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wholesale magnetic jewelry beads On the day of the stock index futures delivery day, because the stock index futures contract is based on the stock index, in this way, when the final delivery, the stock index has almost a decisive role in the stock index futures. Therefore, there will be large funds to enter the spot market and lead to shock.
In short, the stock index futures originated from the stock market, but it is essentially different from the stock market. Based on the stock market, it has a reaction to the stock market. Especially for the short -term trend of the stock market, it has more "leading effects."
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In the commodity futures transaction, individual investors have no right to keep their positions to the final delivery day. It is borne by investors by itself; only spot companies that apply for dating and approved the exchanges can keep their positions until the final delivery day and enter the delivery procedure, because they have the needs and qualifications of the hedging to preservation.
The delivery location is a settlement warehouse specified on each futures exchange. The delivery method has agreed to the price of certain futures contracts within the transaction time, and the delivery is completed outside the court; or the delivery time after entering the delivery time.
Reference materials Source: Baidu Encyclopedia-Stock Index Futures Delivery Day
china wholesale findings jewelry : It can only be said that in most cases, the delivery day index will decline, but not all of them are, and there are also rising.
In general, the futures price is higher than that of the spot price, that is, ascending the water, and the long and short parties of the delivery day try to level the position as much as possible. The future price is approaching the spot price. When the water is rising, the desire to close the position is higher, and the price is more likely to fall. The market quotation will affect the spot and drive the decline in the spot market.
wholesale bails for jewelry What are the impact of stock index futures delivery days on the stock market? In China, stock index futures are the long -term contracts of the CSI 300 Index, which can have a future forecast for the CSI 300 Index, indicating whether it will rise or fall in the future. As far as the stock index futures are concerned, he will be cleared forcibly during the delivery day.
It, the stock index futures are usually a arbitrage of stock market stocks, and he is different from the stock. One is T 0 transaction, and the other is T 1 transaction. Stock index futures can operate in both directions. Do more or empty; while stocks can only be done in a single item.
The stocks only enter the market after judging the trend. If the trend is wrong, it will be set. The stock index futures are not the same, and you can enter the market in both directions. If your stock trend is wrong, you can operate in the stock index futures for preservation.
Is that the stock index futures have an impact on the stock market and should not be. It is still depending on the macroeconomic and market conditions, coupled with the mentality of investors.
From historical point of view, if the positions before the delivery day have not decreased, and there are long -term price differences, then it may indicate that there may be funds to "act" on the delivery date, and the mobilizer often occupies occupy The possibility of a significant rise or significant decline in the advantage has. Compared with stock index futures, on the settlement date of stock index futures, the transaction volume and volatility of the target index increased significantly. This is the expiration date of the stock index futures delivery period. The root cause of the expiration date effect is to settle the index futures in cash delivery, while arbitrage liquidation transactions, set of time preservation transit transactions and speculators manipulate the settlement price of settlement, and the interaction of the settlement date. The expiration date effect was produced.
Mishes that the securities trading law cannot sell short stocks, arbitrage transactions will only appear above the stock index futures price above the spot price. Arbitrage traders sell stock index futures and buy stocks. For the arbitrage who still holds the spot in the futures date, the stock needs to be cleared at the futures settlement price. If there are more arbitrage traders, the selling pressure in the same time will concentrate, and there will be a decline in the index.
For those who preserve the hedging period, the short contract needs to be transferred to other months when the contract is about to expire. To the spot index. The speculators of the contract hopes to develop the spot price in a more favorable direction on the last settlement date to achieve the purpose of profit or loss of losses. Therefore, speculators have the willingness to manipulate the price on the last trading day.
Under the influence of different factors described above, the transaction volume, volatility and yield and average level of stock index futures to date are significantly different. According to statistics, the investment yield of stock index futures buying stocks is higher than the average level of other trading days; Investment yields should be high. From the statistical point of view, the stock index futures expiration date causes a depressure effect of the spot price.
For investors in some stocks, several trading days of stock index futures can be regarded as a better opportunity to buy stocks. Similarly, there is a slight premium to sell stocks in the middle of the two stock index futures. At the same time, stock investors should pay attention to the number of positive arbitrage spaces in this month, and whether there is a significant increase in the number of positions in the trading day of arbitrage space. If possible, you also need to understand whether the number of empty orders held by the institution is relatively large. These Factors are likely to cause a certain pressure on the spot index of stock index futures.
trendy fashion jewelry wholesale 1. Since the launch of stock index futures transactions, there have been many discussions on the "Delivery Day Effect". The so -called "delivery day effect" means that when the delivery date of a stock index futures contract is approaching, the multi -short parties participating in futures transactions are used to obtain a contract price that is favorable to themselves and use various means to apply for futures and even spot prices. influences. Especially because the stock index futures contract is based on the stock spot index as the reference, and the settlement is made through cash. In this way, the spot index will almost play a decisive role in the stock index futures. Entering the spot market has caused the stock index to fluctuate sharply, thereby forming a "daily effect" effect.
2. In terms of futures contracts, the delivery date refers to the date when commodity delivery must be carried out. In commodity futures transactions, individual investors have no right to maintain their positions to the final delivery day. If they do not close their positions, their positions will be forcibly tied by the exchange. In the application of the spot -to -value qualification and approved spot company, the positions can be maintained to the final delivery day and entering the delivery procedure, because they have the needs and qualifications of hedging.
3. Futures contract seller and futures contract buyer transfer. The delivery location is the delivery warehouse specified on the futures exchange. The delivery method has agreed to the price of certain futures contracts within the transaction time, and the delivery is completed outside the court; or the delivery time after entering the delivery time.
stainless steel jewelry cheap wholesale The stock index futures are a financial derivatives based on the stock market. They are based on the stock market. It is closely related to the stock market operation, but it is essentially different from the stock.
The stock futures are a early reflection of the stock market, and it is the barometer of the stock market. It plays a role in helping the rise and fall.
"Delivery Daily Effect" means that when the delivery date of a stock index futures contract is approaching, the long and short parties participating in futures transactions are used to obtain a contract price that is favorable for themselves. Price impact. Especially because the stock index futures contract is based on the stock spot index as the reference, and the settlement is made through cash. In this way, the spot index will almost play a decisive role in the stock index futures. Entering the spot market has caused the stock index to fluctuate sharply, thereby forming a "daily effect" effect.
The stock futures reached the delivery date, which will be close to the price of the spot, and the subject matter of the stock index futures contract is the CSI 300. Then when the delivery date arrives, it will affect the Shanghai and Shenzhen 300, which will affect the Shanghai and Shenzhen 300, the broader market will be affected. In other words, the stock index futures are on the delivery day, and its trend will be consistent with the market trend and affect each other!
In short, stock index futures are a financial derivative product, which originated from the stock market, but it is essentially different from the stock market. Based on the stock market, it has a countermeasure for the stock market. Especially for the short -term trend of the stock market, it is even more "leading the leadership. effect"!