Dɔdzikpɔhawo kple fe siwo woxena ɖe etsɔme asitsatsa ta

Hafi nàdze etsɔme asitsatsa gɔme la, ele be nànya nusɔsrɔ̃ sia ƒe nu suesuesuewo katã nyuie. Wo dometɔ aɖewoe nye – be woasrɔ̃ nu tso dɔdzikpɔfe siwo wòle be woaxe ne wole asitsadɔ wɔm le asitsaƒea ŋutɔ kple HKO NCC (National Clearing Center) ŋu.

Nukae nye etsɔmenuwo?

Dɔdasi siwo ku ɖe etsɔme ŋu le Moscow Exchange

Asitsalawoe xea dɔdzikpɔdɔwo katã ne woƒlee, negbe nudzɔdzɔ si woatsɔ ade Kakaɖedzigaxɔa me koe mele eme o – akpa eveawo katã dzɔa ga ɖe eme.

Le mɔɖeɖe na asitsatsa ta

Nudzɔdzɔ ƒomevi vovovowo li, le Gomenɔla ƒe hatsotso nu:

• “O” – 5 miliɔn rubles (mɔɖeɖe ɖe tiatiaawo katã ŋu: nudzraɖoƒe, ga kple adzɔnuwo);
• “F1” alo “F2” – 3 miliɔn ruble (mɔɖeɖe ɖe nudzraɖoƒe tiatia);
• “T1” alo “T2” – 1 miliɔn ruble (mɔɖeɖe ɖe adzɔnuwo tiatia ŋu);
• “D1” alo “D2” – 1 miliɔn ruble (mɔɖeɖe ɖe ga tiatia ŋu).

Na Kakaɖedzigaxɔa

Derivatives ƒe asitsaga sia nye esi Clearing Center ɖo ɖe nudzɔdzɔ siwo tso Gomenɔla siwo katã woxɔ ɖe clearing me gbɔ la ƒe gazazã me. Woɖoe be woatsɔ kakaɖedzigawo axe afɔku siwo ate ŋu ado tso eme ne gomekpɔlawo mate ŋu awɔ woƒe agbanɔamedziwo dzi o la ta.

Nu suetɔ kekeake si Kpekpeɖeŋunalawo dzɔna ɖe gaxɔ sia mee nye ruble miliɔn 10.

Le etsɔme nubablawo wɔwɔ ta

Wobu fe siwo woaxe le nya sia me la ale: FutFee = Round (Round (abs(FutPrice) * Round(W(f)/R(f);5) ;2) * BaseFutFee;2), afisi:

• FutFee — etsɔme asitsatsa fe (le rubles me), ɣesiaɣi ≥ 0.01 rubles;
• FutPrice — etsɔme ƒe asi;
• W(f) — ga si woaxe ɖe asixɔxɔ ƒe afɔɖeɖe suetɔ kekeake ŋu le etsɔme siwo wowu enu la me;
• R(f) nye asixɔxɔ ƒe afɔɖeɖe suetɔ kekeake le etsɔme siwo wowu enu la me;
• Round – dɔwɔwɔ si ƒoa xexlẽdzesi aɖe nu ƒu kple pɛpɛpɛ si wona;
• abs – module akɔntabubu dɔwɔwɔ (xexlẽdzesi si womede asi na o).
• BaseFutFee — ga home si woaxe ɖe gɔmeɖoanyi ta na Ƒuƒoƒo siwo le nubablawo me siwo li ale: ga — 0.000885%; deme – 0.003163% ƒe xexlẽme; ƒe ƒuƒoƒo — 0.003795%; ƒe dzesi – 0.001265%; adzɔnuwo – 0.002530%.

Le nubablawo wɔwɔ ɖe margin dzi ta

Wobua etsɔme fe siwo woɖe ɖe vovo la ale: OptFee = Round (min [(FutFee * K); Round(Premium * Round(W(o)/R(o);5) ;2) * BaseFutFee] ;2), afisi:

• OptFee — asitɔtrɔ ƒe dɔdzikpɔha (le rubles me), ɣesiaɣi ≥ 0.01 rubles;
• FutFee kple Round – sɔ kple asixɔxɔ siwo le memama si do ŋgɔ me;
• W(o) — etsɔme ƒe asixɔxɔ ƒe afɔɖeɖe suetɔ kekeake ƒe lolome (le rubles me);
• R(o) — asixɔxɔ ƒe afɔɖeɖe suetɔ kekeake si woatsɔ awɔ etsɔmenuwo;
• K nye xexlẽdzesi si sɔ kple 2;
• Premium — tiatiawɔblɔɖe ƒe fetu ƒe lolome (le dzidzenu ƒe akpa siwo wogblɔ le ɖoɖo si wowɔ ɖe etsɔme asi ŋu me);
• BaseOptFee – asixɔxɔ si le gɔmeɖoanyi ƒe asixɔxɔ si le asitɔtrɔa ŋu nye 0.06325 (ɖɔliɖɔli), gɔmeɖoanyi ƒe ʋuʋu ƒe agbɔsɔsɔme nye 0.04675.

