有關USO換倉問題 - 股票

By Belly
at 2020-03-31T09:09
at 2020-03-31T09:09
Table of Contents
請教各位先進,USO的價格是對照近月期貨,
每個月都會在期貨結算前提前換倉到下一個月,
假設現在期貨價格為20.66(WTI2005),
換倉到下個月價格為24.66(WTI2006),
賣掉2005買2006的價差為4元,
這4元會反應在期貨口數上嗎?(價格高口數變少?)
如果油價還是沒起色,WTI2006價格又往20塊趨近
就會不只吃到4塊的價差口數虧損,還吃到24.66=>20塊的虧損?
另外00642U原油ETF也是同上述規則嗎?
只是他多了一個溢價
--
每個月都會在期貨結算前提前換倉到下一個月,
假設現在期貨價格為20.66(WTI2005),
換倉到下個月價格為24.66(WTI2006),
賣掉2005買2006的價差為4元,
這4元會反應在期貨口數上嗎?(價格高口數變少?)
如果油價還是沒起色,WTI2006價格又往20塊趨近
就會不只吃到4塊的價差口數虧損,還吃到24.66=>20塊的虧損?
另外00642U原油ETF也是同上述規則嗎?
只是他多了一個溢價
--
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