Spread Futures Contract Date: 20220125
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (CNY) |
|---|
|
SP
|
SP l2202&l2203
|
1,000
|
1
|
1.0
|
|
SP
|
SP l2202&l2204
|
1,000
|
1
|
1.0
|
|
SP
|
SP l2203&l2204
|
1,000
|
1
|
1.0
|
|
SP
|
SP l2203&l2205
|
1,000
|
1
|
1.0
|
|
SP
|
SP l2205&l2209
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC l2202&pp2202
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC l2203&pp2203
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC l2205&pp2205
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC l2202&v2202
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC l2203&v2203
|
1,000
|
1
|
1.0
|
|
SPC
|
SPC l2205&v2205
|
1,000
|
1
|
1.0
|