问题如下:
X, Y, and Z have entered into many derivative transactions. When transactions between X and Y are netted, the net value to X is 60. When transactions between Y and Z are netted, the net value to Y is 70. When transactions between Z and X are netted, the net value to Z is 80. Suppose that all transactions are cleared through a CCP rather than bilaterally. What is the net position of X, Y, and Z?
选项:
解释:
When they are cleared centrally, they net to -20 for X, +10 to Y, and +10 to Z.
老师您好,请问下“When transactions between X and Y are netted, the net value to X is 60. ”这句话里, 不是很理解to的含义,the net value to X is 60代表的是x是多头,long了60份吗 ?-10是代表net之后的头寸为空头,x总共是short了10份吗?