[{"data":1,"prerenderedAt":34},["ShallowReactive",2],{"q-futures_prac-115-2-030":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","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"futures_prac-115-2-030","115-2",30,"我國指數選擇權撮合方式為：",[13,14,15,16],"開盤與盤中皆為集合競價","開盤時為集合競價、盤中為逐筆撮合","開盤與盤中皆為逐筆撮合","開盤與收盤時段為集合競價、盤中為逐筆撮合",1,"臺指選擇權契約規格、交易結算制度與相關規定","我國期貨交易所的股價指數選擇權，撮合方式與期貨一致：開盤採集合競價，先集中累積一段時間的委託，再以單一價格決定開盤價，避免開盤瞬間的價格失真；開盤之後的盤中時段則採逐筆撮合，委託一進場就立即與委託簿內的對手單成交，提高成交速度與價格的即時反映，故 (B) 正確。(A)(C) 把兩個時段的制度混為一談。(D) 多加了收盤時段的集合競價，與現行規定不符。","easy",[22,26,30],{"id":23,"question":24,"qno":25},"futures_prac-115-1-041","臺指選擇權(TXO)週到期契約新增週五到期的契約，其掛牌交易的規則為何？",41,{"id":27,"question":28,"qno":29},"futures_prac-115-2-036","依據臺灣期貨交易所規定，選擇權契約造市者在交易市場出現詢價訊息後，應於幾秒內進行買賣雙向報價？",36,{"id":31,"question":32,"qno":33},"futures_prac-115-2-040","臺灣期貨交易所的電子選擇權(TEO)與金融選擇權(TFO)的最後結算價，其計算基礎為何？",40,1785904152008]