前15名的世界排名,美国也就占了6席,而印度占了4席,百思不得其解,何时印度发展如此迅猛,什么因素支撑它的衍生品市场如此迅速及蓬勃发展的?

@hao8000
经过细致检查,已经确定了NIFTY合约乘数就是50。这位前辈,想请教一个问题,我在NSEIX官网上查合约规则表,nifty期货合约的Lot Size为:US$2 X Nifty 50 Index,这里的2刀不是合约乘数的意思吗?为什么是50呢?
The size of Nifty contracts is being revised from 75 to 50 per lot in the following manner from July 2021 expiry:
All monthly expiry contracts starting from the July expiry ...

@hao8000
The size of Nifty contracts is being revised from 75 to 50 per lot in the following manner from July 2021 expiry:
All monthly expiry contracts starting from the July expiry contract will have a lot size of 50. The Nifty July contract starts trading from 30th April. The April, May, and June contracts will continue to have a lot size of 75.
All weekly expiry contracts from August will have the revised lot size of 50.
After the June expiry, the Nifty long-term options contracts (where the expiry is greater than 3 months) will be revised from the current lot size of 75 to 50. The average closing price of Nifty (cash) will be taken to adjust the contract value.
感谢回复!合约乘数是1,不能去乘以Lot Size。如果乘以25,那光BANKNIFTY的成交额都超出美国SPX了,而NIFTY合约乘数50,光这个乘以50计算的成交额又超过BANKNIFTY,也就说如果乘以Lot Size,那就有两个股指期权成交额超出了SPX,太不可能了。经过细致检查,已经确定了NIFTY合约乘数就是50。
”上传附件“按钮这一与会员权限相关的事,这得问网站管理员了。
The size of Nifty contracts is being revised from 75 to 50 per lot in the following manner from July 2021 expiry:
All monthly expiry contracts starting from the July expiry contract will have a lot size of 50. The Nifty July contract starts trading from 30th April. The April, May, and June contracts will continue to have a lot size of 75.
All weekly expiry contracts from August will have the revised lot size of 50.
After the June expiry, the Nifty long-term options contracts (where the expiry is greater than 3 months) will be revised from the current lot size of 75 to 50. The average closing price of Nifty (cash) will be taken to adjust the contract value.

@qianyun6
”上传附件“按钮这一与会员权限相关的事,这得问网站管理员了。
合约乘数是1是我在我的盈透的交易界面上查的,NIFTYBANK合约乘数是1,但买卖数量只能+25-25。相比较SPX的合约乘数是100,买卖数量是+1-1的。感谢回复!合约乘数是1,不能去乘以Lot Size。如果乘以25,那光BANKNIFTY的成交额都超出美国SPX了,而NIFTY合约乘数50,光这个乘以50计算的成交额又超过BANKNIFTY,也就说如果乘以Lot Size,那就有两个股指期权成交额超出了SPX,太不可能了。
至于不能整除的问题,估计是什么调整碎股之类的吧。大A虽然一手100股,但有时是送股啥的也有碎股产生,所以日交易量(股数)也不一定能整除100.
当然也有可能写报告的人统计的就是“手”数,这个就得问他了。不过我觉得概率不大。
(我的回复框下面...
”上传附件“按钮这一与会员权限相关的事,这得问网站管理员了。

@hao8000
至于不能整除的问题,估计是什么调整碎股之类的吧。大A虽然一手100股,但有时是送股啥的也有碎股产生,所以日交易量(股数)也不一定能整除100.
当然也有可能写报告的人统计的就是“手”数,这个就得问他了。不过我觉得概率不大。
(我的回复框下面没有传附件的按钮啊。等级太低?)
问个问题,未查到NIFTYBANK合约乘数,只查到一手规格Lot Size是25,那么如果合约乘数是1,怎么解释成交量无法整除Lot Size25呢?合约乘数是1是我在我的盈透的交易界面上查的,NIFTYBANK合约乘数是1,但买卖数量只能+25-25。相比较SPX的合约乘数是100,买卖数量是+1-1的。
至于不能整除的问题,估计是什么调整碎股之类的吧。大A虽然一手100股,但有时是送股啥的也有碎股产生,所以日交易量(股数)也不一定能整除100.
当然也有可能写报告的人统计的就是“手”数,这个就得问他了。不过我觉得概率不大。
(我的回复框下面没有传附件的按钮啊。等级太低?)

简单算了几个指数的(不知道怎么发表格,也发不了图片,可以把下面复制到随便哪个Markdown里看)
||标的价格|乘数|本币名义价值|volume|名义交易额|汇率|美元名义交易额|
|-|----:|--:|------:|------:|-----:|--:|-------:|
|S&P 500 index option|3839|100|383900|558418890|214,377,011,871,000.00|1|214,377,011,871,000.00|
|kospi 200 option|291.1|250000|72775000|523026110|38,063,225,155,250,000.00|0.0008|30,450,580,124,200.00|
|bank nifty index option|42986.5|1|42986.5|17779731636|764,288,433,970,914.00|0.0121|9,247,890,051,048.06|
|CSI300 index option|3871.63|100|387163|31553468|12,216,335,331,284.00|0.1452|1,773,811,890,102.44|
可以看到张数排第一bank nifty的实际的名义美元交易量只是SP500的5%不到,是韩国KOSPI的1/3,也就比被ZJH重锤的沪深300 强点。
||标的价格|乘数|本币名义价值|volume|名义交易额|汇率|美元名义交易额|
|-|----:|--:|------:|------:|-----:|--:|-------:|
|S&P 500 index option|3839|100|383900|558418890|214,377,011,871,000.00|1|214,377,011,871,000.00|
|kospi 200 option|291.1|250000|72775000|523026110|38,063,225,155,250,000.00|0.0008|30,450,580,124,200.00|
|bank nifty index option|42986.5|1|42986.5|17779731636|764,288,433,970,914.00|0.0121|9,247,890,051,048.06|
|CSI300 index option|3871.63|100|387163|31553468|12,216,335,331,284.00|0.1452|1,773,811,890,102.44|
可以看到张数排第一bank nifty的实际的名义美元交易量只是SP500的5%不到,是韩国KOSPI的1/3,也就比被ZJH重锤的沪深300 强点。
