futures 期货
futures market 期货市场
futures contract 期货合约
stock index futures 股指期货underlying asset  标的
contract multiple  合约乘数contract size      合约价值contract month    合约月份expiration date    到期日delivery date      交割日delivery month    交割月份delivery price    交割价格
options  期权
exercise price 执行价格
call option  认购期权
put option  认沽期权
european option  欧式期权
american option  美式期权
premiun  权利金
intrinsic value  内在价值
time value      时间价值
bull market      牛市
bear market      熊市
financial futures  金融期货
commodity futures  商品期货
basis              基差
basis risk        基差风险
exchange          交易
futures exchange  期货交易所
clearing house    结算
broker            经济人
come on! I feel strongly that I can make it. 加油!我坚信我一定能成功!
二.市场参与者:
结算会员      clearing member
特别结算会员    special clearing member
全面结算会员    general clearing member
交易结算会员    trading and clearing member 交易会员        trading member 期货公司        futures brokerage company
介绍经济商      introducing broker , IB
做市商          market maker
套期保值者      hedger
套利者          arbitrageur
投机者          speculator
抢帽子者        scalpers
散户            retail/individual investor
机构投资者      institutional investor
居间人          broker
对冲基金        hedge fund
出市代表        floor trader
交易主持        trading host
经济业务联系人  associated person , AP
结算交割员      settlement clerk
Cheer up! Nothing is impossible to a willing heart. 心之所愿,无事不成。
交易与结算
头寸            position
多头头寸        long position
空头头寸        short position
做多            long
做空            short
开户            open an account
个人账户        natural person account
法人账户        legal person account
交易编码        trading code
客户代码        client code
期货经纪合同    future trading agreement
保证金          margin
初始保证金      initial margin
Do not , for one repulse , give up the purpose that
you resolved to
effect .(William Shakespeare , British dramatist)
不要只因一次失败,就放弃你原来决心想达到的目的。(英国剧作家莎士比亚.W.)
交易和结算:
维持保证金  maintenance margin
保证金账户  margin account
交易保证金  trading margin
结算准备金  settlement margin
会员保证金  members'guarantee fund
客户保证金  client's margin
入金        deposite
出金        withdraw
交易指令    order
市价委托    market order
限价委托    limit order
限价指令    limit order
止损指令    stop order
止盈指令    stop order
The only limit to our realization of tomorrow will be
our doubts of today .(Franklin Roosevelt , American president)
实现明天理想的唯一障碍是今天的疑虑。(美国总统罗斯福. F .)
交易和结算
撮合成交  matching
撮合原则  matching principle
价格优先、时间优先  price priority and time priority 平仓优先、时间优先  closing-out priority and time priority
成交价 trade price
买入价 bid price
卖出价 ask price
开盘价 opening price
收盘价 closing price
当日结算价 daily settlement price
结算 settlement
当日无负债结算 mark to market
If winter comes , can spring be far behind ?
( P. B. Shelley , British poet )
冬天来了,春天还会远吗?( 英国诗人, 雪莱. P. B
交易和结算:
交割  delivery
交割仓库  delivery warehouse
现金交割  cash settlement
结算单  settlement statement
追加保证金 margin call
期货套利
开仓  open a position
平仓  close-out a position
对锁仓  locked position
移仓    roll over 成交量  volume
持仓量  open interest
手续费  transaction fee
交割手续费 delivery commission
仓单  warehouse warrant
期转现  exchange for physical
单边市  one-side market
Don't part with your illusions . When they are gone
you may still exist ,
but you have ceased to live. (Mark Twain , American writer)
不要放弃你的幻想。当幻想没有了以后,你还可以生存,但是你虽生犹死。((美国作家马克.吐温)
交易与结算:
当日盈亏 daily profit/loss
浮动盈亏 floating profit/loss
最后交易日 last trading day
新上市合约挂牌基准价 theoratical price of the newly listed contract
指令驱动 order driven
报价驱动 price driven
净持仓盈利 net position profit
金融期货信息系统 FFIS
分级结算 multi-layer clearing
电子仓单系统 e-warrant system
经济业务 brokerage business
自营业务 proprietary business
下单 place an order
撤单 cancel an order
期货保证金存管银行  Futures Margin Depositary Bank 标的物所有权  Property Right Of The Underlying Asset 标准仓单质押  Pledge
成交量加权平均价  Volume Weighted Average Price,
VWAP
算术平均价  Arithmetic Average Price
斩仓      Close Out The Open Positions To Stop The Loss
实物交割  Physical Delivery
滚动交割  Rolling Delivery
标准仓单注销 Cancel The Standard Warrant
仓单抵充  Use The Warrants As The Futures Margins 第四部分风险与控制
强行平仓  forced liquidation
强制减仓  forced reducing the position
持仓限制  position limit
涨跌停板  price cap or floor
熔断      circular brake system
大户持仓报告  large position report
结算担保金    clearing guarantee fund
操纵市场      market manipulation
抢先交易      front running
内幕信息      insider information
内幕信息的知情人员 deep throat in inside trading, insider
第五部分交易策略
基差          basis
基差风险      basis risk
价差交易      spread trading
套利          arbitrage
持有成本      cost of carry
期现套利      cash and carry
正向套利      positive arbitrage
反向套利      reverse arbitrage
无套利区间    no arbitrage area
跟踪误差      tracking error
跨市套利      intermarket spread
跨期套利      calendar spread
牛市套利      bull market arbitrage
熊市套利      bear market arbitrage
蝶式套利      butterfly
程式化交易  program trading
展期        roll over
套期保值    hedging
买入保值    long hedge
卖出保值    short hedge
最佳套期比率  optimal hedge ratio
流动性      liquidity
波动率      volatility
二项式期权定价模型  binomial model
隐含波动率          impolied volatility
β值        beta
Alpha系数  alpha
δ值        delta
技术分析    technical analysis
正向市场    contango
反向市场    backwardation