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SWS Futures:China Index Futures Market Updates

http://msn.finance.sina.com.cn 2012-07-03 06:30 来源: 新浪财经
申银万国期货有限公司 Jian Bijia,Chen Chengxu


  CSI300 index futures closed higher on Friday, with the most active contract IF1207 up 23.4 points, or 0.96% to 2,469. IF1208 rose 25.6 points, or 1.05% to 2,474. IF1209 gained 25.6 points, or 1.04% to 2,483.8, and IF1212 was up 23.0 points, or 0.93% to close at 2,507.4 points.

  Total trading volume of four contracts increased 42,185 lots to 374,925 lots. The open interest decreased 3,308 lots to 72,718 lots.

  The basis of IF1207 was below 20 points in most time. The spread between IF1207 and IF1208 contract mainly fluctuated in a range of 2-5 points, almost the same as yesterday.
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