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July 18 Stock Index Futures Arbitrage Monitoring Daily

by 玛丽

Basis: CSI 300 IF2307 contract premium 0.86, SSE 50 IH2307 contract discount 1.64,

The CSI 500 IC2307 contract discount is 4.4, and the CSI 1000 IF2307 contract premium is 4.97;

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Monthly difference: the Shanghai and Shenzhen 300IF2307-2308 price difference is 2.2, the Shanghai Stock Exchange 50IH2307-2308 price difference is 1.4,

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The price difference of China Securities 500IC2307-2308 is 11.4, and the price difference of China Securities 1000IM2307-2308 is 14.6.

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