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

Table 15

Scores of IC, IF, and IH contracts.

Contract	Average composite score	Static factor score	Rank
IC1709	0.516	0.634	1
IC1706	0.395	0.472	2
IC1704	0.199	0.394	3
IC1705	0.095	0.201	4
IF1704	−0.027	−0.046	5
IH1709	−0.038	−0.075	6
IF1709	−0.069	−0.103	7
IH1706	−0.097	−0.124	8
IH1704	−0.170	−0.192	9
IF1706	−0.173	−0.196	10
IF1705	−0.296	−0.325	11
IH1705	−0.330	−0.402	12