Spread Futures Contract Date: 20190921
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (RMB) |
|---|
|
SP
|
SP m1911&m2001
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2001&m2003
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2001&m2005
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2001&m2009
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2003&m2005
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2005&m2007
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2005&m2009
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2007&m2009
|
1,000
|
1
|
1.0
|