期貨流動性資訊
- 流動性參考指標計算方式為當日未沖銷部位(A) /最近5個交易日之交易均量(B)(交易均量(B)不含鉅額交易,交易未達5日者以實際交易日計算),四捨五入至小數第二位,數值介於0~9999.99,大於9999.99者或交易均量(B)為0者,以9999.99顯示。倘未沖銷部位(A)及交易均量(B)同時為0,流動性參考指標以NA顯示。
- 以未沖銷部位/交易均量數值1為例,係指該契約之平均交易量與未沖銷部位相當;倘數值大於1,表示該契約之平均交易量相對小於其未沖銷部位。
- 流動性資訊之公佈,係為提供交易人參考,瞭解當日期貨市場各契約流動性,期貨商或媒體於引用數據發布公開訊息時,宜特別注意,以免對市場有所誤導。
單位:口(未沖銷部位、交易均量)
公布日期時間:2024/11/11 16:51:11 PM
商品 | 商品名稱 | 到期月份(週別) | 未沖銷部位(A) | 交易均量(B) | 流動性參考指標(A/B) |
---|---|---|---|---|---|
TX | 臺股期貨 | 202412 | 17748 | 3548 | 5.00 |
TX | 臺股期貨 | 202503 | 940 | 109 | 8.62 |
TX | 臺股期貨 | 202506 | 788 | 14 | 56.29 |
TX | 臺股期貨 | 202509 | 250 | 10 | 25.00 |
前30個交易日期貨每日流動性資訊值檔案下載
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