Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China

Table 10

The explanatory total variance.

Contract	Component	Initial eigenvalue			Extract square sum loading			Rotation square sum loading
		Total	% of variance	Cumulative %	Total	% of variance	Cumulative %	Total	% of variance	Cumulative %
IF	1	2.377	47.539	47.539	2.377	47.539	47.539	2.301	46.019	46.019
	2	1.014	20.282	67.821	1.014	20.282	67.821	1.090	21.803	67.821
	3	0.948	18.962	86.783
	4	0.533	10.662	97.445
	5	0.128	2.555	100.000
IC	1	2.515	50.302	50.302	2.515	50.302	50.302	2.344	46.884	46.884
	2	1.040	20.803	71.105	1.040	20.803	71.105	1.211	24.221	71.105
	3	0.861	17.216	88.320
	4	0.469	9.386	97.707
	5	0.115	2.293	100.000
IH	1	2.685	53.699	53.699	2.685	53.699	53.699	2.659	53.172	53.172
	2	0.948	18.954	72.653	0.948	18.954	72.653	0.974	19.481	72.653
	3	0.894	17.884	90.537
	4	0.359	7.171	97.708
	5	0.115	2.292	100.000