Spread Futures Contract Date: 20200219
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (CNY) |
|---|
|
SP
|
SP l2005&l2009
|
1,000
|
1
|
5.0
|
|
SP
|
SP l2005&l2101
|
1,000
|
1
|
5.0
|
|
SP
|
SP l2009&l2101
|
1,000
|
1
|
5.0
|
|
SPC
|
SPC l2005&v2005
|
1,000
|
1
|
5.0
|
|
SPC
|
SPC l2009&v2009
|
1,000
|
1
|
5.0
|
|
SPC
|
SPC l2101&v2101
|
1,000
|
1
|
5.0
|