Spread Futures Contract Date: 20190921
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (RMB) |
|---|
|
SP
|
SP a2001&a2005
|
1,000
|
1
|
1.0
|
|
SP
|
SP a2001&a2009
|
1,000
|
1
|
1.0
|
|
SP
|
SP a2005&a2009
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC a2001&m2001
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC a2005&m2005
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC a2009&m2009
|
1,000
|
1
|
1.0
|