Le taɖa ƒe asitsatsa ta

Wobua akɔnta le Commission for scalping trades on futures ŋu to mɔfiame siwo gbɔna zazã me:

• Fetu = (Tiatia Fetu (1) + Tiatia Fetu (2)) * K → ne Tiatia Fetu (1) = Tiatia Fetu (2);
• Fetu = 2 * Tiatia Fetu (1) * K + (Tiatia Fetu (2) – Tiatia Fetu (1)) → ne Tiatia Fetu (1)< Tiatia Fetu (2);
• Fetu = 2 * Tiatia Fetu (2) * K + (Tiatia Fetu (1) – Tiatia Fetu (2)) → ne Tiatia Fetu (1) > Tiatia Fetu (2).

Afi ka:

• OptFee(1) — fe siwo katã woxena ɖe asitsatsa siwo hea etsɔme ƒe ʋuʋu vɛ ta;
• OptFee(2) — ga home bliboa si ahe etsɔme ƒe nuwuwu vɛ;
• K nye xexlẽdzesi, si sɔ kple 0.5 ɣesiaɣi.

kɔklɔ

Woɖoe le Russiatɔwo ƒe rublewo me ɖekaɖeka na gaɖɔliɖɔli ƒe asitsatsa ɖesiaɖe le nusiwo woɖe tso eme ƒe asi me. Woate ŋu akpɔ nusianu si ku ɖe kɔmiunisttɔwo ƒe ʋuʋu ŋu
le agbalẽ si Moscow Exchange na la me.

Le asitsatsa ta

Woma fewo ɖe ƒomevi 3 me, na asitsatsa:

• Dɔmawɔmawɔ nyuie. Wozãa wo ne wowɔ asitsatsa geɖe, gake asitsatsa ʋɛ aɖewo koe wowɔna. Akɔntabubu ƒe mɔfiame: TranFee = 0.1 max (K – (f * l) ;0), afisi:
  • k – xexlẽdzesi na asitsatsa la (woɖee tso kplɔ̃ si le ete la me);
  • f – fe si woxe ɖe asitsatsa la ƒe nyateƒenyenye ta;
  • l — xexlẽdzesi na nubabla la (woɖee tso kplɔ̃ si le ete la dzi).
• Tsiɖɔɖɔ Dzi Ðuɖu Vodadatɔe. Wozãa wo nenye be asitsatsa mawo tɔgbe geɖe li siwo ƒe vodada ƒe dzeside nye 9999. Womexɔa ga home si mede ruble akpe 1 le asitsatsa ƒe ɣeyiɣi ɖesiaɖe me o. Fetu gãtɔ kekeake si woaxe ɖe ɣeyiɣi ɖeka tae nye ruble akpe 45. Mɔfiame vevitɔ si wotsɔ bu akɔntae nye: Sbor (l) = min (max (x, x2 / 50), 250) * 3.
• Wowui vodadatɔe gake wòto vovo na Tsiɖɔɖɔ Dziɖuɖu. Wozãnɛ nenye be asitsatsa mawo tɔgbe geɖe li siwo ƒe vodada ƒe dzesiwo nye 31, 332, 333, 4103, 3, 14, 50 kple 0. Akɔntabubu ƒe mɔfiame: TranFee2 = min (Cap(max);max (2 * Σх(i);Σх ( i)2)). Woxɔa fetu la ne TranFee2 > Cap(min). Asixɔxɔwo ŋuti numeɖeɖe:
  • TranFee2 — ga home si woaxe ɖe dɔdzikpɔdɔ siwo mesɔ o ta (le rubles me si me VAT hã le);
  • Cap(max), si sɔ kple 30,000 — seɖoƒe si sɔ gbɔ wu si woɖo na kɔmiun na asitsatsa siwo mesɔ o (le rubles me);
  • Cap(min) si sɔ kple 1,000 — seɖoƒe na dɔdzikpɔfe suetɔ kekeake si woaxe ɖe asitsatsa siwo mesɔ o ta (le rubles me);
  • х(i) nye asixɔxɔ si wobua akɔnta ɖekaɖeka ɣesiaɣi tso teƒewo katã ƒe ƒuƒoƒo me na sɛkɛnd i-lia kple seɖoƒe si woɖo na gege ɖe eme.

