可交易的套利合约.doc

当前可交易跨期套利、跨品种套利合约及参数表

品种
套利合约
最大下单
手数
最小下单
手数
最小变动价位(元)
黄大豆1号
SP A0909&A1001
1000
1
1
SP A0909&A1005
1000
1
1
SP A1001&A1005
1000
1
1
玉米
SP C0909&C1001
2000
1
1
SP C0909&C1005
2000
1
1
SP C1001&C1005
2000
1
1
豆粕
SP M0909&M1001
1000
1
1
SP M0909&M1005
1000
1
1
SP M1001&M1005
1000
1
1
豆油
SP Y0909&Y1001
1000
1
2
SP Y0909&Y1005
1000
1
2
SP Y1001&Y1005
1000
1
2
棕榈油
SP P0909&P1001
1000
1
2
SP P0909&P1005
1000
1
2
SP P1001&P1005
1000
1
2
线型低密度聚乙烯
SP L0909&L0910
1000
1
5
SP L0909&L0911
1000
1
5
SP L0909&L0912
1000
1
5
SP L0909&L1001
1000
1
5
SP L0910&L0911
1000
1
5
SP L0910&L0912
1000
1
5
SP L0910&L1001
1000
1
5
SP L0911&L0912
1000
1
5
SP L0911&L1001
1000
1
5
SP L0912&L1001
1000
1
5
聚氯乙烯
SP V0909&V0910
1000
1
5
SP V0909&V0911
1000
1
5
SP V0909&V0912
1000
1
5
SP V0909&V1001
1000
1
5
SP V0910&V0911
1000
1
5
SP V0910&V0912
1000
1
5
SP V0910&V1001
1000
1
5
SP V0911&V0912
1000
1
5
SP V0911&V1001
1000
1
5
SP V0912&V1001
1000
1
5
黄大豆1号和豆粕
SPC A0909&M0909
1000
1
1
SPC A1001&M1001
1000
1
1
SPC A1005&M1005
1000
1
1
线型低密度聚乙烯和聚氯乙烯
SPC L0909&V0909
1000
1
5
SPC L0910&V0910
1000
1
5
SPC L0911&V0911
1000
1
5
SPC L0912&V0912
1000
1
5
SPC L1001&V1001
1000
1
5
豆油和棕榈油
SPC Y0909&P0909
1000
1
2
SPC Y1001&P1001
1000
1
2
SPC Y1005&P1005
1000
1
2

2