[{"data":1,"prerenderedAt":35},["ShallowReactive",2],{"q-futures_prac-115-1-041":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","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"futures_prac-115-1-041","115-1",41,"臺指選擇權(TXO)週到期契約新增週五到期的契約，其掛牌交易的規則為何？",[13,14,15,16],"於交易當週的星期五，加掛次二週星期五到期的契約","於交易當週的星期一，加掛次一週星期五到期的契約","於每月第一個營業日，加掛所有該月份的週五到期契約","於交易當週的星期三，加掛次一週星期五到期的契約",0,"臺指選擇權契約規格、交易結算制度與相關規定",1,"臺指選擇權(TXO)的週五到期契約採滾動掛牌:於交易當週的星期五,加掛「次二週星期五」到期的契約,使市場上恆常維持兩個週五到期契約可供交易,新契約恰在舊契約到期日同時遞補,故選(A)。(B)(D)將加掛日訂在星期一或星期三、且僅加掛次一週契約,與滾動掛牌的掛牌日與加掛週次均不符;(C)於每月第一個營業日一次掛滿該月所有週五契約,屬定期一次掛牌的設計,並非臺指選擇權週契約的規則。","hard",[23,27,31],{"id":24,"question":25,"qno":26},"futures_prac-115-2-030","我國指數選擇權撮合方式為：",30,{"id":28,"question":29,"qno":30},"futures_prac-115-2-036","依據臺灣期貨交易所規定，選擇權契約造市者在交易市場出現詢價訊息後，應於幾秒內進行買賣雙向報價？",36,{"id":32,"question":33,"qno":34},"futures_prac-115-2-040","臺灣期貨交易所的電子選擇權(TEO)與金融選擇權(TFO)的最後結算價，其計算基礎為何？",40,1787293966546]