What does this direct gap in futures mean?
In fact, this gap is caused by two different contracts, the new contract and the old contract. Although they are nominally contracts with thread 10, they correspond to contracts in different years. Contracts on or before 20 19 10 15 are 19 10, corresponding to 20 18. Attach the relevant transaction terms of the line contract. As can be clearly seen from the following figure, the15th of the contract month is the last trading day of the contract, and the theoretical last trading day of the10th month contract is15th, which means that the last trading day of the 2019th thread10th month contract is 20/10th. On 20th19, 10, 16, the thread contract of 2020 was concluded.