多谢,我看到相对于2008年的数据,一部分数据已经更新。我将挤出时间更新下面的资料: 35. 我爱流动性 热门衍生品代码集结号 http://www.hylt.net/vb/showthread.php?t=18516
Top Contracts ‐Equity Index Rank Contract /Jan‐Jun 2009 /Jan‐Jun 2010 /% Change 1 Kospi 200 Options, KRX 1,375,065,894 1,671,466,852 21.6% 2 E‐mini S&P 500 Futures, CME 308,764,146 299,603,623 ‐3.0% 3 S&P CNX Nifty Options, NSE India 146,706,110 221,430,570 50.9% 4 SPDR S&P 500 ETF Options * 181,699,626 219,409,316 20.8% 5 DJ Euro Stoxx 50 Futures, Eurex 178,923,108 205,280,712 14.7% 6 DJ Euro Stoxx 50 Options, Eurex 158,065,696 152,096,740 ‐3.8% 7 RTS Index Futures, RTS 65,587,005 109,825,863 67.5% 8 S&P 500 Options, CBOE 76,713,309 97,902,251 27.6% 9 S&P CNX Nifty Futures, NSE India 105,431,318 79,554,314 ‐24.5% 10 Powershares QQQ ETF Options * 74,230,296 69,092,398 ‐6.9% 11 iShares Russell 2000 ETF Options * 34,497,299 64,876,523 88.1% 12 Nikkei 225 Mini Futures, OSE 48,442,431 59,981,264 23.8% 13 Taiex Options, Taifex 38,540,149 47,959,889 24.4% 14 Kospi 200 Futures, KRX 43,911,561 44,825,483 2.1% 15 Dax Options, Eurex 43,490,404 42,653,315 ‐1.9% 16 E‐mini Nasdaq100 Futures, CME 40,648,392 41,997,576 3.3% 17 Financial Select Sector SPDR ETF Options * 58,053,294 40,517,454 ‐30.2% 18 TA‐25 Options, TASE 29,647,835 36,895,429 24.4% 19 iShares MSCI Emerging Markets ETF Options * 19,797,612 31,129,065 57.2% 20 ISE‐30 Futures, Turkdex 33,613,748 30,604,679 ‐9.0% * Traded on multiple U.S. options exchanges FIA Volume Webinar September 16, 2010 Sponsored by Tokyo Commodity Exchange
还是"Kospi 200 Options"遥遥领先,没办法; 昨晚,在账户管理中的chat形成了一个ticket号-187967,ib承诺补上"k200 option"的greeks,不知这事有戏没- 我: why k200 option has not greeks--? Sean F: one moment I will check hold on 我: OK--thank u ! Sean F: ok I see that. the options on the index do not offer the greeks. 我: why ? Sean F: I am not sure of the reason but it is not available. I will request that they be added 我: "they be added"---thank u very much!!! Sean F: thank you
建议不要轻易玩KOSPI。今天涨到253了,这样IB的交易佣金比以前10000元一份合约还变高了,真是悲剧啊。我总结了一下我的KOSPI交易,每个月获利30%以下,就是在给IB打工。不是超级高手,真的不要玩,比赌博机还输得快,而且“庄家,中介”都抽成抽得厉害。呵呵
还没抽出空开始。 能否请你帮忙做第一步的更新,电子表格形式,内容及格式塔参考2008我爱流动性的那些表格,算出每天的量。 有疑问的再留给我来更正? 你做完给我,我将一周内搞定最终版本。 当然你有共同作者署名权。