2. Inner disk and outer disk: equivalent to the inner disk and outer disk in stock software. For example, the person entrusted with the seller's transaction is classified as "outer disk" and the person entrusted with the buyer's transaction is classified as "inner disk". "Outer disk" and "inner disk" add up to volume. During the analysis, because the outer disk contains the seller's entrusted transaction, if the outer disk is large, it means that most of the selling price has been accepted, which means that the buying potential is strong; If the inner disk contains the buyer's transactions, if the inner disk is too large, it means that most of the buyers are willing to sell, which means that the seller has greater strength. If the inner disk and the outer disk are roughly similar, the buying and selling power is equal.
3. Total number of lots: refers to the total number of lots sold so far in this contract. In China, 1 hand is traded by both parties, so you can see that the mantissa is double digits.
4. Yesterday's settlement price: refers to yesterday's settlement price. Settlement price (different from yesterday's closing price) refers to the weighted average price of the transaction price in the last hour of a futures contract according to the volume. If the contract is a new listed contract, the calculation formula of the settlement price of the day is: contract settlement price = contract benchmark price+benchmark contract settlement price today-benchmark contract settlement price on the previous trading day.
5. Commission rate: refers to the index used to measure the relative strength of orders in a period of time, and its calculation formula is: Commission rate = [(number of entrusted buyers-number of entrusted sellers) ÷ (number of entrusted buyers+number of entrusted sellers) ]× 100%.
6. Position difference: referred to as position difference, it refers to the difference between the current position and the position corresponding to yesterday's closing price. If it is positive, add positions today; If it is negative, the position will be reduced. Position difference is the change of position. For example, the position of stock index futures contract in June 165438+ 10 is 60,000 lots, whereas it was 50,000 lots yesterday, so the position difference today is 1 10,000 lots. In addition: there are also changes in position differences in the transaction column. Here refers to the comparison between the position change caused by the current transaction order and the previous instant position, whether to increase or decrease the position.
7. Multi-single open position: the abbreviation of multi-single open position means that the position has increased, but the added value of the position is less than the current position, which belongs to active buying. For example, suppose four people are counterparties, in which A hangs out 1 sells to close the position, B hangs out 10 sells to open a position, and C sees that there is a 1 1 hand pending order at the selling position, that is, five hands are hung out to buy a position, and the disk display will be: multi-opening, spot transaction/kloc.
8. Open position: short position, indicating that the position has increased, but the added value of the position is less than the current position, which belongs to active selling; For example, selling and buying in the above example can be reversed.
9. Double opening: in a transaction, the opening amount is equal to the current amount, the closing amount is zero, the opening amount increases, and the difference is equal to the current amount, indicating that both long and short sides have increased their positions.
10, double balance: refers to the transaction in which the opening amount is equal to zero, the closing amount is the current amount, the opening amount decreases, and the difference is equal to the current amount, indicating that both long and short positions have lightened their positions.
1 1, multi-exchange and empty exchange: short for multi-exchange and empty exchange. If in a certain transaction, the open position and open position are equal to half of the current trading volume, and the open position remains unchanged, it means that the bulls and bears have not changed, but only some positions have been transferred between them. Combining the state of internal and external markets, we define the transaction state as follows.
12, Multi-level and Empty-level: short for long positions and short positions. Long position closing refers to the reduction of positions, but the absolute value of position increase is less than the current quantity, which belongs to active selling; Short position means that the position is reduced, but the absolute value of the position increase is less than the current quantity, which belongs to active buying. For example, suppose three people are counterparties, in which A has five bulls and B has a short ................................................................................................................................................... & gt
Question 2: What exactly does the open position in futures mean? Thank you for your simple and popular expression! The 30-point futures position refers to the total amount of open contracts of a contract held by investors. The position is equal to the sum of the open position and short position in the contract. It is worth pointing out that the total number of long positions is always equal to the total number of short positions in open contracts. There is a single contract position of a certain commodity, all contract positions, and all contract positions of various commodities in a certain market. In the case of foreign options, the calculation of positions also includes the number of futures contracts corresponding to futures options.
Question 3: What does the futures position mean? Some people buy futures, others sell futures. Both buyers and sellers will open positions and positions will increase. When one party opens the position, the other party closes the position, and the position remains unchanged, and both parties close the position and reduce the position. In the three domestic commodity futures exchanges, positions are calculated bilaterally, while the stock index and national debt of CICC are calculated unilaterally.
Question 4: blog.sina/u/1233721385? What is the meaning of open contract in futures trading?
In the analysis of futures graphic technology, it is very important to cooperate with each other in volume and position. A correct understanding of the relationship between trading volume and position change can help us grasp the combination of graphic K-line analysis more accurately and help us understand the market language more deeply. The following analysis of trading volume and position matching four dynamic situations.
The trading volume of 1 increases gradually, and the positions also increase synchronously.
