[{"data":1,"prerenderedAt":35},["ShallowReactive",2],{"q-futures_prac-115-2-040":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","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-115-2-040","115-2",40,"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？",[13,14,15,16],"以到期日標的指數收盤前三十分鐘內的簡單算術平均價訂之","以到期日標的指數的收盤價訂之","以到期日標的指數收盤前一分鐘的成交量加權平均價訂之","以到期日標的指數的開盤價訂之",0,"臺指選擇權契約規格、交易結算制度與相關規定",1,"指數選擇權的最後結算價必須採一段期間的平均值，才不會被單一瞬間的大單左右。電子選擇權(TEO)與金融選擇權(TFO)的最後結算價，是以到期日標的指數收盤前三十分鐘內所提供的指數，取簡單算術平均訂定，故選(A)。取三十分鐘平均可大幅拉高操縱成本，保障結算價格的公正性。(B)單一收盤價與(D)單一開盤價都是瞬間值，最容易成為結算當日尾盤拉抬或摜壓的目標；(C)收盤前一分鐘的成交量加權平均，取樣期間過短，同樣不是現行規定的計算基礎。臺股期貨與臺指選擇權另有以最後結算日開盤後一段時間平均計算的方式，兩套規則不可互相套用。","hard",[23,27,31],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"futures_prac-115-2-030","我國指數選擇權撮合方式為：",30,{"id":32,"question":33,"qno":34},"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？",36,1785904152078]