Agricultural Bank of China listed on economic data in making the broader market rebound?.

<P> IF1007 usher in the main contract settlement today, stock index futures market is the third time delivery. .IF1005 contract is a compromise ahead of long and short, 3 days to complete delivery; IF1006 contract settlement date is the last staged the empty set of more war, until the last moment; now look IF1007 contracts, short sharp lighten up around one week in advance to take profits, .get out of funds on the contract shifted the IF1008. .Delivery is to say three times, in fact, in three different ways, Tamana help you sort out the reason for this is to eliminate some errors in thinking investors, many investors believe that the Closing Date means rose or fell, which .is wrong, the trend of how the delivery date is the main choice is how long and short delivery, the two sides to compromise, give and take (similar to the May contract), or that long and short hold on to the last minute game, (similar to the June .contract). .Of course there is the early withdrawal of a party long and short, leading to other non-game opponents, making the delivery transaction inadequate conditions, this is divided into two types, dominant party to take profits get out, or is a party to take the initiative to throw in the towel withdrawal inferior battlefield .This is different in two ways, the way the former existence of the opportunity to strike back time, investors need to be cautious; while the latter, it is almost a way of their arms, often difficult comeback. .</ P> <P> IF1007 contract worth investors, there is a study of the phenomenon, it is going premium, before the contracts have premium, but often intraday Jibei correct, but entering into July, the continuous .appeared in the last week and continued this week, premium, and is all-day premium. .Tamana meaning that the premiums are generally three types: one means of arbitrage operations can only be suspended, only to speculative operations. .Second, the discount phenomenon generally seen in the shift position, facing the current July delivery contract, then the funds in order to build a new main contract, and the position shifted to the August contract, resulting in the original contract because trading is not enough "positive" and .ongoing premium. .Third, premium frequent, and often run from the bulls on the stock index future, lack of confidence in the sustainability of prices for the afternoon revealed the cautious skepticism, especially short until strong, and suddenly retreat without a trace, .can not believe this bull itself, short of the comeback of doubts. .The above three cases, the investors should be familiar with it and remember, a lot of people say that stock index futures added to the difficulties of one kind or another, but I personally have always thought that both sides of the market, stock index futures market is stronger than the laws on .So there are many rules for investors to research, learn from, this operation will become clear..