This kind of situation is the most common in the futures trend, which mostly occurs at the beginning of the unilateral market, and the price trend is in turmoil. The serious differences between the long and short sides on the market outlook have formed the competition for funds in the market, but the price has not yet formed a unified consolidation range, and the price fluctuates rapidly and frequently, which makes short-term investors have enough profit space. At this time, the expansion of trading volume is due to the accumulation of short-term funds, while the expansion of positions is manifested in the accumulation of long and short energy. In this case, you can feel the change of the strength of the long and short forces from the disk, and at the same time, combined with the trend of the previous market, judge the changing direction of the market.
2. The trading volume gradually decreases and the positions gradually increase.
This situation is often a precursor to the coming of a big market. At this time, the forces of both long and short sides and the external factors of the market work together to make the market reach a balance in the dynamic. The decrease in transactions is due to the gradual balance of price fluctuation range, which makes short-term funds unprofitable. However, the increase in positions means that the differences between the long and short sides have increased and the financial confrontation has gradually escalated. Due to the unclear results of the differences, the long and short sides did not give way to each other and increased their positions one after another. Without breaking the deadlock first, the transaction gradually decreased, waiting for the final breakthrough. This situation is very fierce, and there are few false breakthroughs. Once it breaks out, there should be at least an intermediate market, and investors should do a good job in fund management.
3. The trading volume is gradually increasing, and the positions are gradually decreasing.
This situation generally occurs in the process of a market relay, and is accompanied by the phenomenon of killing more and more. Because the market is beneficial to one of the long and short sides, the other side has fled and their positions have gradually decreased. However, the rapid price movement provided a good opportunity for short-term speculation, so short-term funds actively intervened and the transaction did not decrease. Sometimes the increase of short-term positions masks the withdrawal of long-term funds, which leads to the trend of decreasing positions is not obvious. In this case, it may be accompanied by a mid-term rebound. Because of the violent rebound, it often gives people a feeling of turning around, but the original trend will continue.
4. The trading volume decreases gradually, and the positions decrease gradually.
This situation mostly occurs at the end of a wave of market, and the synchronous contraction of trading volume and positions proves that both long and short parties or one of them lose confidence in the market outlook and the funds are gradually withdrawing. If this situation continues to develop, it will provide favorable conditions for the intervention of new funds and become a precursor to change. As the volume of transactions and positions are relatively small, the market is easily influenced by external factors, and the price fluctuation is random, which will cause unnecessary losses to investors.
From the above situation, we can see that the volume of transactions is the basic driving force to promote market development, and the price changes tend to be active when the volume of transactions increases, and moderate when the volume of transactions decreases; Open position is the internal driving force of market development. Masukura is the beginning of a market and Masukura is the end of a market.
Question 5: What is the difference between holding a position and holding a position in commodity futures? Holding a position is how many people are holding positions now. Multiple orders and empty orders are equal, so it is calculated unilaterally.
Compared with the previous trading day, the warehouse difference is more or less today. Do you see it?
Question 6: What does the futures position mean? Generally speaking, the position. It also means volume+position.
If the example you are talking about is "stock index futures", then the volume and position are calculated according to "unilateral"; If the example you are talking about is commodity futures in Shanghai, Zhengzhou and Dalian, then the volume and position are calculated according to "bilateral". As can be seen from the quotation software, the mantissa of the trading volume and positions of stock index futures may be "odd", that is, the mantissa of 1, 3, 5, 7 and 9, while the mantissa of the trading volume and positions of Shanghai, Zhengzhou and Dalian commodity futures must be "even", that is, 2, 4, 6, 8 and 0.
Let's go back to your example: only A and B are doing futures, A has 20 long positions and B has short positions 10, so only 10 can be traded. The trading position displayed at this time is 10 lot, and the position is also 10 lot.
If commodity futures are placed in Shanghai, Zhengzhou and Dalian, then the trading volume is 20 lots and the positions are also 20 lots. Of course, A only sold 10 lots, and 10 lots were not sold.
Question 7: No matter whether the futures position is 10% or 100%, there is no necessary correspondence between small risks and big opportunities. The key is whether you are familiar with futures products and your own operating system. Of course, there is no corresponding relationship between small intra-day risk and necessarily large overnight risk. As long as you are under control, the risk can be adjusted. As the old saying goes, familiarity can really avoid risks and seize opportunities.
Question 8: What does the backhand position in futures mean? After the position in hand is closed, the position is automatically opened in reverse, and two actions are directly completed: closing the position first, and then automatically opening the position in reverse.
Question 9: What do you mean by closing futures? Closing a position is to sell (sell) the original futures contract. Future market changes have no effect on the liquidation order.
Futures T+0, you can open positions at any time when you have the opportunity.
Question 10: What do you mean by short futures? Hello, landlord, short position in futures means that all existing positions are closed, there is no position, and there is only cash in the account. I hope to tie it to the landlord.