[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-futures_prac-115-2-022":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-115-2-022","115-2",22,"假設買 1 口玉米契約之佣金是 25，保證金 0.15／英斗。若某人買一口契約，價格為 1.35／英斗，當價格上漲至 1.45 時獲利平倉，則利潤約是保證金之：(玉米期貨 1 口＝5,000 英斗)",[13,14,15,16],"25%","5%","63%","37%",2,"投機性期貨交易與價差交易",1,"一口玉米契約 5,000 英斗，保證金每英斗 0.15，投入保證金＝0.15×5,000＝750。價格由 1.35 漲到 1.45，每英斗賺 0.10，毛利＝0.10×5,000＝500，扣掉佣金 25 後淨利＝475。相對保證金的報酬率＝475÷750＝63.3%，最接近 (C) 63%。(A) 25% 與 (B) 5% 都遠低於實際報酬，(D) 37% 則是佣金或保證金比例算錯所致。本題重點在槓桿效果：價格只漲約 7.4%，保證金報酬卻超過六成。","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-114-3-013","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,{"id":36,"question":37,"qno":38},"futures_prac-114-3-030","如何利用期貨契約提高系統性風險？",30,{"id":40,"question":41,"qno":42},"futures_prac-114-3-036","分析市場間價差交易時重視的是：",36,{"id":44,"question":45,"qno":46},"futures_prac-114-3-038","兀鷹價差（Condor Spread）交易會使用幾個月份之期貨？",38,1785904151928]