龙哥哥9527
2020-05-01
回复
@猫大头
:我用interactive broker(老虎的后台) 可以查
//
@猫大头
:您说usl将最近一个月的合约换到第十三个月。那么2005应该换到2105吧?2105的价格在哪里能查到?
@除夕集市路口:
USO和USL的区别
免责声明:上述内容仅代表发帖人个人观点,不构成本平台的任何投资建议。
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href=\"https://laohu8.com/U/3518344396313459\">@猫大头</a>:我用interactive broker(老虎的后台) 可以查 <t-t type=\"img\" src=\"https://static.tigerbbs.com/4b38523e02065186ea66ddf198765a6d\"></t-t>//<a href=\"https://laohu8.com/U/3518344396313459\">@猫大头</a>:您说usl将最近一个月的合约换到第十三个月。那么2005应该换到2105吧?2105的价格在哪里能查到?</body></html>","text":"回复 @猫大头:我用interactive broker(老虎的后台) 可以查 //@猫大头:您说usl将最近一个月的合约换到第十三个月。那么2005应该换到2105吧?2105的价格在哪里能查到?","highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"favoriteSize":0,"link":"https://laohu8.com/post/924887325","repostId":922198566,"repostType":1,"repost":{"magic":2,"id":922198566,"tweetId":"922198566","gmtCreate":1587469651855,"gmtModify":1704364313590,"author":{"id":3500440699329439,"idStr":"3500440699329439","authorId":3500440699329439,"authorIdStr":"3500440699329439","name":"除夕集市路口","avatar":"https://static.tigerbbs.com/28bd451d4ce572be8617c073b76b6315","vip":1,"userType":1,"introduction":"","boolIsFan":false,"boolIsHead":false,"crmLevel":6,"crmLevelSwitch":1,"individualDisplayBadges":[],"fanSize":85,"starInvestorFlag":false},"themes":[],"images":[],"coverImages":[],"title":"USO和USL的区别","extraTitle":"","html":"<html><head></head><body><p>USO和USL都是跟踪WTI原油期货的,只不过跟踪方式不同,USO是通过最近一个月WTI合约,在距离结算日两周时会换到下个月合约;而USL是持有最近第1个月至第12个月一共12个月连续合约,在距离结算日两周时,会将最近一个月的合约换到第十三个月,一直滚动换期。</p><p>再谈最直观的感觉:</p><p>1.USO每次换期全仓换,USL每次换期换1/12仓位,USL损耗较USO少</p><p>2.在油价波动较大时,如最近,短期期货换期损耗非常大,USO损耗非常严重</p><p>做USO也好做USL也好,都把它们当成股票来看就可以,所有的成本都已计入价格里。做USO和做USL的区别就是价格波动USO比USL大。如果做错了方向,在USO上的损失肯定是比USL要大。同样的,如果做对了方向,那么在USO上赚的钱肯定要比USL上要多。</p><p>(关于损耗:举例:假设天然气现在价格10,跌10%后变成9;三倍于天然气的ETF假设一开始是10,对应天然气波动是下跌30%变成7。如果天然气反弹10%,天然气变化9*1.1=9.9。三倍天然气ETF涨30%,从7*1.3=9.1。白白损失了0.8)<a target=\"_blank\" href=\"https://laohu8.com/S/USO\">$美国原油ETF(USO)$</a> <a target=\"_blank\" href=\"https://laohu8.com/S/USL\">$United States 12 Month Oil Fund(USL)$</a> <a target=\"_blank\" href=\"https://laohu8.com/S/UCO\">$二倍做多彭博原油ETF(UCO)$</a> <a target=\"_blank\" href=\"https://laohu8.com/S/SCO\">$二倍做空彭博原油指数ETF(SCO)$</a> <a target=\"_blank\" href=\"https://laohu8.com/FUT/CLmain\">$WTI原油主连(CLmain)$</a> </p></body></html>","htmlText":"<html><head></head><body><p>USO和USL都是跟踪WTI原油期货的,只不过跟踪方式不同,USO是通过最近一个月WTI合约,在距离结算日两周时会换到下个月合约;而USL是持有最近第1个月至第12个月一共12个月连续合约,在距离结算日两周时,会将最近一个月的合约换到第十三个月,一直滚动换期。</p><p>再谈最直观的感觉:</p><p>1.USO每次换期全仓换,USL每次换期换1/12仓位,USL损耗较USO少</p><p>2.在油价波动较大时,如最近,短期期货换期损耗非常大,USO损耗非常严重</p><p>做USO也好做USL也好,都把它们当成股票来看就可以,所有的成本都已计入价格里。做USO和做USL的区别就是价格波动USO比USL大。如果做错了方向,在USO上的损失肯定是比USL要大。同样的,如果做对了方向,那么在USO上赚的钱肯定要比USL上要多。</p><p>(关于损耗:举例:假设天然气现在价格10,跌10%后变成9;三倍于天然气的ETF假设一开始是10,对应天然气波动是下跌30%变成7。如果天然气反弹10%,天然气变化9*1.1=9.9。三倍天然气ETF涨30%,从7*1.3=9.1。白白损失了0.8)<a target=\"_blank\" href=\"https://laohu8.com/S/USO\">$美国原油ETF(USO)$</a> <a target=\"_blank\" href=\"https://laohu8.com/S/USL\">$United States 12 Month Oil Fund(USL)$</a> <a target=\"_blank\" href=\"https://laohu8.com/S/UCO\">$二倍做多彭博原油ETF(UCO)$</a> <a target=\"_blank\" href=\"https://laohu8.com/S/SCO\">$二倍做空彭博原油指数ETF(SCO)$</a> <a target=\"_blank\" href=\"https://laohu8.com/FUT/CLmain\">$WTI原油主连(CLmain)$</a> </p></body></html>","text":"USO和USL都是跟踪WTI原油期货的,只不过跟踪方式不同,USO是通过最近一个月WTI合约,在距离结算日两周时会换到下个月合约;而USL是持有最近第1个月至第12个月一共12个月连续合约,在距离结算日两周时,会将最近一个月的合约换到第十三个月,一直滚动换期。 再谈最直观的感觉: 1.USO每次换期全仓换,USL每次换期换1/12仓位,USL损耗较USO少 2.在油价波动较大时,如最近,短期期货换期损耗非常大,USO损耗非常严重 做USO也好做USL也好,都把它们当成股票来看就可以,所有的成本都已计入价格里。做USO和做USL的区别就是价格波动USO比USL大。如果做错了方向,在USO上的损失肯定是比USL要大。同样的,如果做对了方向,那么在USO上赚的钱肯定要比USL上要多。 (关于损耗:举例:假设天然气现在价格10,跌10%后变成9;三倍于天然气的ETF假设一开始是10,对应天然气波动是下跌30%变成7。如果天然气反弹10%,天然气变化9*1.1=9.9。三倍天然气ETF涨30%,从7*1.3=9.1。白白损失了0.8)$美国原油ETF(USO)$ $United States 12 Month Oil Fund(USL)$ $二倍做多彭博原油ETF(UCO)$ $二倍做空彭博原油指数ETF(SCO)$ 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