外汇(FX)入门

Overview: 

IB提供的交易场所和交易平台既适用于专注外汇交易的交易者也适用于因多币种股票和/或衍生品交易需要偶尔进行外汇交易的交易者。下方文章概述了在TWS平台上下达外汇定单的基本要点以及报价管理和头寸报告相关信息。

Background: 

外汇(FX)交易涉及同时买入一种货币并卖出另一种货币,两种货币组合在一起通常被称为交叉货币对。在下方例子中,EUR.USD交叉货币对中的前一种货币(EUR)为交易者想买入或卖出的交易货币,后一种货币(USD)则为结算货币

 

跳转至指定主题;

 

外汇报价

货币对即外汇市场上一种货币单位相对于另一种货币单位的相对价值的报价。用以作为参考的货币被称为报价货币,而参考该货币给出报价的货币则被称为基础货币。在TWS中,每个货币对有一个交易代码。您可以使用外汇交易者(FXTrader)调换报价方向。交易者买入或卖出基础货币的同时在卖出或买入报价货币。例如,EUR/USD货币对的代码为:

EUR.USD

其中:

  • EUR为基础货币
  • USD为报价货币

上方货币对的价格表示需要多少单位的USD(报价货币)能交易一个单位的EUR(基础货币)。也就是说,1 EUR是在按USD报价。

EUR.USD的单表示买入EUR并卖出同等金额的USD,具体取决于交易价格。

 

创建报价行

 
在TWS添加外汇报价行具体步骤如下:
1.  输入交易货币(如EUR),然后按回车键(enter)。
2.  选择产品类型——外汇   

3.  选择结算货币(如USD),然后选择外汇交易场所。

 

 

注:

IDEALFX对于超过其最低数量要求(通常为25,000美元)的定单可直接接入银行间外汇报价。传递到IDEALFX但未达到其最低数量要求的定单基本会被自动传递到小额定单交易场所进行外汇转换。点击此处了解IDEALFX的最低数量要求和最高数量限制相关信息。 

外汇交易商会按特定方向对外汇货币对进行报价。因此,交易者需通过调整输入的货币代码来查找想要的货币对。例如,如果输入货币代码CAD,交易者会发现合约选择窗口中没有结算货币USD。这是因为,该货币对是按USD.CAD报价的,只能先输入底层代码USD,然后再选择货币对。


 返回顶部

 

下单

 

具体取决于显示的栏标头,货币对将显示如下:
合约(Contract)描述(Description)栏将按交易货币.结算货币的形式显示货币对(如EUR.USD)。底层代码(Underlying)栏则只显示交易货币。

点击此处了解如何更改更改显示的数据栏标头。


 

1.  要输入定单,左键点击买价(下卖单)或卖价(下买单).

2.  指定想要买入或卖出的交易货币的数量。定单的数量基础货币(即货币对中的前一种货币)显示。

盈透证券在外汇交易上没有代表固定金额基础货币的合约的概念,您的交易尺寸便是所需交易的基础货币金额。

例如,100,000单位EUR.USD的买单会买入100,000单位EUR,并根据显示的汇率卖出等值USD。

3.  指定想使用的定单类型、汇率(价格),然后传递定单。

注:下达的定单必须是完整的货币单位,除上述交易场所最低数量要求外,没有最低合约或手数要求。

常见问题:如何使用外汇交易者(FX Trader)下单?

返回顶部 

 

点值

点(pip)是货币对变化的衡量单位,对于大多数货币对来说其代表最小变化,但有时也允许存在非整点的变化。

例如,在EUR.USD中,1个点是0.0001,而在USD.JPY中,1个点事0.01。

要计算报价货币1个点的点值,可采用以下公式:

(名义金额) x (1个点)

例如:

  • 代码 = EUR.USD
  • 金额 = 100,000 EUR
  • 1个点 = 0.0001

1个点点值 = 100’000 x 0.0001= 10 USD

  • 代码 = USD.JPY
  • 金额 = 100’000 USD
  • 1个点 = 0.01

1个点点值 = 100’000 x (0.01)= JPY 1000

要计算基础货币1个点的点值,可采用以下公式:

