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上小学 · 2023年04月07日

完全看不懂各类解释，该类题如何解答有没有套路可以背诵一下？或者写出个步骤来，谢谢

  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).

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。

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2 个答案

DD仔_品职助教 · 2023年04月13日

嗨，爱思考的PZer你好：


没事啦同学慢慢来，有更重要的知识点，抓住更重要的！！加油！！

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努力的时光都是限量版，加油！

DD仔_品职助教 · 2023年04月07日

嗨，努力学习的PZer你好：


同学你好，

我觉得这个题的关键是在于要看懂题目在说什么，如果翻译出来题目的含义，做题应该没有任何问题。

题目说假设在一天之内，有3000份futures的合同被交易，代表者说有3000个买家同时也有3000个卖家，因为一份合约要有买卖双方一起完成。

那么在3k个买家里，有1.2k个是进入新合约，1.8k个是进行了close out

3k个卖家里，有1.6k是进入新合约，1.4个是close out

问你open interest咋变？

open interest指的是目前市场上活跃的交易量，也就是还没有被close out的头寸。

买方的那1800 的close的单其实close之前的卖方的，而卖单里的1400是用来关闭之前的买单的，我们来假设前一天买方X个， 卖方Y个。

那今天的结果就是活跃的买单剩下：X-1400+1200，卖单剩下：Y-1800+1600。所以市场上的interest开的position少了200。

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努力的时光都是限量版，加油！

上小学 · 2023年04月12日

谢谢，还是放弃这题，不明白。

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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

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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