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

Table 8

	VPIN
Dominant contract
Mean	0.0996
Std.	0.0143
Next month contract
Mean	0.1503
Std.	0.0377
Next season contract
Mean	0.2902
Std.	0.0437
Seasons contract
Mean	0.4761
Std.	0.0715