(名义金额) x (1个点/汇率)

例如:

  • 代码 = EUR.USD
  • 金额 = 100’000 EUR
  • 1个点 = 0.0001
  • 汇率 = 1.3884

1个点点值 = 100’000 x (0.0001/1.3884)= 7.20 EUR

  • 代码 = USD.JPY
  • 金额 = 100’000 USD
  • 1个点 = 0.01
  • 汇率 = 101.63

1个点点值 = 100’000 x (0.01/101.63)= 9.84 USD

 

头寸(交易后)报告

 

外汇头寸信息是在IB进行交易的一个重要方面,在真实账户中开始交易之前需对其进行充分了解。IB的交易软件在两个不同的地方反映了外汇头寸,二者均可在账户窗口查看。

 

1. 市场价值

账户窗口的市场价值部分反映的是实时货币头寸,按货币(而非货币对)显示。 

账户窗口的市场价值部分是唯一一个可供交易者查看实时外汇头寸信息的地方。持有多种货币头寸的交易者不一定要使用开仓时用的货币对来平仓。例如,买了EUR.USD(买EUR卖USD)还买了USD.JPY(买USD卖JPY)的交易者也可以通过交易EUR.JPY(卖EUR买JPY)来平仓头寸。

注:

市场价值部分可展开/收起。交易者应点击净清算价值栏上方的符号确保显示出绿色“减号”。如果是绿色“加号“,某些头寸可能被隐藏。

 

交易者可以从市场价值部分发起平仓交易:右键点击想要平仓的货币,选择”平仓货币余额“或”平仓所有非基础货币余额“。

 

 2. 外汇投资组合

账户窗口的外汇投资组合部分展示的是虚拟头寸,以货币对的形式显示头寸信息,这与市场价值部分按货币显示不同。这种特定的显示形式是为了考虑机构外汇交易者的常用惯例,零售或非频繁外汇交易者基本上可以无视该部分信息。外汇投资组合的头寸数量并不反映所有外汇活动,但是,交易者可以对此部分显示的头寸数量和平均成本进行修改。这一无需执行交易便可随意调整头寸和平均成本信息的功能对于除交易非基础货币产品外还参与其它货币交易的交易者可能会有帮助。其可让交易者手动将自动货币转换(交易非基础货币产品时会自动发生)与单纯的外汇交易活动分隔开来。 

外汇投资组合部分的外汇头寸和盈亏信息均来自所有其它交易窗口显示的信息。这在确定真实的实时头寸信息时可能会造成一定困惑。为减少或消除此类困惑,交易者可以选择以下操作:

 

a. 收起外汇投资组合部分

点击外汇投资组合(FX Portfolio)文字左边的箭头可收起外汇投资组合部分。收起该部分后,虚拟头寸信息便不再在各交易页面显示。(注:这并不会让市场价值信息显示出来,其只会阻止外汇投资组合信息显示。)

 

 

b. 调整头寸或平均价格

右键点击账户窗口的外汇投资组合部分,交易者可以选择调整头寸或平均价格。交易者平仓掉所有非基础货币头寸并确定市场价值部分反映了被平仓的所有非基础货币头寸后,便可将头寸和平均价格区域重置为0。此操作会重置外汇投资组合部分的头寸数量,可让交易者在交易界面看到更加准确的头寸和盈亏信息。(注:这是手动操作,每次货币头寸平仓后都需进行一次)。交易者应随时对市场价值部分的头寸信息进行确认,确保传递的定单达到开仓或平仓头寸想要的结果)

 

我们鼓励交易者在真实账户中开始交易前,先在模拟交易或演示账户中熟悉一下外汇交易。如关于以上信息仍有任何疑问,请联系IB。

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其它常见问题:

 

 

 

 

How to add a user to an existing IB Key instance - iOS

Overview: 

This page covers the steps required to add a user to the Authentication section in the IBKR Mobile app for iOS devices.

 

Requirements:
  • The IBKR Mobile app must be installed and IB Key Authentication already activated on this iOS device.
  • For more information on the installation and activation on iOS devices, please refer to KB2278.

