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How Is Information on EFP Transactions on Chinese Government Bond Futures Published?
2019-09-02

The trading volume, turnover and change in the open interest of a futures contract entered into through an EFP transaction will, after the EFP transaction becomes effective upon being confirmed by CFFEX, be published together with real time market data. In addition, market data on each EFP transaction, including the contract code, execution confirmation date and time, and trading volume, should be disclosed on CFFEX’s official website.