Статья описывает теорию биржевого ценообразования и специфику клиринговых расчетов срочной секции Московской биржи. Материал будет интересен как начинающим трейдерам, желающим получить свой первый биржевой опыт по торговле деривативами, так и опытным форекс-трейдерам, рассматривающих возможность переноса своей торговли на централизованную биржевую площадку.
Код контракта Цена Изменение, % Объем, ₽ Объем, контр. Откр. позиции Изменение Расчетная цена Исполнение Открытые позиции Физические лица Юридические лица Итого Длинные Короткие Длинные Короткие Итоги торгов
Has anyone encountered a description of the methodology for calculating changes in open positions on our stock exchange? With legal entities everything seems more or less clear. I am interested by what criteria exchange counts individuals. Is there any limit on their deposits.
Has anyone encountered a description of the methodology for calculating changes in open positions on our stock exchange? With legal entities everything seems to be more or less clear. I am interested by what criteria exchange counts physical persons. Is there any limit on their deposits.
Probably not a limit - these are derivatives (futures), but the value of 1785897, I think, means that many want to buy a cheaper dollar. Have I got it right? (or is it a hedge transaction?)
I looked at the clearing process in Otkritie. Turns out - it is not reflected in the transaction history in any way.
Why isn't it displayed, everything is displayed.
Is it supposed to be like this? :)
Посмотрел, как в Открытие проходит клиринг. Оказывается - в истории сделок он никак не отражается.
Why isn't it displayed, everything is displayed.
Please give me a link to this topic to understand - what is clearing?
Unexpected saw in MICEX futures
http://moex.com/ru/contract.aspx?code=Si-12.16
Shouldn't we go for dollars?
Unexpected saw in MICEX futures
http://moex.com/ru/contract.aspx?code=Si-12.16
Shouldn't we go for dollars?
Speaking of birds...
Has anyone encountered a description of the methodology for calculating changes in open positions on our stock exchange? With legal entities everything seems more or less clear. I am interested by what criteria exchange counts individuals. Is there any limit on their deposits.
Speaking of birds...
Has anyone encountered a description of the methodology for calculating changes in open positions on our stock exchange? With legal entities everything seems to be more or less clear. I am interested by what criteria exchange counts physical persons. Is there any limit on their deposits.
http://moex.com/s1411
It is hard to believe that less than half of all individuals on the exchange trade in the most liquid instrument.
And as for the lawyers, it is probably hedging with futures.
http://moex.com/s1411
It is hard to believe that less than half of all individuals on the exchange trade in the most liquid instrument.
And as for the lawyers, it is probably hedging with futures.