---
title: Tick Size, Market Quality, and Cross-Asset Arbitrage in the Commodity Futures Market
url: https://www.ml-quant.com/papers/ssrn/4834010/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4834010
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834010
featured: 2024-05-22
citations: 0
topic: Trading, Microstructure & Execution
---


# Tick Size, Market Quality, and Cross-Asset Arbitrage in the Commodity Futures Market

The Dalian Commodity Exchange improved market quality by reducing the tick size for two commodity futures contracts, encouraging quote competition and cross-asset arbitrage activities.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834010
- Identifier: SSRN 4834010
- Released: 2024-05-20
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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