期貨流動性資訊
| 期貨流動性資訊 |
|---|
| 註1： | 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。 |
| 註2： | 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。 |
| 註3： | 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：2020/03/27 16:50:55 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 | 202006 | 10644 | 1351 | 7.88 |
| TX | 臺股期貨 | 202009 | 2064 | 225 | 9.17 |
| TX | 臺股期貨 | 202012 | 1484 | 235 | 6.31 |
前30個交易日期貨每日流動性資訊值檔案下載
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