Study on Informational Transaction and Its Effect on China's Stock Index Futures Market

Table 13

	0.0015	0.003	0.0045	0.006	0.0075	0.009	0.0105	>0.0105
0.7562	56.25%	22.92%	14.58%	2.08%	4.17%	0.00%	0.00%	0.00%
0.7999	60.42%	18.75%	12.50%	6.25%	2.08%	0.00%	0.00%	0.00%
0.8104	56.25%	25.00%	14.58%	0.00%	0.00%	4.17%	0.00%	0.00%
0.8185	66.67%	14.58%	12.50%	4.17%	2.08%	0.00%	0.00%	0.00%
0.8302	52.08%	33.33%	12.50%	2.08%	0.00%	0.00%	0.00%	0.00%
0.8465	56.25%	20.83%	18.75%	2.08%	2.08%	0.00%	0.00%	0.00%
0.8543	45.83%	35.42%	10.42%	4.17%	0.00%	2.08%	2.08%	0.00%
0.8605	58.33%	20.83%	14.58%	4.17%	2.00%	0.00%	0.00%	0.08%
0.8667	60.95%	28.80%	5.48%	2.47%	0.88%	0.71%	0.18%	0.53%
0.8739	61.39%	29.15%	4.83%	2.32%	0.77%	0.77%	0.19%	0.58%
0.8801	62.34%	28.09%	4.68%	2.55%	0.85%	0.64%	0.21%	0.64%
0.8851	61.61%	28.44%	4.74%	2.61%	0.95%	0.71%	0.24%	0.71%
0.8923	61.76%	29.14%	4.55%	2.41%	0.80%	0.53%	0.27%	0.54%
0.8976	63.50%	28.22%	3.68%	2.76%	0.61%	0.31%	0.31%	0.62%
0.9019	64.39%	26.62%	3.96%	3.24%	0.72%	0.36%	0.00%	0.72%
0.909	61.74%	27.83%	4.78%	3.91%	0.43%	0.43%	0.00%	0.86%
0.9151	60.99%	26.92%	6.04%	4.40%	0.55%	0.55%	0.00%	0.55%
0.9193	61.19%	26.87%	5.22%	4.48%	0.75%	0.75%	0.00%	0.75%
0.9236	60.47%	27.91%	3.49%	5.81%	1.16%	0.00%	0.00%	1.16%
0.9274	52.63%	31.58%	2.63%	10.53%	0.00%	0.00%	0.00%	2.63%