Dzesiwo ƒe kplɔ̃ na asitsatsa kple etsɔme asitsatsa:

Àte ŋu akpɔ nyatakaka siwo ku ɖe ga home si woaxe ŋu le nyatakaka siwo ku ɖe ga si woaxe ɖe eta ŋu me

Wotsɔ mɔfiamewo katã na kple susu be woanya nu tso dɔdzikpɔfewo kple fewo ƒe nɔnɔme ŋu nyuie wu, anyo wu be wò ŋutɔ màbu akɔnta le naneke ŋu o.

Na Ɣletigbalẽ ƒe Kakaɖedziwo

Wobua fe si woaxe ɖe asitsatsa siwo wotu ɖe nudɔdɔ siwo menye adrɛs o dzi ta la to nɔnɔmetata sia dzi be: Fetu(CS) = FutFee(CS) * (1 – K), afisi:

• FutFee(CS) — kɔmiun na etsɔmedɔwo, si woxɔna le rubles me le sedede siwo womekpɔ gbɔ o ta;
• Fe(CS) — fe si woxɔna le ruble me ƒe home si wotu ɖe nudɔdɔ siwo womekpɔ gbɔ o dzi le asitsaŋkeke ɖeka dzi;
• K nye tsatsadada ƒe xexlẽdzesi, si sɔ kple 0.2.

Wobua fe si woaxe ɖe asitsatsa siwo wotu ɖe nudɔdɔ siwo woɖo taɖodzinu na dzi ta to mɔfiame sia dzi: Fee(CS) = ΣFutFee(CS), afisi asixɔxɔawo ƒe gɔmesesewo sɔ kple esiwo do ŋgɔ.

Ɣletiŋkeke kae nye etsɔme nudzɔdzɔwo ƒe nuwuwu?

Ne èdi be yealé ɖoƒe aɖe ɣeyiɣi didi aɖe la, le June ƒe etsɔme nudzɔdzɔwo ƒe nuwuwu mamlɛtɔ megbe (alo le ɖoƒea nutsotso do ŋgɔ teti na ŋkeke si dzi wòawu enu vɔ megbe) la, ahiã be nàƒle etsɔmeɖoɖo si kplɔe ɖo, si nye September xoxo, (woyɔa dɔ sia be ʋuʋu). Ne ègaƒle nu ake (le ŋkeke si dzi wòwu enu megbe) la, ahiã be nàgaxe dɔdzikpɔfea ake na asitsaƒea kple asitsalawo.

Le kpɔɖeŋu me, nusita wòle ɖoƒe aɖe me ate ŋu anye kakaɖedzi si le United States dɔlar ƒe dzidziɖedzi ŋu.

Afɔku si le nusiwo woɖe tso eme ƒe asi me

Le asitsala yeyewo kple gadelawo gome la, afɔku vɔ̃ɖiwo yɔ asi sia me fũ. Le asi sia me la, nu geɖe ate ŋu adzɔ kaba eye womele mɔ kpɔm nɛ o. Gaxɔgbalẽviawo ƒe ɖiɖi gbesiagbe ate ŋu anye alafa memama ewo. Tsɔ kpe ɖe wò gaxɔgbalẽviwo ɖeɖeɖa ŋu la, àte ŋu axɔ fe le asitsaha aɖe hã si. Le nɔnɔme sesẽ aɖe me la, dɔwɔnu ɖeka alo bubu ƒe gege ateŋu aɖo 20-60% le gaƒoƒo ʋee aɖewo me. Esia sɔ kple asitsatsa kple leverage si nye 1×20 alo esi wu nenema.

Ele be woase afɔku siwo ate ŋu ado tso eme gɔme eye womagafia mɔ ga siwo katã li la ayi ga siwo woɖe tso eme ƒe asi me o.

Dɔdzikpɔha kple fe siwo katã wòle be woaxe na Moscow Exchange kple HKO NCC (National Clearing Center) la ŋutɔ ƒe sewo kple akɔntabubu ƒe ɖoɖowo le wo si. Nya aɖewo nɔa anyi ɖaa, gake bubuwo ya nyea ame ɖekaɖekawo.