Re: [轉錄][問題] 這有違反選擇權原理嗎?笑了
※ 引述《crocodilesky (我是老大)》之銘言:
: 阿不就....
: ------------------------
: sasa下單之前看到81p現價3.5
: 於是委託市價1000口
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: ↓
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: KGI收到委託單
: 程式計算權利金 = 3.5 * 50 * 1000
: = 175000
: 由於帳戶有30W => 系統判斷為權利金足夠 => 向期交所下1000口81P
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: ↓
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: 期交所收到KGI委託單 因為滑價撮合後權利金共 960W
: => KGI繳交960W權利金給期交所
KGI沒有繳這筆錢
交易時間內的權利金收付由期貨商準備金帳戶代墊
三(?)個銀行日內期貨商之間再平帳
: (書上寫的最大虧損為已支出權利金就是這一筆)
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: ↓
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: KGI 後台1:幹 怎麼會權利金960W
: 後台2:叫她補啊
: => 所以餘額為 -9XX 萬
: (KGI錯在前幾筆成交後沒發現帳戶餘額並不足以支付後幾筆的權利金
: 來不及擋住後幾筆)
單子一次就送出去了, 送到期交所之後馬上就觸價成交
這是瞬間的事情
KGI這邊的人不會有機會在前幾筆成交之後發現帳戶餘額不足, 擋住後幾筆
KGI在這個交易的唯一機會就是單子送出去之前
利用控管機制避免這次事情發生
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: ↓
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: sasa需補足 9XX萬
我不認為結果會是這樣..
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