[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-futures_prac-115-1-043":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-115-1-043","115-2",39,"美國道瓊期貨(UDF)與美國標普 500 期貨(SPF)的最後結算價，皆是依據指數編製公司計算的何種價格？",[13,14,15,16],"當日收盤價(Closing Price)","當日成交量加權平均價(VWAP)","最後交易日 30 分鐘算術平均價","特別開盤價(Special Opening Quotation,SOQ)",3,"期貨交易概論與各國實務",2,"美國道瓊期貨(UDF)與美國標普500期貨(SPF)的最後結算價,均採指數編製公司計算的特別開盤價(Special Opening Quotation, SOQ),即以最後結算日各成分股的開盤價彙算而得的指數值,可避免尾盤操縱並使結算價與現貨開盤一致,故選(D)。(A)當日收盤價易受尾盤大量委託影響、(B)成交量加權平均價(VWAP)、(C)最後交易日30分鐘算術平均價,雖是其他商品可能採行的結算方式,但均非UDF與SPF的結算基準。","medium",[23,27,30,33,37,41],{"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":17},"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",{"id":34,"question":35,"qno":36},"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":38,"question":39,"qno":40},"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":42,"question":43,"qno":44},"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？",25,1787293966583]