CME Rule 48 中譯:熔斷機制 - 期貨

By Cara
at 2016-01-04T15:38
at 2016-01-04T15:38
Table of Contents
※ [本文轉錄自 Stock 看板 #1Lsoj-db ]
作者: sorryandbye (隨g致富) 看板: Stock
標題: [其他] CME Rule 48 中譯:熔斷機制
時間: Mon Aug 24 22:34:31 2015
今天小道瓊創下歷史跌幅最鉅(-1182點)
美股開盤也創下最大跌幅(1089.42點)
小道瓊於美國時間8:20左右啟動了熔斷機制
何謂熔斷機制?
意思是限制價格波動,以防止大量的賣單(/或買單)湧入,造成期貨的單邊市場效應。
美國CME(芝商所)對於最大跌幅有相當的限制:
電子盤為5%,開盤之後為7%(LV1),之後會有一定的時間(詳細時間待查)做定價交易(或是
定價以上/下價格),如繼續下殺到LV2,則為定價交易於13%,最後一階段則為20%,若突
破20%熔斷機制防守線則無限制交易漲跌幅。
"The New York Stock Exchange is invoking Rule 48 for the Monday stock market
open, Dow Jones reported."
關於Rule 48(WSJ)
http://blogs.wsj.com/marketbeat/2010/05/20/exactly-what-is-rule-48/
MBA智庫解釋
http://wiki.mbalib.com/zh-tw/%E7%86%94%E6%96%AD%E5%88%B6%E5%BA%A6
截圖紀念一下
1.漲跌停熔斷機制限制
http://imgur.com/nUsyQvR
2.跌停定價交易
http://imgur.com/Pnpxxax
3.限制定價交易時段
http://imgur.com/Yv7yK9Z
--
我是一隻小小鳥~
一隻小小小鳥~
一隻小小小小鳥~
飛呀飛
飛過河川飛上青山飛越高空
山川青空
--
作者: sorryandbye (隨g致富) 看板: Stock
標題: [其他] CME Rule 48 中譯:熔斷機制
時間: Mon Aug 24 22:34:31 2015
今天小道瓊創下歷史跌幅最鉅(-1182點)
美股開盤也創下最大跌幅(1089.42點)
小道瓊於美國時間8:20左右啟動了熔斷機制
何謂熔斷機制?
意思是限制價格波動,以防止大量的賣單(/或買單)湧入,造成期貨的單邊市場效應。
美國CME(芝商所)對於最大跌幅有相當的限制:
電子盤為5%,開盤之後為7%(LV1),之後會有一定的時間(詳細時間待查)做定價交易(或是
定價以上/下價格),如繼續下殺到LV2,則為定價交易於13%,最後一階段則為20%,若突
破20%熔斷機制防守線則無限制交易漲跌幅。
"The New York Stock Exchange is invoking Rule 48 for the Monday stock market
open, Dow Jones reported."
關於Rule 48(WSJ)
http://blogs.wsj.com/marketbeat/2010/05/20/exactly-what-is-rule-48/
MBA智庫解釋
http://wiki.mbalib.com/zh-tw/%E7%86%94%E6%96%AD%E5%88%B6%E5%BA%A6
截圖紀念一下
1.漲跌停熔斷機制限制
http://imgur.com/nUsyQvR
2.跌停定價交易
http://imgur.com/Pnpxxax
3.限制定價交易時段
http://imgur.com/Yv7yK9Z
--
我是一隻小小鳥~
一隻小小小鳥~
一隻小小小小鳥~
飛呀飛
飛過河川飛上青山飛越高空
山川青空
--
Tags:
期貨
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