 

Instructions:

1. On your iOS device, open the IBKR Mobile app.

     1.a. If the app opens with the login screen (Figure 1), tap on Services on the top-left corner (red arrow) and proceed with step 2

     1.b. If the app opens with your Home Page, Portfolio, Watchlists, or similar , tap on More on the bottom-right corner (Figure 2). Then tap on Services on the top-left corner (Figure 3) and proceed with step 2.

Figure 1.                                       Figure 2.                                       Figure 3.

   

2. Tap on Authenticate (Figure 4) and then on Add User (Figure 5).

Figure 4.                                          Figure 5.

     

3. Read the instructions and then tap on Continue (Figure 6).

Figure 6.

4. Enter your Username and Password, and then tap on Continue (Figure 7)

Figure 7.

5. An Authentication Code will be sent via SMS to the mobile phone number listed on your account (Figure 8). Enter this Authentication Code in the Activation Code field and tap on Activate (Figure 9).

Figure 8.                                                    Figure 9.

  

6. Depending on your smartphone's security settings, you will be asked to use your Passcode, Touch ID, or Face ID (Figure 10.).

Figure 10.

7. If the activation has been successful, you will see a confirmation screen. Finally, tap on Done to complete the procedure (Figure 11).

Figure 11.

在其它手机上启用了IB Key的情况下如何登录移动IBKR

Background: 
本文主要面向已经在一个手机上激活了移动IBKR验证、但另外还持有一个移动设备并且想在该移动设备上进行交易的客户。
属于这种情况的客户可以在备用设备上登录移动IBKR交易平台,用手机完成双因素验证程序。

 

为进行说明,本文中我们将采用以下命名规则:

验证设备:这是您激活了移动IBKR验证(IB Key)的智能手机

交易设备:这是您想使用移动IBKR程序进行交易的设备。

 

程序

请根据您手机的操作系统点击下方对应链接:

 

iOS

1. 交易设备上打开移动IBKR应用程序。在登录界面输入用户名和密码,点击登录
 图 1
 
2. 点击双因素验证 (图 2)。屏幕会出现一条挑战码(图 3
  图 2                                                            图 3
    
 
3.验证设备上打开移动IBKR应用程序
 图 4
 
4a.如果没有自动登录,点击左上角的服务图 5),然后点击验证图 6)。
 图 5                                                          图 6
 
 
4b.如果已经登录,点击右下角的更多按钮。然后向下滚动,点击验证
  图 7

5.输入在第2步中获得的挑战码。然后点击生成响应码 图 8)。提供安全验证要素后(图 9),您便会收到一条响应字符串(图 10)。
  图 8                                                     图 9                                                  图 10
   

6. 交易设备上,将响应字符串输入到“输入响应码“区域,然后点击发送以最终完成验证程序。
 图 11

 

 

安卓

1. 交易设备上打开移动IBKR应用程序。在登录界面输入用户名和密码,点击登录
  图 1
 
2. 点击双因素验证 (图 2)。  您会看到一条挑战码(图 3
 图 2                                                          图 3
  
 
3.验证设备上打开移动IBKR应用程序
 图 4
 
4a.如果没有自动登录,点击服务图 5),然后点击验证图 6)
 图 5                                                            图 6
   
 
4b.如果已经登录,点击菜单按钮(图 7),向下滚动,然后点击验证图 8)。
图 7                                                          图 8
 
5.输入您移动IBKR的PIN码以及您在第2步中获得的挑战码,然后点击生成响应码图 9)。屏幕上会显示一条响应字符串(图 10
图 9                                                         图 10
  
 
6. 交易设备上,将响应字符串输入到“输入响应码“区域,然后点击登录以最终完成验证程序。
 图 11
 


参考
  • 参见KB2260 了解如何使用移动IBKR验证的一般说明
  • 参见KB3073了解如何将IB Key / 移动IBKR验证迁移到新手机的说明
  • 参见KB2748了解如何进行IB Key/移动IBKR验证恢复的说明

 

How to fix the "Cannot create ... file" error during TWS installation on MacOS

Background: 

The filesystem permissions are controlled by your machines operating system. One of their functions is to secure your files, preventing unauthorized access or undesired modifications to the system and to your personal data.   

