如題，想請問有人知道怎麼算結算價的嗎？
查了一下這次三月道瓊期的結算價是在32807，但昨天現貨是一開盤就往32500殺，盤中都在32700上下跑，怎麼算出結算價是32807？
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tif0830 wrote:
有人知道怎麼算結算價的嗎？
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Dow+Jones+Futures
Final Settlement
The final settlement price of an expiring mini-sized Dow futures contract shall be determined on the final settlement day (Rule 26105). The final settlement price shall be $5 times a Special Opening Quotation (SOQ) of the DJIA based on the opening prices of DJIA component stocks.
If, on the regularly scheduled final settlement day, the designated primary market for a DJIA component stock does not open, then the next opening price for that component stock shall be used in the determination of the SOQ.
If, on the regularly scheduled final settlement day, the designated primary market for a DJIA component stock is open, but that component stock does not open for trading, then the last sale price for that component stock shall be used in the determination of the SOQ.
https://www.cmegroup.com/education/articles-and-reports/understanding-the-special-opening-quotation-soq.html
跟台指用最後半小時算術平均不一樣，所以不會只拼最後一小段時間。
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