标题: 问个FRM的问题，麻烦各位了啊 [打印本页]

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作者: glicen    时间: 2014-2-21 14:37     标题: 问个FRM的问题，麻烦各位了啊

Which of the following trade (s) contain mainly basis risk?
Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Nov 07 NYMEX




WTI Crude Oil contracts




Long 1,000 lots Nov 07 ICE Brent Oil contracts and long 2,000 lots Nov 07 ICE Brent




Oil at-the-money put




Long1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Dec 07 ICE Brent




Oil contracts




Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Dec 07 NYMEX




WTI Crude Oil contracts




这几个哪个存在基差风险呢？

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作者: cpskl04    时间: 2014-2-21 14:43

我帮不上什么忙～就顶一下吧～～加油

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