Reasons for the decline in delivery volume of stock index futures
At present, the settlement date effect of futures index has been obviously weakened; There is a simple reason. The exchange of positions between old and new contracts makes the profit and loss on the settlement date seem less important, which is the basic point I have reached by observing the futures index data in the past six months. However, the day before the delivery date is more likely to have a negative impact, and the delivery date is safer!