The aim of this paper is to find the optimal level of position limit for the Chinese Stock Index (CSI) 300 futures … market. A small position limit helps to prevent price manipulations in the spot market, thus able to keep the magnitude of … instantaneous price changes within policy makers' tolerance range. However, setting the position limit too small may also have …

Purpose To explain the final position limit aggregation rules and exemptions pertaining to derivative positions in nine …, 2017. Design/methodology/approach Explains the position limit aggregation rules and exemptions pertaining to equity …