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期货问题.md

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期货问题

基差价差

牛市套利熊市套利

卖出套利是买低卖高，价差缩小盈利

买入套利是买高卖低，价差扩大盈利

上证50股指期货的报价单位是指数点，合约乘数为每点300元。中证500每点200元

交换本金的是外汇掉期，交换利息的是利率互换，交换本金和利息的是货币互换

当股指期货价格高于无套利区间上界或低于无套利区间下界时，投资者适合进行期现套利

期权的卖方需要缴纳保证金。期权的买方不需要缴纳保证金，只需要支付权利金

近买入卖价，近对应近，远对应远，近相同远相反，都是加法

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期转现

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