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臺灣 50 指數期貨 PowerPoint PPT Presentation


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臺灣 50 指數期貨. 中華民國九十二年六月. 大綱. 壹、前言 貳、契約規格 參、交易制度 肆、結算制度 伍、策略運用. 壹、前言. 92 年交易資料統計至 4 月 30 日. 我國期貨市場成交值佔現貨市場比重. 單位:億元. 92 年交易資料統計至 4 月 30 日. 加權指數及特定類股指數與持股組合產生較大差異,避險與套利交易皆涉及現貨市場搭配操作,此將增加避險 、 套利困難 影響期貨價格發現功能 影響價格失衡時之市場調整機制 影響期貨操作精確性與效率性 目前國際上推行成功之股價指數期貨契約多採固定採樣數股價指數為標的,以利避險及期貨市場之發展.

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臺灣 50 指數期貨

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