Some software on your computer may modify or override the permissions assigned by the operating system. Under certain circumstances, this prevents the TWS installer from accessing the folder where the application core files have to be created (/users/youruser/home/Applications). In such cases, the TWS installation usually displays the error "Cannot create ... file. Shall I try again?"

In this article we explain how to reset the filesystem permission of the "Applications" folder located under your user home folder in order to allow a smooth run of the TWS installation.
 

Procedure:

 
1. On your keyboard, press ⌘CMD + ⇧Shift +H to open your home folder
 Figure 1
 
2. Select the folder "Applications" within your home folder and press ⌘CMD + I to open the Info panel
 Figure 2
 
2. At the bottom right of the panel, click on the padlock
 Figure 3
 
3. To unlock the permissions panel, enter your MacOS credentials and click OK
 Figure 4
 
4. In the line correspondent to "everyone", click on "No Access" (Figure 5) and then select "Read & Write" (Figure 6)
 Figure 5                                                                            Figure 6
 
 
5. Click on the icon bellow the permissions panel and select “Apply to enclosed items..."
 Figure 7
 
6. Now run the TWS installer and click on Next> until you complete the installation
 Figure 8

7. Once the installation has completed successfully, repeat the previous steps from 1. to 5. setting back the permissions of “everyone” to “Read Only” to revert your changes to the initial status

 

 

How to log in to IBKR Mobile when the IB Key is enabled on another phone

Background: 
This article is intended for clients who have activated the IBKR Mobile authentication on their smartphone and possess as well an additional mobile device, on which they desire to trade.
Clients with this setup will be able to log in to the IBKR Mobile trading platform on their secondary device, using their smartphone to complete the Two-Factor Authentication step.

 

For the purposes of this article, we will use the following naming convention:

Authentication device: this is the smartphone on which you activated the IBKR Mobile Authentication (IB Key)

Trading device: this is where you want to use IBKR Mobile app for trading.

 

Procedure

Please click on one of the link below according to your phone operating system:

 

Apple iOS

1. On your Trading device, launch the IBKR Mobile app. Enter your your credentials in the login screen and tap Log In
 Figure 1
 
2. Tap Two-Factor Authentication (Figure 2).  A Challenge code will be displayed (Figure 3)
  Figure 2                                                            Figure 3
    
 
3. On the Authentication device, launch the IBKR Mobile app
 Figure 4
 
4a. If you are not automatically logged in, tap Services (Figure 5) on the top left, then tap Authenticate (Figure 6).
 Figure 5                                                          Figure 6
 
 
4b. If you are already logged in, tap on the More button on the bottom right. Then, scroll down and tap on Authenticate
  Figure 7

5. Enter the Challenge code you obtained at point 2. Then tap Generate Response (Figure 8). Once you have provided your security element (Figure 9), you will receive a Response String (Figure 10).
  Figure 8                                                     Figure 9                                                  Figure 10
   

6. On your Trading device, enter the Response String into the "Enter response code" field and tap Send to finalize the authentication process.
 Figure 11

 

 

Android

1. On your Trading device, launch the IBKR Mobile app. Enter your your credentials in the login screen and tap Log In
  Figure 1
 
2. Tap on the option Two-Factor Authentication (Figure 2).  You will see a Challenge code (Figure 3)
 Figure 2                                                          Figure 3
  
 
3. On the Authentication device, launch the IBKR Mobile app
 Figure 4
 
4a. If you are not automatically logged in, tap Services (Figure 5) and then tap Authenticate (Figure 6).
 Figure 5                                                            Figure 6
   
 
4b. If you are already logged in, tap the Menu button (Figure 7), scroll down and tap Authenticate (Figure 8).
  Figure 7                                                          Figure 8
  
 
5. Enter your IBKR Mobile PIN and the Challenge code you obtained at point 2. Then tap Generate Response (Figure 9). A Response String will be displayed (Figure 10)
  Figure 9                                                         Figure 10
  
 
6. On your Trading device, enter the Response String in to the "Enter response code" field and then tap Log In to finalize the authentication process.
 Figure 11
 


References
  • See KB2260 for general instructions on how to use IBKR Mobile Authentication
  • See KB3073 for instructions on how to migrate the IB Key / IBKR Mobile authentication to a new smartphone
  • See KB2748 for instructions on how to perform the IB Key / IBKR Mobile authentication recovery

 

How do I enable the Notifications for the IBKR Mobile app

Overview: 

What is a notification?

