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美分／每英斗把他的部位做結清，則此交易人的損益為多少？",{"id":62,"qno":63,"question":64,"chapter":65},"futures_prac-114-3-014",14,"多頭垂直價差策略適用於預期標的物：","選擇權基本概念與交易策略",{"id":67,"qno":68,"question":69,"chapter":65},"futures_prac-114-3-015",15,"買入 6 月份 S&P500 期貨 1,380 買權，賣出 9 月份 S&P500 期貨 1,390 買權，此為：",{"id":71,"qno":72,"question":73,"chapter":65},"futures_prac-114-3-016",16,"期權委託，在下單時除須註明商品種類、月份、履約價格、買權或賣權外，下列何者說明是必要的？",{"id":75,"qno":76,"question":77,"chapter":65},"futures_prac-114-3-017",17,"若投資人預期美國聯邦準備理事會近期的未來，仍要引導市場利率上升，投資人想要執行投機性交易，投資人應進行以下何種策略最適合？",{"id":79,"qno":80,"question":81,"chapter":65},"futures_prac-114-3-018",18,"關於賣出買權(writing a call option)和買進賣權(buying a put option)的描述,下列哪項是正確的？",{"id":83,"qno":84,"question":85,"chapter":86},"futures_prac-114-3-019",19,"期貨契約價差部位組合保證金之適用對象包括下列何者？","臺灣期貨交易所期貨交易實務",{"id":88,"qno":89,"question":90,"chapter":86},"futures_prac-114-3-020",20,"下列有關期貨契約價差部位組合保證金計收作業之敘述，何者正確？",{"id":92,"qno":93,"question":94,"chapter":86},"futures_prac-114-3-021",21,"期交所 2024 年 1 月推出客製化小型臺指期貨，下列敘述何者有誤？",{"id":96,"qno":97,"question":98,"chapter":86},"futures_prac-114-3-022",22,"臺灣期貨交易所對結算會員，應於何時結算其權益？",{"id":100,"qno":101,"question":102,"chapter":86},"futures_prac-114-3-023",23,"期貨商之調整後淨資本額不得低於下列何者？",{"id":104,"qno":105,"question":106,"chapter":86},"futures_prac-114-3-024",24,"以下哪一種情況下，期貨商應立即停止收受委託人委託？",{"id":108,"qno":109,"question":110,"chapter":10},"futures_prac-114-3-025",25,"一般交易於交易廳所造成「無法撮合」的爭端是由交易所哪一個委員會處理？",{"id":112,"qno":113,"question":114,"chapter":86},"futures_prac-114-3-026",26,"期貨商在計算客戶保證金淨值時，下列何者不應計入？",{"id":116,"qno":117,"question":118,"chapter":119},"futures_prac-114-3-027",27,"若目前 T-Bond 之市價為 105-25，某客戶想以 105-10 或更低之價格買進，則他應該使用哪一種委託單？","債券期貨",{"id":121,"qno":122,"question":123,"chapter":10},"futures_prac-114-3-028",28,"交易人已有 2 口 6 月 MSCI 臺指期貨的多頭部位，當他下達買進 5 口 6 月 MSCI 臺指期貨的委託單，則此一委託單是：",{"id":125,"qno":126,"question":127,"chapter":10},"futures_prac-114-3-029",29,"當交易所發布快市(Fast Market)時，依交易所規定，所有委託為「Not Held」，表示：",{"id":129,"qno":130,"question":131,"chapter":52},"futures_prac-114-3-030",30,"如何利用期貨契約提高系統性風險？",{"id":133,"qno":134,"question":135,"chapter":31},"futures_prac-114-3-031",31,"臺灣企業在瑞士發行以美元 SOFR 計息的浮動利率美元債券，如要確定每次付息的新臺幣金額，該企業應操作：",{"id":137,"qno":138,"question":139,"chapter":31},"futures_prac-114-3-032",32,"小華預期股票市場將上漲，同時預期一部分股票將下跌，小華應如何降低此部分股票對於賺取市場上漲報酬的負面影響？",{"id":141,"qno":142,"question":143,"chapter":31},"futures_prac-114-3-033",33,"下列何者會影響期貨避險之效果？",{"id":145,"qno":146,"question":147,"chapter":31},"futures_prac-114-3-034",34,"於 2022 年 4 月 20 日，6 月到期之黃金期貨價格為$1,790\u002F盎司，黃金現貨價格為$1,787\u002F盎司。假設某交易人擁有 100 盎司的黃金，為了防止黃金價格下跌，採取賣出等量黃金期貨。如果交易人於 6 月到期前即了結期貨部位，當時基差值轉至－5，則避險投資組合損益為：",{"id":149,"qno":150,"question":151,"chapter":10},"futures_prac-114-3-035",35,"歐洲美元期貨係採取何種交割方式？",{"id":153,"qno":154,"question":155,"chapter":52},"futures_prac-114-3-036",36,"分析市場間價差交易時重視的是：",{"id":157,"qno":158,"question":159,"chapter":65},"futures_prac-114-3-037",37,"認為標的物之市價下跌機會較大，則應：",{"id":161,"qno":162,"question":163,"chapter":52},"futures_prac-114-3-038",38,"兀鷹價差（Condor Spread）交易會使用幾個月份之期貨？",{"id":165,"qno":166,"question":167,"chapter":65},"futures_prac-114-3-039",39,"當賣出期貨賣權（Put）且被執行時，其結果如何？",{"id":169,"qno":170,"question":171,"chapter":65},"futures_prac-114-3-040",40,"買進股票後，又賣出以之為標的的買權：",{"id":173,"qno":174,"question":175,"chapter":65},"futures_prac-114-3-041",41,"交易人做價差交易，同時買一個履約價為$100 的期貨賣權，賣一個履約價為$140 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