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作者 ffaarr 在 PTT 全部看板的留言(推文), 共56040則
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收起看板(673)
1F→: 兩個規模差很多，imid一開始費用率高去年才降，而且一開始04/05 23:19
2F→: spdr主推的是另外一支全球型（現在規模還比較大）04/05 23:20
3F→: 交易量低當然不好，但你確定造市能滿足你的買賣就行。04/05 23:20
50F→: 現在的價位一部分就是預期降息漲的，不降跌一波正常04/05 09:31
48F推: 解讀錯誤了吧，只是因為這支是開放基金，贖回太多支04/03 23:23
49F→: 應不過來而已。04/03 23:24
10F→: 早就有了99.106.100.43 04/02 14:20
6F→: 交易成本不是只有手續袗，還有價差04/02 01:08
1F→: 交易成本有算嗎？04/02 00:44
309F噓: 噓「年化報酬率」，配息率就配息率，不要誤導04/01 22:56
1F→: 配息率跟到期殖利率是兩回事，先搞懂兩者的差別吧。04/01 13:38
2F→: 到期殖利率是把預計會有的利息和價差加起來的數字，04/01 13:39
3F→: 在債券價格低於原價時，配息自然會少於到期殖利率。04/01 13:40
5F→: 跟是不是ETF無關，你不是原價買直債配息率一樣不等於ytm04/01 14:08
2F噓: 不懂不要搞笑04/01 09:18
67F噓: 看到你之前的文章說「今日ftx，明日幣安」…03/31 03:15
68F→: 現在又富貴險中求了…03/31 03:15
144F→: 是啊，正常利率結構本來就是風險高的長債利率高於現03/31 03:08
145F→: 金，只是現在不是這個狀況。03/31 03:08
150F→: 只要台幣利率較低，利率避險就不是一定有利03/31 03:11
151F→: 重點還是無論何時，未來利率匯率走勢都難確定。03/31 03:12
152F→: 所以當然沒有不行買，但確定最糟風險要能接受。03/31 03:12
39F→: 美債期貨現在是正價差，配息收益吃光光還負。03/31 00:49
40F→: 再加上日兩倍的耗損，不是只看費用率03/31 00:50
41F→: 至於匯率風險是變小沒錯，但代價就是成本增加03/31 00:51
42F→: 現金擺美元有5%收益，擺台幣只有1.5%03/31 00:52
43F→: 等於你吃了10%的正價差只拿回2-3%的現金03/31 00:54
68F→: 二倍作多是「單日兩倍」，時間長本來就會偏離，可能03/31 01:38
69F→: 多過兩倍也可能少於兩倍。期貨持倉多少都可以去看03/31 01:38
70F→: 不需要用猜的。03/31 01:38
73F推: 00680L的期貨部位是資產的198%，是接近於2倍沒問題03/31 01:42
74F→: 部位都是指曝險大小，不是指保證金有多少。03/31 01:42
75F→: 然後正價差5%（含未收到的利息）就是反映美元利率而03/31 01:43
76F→: 已，跟正向市場沒直接關係。03/31 01:44
84F→: 正價差是用9月期貨 和6月期貨的價差*4 再加沒領配息03/31 02:09
85F→: 現在還高於5%03/31 02:10
89F→: 轉倉正價差不是去跟現貨比，而是不同月的期貨。03/31 02:14
92F→: 現在ETF持有的就是6月的，只要算之後轉9月 成本就行03/31 02:15
94F→: 至於價格，用cme ub futures可以查到官網價格03/31 02:16
96F→: 對於期貨轉倉來說， 正價差就是遠月 價格大於近月。03/31 02:17
97F→: 那才是真正影響到ETF報酬的 正價差。03/31 02:18
98F→: 實際上，如果你在近月快到期轉倉，近月也會接近現貨03/31 02:20
99F→: 兩時兩個數字會很接近，但當下和現貨的價差不重要。03/31 02:21
100F→: 你要算債券ETF的成本就是算不同天期的價差多少03/31 02:21
105F→: 目前算起來是大於5%，實際是會有出入沒錯。03/31 02:27
106F→: 然後因為現在不是期貨開市，要開市看會更準一點03/31 02:28
107F→: 現在的問題就是美債只有4%，但持有成本超過5%所以拿03/31 02:29
108F→: 來開槓的效果是負的。03/31 02:29
109F→: 不開槓的話就現金部位收益補回那5%多，只是這支不持03/31 02:31
110F→: 美元大多持台幣，所以抵回有限，所才才會說成本7%多03/31 02:31
112F→: 兩倍的5%多扣掉2%多的現金部位收益03/31 02:32
113F→: 等於9%的債券預期報酬只剩下1%多。還貸款2.5%就負了03/31 02:35
114F→: 那就是在賭利率變化而已了。03/31 02:36
122F→: 價差反映總報酬，利率不變的情況下就是我算的結果03/31 02:38
123F→: 美國的期貨很有效率，它就是類似你借美元去買長債03/31 02:39
124F→: 就是借5%的美元買4%的債券，03/31 02:39
125F→: 當然這個利差反映大家覺得長短債利率會變，但會不會03/31 02:40
126F→: 變就不知道了。03/31 02:40
130F→: 現金部位只有1倍，本來是5%，現在改持台幣為主，所03/31 02:45
131F→: 以剩2%多，也因此成本是7%多，債券預期報酬9%03/31 02:46
132F→: 預期報酬只有1%多，還不如1倍的4%多。03/31 02:46
133F→: 正2預期報酬不是負的，但貸款2.5%去買就是負的了。03/31 02:47
134F→: 用你的算法，就是損失近2%，補回近3%，剩1.%多報酬03/31 02:51
135F→: 這還沒扣掉ETF本身費用就是03/31 02:52
141F→: 啊對 算的順序不同，但結果應該類似。03/31 02:58