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楼主: novice_trader

[原创] ES期指(3月11日)

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发表于 2015-3-11 09:52 PM | 显示全部楼层


Your are 年轻人。And we like you  唠叨

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回复 鲜花 鸡蛋

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发表于 2015-3-12 08:18 AM | 显示全部楼层
novice_trader 发表于 2015-3-11 05:42 PM
Yes,  Sir.

请问哪能查到 "明天开始用六月份合约报数字了"? 谢谢!
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发表于 2015-3-12 10:04 AM | 显示全部楼层
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 楼主| 发表于 2015-3-12 10:28 AM | 显示全部楼层
zhao 发表于 2015-3-12 08:18 AM
请问哪能查到 "明天开始用六月份合约报数字了"? 谢谢!

这不是查的问题。每一个做ES在季度前3,6,9 ,12 月份的第二个星期四都会找到下一份合约。

The ES expires on the third Friday of the months of March (H), June (M), September (U) and December (Z). The rollover days, however, are 8 days before expiration on the second Thursday of each of these months. These months have the letter designations H, M, U, and Z.

OR:

Contract Rollover occurs on the Thursday a week before the expiration Friday - for the e-minis, this is the second Thursday of March, June, September and December (if the Rollover month starts on a Friday, the Rollover is the first Thursday of the month).
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发表于 2015-3-12 11:34 AM | 显示全部楼层
I see, thank you for the explanation  
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