Research Article

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

Table 3


DateDominantNext monthNext seasonSeasons

2010/08/03–2010/08/20IF1008IF1009IF1012IF1103
2010/08/23–2010/09/17IF1009IF1010IF1012IF1103
2010/09/20–2010/10/15IF1010IF1011IF1012IF1103
2010/10/18–2010/11/19IF1011IF1012IF1003IF1106