Spread Futures Contract Date: 20190922
| Spread Trading Strategy | Spread Futures Contract | Maximum Order | Minimum Order | Tick Size (RMB) |
|---|
|
SP
|
SP y2001&y2005
|
1,000
|
1
|
2.0
|
|
SP
|
SP y2001&y2009
|
1,000
|
1
|
2.0
|
|
SP
|
SP y2005&y2009
|
1,000
|
1
|
2.0
|
|
SPC
|
SPC y2001&p2001
|
1,000
|
1
|
2.0
|
|
SPC
|
SPC y2005&p2005
|
1,000
|
1
|
2.0
|
|
SPC
|
SPC y2009&p2009
|
1,000
|
1
|
2.0
|