[{"data":1,"prerenderedAt":34},["ShallowReactive",2],{"q-futures_prac-115-2-036":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-115-2-036","115-2",36,"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？",[13,14,15,16],"10 秒","20 秒","30 秒","60 秒",1,"臺指選擇權契約規格、交易結算制度與相關規定","造市者制度的用意，是在成交較不熱絡的選擇權序列上持續提供可成交的報價，因此臺灣期貨交易所對其反應速度訂有明確時限：市場出現詢價訊息後，選擇權契約造市者應於 20 秒內提出買進與賣出的雙向報價，故選(B)。要求雙向而非單邊，才能同時服務想買與想賣的交易人，使買賣價差收斂、價格更連續，流動性也才真正改善；若逾時未報或只掛單邊，即不符合造市義務，期交所得依規定處理。(A)10 秒、(C)30 秒、(D)60 秒均非現行規定所訂的報價時限。","medium",[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-115-2-030","我國指數選擇權撮合方式為：",30,{"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？",40,1785904152059]