A push notification is a brief message which is sent ("pushed") from a back-end server to your device over the Internet. Apps developers use those attention-grabbing messages to quickly and effectively reach the recipients, even if they are not currently engaging with their application. Notifications can deliver information to users or advise them of a specific action they are invited or required to perform.

Background: 

Why does the IBKR Mobile app use notifications?

The IBKR Mobile application uses notifications for informational purposes, as well as two-factor authentication. In the latter case, the user is invited to tap on the notification, which will automatically open the IBKR Mobile app and begin the authentication process.

This procedure explains how to manually enable notifications for the IBKR Mobile app. Please click the link below that matches your smartphone's operating system.

Apple iOS

1. On your home screen, tap Settings (Figure 1), then Notifications (Figure 2) and finally IBKR (Figure 3)
 Figure 1                                                 Figure 2                                                   Figure 3                                 
2. In the IBKR app settings, you will see a number of different options. We recommend to set them in the following way (Figure 4):
  • Allow Notifications: enabled
  • Lock Screen, Notification Center, Banners: selected
  • Banner style: Persistent
  • Badges: enabled
  • Show Previews: Always
 Figure 4

 

Android

1. Go the Settings of your phone, then tap Apps & notifications1 (Figure 1) then IBKR Mobile (Figure 2) and finally App notifications (Figure 3)
 Figure 1                                                    Figure 2                                                     Figure 3                           
 
2.  Ensure that notifications for this app are globally On and the switches Allow notification dots, Allow interruptions, On the lock screen are all enabled (Figure 4). According to your personal preference, you may want to enable as well the switch Override Do Not Disturb
 Figure 4

Please note that menu items labels and positions may vary according to your device vendor and software version.
 

Notes

1. The Apps & notifications item may be called Sound & notification on certain devices


 References:
  • See KB2260 for instruction on how to activate and operate IBKR Mobile Authentication
  • See KB3234 for troubleshooting missing IBKR Mobile notifications
  • See KB2748 for information about IBKR Mobile Authentication recovery

 

IB TWS和IB Key整合为移动IBKR

概况

如何迁移账户使用者取决于您当前使用何种应用程序:

1. 您的智能手机仅用于交易(安装了IB TWS)- 点击此处
2. 您的智能手机仅用于验证(安装了IB Key) -  点击此处
3. 您的智能手机既用于交易,也用于验证(安装了IB TWS和IB Key) - 点击此处
4. 您的智能手机用于进行借记卡交易(安装了IB Key) -  点击此处
 

您是IB TWS用户

您使用手机上的IB TWS交易,但您未使用IB Key。
1. 在首次打开应用程序时,您将看到以下新的主页面。
图1是iOS设备上的移动IBKR主页面。图2是安卓设备的版本。

    
图1                                                                 图2

2. 点击“交易”按钮。
3. 应用程序的其它方面与您之前使用的一样。
 

 

通过“交易”页面访问其它功能

如您希望使用移动IBKR的其它功能,比如验证模块或借记卡功能:

对于iOS设备(图3)
1. 打开菜单上的“更多”(页面右下角)。
2. 滚动到页面底部。
对于安卓设备(图4)
1. 打开“应用”菜单
2. 滚动到底部的App设置

   
图3                                                                                        图4
 

您是IB Key使用者

激活

1. 打开移动IBKR并点击“验证”。
2. 应用程序会检测设备上是否安装了IB Key并提示您下一步如何操作 - 要么自动迁移(图5),要么先更新、然后再自动迁移。
您也可选择之后再手动迁移。

     
图5                                                          图6                                                            图7

迁移完成后,如您尝试运行独立的IB Key应用 - 即您之前验证过的IB Key - 您将看到以下界面(图8)。


 图8

 

