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上小学 · 2023年02月26日

请问是增加200个合同吗。那么市场上剩下1600是吧

  1. FRM I
  2. Financial Markets And Products

NO.PZ2020012001000017

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?

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 1,800 new short positions and 1,600 are closed out (with long trades).

市场总量是剩下1600是吗

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1 个答案

李坏_品职助教 · 2023年02月26日

嗨，爱思考的PZer你好：


buyers里面有1800 个交易单，是在对之前做的空头交易进行平仓。就是比如你昨天做空了10张原油期货，今天你想结束这笔交易，那就要买入10张期货进行平仓。所以buyers里面只有1200个交易单是在真正的做多期货。


而sellers里面有1400个交易单，是在对之前做的多头交易进行平仓。比如你昨天做多了10张原油期货，今天你想结束交易，那就要卖出10张期货进行平仓。所以sellers里只有1600个交易单是在真正做空期货。


假设前一天的多头交易有X个， 空头交易有Y个。那今天的结果就是多头剩下：X-1400+1200 = X-200，空头剩下：Y-1800+1600 = Y-200。由于任何一笔交易有买有卖，我们最好只从一方来思考这个问题（不然会重复计算交易的数量），所以从多头角度来看（或者从空头角度来看）市场的交易笔数减少了200个。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2020012001000017问题如下Suppose thon a particuly there are 3,000 tras in a futures contract. Of the buyers in those 3,000 tras, 1,800 were closing out positions an1,200 were taking new positions. Of the sellers in those 3,000 tras, 1,400 were closing out positions an1,600 were taking new positions. Whis the change in open interest ring the y? es it increase or crease? The open interest goes wn 200. This is because there are 1,200 new long positions an1,400 long positions are closeout (with short tras). Alternatively, there are 1,800 new short positions an1,600 are closeout (with long tras). 就是新签即买卖双方分别是1200和1600，双方交易1600—1200=400由于买卖是翻倍的合约400除以2=200这样理解对吗

2024-08-14 13:34 1 · 回答

NO.PZ2020012001000017问题如下Suppose thon a particuly there are 3,000 tras in a futures contract. Of the buyers in those 3,000 tras, 1,800 were closing out positions an1,200 were taking new positions. Of the sellers in those 3,000 tras, 1,400 were closing out positions an1,600 were taking new positions. Whis the change in open interest ring the y? es it increase or crease? The open interest goes wn 200. This is because there are 1,200 new long positions an1,400 long positions are closeout (with short tras). Alternatively, there are 1,800 new short positions an1,600 are closeout (with long tras). 该类题型如何着手，按照什么样的步骤解答，烦请写个步骤，综合看一下，谢谢。没有任何思路。

2023-04-07 10:29 2 · 回答

NO.PZ2020012001000017为什么要从sell方分析？从买方分析要怎么算？买方close out1800为什么不能减去新签的得加400份？

2021-09-04 09:36 1 · 回答

看了之前的两个解答，完全看不懂，能不能详细地讲解一下啊。比如什么叫close之前的空头？为什么之前的long方就是现在的short方？buyer方 taking 1200 new positions 是指跟seller方的1400 closing position 签合约吗？那还有200合约跟谁签的呢？

2020-07-30 22:11 1 · 回答