SP
|
Soybean Meal
|
SP m2007&m2009
|
1,000
|
1
|
1.0
|
|
SP
|
RBD Palm Olein
|
SP p2001&p2005
|
1,000
|
1
|
2.0
|
|
SP
|
RBD Palm Olein
|
SP p2001&p2009
|
1,000
|
1
|
2.0
|
|
SP
|
RBD Palm Olein
|
SP p2005&p2009
|
1,000
|
1
|
2.0
|
|
SP
|
Polypropylene
|
SP pp2001&pp2005
|
1,000
|
1
|
1.0
|
|
SP
|
Polypropylene
|
SP pp2001&pp2009
|
1,000
|
1
|
1.0
|
|
SP
|
Polypropylene
|
SP pp2005&pp2009
|
1,000
|
1
|
1.0
|
|
SP
|
Polished Round-grained Rice
|
SP rr2001&rr2005
|
1,000
|
1
|
1.0
|
|
SP
|
Polished Round-grained Rice
|
SP rr2005&rr2009
|
1,000
|
1
|
1.0
|
|
SP
|
PVC
|
SP v2001&v2005
|
1,000
|
1
|
5.0
|
|
SP
|
PVC
|
SP v2001&v2009
|
1,000
|
1
|
5.0
|
|
SP
|
PVC
|
SP v2005&v2009
|
1,000
|
1
|
5.0
|
|
SP
|
Soybean Oil
|
SP y2001&y2005
|
1,000
|
1
|
2.0
|
|
SP
|
Soybean Oil
|
SP y2001&y2009
|
1,000
|
1
|
2.0
|
|
SP
|
Soybean Oil
|
SP y2005&y2009
|
1,000
|
1
|
2.0
|
|
SPC
|
No.1 Soybeans&Soybean Meal
|
SPC a2001&m2001
|
1,000
|
1
|
1.0
|
|
SPC
|
No.1 Soybeans&Soybean Meal
|
SPC a2005&m2005
|
1,000
|
1
|
1.0
|
|
SPC
|
No.1 Soybeans&Soybean Meal
|
SPC a2009&m2009
|
1,000
|
1
|
1.0
|
|
SPC
|
No.2 Soybeans&Soybean Meal
|
SPC b2001&m2001
|
1,000
|
1
|
1.0
|
|
SPC
|
No.2 Soybeans&Soybean Meal
|
SPC b2005&m2005
|
1,000
|
1
|
1.0
|
|
SPC
|
No.2 Soybeans&Soybean Meal
|
SPC b2009&m2009
|
1,000
|
1
|
1.0
|
|
SPC
|
Corn&Corn Starch
|
SPC c2001&cs2001
|
1,000
|
1
|
1.0
|
|
SPC
|
Corn&Corn Starch
|
SPC c2005&cs2005
|
1,000
|
1
|
1.0
|
|
SPC
|
Corn&Corn Starch
|
SPC c2009&cs2009
|
1,000
|
1
|
1.0
|
|
SPC
|
fibre board&block board
|
SPC fb2001&bb2001
|
1,000
|
1
|
0.05
|
|
SPC
|
fibre board&block board
|
SPC fb2005&bb2005
|
1,000
|
1
|
0.05
|
|
SPC
|
fibre board&block board
|
SPC fb2009&bb2009
|
1,000
|
1
|
0.05
|
|
SPC
|
LLDPE&PVC
|
SPC l2001&v2001
|
1,000
|
1
|
5.0
|
|
SPC
|
LLDPE&PVC
|
SPC l2005&v2005
|
1,000
|
1
|
5.0
|
|
SPC
|
LLDPE&PVC
|
SPC l2009&v2009
|
1,000
|
1
|
5.0
|
|
SPC
|
Soybean Oil&RBD Palm Olein
|
SPC y2001&p2001
|
1,000
|
1
|
2.0
|
|
SPC
|
Soybean Oil&RBD Palm Olein
|
SPC y2005&p2005
|
1,000
|
1
|
2.0
|
|
SPC
|
Soybean Oil&RBD Palm Olein
|
SPC y2009&p2009
|
1,000
|
1
|
2.0
|