[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-futures_prac-115-2-007":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c1",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"futures_prac-115-2-007","115-2",7,"MSCI 臺指期貨目前市價為 184.5，則下列委託單何者為正確的委託單？",[13,14,15,16],"180.1 的停損買單","180.1 的觸價買單","180.1 的觸價賣單","180.1 的限價賣單",1,"期貨交易概論與各國實務","停損單與觸價單的差別在於觸發價相對市價的位置。停損買單要掛在市價之上，用於漲破壓力時追價或回補空單；觸價買單則掛在市價之下，等跌到便宜價位再逢低買進。目前市價 184.5，委託價 180.1 位於市價下方，因此只有 (B) 的觸價買單成立。(A) 停損買單必須高於 184.5，設在下方不合規。(C) 觸價賣單與 (D) 限價賣單都要掛在市價之上等待高價賣出，設在 180.1 等於低於市價認賠賣出，均不成立。","medium",[22,25,29,33,37,41],{"id":23,"question":24,"qno":17},"futures_prac-114-3-001","以下有關期貨交易者類別所須繳交保證金額度的比較，何者為真？",{"id":26,"question":27,"qno":28},"futures_prac-114-3-002","停損限價（Stop Limit）委託賣單，其委託價與市價之關係為：",2,{"id":30,"question":31,"qno":32},"futures_prac-114-3-003","6 月 1 日計算香港交易所 MSCI 臺指期貨之未平倉量為 10,000 口，下列敘述何者為正確？甲.表示買賣雙方各有 5,000 口契約尚未平倉；乙.表示買賣雙方各有 10,000 口契約尚未平倉",3,{"id":34,"question":35,"qno":36},"futures_prac-114-3-004","目前客戶的保證金淨值為 US$60,000，而其未平倉部位所需原始保證金為 US$48,000，維持保證金為 US$36,000，則若客戶欲出金，其最高可提領金額為：",4,{"id":38,"question":39,"qno":40},"futures_prac-114-3-005","瑞郎期貨每口所須原始期貨保證金為 US$1,800，若客戶於 0.8754 買進，在 0.8790 平倉，請問客戶的投資報酬率為何？(瑞郎期貨契約值 125,000 瑞郎)",5,{"id":42,"question":43,"qno":44},"futures_prac-114-3-025","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？",25,1785904151775]