Research On TAIWAN Stock Index Future

Stock index future is the futures taking share price exponent as basis , is that business both sides is based on one kind of normalizing agreement arranging in advance , agreeing that some specially appointed time trades according to that preconcerted share price of both sides carries out the stock exponent in future. Our country stock market brisk trade , fluctuation extent are bigger , system risk component is more advanced in share price risk, urgent need stock index future all is effective risk administration implement. Singapore exchange has already debuted Chinese A50 exponent futures on September 5 , 2006. Commodity exchange (CME) announces Chicago on March 14 , 2007 , will debut new Hua Fu Shi of because of new Hua Fu Shi Chinese 25 exponents "E-mini Chinese 25 exponents futures " formally on May 20. On today, the stock index future exploitation already rises to the financial security of the country altitude. Seal will have analyse Taiwan forward market general situation first , the demonstration being in progress to Mogensitanli stock exponent futures and Taiwan stock exponent futures and their interactive corresponding merchandise on hand room relation has studied , included and then four marketplaces room relation falling behind , fluctuation and information propagation research in the lead.All above has studied one aspect is innovative to some extent on research method , another aspect studying in a deepgoing way to this representative marketplace has been helpful to our country overseeing the effect knowing marketplace inspection and business system tier discovering a function to price , the interactive relation having discovered the meaningful conclusion , having announced to our country Taiwan cash market , Taiwan forward market and Singapore Morgan platform with regard to pointing to a marketplace has provided the meaningful job.