分特，有谁知道这UCO咋回事

f16f16

WTI从85跳到88，uco才涨0.3%。应该至少6%才对。这么搞，那就赔大了。

f16f16

不带这样的，这油MM太坏了，玩赖了？

black

WTI从85跳到88，uco才涨0.3%。应该至少6%才对。这么搞，那就赔大了。
f16f16 发表于 2011-2-16 19:17

    man, wti spot still around 85, cl march contract is 85, cl april contact is 88, ppl rolling over from march to april this week. wti doesn't jump from 85 to 88.
   oil future and ETF are very tricky, make very clear before you trade them.

f16f16

偶是不太懂，这ppl是啥？
那下面的曲线是啥？
http://www.futurespros.com/energies/crude-oil-advanced-chart

xiaochong

man, wti spot still around 85, cl march contract is 85, cl april contact is 88, ppl rollin ...
black 发表于 2011-2-16 19:22

    老大买的是３月的还是４月的？

f16f16

sorry 还以为问我呢。

black

偶是不太懂，这ppl是啥？
那下面的曲线是啥？
f16f16 发表于 2011-2-16 19:31

    that chart is misleading, it's a transaction from march contract to april contact, look at here:
http://www.cmegroup.com/trading/ ... ht-sweet-crude.html

btw, ppl=people

black

老大买的是３月的还是４月的？
xiaochong 发表于 2011-2-16 19:33

    april, march contact expires next tuesday.

f16f16

回复 8# black


    那UCO该按那个算呢？谢谢。

black

回复  black


    那UCO该按那个算呢？谢谢。
f16f16 发表于 2011-2-16 19:38

    i have no idea, never traded it before, can you do a little research and let us know?

f16f16

真正的分特，假设五月份的涨到$100, 而四月份维持80，那不是四月份中旬某一天盘后一分钟就跳完了，我还挣啥呢？UCO，这个ETF搞啥呢？！

black

真正的分特，假设五月份的涨到$100, 而四月份维持80，那不是四月份中旬某一天盘后一分钟就跳完了，我还挣啥 ...
f16f16 发表于 2011-2-16 19:45

     不是那么work的。还是我来吧。
uco: ProShares Ultra DJ-UBS Crude Oil seeks daily investment results, before fees and expenses, that correspond to twice (200%) the daily performance of the Dow Jones—UBS Crude Oil Sub-Index.
The Dow Jones—UBS Crude Oil Sub-Index ( a sub-index of DJ—UBS Commodity Index) is intended to reflect the crude oil segment of the commodities market. The Index consists of futures contracts on crude oil only. Visit Dow Jones Indexes for more information.

Unlike equities, which entitle the holder to a continuing stake in a corporation, commodity futures contracts specify a delivery date for an underlying physical commodity. The Dow Jones—UBS Commodity Index purchases futures contracts of a commodity, and, as the date for a futures contract comes due, the DJ—UBSCI sells that contract and purchases a new short-term contract with delivery dates a few months out. The Dow Jones—UBS Commodity index thus "rolls" its futures positions, and continually avoids delivery of the physical commodity.

The Dow Jones—UBS Commodity Index is valued using the settlement prices for the underlying futures contracts.  The DJ—UBSCI rolls its contracts over the course of 5 consecutive business days, starting on the 6th business day of the month. Each day, 20% of each futures position that is included in the month’s roll is rolled.  Not all contracts are rolled every month. Please download "A Primer on Index Calculation and Performance" from djindexes.com for a list of futures and their roll months.

f16f16

还是不太懂，看明天的吧。

vlo

嘿嘿，我觉得黑老大的签名档给你比较合适。

还是不太懂，看明天的吧。
f16f16 发表于 2011-2-16 22:48

ranchgirl

wow, 不懂, put a lot of money in?

f16f16

你买的，你就都懂吗？如果是，那你肯定明天都赚啦。

dzyx

回复 1# f16f16


   Holders will lose money when the contract rolls over to April due to contango.

ranchgirl

你买的，你就都懂吗？如果是，那你肯定明天都赚啦。
f16f16 发表于 2011-2-16 23:16

1) I don't put all my money in one basket, period!
2) I lost money on UNG in the past, learned a contango lesson in a hard way.

nethuang

contango lesson  能具体解释一下吗？

ranchgirl

contango lesson  能具体解释一下吗？
nethuang 发表于 2011-2-17 10:38

Google "UNG, USO, UCO contango"