[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-futures_prac-114-3-001":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":20},"futures_prac","期貨商業務員資格測驗——期貨交易理論與實務","c1",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":10,"chapter":17,"freq":10,"explanation":18,"difficulty":19},"futures_prac-114-3-001","114-3",1,"以下有關期貨交易者類別所須繳交保證金額度的比較，何者為真？",[13,14,15,16],"投機＞價差交易＞避險","投機＞避險＞價差交易","價差交易＞避險＞投機","避險＞價差交易＞投機","期貨交易概論與各國實務","期貨保證金的高低反映持有部位的價格風險，風險越大、需備妥的保證金越多。投機者純粹押注價格單向變動、沒有任何反向部位緩衝，曝險最高，因此繳交的保證金最多。避險者在現貨市場已有相對應的反向部位，期貨的損益會被現貨損益抵銷，整體風險居中。價差交易同時建立一多一空兩腿部位，兩腿方向相反、多空互抵，只賺兩者相對價差、承受的淨風險最小，保證金因此最低。故正確順序為投機大於避險大於價差交易，(B)正確。(A)把價差交易排在避險之前、(C)與(D)把投機列為最低，都違反「風險越高、保證金越高」的基本原則，故皆不選。","easy",[21,25,29,33,37,41],{"id":22,"question":23,"qno":24},"futures_prac-114-3-002","停損限價（Stop Limit）委託賣單，其委託價與市價之關係為：",2,{"id":26,"question":27,"qno":28},"futures_prac-114-3-003","6 月 1 日計算香港交易所 MSCI 臺指期貨之未平倉量為 10,000 口，下列敘述何者為正確？甲.表示買賣雙方各有 5,000 口契約尚未平倉；乙.表示買賣雙方各有 10,000 口契約尚未平倉",3,{"id":30,"question":31,"qno":32},"futures_prac-114-3-004","目前客戶的保證金淨值為 US$60,000，而其未平倉部位所需原始保證金為 US$48,000，維持保證金為 US$36,000，則若客戶欲出金，其最高可提領金額為：",4,{"id":34,"question":35,"qno":36},"futures_prac-114-3-005","瑞郎期貨每口所須原始期貨保證金為 US$1,800，若客戶於 0.8754 買進，在 0.8790 平倉，請問客戶的投資報酬率為何？(瑞郎期貨契約值 125,000 瑞郎)",5,{"id":38,"question":39,"qno":40},"futures_prac-114-3-025","一般交易於交易廳所造成「無法撮合」的爭端是由交易所哪一個委員會處理？",25,{"id":42,"question":43,"qno":44},"futures_prac-114-3-028","交易人已有 2 口 6 月 MSCI 臺指期貨的多頭部位，當他下達買進 5 口 6 月 MSCI 臺指期貨的委託單，則此一委託單是：",28,1787293965314]