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一凡007 · 2024年06月29日

老师,还存在有200个outstanding

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?

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).

为什么是down呢?

1 个答案
已采纳答案

pzqa39 · 2024年07月01日

嗨,从没放弃的小努力你好:


买方1800的close对应卖方1600的new,买方1200的new对应卖方1400的close,从买卖双方的角度看都是close比new多200,所以outstanding的是减少了200

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NO.PZ2023091802000019问题如下 Suppose thon aparticuly there are 3,000 tras in a futures contract. Of the buyers inthose 3,000 tras, 1,800 were closing out positions an1,200 were taking newpositions. Of the sellers in those 3,000 tras, 1,400 were closing outpositions an1,600 were taking new positions. Whis the change in openinterest ring the y? es it increase or crease? The open interest goes wn 200. This is because there are 1,200new long positions an1,400 long positions are closeout (with short tras).Alternatively, there are 1,600 new short positions an1,400 are closeout(with long tras). 老师,当合约有一方做off setting(close out)比如Along Bshort,B又当新对手方C的buyer,这是一种情况?还有一种情况是B当A的buyer?这种情况合约为0?还有别的情况吗?

2024-09-21 22:15 2 · 回答

NO.PZ2023091802000019 问题如下 Suppose thon aparticuly there are 3,000 tras in a futures contract. Of the buyers inthose 3,000 tras, 1,800 were closing out positions an1,200 were taking newpositions. Of the sellers in those 3,000 tras, 1,400 were closing outpositions an1,600 were taking new positions. Whis the change in openinterest ring the y? es it increase or crease? The open interest goes wn 200. This is because there are 1,200new long positions an1,400 long positions are closeout (with short tras).Alternatively, there are 1,600 new short positions an1,400 are closeout(with long tras). 求此道题目的解析,谢谢!

2023-10-19 15:17 2 · 回答