Spread Futures Contract Date: 20200603
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (CNY) |
|---|
|
SP
|
SP y2009&y2101
|
1,000
|
1
|
2.0
|
|
SP
|
SP y2009&y2105
|
1,000
|
1
|
2.0
|
|
SP
|
SP y2101&y2105
|
1,000
|
1
|
2.0
|
|
SPC
|
SPC y2009&p2009
|
1,000
|
1
|
2.0
|
|
SPC
|
SPC y2101&p2101
|
1,000
|
1
|
2.0
|
|
SPC
|
SPC y2105&p2105
|
1,000
|
1
|
2.0
|