NO.PZ2019052801000040
问题如下:
Which one of the followings is most likely the description of the backwardation?
选项:
A.When the futures price is below the current spot price.
B.When the futures price is above the current spot price.
C.When the PV of futures price is below the current spot price.
D.When the PV of futures price is above the current spot price.
解释:
A is correct.
解析:这道题考的是现货溢价的概念。现货溢价是指现货价格高于期货价格的情况。所以A选项正确。
如题