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一小溪 · 2020年07月30日

问一道题：NO.PZ2020012001000017 [ FRM I ]

  1. FRM I
  2. Financial Markets And Products

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).

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？
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1 个答案

袁园_品职助教 · 2020年07月31日

同学你好！

1， 什么叫close之前的空头？ Close之前的空头就是之前是short position，现在long，相当于把之前的short position 结束掉

2， 为什么之前的long方就是现在的short方？之前long 现在 short 才能 close position

3， 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？这道题不是让你匹配买卖双方，而是最好只从一方来思考，例如从之前站在 long那一方来看，他们就是今天的 short 方，close 掉了 1400，但是同时今天新增了1200个long，所以 long 方的变化量就是 -1400+1200 = -200，即减少了 200

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