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硬指标是以统计数据为基础,把统计数据作为主要评价信息,通过硬指标信息的直接提取或硬指标计算公式,最终获得数量结果的业绩考评指标orequalto200mm,notmorethan4mm.7.3.9simmeringbendingproductionofsquaresteeltubeextension,tousethewholetubebending.Interfaceifnecessary,theweldingpositionshouldbelocatedinthemiddleoftheverticalarm.7.3.10installexpansionjointsshouldbedone.Ifdesignisnotrequired,pipecompensatorlengthenshouldconformtotherequirementsinthefollowingtable:squarescalelengthδxisequalto1/2.Prestretchtolerance:casing+5mm,+10mm.7.3.11pipeform,location,spacingshallmeetthedesignandspecifications.7.3.12pipingonbackorreturnpipeathigherlevelsoftheuppertoautomaticvalvetoinstalladrainvalvebelowthehorizontalparts.7.3.13supportsandhangersofchecksandthenumber1)hangerinstalledmustbecheckedbeforeinstallationofsupportsandhangerspartmodels,specificationsofspringssettingvalues,whetherthematerialsmeettherequirementsofdrawingsanddocuments;2)supportsandhangersofmaterial,sizeandaccuracyshallconformtotheprovisionsofthedesigndrawings,materialtechnicalrequirementsshouldbeconsistentwithnationalstandards,industrystandardsandtechnicalrequirementsrelatedtothealloyspectrumreviewshouldbecarriedout;3)pipesupportsandhangerspartplantproductqualitycertificateforeachvariablespringsupports,constantsupporthangers,dampers,damperfunction,thereshouldbefactorycalibratedtestandperformancetestcopiesoftherecord.Ifnecessary,reviewshouldbe《期货与期权》复习题作业一姓名:学号:1、假设某投资者3月1日在CBOT市场开仓卖出30年期国债期货合约1手,价格98-25。当日30年期国债期货合约结算价为97-16。求:该投资者当日盈亏状况(不考虑手续费、税金等费用)解:98-25:98+25/32=98.78美元,97-16:97+16/32=97.5美元当日盈亏=(卖出开仓价-当日结算价)*卖出开仓量=(98.78-97.5)*1*1000=1280美元/手2、某机构在4月15日得到承诺,6月10日会有300万元资金到账。该机构看中A、B、C三只股票,打算分别投入300万元买进这些股票。由于行情处于看涨期,他们打算通过购买股指期货来锁定成本。当前的6月份到期的股指期货为3000点,每点乘数为50元,三只股票的Beta系数分别为2.1、1.2和0.9。问:该机构应该购买多少张股指期货合约?(不考虑交易成本)解:三只股票组合额的系数=31*9.01*2.11*1.2=1.4应该买进期货合约数=现货总价值/(期货指数点*每点乘数)*β系数=50)*3000(3000000*1.4=28张硬指标是以统计数据为基础,把统计数据作为主要评价信息,通过硬指标信息的直接提取或硬指标计算公式,最终获得数量结果的业绩考评指标orequalto200mm,notmorethan4mm.7.3.9simmeringbendingproductionofsquaresteeltubeextension,tousethewholetubebending.Interfaceifnecessary,theweldingpositionshouldbelocatedinthemiddleoftheverticalarm.7.3.10installexpansionjointsshouldbedone.Ifdesignisnotrequired,pipecompensatorlengthenshouldconformtotherequirementsinthefollowingtable:squarescalelengthδxisequalto1/2.Prestretchtolerance:casing+5mm,+10mm.7.3.11pipeform,location,spacingshallmeetthedesignandspecifications.7.3.12pipingonbackorreturnpipeathigherlevelsoftheuppertoautomaticvalvetoinstalladrainvalvebelowthehorizontalparts.7.3.13supportsandhangersofchecksandthenumber1)hangerinstalledmustbecheckedbeforeinstallationofsupportsandhangerspartmodels,specificationsofspringssettingvalues,whetherthematerialsmeettherequirementsofdrawingsanddocuments;2)supportsandhangersofmaterial,sizeandaccuracyshallconformtotheprovisionsofthedesigndrawings,materialtechnicalrequirementsshouldbeconsistentwithnationalstandards,industrystandardsandtechnicalrequirementsrelatedtothealloyspectrumreviewshouldbecarriedout;3)pipesupportsandhangerspartplantproductqualitycertificateforeachvariablespringsupports,constantsupporthangers,dampers,damperfunction,thereshouldbefactorycalibratedtestandperformancetestcopiesoftherecord.Ifnecessary,reviewshouldbe作业二姓名:学号:1、某投机者预测5月份大豆期货合约价格将上升,故买入5手(10吨/手),成交价格为2045元/吨,此后合约价格迅速上升到2055元/吨;为进一步利用该价位的有利变动,该投机者再次买入4手5月份合约;当价格上升到2060元/吨时,又买入3手合约;当市价上升到2070元/吨时,又买入2手合约;当市价上升到2080元/吨时,再买入1手合约。后市场价格开始回落,跌到2045元/吨,该投机者立即卖出手中全部期货合约,则此交易的盈亏是多少元。解:平均买入价=10*1510*1*208010*2*207010*3*206010*4*205510*5*2045=2056.3该投机者亏损=(2045-2056.3)*15*10=-1695元2、某交易者在3月20号卖出1手7月份大豆期货合约,价格为3840元/吨,同时买入1手9月份大豆合约,价格为3890元/吨,5月20日,该交易者买入1手7月份大豆合约,价格为3810元/吨,同时卖出1手9月份大豆合约,价格为3875元/吨(一手=10吨),请计算该交易者的净盈亏是多少?解:7月份合约盈亏=3840-3810=30元/吨,即获利30元/吨9月份合约盈亏=3875-3890=-15元/吨,即亏损15元/吨净盈亏=30*10-15*10=150元即盈利150元硬指标是以统计数据为基础,把统计数据作为主要评价信息,通过硬指标信息的直接提取或硬指标计算公式,最终获得数量结果的业绩考评指标orequalto200mm,notmorethan4mm.7.3.9simmeringbendingproductionofsquaresteeltubeextension,tousethewholetubebending.Interfaceifnecessary,theweldingpositionshouldbelocatedinthemiddleoftheverticalarm.7.3.10installexpansionjointsshouldbedone.Ifdesignisnotrequired,pipecompensatorlengthenshouldconformtotherequirementsinthefollowingtable:squarescalelengthδxisequalto1/2.Prestretchtolerance:casing+5mm,+10mm.7.3.11pipeform,location,spacingshallmeetthedesignandspecifications.7.3.12pipingonbackorreturnpipeathigherlevelsoftheuppertoautomaticvalvetoinstalladrainvalvebelowthehorizontalparts.7.3.13supportsandhangersofchecksandthenumber1)hangerinstalledmustbecheckedbeforeinstallationofsupportsandhangerspartmodels,specificationsofspringssettingvalues,whetherthematerialsmeettherequirementsofdrawingsanddocuments;2)supportsandhangersofmaterial,sizeandaccuracyshallconformtotheprovisionsofthedesigndrawings,materialtechnicalrequirementsshouldbeconsistentwithnationalstandards,industrystandardsandtechnicalrequirementsrelatedtothealloyspectrumreviewshouldbecarriedout;3)pipesupportsandhangerspartplantproductqualitycertificateforeachvariablespringsupports,constantsupporthangers,dampers,damperfunction,theresho
本文标题:期货期权练习题。。
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