开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

wuzx · 2021年09月04日

如果从买方角度分析怎么做?

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 1,600 new short positions and 1,400 are closed out (with long trades).

为什么要从sell方分析?从买方分析要怎么算?买方close out1800为什么不能减去新签的得加400份?
1 个答案

李坏_品职助教 · 2021年09月04日

嗨,爱思考的PZer你好:


从long的角度来看,那1800 的close的单是之前的空头头寸平仓1200单是新开的多头


而short方的角度来看,1400是之前的多头仓位平仓1600是新开的空头


上面的数字里,加粗的是关于空头平仓和新开的空头的,要汇总在一起。斜体字的是多头的新开和平仓,要汇总在一起。


假设前一天open interest是X个:

那今天的结果就是多头剩下:X-1400+1200,空头剩下:X-1800+1600。所以无论是从Long还是从short来看,open interest少了200

----------------------------------------------
加油吧,让我们一起遇见更好的自己!

  • 1

    回答
  • 1

    关注
  • 543

    浏览
相关问题

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

2024-08-14 13:34 1 · 回答

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). 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。

2023-04-07 10:29 2 · 回答

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). 市场总量是剩下1600是吗

2023-02-26 18:00 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