日常操作


A. 如您有网络连接,则日常登录没有任何变化 - 系统会使用无缝验证:
1. 在(TWS、账户管理、网页交易者或移动IBKR)的相应区域内输入您的登录信息。点击“登录”。
2. 系统会向您的手机发送一条通知 - 点击该通知。
3. 取决于您的设备,(在iOS设备上)将面部置于摄像头前或在指纹传感器上按压指纹,或(在安卓设备上)输入您的PIN码。系统会自动登录。


B. 如您没有互联网连接,您可通过验证-响应的模式使用移动IBKR:
1. 在(TWS、账户管理、网页交易者或移动IBKR)的相应区域内输入您的登录信息。点击“登录”。
2. 点击“我没有收到通知”。
3. 打开移动IBKR并点击“验证”。
4. 在您手机的“验证码”区域输入登录界面上显示的值。点击“生成”按钮。
5. 在登录界面的“响应字符串”区域输入您智能手机应用显示的值。点击“登录”。

 

您既是IB TWS的使用者,也是IB Key的使用者

1. 请先激活移动IBKR程序的“验证”模块(点击此处)。
2. 点击您新的移动IBKR应用主页面上的“交易”按钮登录交易界面(点击此处)。

 

您使用IB借记卡

1. 请先激活移动IBKR程序的“验证”模块(点击此处)。
2. 在移动IBKR应用的主页面上点击“借记卡”按钮。其它功能的使用和过去一样

 

 

Why is my chart delayed, showing question marks or only partially populated?

Background: 
What  are SMART Charts and how are they generated?

The SMART charting mechanism analyzes and compares the market data coming from all venues a given contract is traded on and graphically displays the most favorable quotes.

When all the data streams are live, the data points are available for all sources and for each time point, thus they can be fully compared. The resulting SMART chart will be up to date and fully populated, moreover it will constantly and automatically update1.  

The comparison between non synchronized market data streams (some live and some delayed) is just partially possible, since the delayed feeds are lacking data points for the last 15 or 20 minutes. Therefore, within that time frame, the SMART chart will usually display a series of yellow question marks to indicate unavailability of source data. In this case the SMART Chart will not update automatically.

When the lack of data points is more extensive or when the Exchange does not distribute delayed data for a given contract, the correspondent SMART Chart may be completely blank.

What should I do to obtain a fully populated, up-to-date chart?

If your trading method is based on SMART charts, you would need to activate the live market data subscriptions for all the marketplaces your financial instruments are traded on. For additional details, please see KB1201

If your trading method does not require SMART charts, you can decide to use Direct chart routing as a workaround.

A Directed Chart will allow you to graphically represent the market data coming from a single, specific Exchange. When possible, we suggest to select the primary marketplace for the product for this purpose, since this is usually the one offering the highest liquidity and trade volume, hence normally providing the most favorable quotes. If you have subscribed the market data for that venue, the resulting Directed Chart will be fully populated, up to date and it will update automatically1.

 
How do I set up a Directed Chart?

1.  Within a watchlist, type the contract symbol and press Enter on your keyboard.


2.  When then contract selection menu appears, select the item Stock (Directed). If you do not see this item, click on the small down arrow at the bottom of the menu to reveal the hidden menu items.


3.  The Exchange selection screen will appear. You can now select the main Exchange for the product or the Exchange for which you have an active live market data subscription. Once done, click OK.


4.  Within your watchlist you will see a newly created Directed Ticker line. It will contain the contract symbol and, preceded by the @ sign, the Exchange you selected at the previous step. Right click on that directed ticker line and select Chart > New Chart

 

5. The chart will be shown. On the left side of the toolbar, after the contract symbol, you will see the Exchange you selected preceeded by a @ sign, indicating that this is a Directed Chart.
 

Notes
1. In order for the chart to update automatically, the checkbox "Keep chart up to date" has to be activated in the Chart Parameters panel. The panel is reachable directly within the chart window, from the top menu Edit.

