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pengyaning · 2023年10月19日

求此道题目的解析,谢谢!

NO.PZ2023091802000019

问题如下:

Suppose that on a particular day there are 3,000 trades in a futures contract. Of the buyers in those 3,000 trades, 1,800 were closing out positions and 1,200 were taking new positions. Of the sellers in those 3,000 trades, 1,400 were closing out positions and 1,600 were taking new positions. What is the change in open interest during the day? Does it increase or decrease?

选项:

解释:

The open interest goes down by 200. This is because there are 1,200 new long positions and 1,400 long positions are closed out (with short trades). Alternatively, there are 1,600 new short positions and 1,400 are closed out (with long trades).

求此道题目的解析,谢谢!

2 个答案

DD仔_品职助教 · 2023年10月21日

嗨,从没放弃的小努力你好:


但是买卖双方啊,一买一卖作为对手方才有outstanding啊

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加油吧,让我们一起遇见更好的自己!

DD仔_品职助教 · 2023年10月20日

嗨,努力学习的PZer你好:


同学你好,

open interest表示outstanding的合约,也就是还没有到期或者结算的合约。对于买家,1800个close out,1200个new,卖家,1400个close out,1600个new。买和卖要搭配起来,买家的close out就需要卖家的new来做对手方,卖家的close out需要买家的new来做对手方,1800个买家close out对应1600个卖家的new,有200个outstanding;同理,1600个买家new对应1400个卖家的close out,有200个outstanding

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

pengyaning · 2023年10月21日

买卖各200个outstanding 加起来不应该是400个outstanding 嘛?