v******g 发帖数: 1651 | 1 比如ym 9月113**, 12月就112**了。。。 |
b*******e 发帖数: 6389 | 2 因为12月看跌。
【在 v******g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 比如ym 9月113**, 12月就112**了。。。
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h******w 发帖数: 332 | 3 time value
【在 b*******e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 因为12月看跌。
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v******g 发帖数: 1651 | 4 2个人给了2哥不同答案。。唉 古板。。。
【在 h******w 的大作中提到】![](/moin_static193/solenoid/img/up.png) : time value
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a*o 发帖数: 19981 | 5 内事不决问百度,外事不决问狗狗,闲得蛋疼上BBS。
【在 v******g 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 2个人给了2哥不同答案。。唉 古板。。。
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s***s 发帖数: 4329 | 6 这谁家的孩子啊?
你的意思是说INTEREST RATE是负的?
【在 h******w 的大作中提到】![](/moin_static193/solenoid/img/up.png) : time value
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w*****y 发帖数: 2182 | 7 这问题不太好狗狗,不知道该用什么关键字啊
【在 a*o 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 内事不决问百度,外事不决问狗狗,闲得蛋疼上BBS。
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N******r 发帖数: 642 | 8 the above two explanations only scratch the surface of the issue by and
large...
it is the conventional bond yield that determines the price discrepancy b/w
the front-month and back-month, especially for financial futures that don't
require transportation, storage and insurance costs. think about you borrow
money to buy Dec YM and sell it out to pay back your debt three month later.
if you are refering to futures contracts of tangible assets (gold, oil,
grains etc), then the spread is caused by |
n******n 发帖数: 12088 | 9 有才的回答。
【在 b*******e 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 因为12月看跌。
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n******n 发帖数: 12088 | 10 re
w
t
borrow
later.
【在 N******r 的大作中提到】![](/moin_static193/solenoid/img/up.png) : the above two explanations only scratch the surface of the issue by and : large... : it is the conventional bond yield that determines the price discrepancy b/w : the front-month and back-month, especially for financial futures that don't : require transportation, storage and insurance costs. think about you borrow : money to buy Dec YM and sell it out to pay back your debt three month later. : if you are refering to futures contracts of tangible assets (gold, oil, : grains etc), then the spread is caused by
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