持仓量

根据衍生品分析，当成交量和持仓量增加，价格将会降低。

According to derivative analysis , prices are falling while volumes and open interest are rising .

燃料油期货市场成交量、持仓量与波动性关系

Relations among volume , open interest and volatility in fuel oil futures market

持仓量最大的期货合约或品种。

That future having the largest number of open contracts .

许多资产管理公司目前对美国国债的持仓量偏低，而偏重于企业债券。

Many money managers are underweight US Treasuries in favour of corporate bonds .

交易所按照买入和卖出的持仓量分别收取交易保证金。

The exchange shall , according to trading positions , collect the trading deposits .

合约限量及须申报的持仓量

Contract limits and reportable open position

在这关口，你必须将加仓获利部份平仓，并将持仓量降到基本水平。

It is imperative at this juncture to take profits on your pyramids and reduce the position back to base levels .

有关调查结果显示银行在信贷衍生工具市场的参与程度有所提高，但持仓量仍然偏低。

Providing survey results that show banks participation in the credit derivatives market has increased , but their positions were relatively small .

厄奇所在基金的总投资额为1.12亿英镑，其中排放贸易是该基金持仓量的最大股票之一，占总投资额的比例近5%。

Trading Emissions is the joint largest holding in Urch 's fund , accounting for almost 5 per cent of the total 112m investment .

经过两年的发展，股指期货市场的参与人数、合约持仓量、日均成交量等指标稳步提高，市场规模逐渐扩大。

After two years development , the attendant number , contract position , average daily trading volume and other indicators increased steadily , and market scale was gradually expanding .

在交易量大的市场状况下，持仓量增加了铜期货收益波动，低持仓量会生成更大的市场摩擦.合同交易量和竞价交易量在日计划中的经济分配

Low depth added to more market friction and increased volatility during heavy trading . COORDINATION OF THE DISPATCHING RELATIONSHIP BETWEEN THE CONTRACT VOLUMN AND COMPETITIVE BIDDING VOLUMN IN DAILY GENERATION SCHEDULING

分别从实物交割率计算方法、交易的持仓量和交易头寸集中水平与实物交割关系入手，实证检验了二者的内在高度相关性；

On the basis of calculating the delivery rate , empirically analyzing open positions and its concentration level and practical delivery relationships , the high relativity between futures trading and practical delivery have been examined .

在此基础上，由于我国期货市场的交易量和持仓量存在明显的季节性，而期货市场有效性可能受其影响，因此，引入季节虚拟变量。

On this basis , due to futures market of China , trading volume having significant seasonal effectiveness , but the effectiveness of the futures market could be affected , therefore , the introduction of seasonal dummy variables .

同时，用变现时间来控制内生流动性风险，使之能够从流动性的角度反映投资者的持仓量对风险的影响，使模型具有更大的灵活性和更好的实用性。

In addition , we use holding-period to control the endogenous liquidity risk , so that the model can reflect the impact of deposit of investors to the risk from the point of liquidity . The model has greater flexibility and better practicality .

选用资金、价格、持仓量等三类指标来反映期货交易中的逼仓风险，采用非线性映射分析将交易中存在逼仓风险的交易日分离成独立的点群。

Select seven indexes from three sorts-capital , price and open interest to reflect the risk of the corner . By the method of nonlinear mapping , the corner trading days are successfully separated with others , and form a independent points group .

尽管当前我国股指期货品种单一，但成长迅速，成交量、持仓量稳步提升，机构套保、套利诉求日趋强烈，投资者结构逐步优化。

Although the variety in the Chinese stock index futures seems to be single , rapid growth , the stock index futures exchange volume , open interest increases steadily , mechanism of hedging , arbitrage demand tends to be intense , and the investor structure is gradually optimized .