Spread Futures Contract Date: 20200219
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (CNY) |
|---|
|
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 m2005&m2101
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2007&m2009
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2009&m2011
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2009&m2101
|
1,000
|
1
|
1.0
|
|
SP
|
SP m2011&m2101
|
1,000
|
1
|
1.0
|