摩台要學台指囉 - 期貨

從善如流～本月30日起摩台結算將改成跟台指一樣
最後三十分鐘26個時間價位算數平均

最後一盤狂拉狂殺應該會稍微改善一點

The revised FSP methodology is the average value of the MSCI Taiwan IndexSM,
taken at 1-minute intervals in the last thirty (30) minutes of trading. This
will include the closing index value and exclude the 5-minute closing call
auction period of the underlying stock market. There will be a total of 26
points – 1.01pm, 1.02pm, 1.03pm… 1.23pm, 1.24pm, 1.25pm and 1.30pm. The
Final Settlement Price shall be rounded to two (2) decimal places.

剛剛看了一下，從2010一月合約開始，2009十月、十一月、十二月不變
不知道會有何影響

The revised FSP methodology will be effective from 30 October 2009,
applicable to the January 2010 contract and thereafter. For the avoidance of
doubt, the October 2009, November 2009 and December 2009 contracts will
settle using the current closing index price methodology.

--