富邦VIX會倒多少人Part6 - 股票
By James
at 2019-07-05T23:58
at 2019-07-05T23:58
Table of Contents
大家好,小弟又來了
為什麼隔了這麼久又跑出來
因為今天實在是太有趣了
不得不出來再次談談富邦VIX
最近因為G20老川跟老習兩老握手
美股創新高,連帶恐慌指數一路下殺
但我們富邦VIX卻又再次發生同樣的事
就是溢價!!!
https://imgur.com/bkHuaGz
根據富邦投信的報價,截至1900前富邦VIX還溢價7.54%
有在觀察的朋友應該都知道最近都這樣
但奇怪,明明外資應該可以空現貨然後到富邦以淨值買入回補來套利
為什麼都沒有??我只能合理懷疑…富邦VIX不給套利
至於原因…只能請各位高手幫我解答
溢價有甚麼影響呢?
最近因為溢價大量的融券空單出現,融券從幾千張飆升到目前36萬張
但價格依舊堅硬
有趣的來了,今天公布非農數據美股急跌VIX急拉
https://imgur.com/J7tyWjW
如果依照目前狀況,理論上應該禮拜一大漲個5%~6%
但實際情況呢?我猜應該是小漲個1%甚至是跌的
原因就來自於溢價還有7.54%
這漲幅無法彌補溢價
結果是什麼?因為溢價放空的人沒賺到
反而還要擔心標借,甚至被軋爆
那做多的咧?因為買到盤子價所以也沒賺
那誰賺?就是不願意讓市場機制會復正常的富邦
發行機構有義務讓商品反映真實價格
但卻放任溢價橫行
解決方式卻是在即時淨值上面寫小心溢價…
VIX的ETF本身就是很多眉角的商品
富邦搞了個溢價更是奇杷…
也許真的富邦無能為力把價格恢復
如果是這樣…就如我從Part1標題就寫的
富邦VIX會倒多少人?
--
為什麼隔了這麼久又跑出來
因為今天實在是太有趣了
不得不出來再次談談富邦VIX
最近因為G20老川跟老習兩老握手
美股創新高,連帶恐慌指數一路下殺
但我們富邦VIX卻又再次發生同樣的事
就是溢價!!!
https://imgur.com/bkHuaGz
根據富邦投信的報價,截至1900前富邦VIX還溢價7.54%
有在觀察的朋友應該都知道最近都這樣
但奇怪,明明外資應該可以空現貨然後到富邦以淨值買入回補來套利
為什麼都沒有??我只能合理懷疑…富邦VIX不給套利
至於原因…只能請各位高手幫我解答
溢價有甚麼影響呢?
最近因為溢價大量的融券空單出現,融券從幾千張飆升到目前36萬張
但價格依舊堅硬
有趣的來了,今天公布非農數據美股急跌VIX急拉
https://imgur.com/J7tyWjW
如果依照目前狀況,理論上應該禮拜一大漲個5%~6%
但實際情況呢?我猜應該是小漲個1%甚至是跌的
原因就來自於溢價還有7.54%
這漲幅無法彌補溢價
結果是什麼?因為溢價放空的人沒賺到
反而還要擔心標借,甚至被軋爆
那做多的咧?因為買到盤子價所以也沒賺
那誰賺?就是不願意讓市場機制會復正常的富邦
發行機構有義務讓商品反映真實價格
但卻放任溢價橫行
解決方式卻是在即時淨值上面寫小心溢價…
VIX的ETF本身就是很多眉角的商品
富邦搞了個溢價更是奇杷…
也許真的富邦無能為力把價格恢復
如果是這樣…就如我從Part1標題就寫的
富邦VIX會倒多少人?
--
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