Anonymous
Anonymous asked in 商業與財經投資 · 1 decade ago

期貨Fair Value是什麼意思?

US Futures & Markets Indicators

Dec 2008

Change

Level

Last Update†

圖片參考:http://i.cdn.turner.com/money/images/1.gif

S&P 500

+25.30

925.40

1/2 9:14am

圖片參考:http://money.cnn.com/.element/ssi/data/1.0/premk/s...

Fair Value

929.26

1/2 10:08pm

Difference*

-3.86

圖片參考:http://i.cdn.turner.com/money/images/1.gif

NASDAQ

+40.50

1253.00

1/2 9:10am

圖片參考:http://money.cnn.com/.element/ssi/data/1.0/premk/n...

Fair Value

1265.74

1/2 10:08pm

Difference*

-12.74

圖片參考:http://i.cdn.turner.com/money/images/1.gif

Dow Jones

+94.00

8958.00

1/2 9:08am

圖片參考:http://i.cdn.turner.com/money/.element/img/1.0/mis...

DJIA Contracts

Fair Value source: IndexArb.com

請問Fair Value是什麼意思?又是怎麼來的呢?

1 Answer

Rating
  • 1 decade ago
    Favorite Answer

    這裡講的Fair Value應該是結算價吧!

    結算價是期交所按照規則公布出來.

    不一定是收盤價,所以有時候收盤價跟結算價會有落差.

    每個期交所都會有自己一套計算結算價的公式.

    例如台灣期交所的指數是以採收盤前一分鐘內所有交易之成交量加權平均價。

    當日收盤前一分鐘內無成交價時,以收盤時未成交之買、賣報價中,申報買價最高者與申報賣價最低者之平均價位為當日結算價。

    無申報買價時,以申報賣價最低者為當日結算價;無申報賣價時,則以申報買價最高者為當日結算價。

    Source(s): 台灣期貨交易所
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