Are Equity Markets Starting To Price In China Risk?
Market Depth
SPX E-Minis Capturing the Period Starting From Last Week
The yuan had already been declining before the LPR cut announcement/nSPX fell at China equity market open rather than the LPR announcement/nMarket holidays allow for observing behavior absent a particular market participant/nDuring US holidays, systematic trading is trading in line with Asia macro assets/nNDX futures and Nikkei futures are still in locks even in the absence of the US
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