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 交易所
futures exchange 期货交易所
clearing house 结算所
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
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