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yutripley · 2020年10月12日

问一道题:NO.PZ2015122802000034 [ CFA I ]

问题如下:

Zhenhu Li has submitted an immediate-or-cancel buy order for 500 shares of a company at a limit price of CNY 74.25. There are two sell limit orders standing in that stock’s order book at that time. One is for 300 shares at a limit price of CNY 74.30 and the other is for 400 shares at a limit price of CNY 74.35. How many shares in Li’s order would get cancelled?

选项:

A.

None (the order would remain open but unfilled).

B.

200 (300 shares would get filled).

C.

500 (there would be no fill).

解释:

C  is correct.

The order for 500 shares would get cancelled; there would be no fill. Li is willing to buy at CNY 74.25 or less but the minimum offer price in the book is CNY 74.30; therefore, no part of the order would be filled. Because Li’s order is immediate-or cancel, it would be cancelled.

请问 1.如果如果价格达到了 数量不够的话是会部分成交么? 2.价格低于74.25 也会成交么? 谢谢

1 个答案

Debrah_品职答疑助手 · 2020年10月13日

同学你好,这是基础班例题原题,76页,请听一下老师上课讲得更清楚,加油