Why are Sino-Japanese rubber futures out of sync?
First of all, the domestic schedule is different from that of foreign countries, even if it is extended. After the extension, the timetable of almost all financial institutions needs to be revised, which will be chaotic and the overall volatility of commodity futures market will be greatly reduced. Because the trading hours are not all concentrated, the volatility and fluency will be greatly reduced, and it is likely to be active only part of the time. Just like the Hang Seng Index, the difference in trading hours will lead to synchronization.