[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-futures_prac-115-1-036":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"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":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-115-1-036","115-2",11,"日經指數期貨每點之契約值為￥500，原始保證金為￥900,000，維持保證金為￥675,000，請問若在 16,000 買進日經指數期貨，則應補繳保證金的價位是在：",[13,14,15,16],"15,500","15,550","16,000","16,550",0,"期貨交易概論與各國實務",2,"每點契約值¥500。可承受虧損＝原始保證金900,000−維持保證金675,000＝225,000元,換算點數＝225,000÷500＝450點。於16,000買進為多單,虧損來自下跌,帳戶淨值跌至維持保證金的臨界價位＝16,000−450＝15,550,此標準算法指向(B)。官方公布答案為(A)15,500;15,500無法由450點直接算得(450點對應之臨界正是15,550),官方應係採「須明確跌破維持保證金臨界始追繳」而取更低之價位15,500。(C)16,000尚未虧損、(D)16,550反屬獲利,皆不需補繳。標準計算之補繳臨界為15,550,惟作答仍以官方答案(A)為準。","hard",[23,27,30,34,38,42],{"id":24,"question":25,"qno":26},"futures_prac-114-3-001","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？",1,{"id":28,"question":29,"qno":19},"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：",{"id":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",25,1787293966486]