风险费用计算报告

简介

我们的账户管理系统使您得以在一个界面内配置和管理您的账户,包括查看风险费用计算报告。风险费用计算报告以日为单位生成,在美股开市前即可在账户管理中查看。用户可通过本报告了解若头寸涨跌事先设定的百分比,盈亏会如何变动。

 

报告获取

要获取/生成风险费用计算报告

1)在账户管理主页中,点击报告,然后点其他报告菜单选项。
 

2)以下界面会出现。


 

3)从“报告类型”下拉列表中选择“风险费用计算”。风险费用计算设置会出现。


 

4)在“日期”部分选择报告的日期。
5) 点击运行报告

 

报告概况

风险费用总结报告会反映每个版块1的平均风险及对应的风险费用,以及用于查看“相关风险费用敏感性报告”的超链接。

 

详细的板块总结

点击与各板块1相关的超链接将打开详细的总结,使用户得以查看当头寸相关的ETF/指数涨/跌预先设置的值时,头寸盈亏的变动。以股票和指数为例,我们假设SPX下跌30%、20%和10%或上涨10%及20%。结果是基于理论的价格模型得出的,且会考虑波动率及其它影响衍生品价格的变量的偶发变动。

报告会显示: 

  • 基于前一天收盘头寸的账户净清算价值(NLV)。 
  • 板块的平均风险。 
  • 对应的风险费用。
  • 以基础货币计的账户所有头寸的价值及盈亏

要使用该报告,点击您想查看的价格涨跌按钮(+/- 10%, 20%或+30%)。各头寸的盈亏将根据所选的百分比更新。

下图显示了当股票板块下跌30%时的详细总结


1 账户可能有一个以上板块有平均风险及对应的风险费用。

 

相关风险费用的敏感性报告

对于投资组合中的每份合约,我们会预测单个合约变动后风险费用的变化。我们假设合约被买入或卖出,而不是被转入/转出。头寸变动不可编辑,且在某些情况下可能要求账户改变头寸的方向,比如从做空变为做多。 


 

有关风险费用的更多信息,请见知识库文章3114

Exposure Fee Calculation Reports

INTRODUCTION

Our Account Management system lets you configure and manage your account from a single window, including our Exposure Fee Calculations report. The Exposure Fee Calculations is generated daily and made available within Account Management prior to the U.S. equity market open. This report allows users to view the change in Profit and Loss (PnL) of your positions if the price of each of your positions declines and increases by predetermined percentages.

 

REPORT ACCESS

To access/generate an Exposure Fee Calculations Report

1) From the Account Management Home Page, click on the Reports and then Other Reports menu options.
 

2) The following screen will appear.


 

3) Select Exposure Fee Calculations from the Report Type drop-down. Exposure Fee Calculations settings appear


 

4) In the Date field,select the date for the report
5) Click Run Report

 

REPORT OVERVIEW

The Exposure Fee Summary Reports reflects the Average Exposure and the corresponding Exposure Fee for each Sector1 and a hyper-link to view our Sensitivity Report for the Correlated Exposure Fee

 

Detailed Sector Summary

Clicking on the hyper-link associated with each sector1 will populate a detailed summary, which allows users to see the change in the PNL of your positions if the price of the corresponding ETF/Index increases / declines by a pre-determined amount. For the example of Equity Stocks and Indices we are assuming SPX declines by 30%, 20% and 10% and independent increases by 10% and 20% The results are based on theoretical pricing models and take into account coincidental changes in volatility and other variables that affect derivative prices

The report shows: 

  • The Net Liquidation Value (NLV) of your account based on positions from the previous day’s close 
  • Average Exposure for the sector 
  • Corresponding Exposure Fee
  • Equity of all positions in the account with PNL in base currency

To use the report, click the radio button that corresponds to the up or down price change you want to see (+/- 10%, 20% or +30%). The PNL for each position is updated by the selected percentage

The following are figure shows an example of a Detailed Summary of the Equity Sector, with -30% selected


1 Accounts may have Average Exposure and a corresponded Exposure Fee for more than 1 Sector

 

Sensitivity Report for the Correlated Exposure Fee

For every contract in the portfolio we compute an estimate of the exposure fee if the position of a single contract is modified. We assume that contracts are bought or sold, as opposed to transferred in/out. The position change is not editable and in some cases may actually require the account to reverse the direction of their position, for example from a short position to long position. 


 

For additional information regarding the Exposure Fee, please see KB3114

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