期货逼仓机理及监控研究

The research in future corner events and monitoring and Controlling

如何监控逼仓事件的发生、妥善处理逼仓事件 ,是国内外期货界人士一直重视的课题。本文通过调查和收集数据 ,研究了国内近年来典型的逼仓案例 ,探讨了期货逼仓的市场条件及发生过程 ,分析了其发生机理和危害性。在此基础上 ,重点研究了影响期货风险的主要因素 ,建立监控指标体系 ,并对指标进行合理性和相关性测试。阐述了中国期货市场必须建立防范期货逼仓的风险管理体制 ,提出了相应的对策。

In order to improve risk management and normalize trader action, the key work is controlling and handling market corner events in futures market according the sixth meeting of security committee. It is necessary to study the following problems on how to control the market corner events and handle these events reasonably: 1. Analyze causes of market corner events and conditions、ways and the law of short squeeze and long squeeze in futures trading; 2. Study the influence of market corner events on various aspects to understand the necessity of controlling the market corner occurrence and handling these events reasonably.3. Analyze process of market corner events in futures trading, present a set of monitoring and controlling indexes system, made a model and some countermeasures for market corner.