Spread Futures Contract Date: 20190922
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (RMB) |
|---|
|
SP
|
SP b1911&b2001
|
1,000
|
1
|
1.0
|
|
SP
|
SP b2001&b2003
|
1,000
|
1
|
1.0
|
|
SP
|
SP b2001&b2005
|
1,000
|
1
|
1.0
|
|
SP
|
SP b2001&b2009
|
1,000
|
1
|
1.0
|
|
SP
|
SP b2003&b2005
|
1,000
|
1
|
1.0
|
|
SP
|
SP b2005&b2007
|
1,000
|
1
|
1.0
|
|
SP
|
SP b2005&b2009
|
1,000
|
1
|
1.0
|
|
SP
|
SP b2007&b2009
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC b2001&m2001
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC b2005&m2005
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC b2009&m2009
|
1,000
|
1
|
1.0
|