[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-futures_prac-114-3-013":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c4",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-114-3-013","114-3",13,"同上題，若此交易人在價差為 12 美分／每英斗作此價差交易，而在價差為 7 美分／每英斗把他的部位做結清，則此交易人的損益為多少？",[13,14,15,16],"獲利 5 美分／每英斗","獲利 19 美分／每英斗","損失 5 美分／每英斗","損失 19 美分／每英斗",0,"投機性期貨交易與價差交易",1,"買近月賣遠月屬多頭價差，價差由12美分縮小至7美分，縮小5美分即為獲利，5美分\u002F英斗，故(A)正確。價差是縮小而非擴大，故非(C)損失;(B)19、(D)19為12+7相加的誤算，非本部位損益。","hard",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"futures_prac-114-3-011","在正向市場下，某交易人在 CBOT 市場發現 3 月份和 5 月份的玉米期貨間的價差過大，應該如何交易才能獲利？",11,{"id":28,"question":29,"qno":30},"futures_prac-114-3-012","同上題，此價差交易是何種類？",12,{"id":32,"question":33,"qno":34},"futures_prac-114-3-030","如何利用期貨契約提高系統性風險？",30,{"id":36,"question":37,"qno":38},"futures_prac-114-3-036","分析市場間價差交易時重視的是：",36,{"id":40,"question":41,"qno":42},"futures_prac-114-3-038","兀鷹價差（Condor Spread）交易會使用幾個月份之期貨？",38,{"id":44,"question":45,"qno":46},"futures_prac-115-1-021","假設 6 月份期貨價格對於市場行情的變化較 3 月份期貨敏感，若小華預期未來行情將會轉差，請問他應如何操作價差策略？",21,1783661235740]