期货交易所强制减仓系统难点设计

The Design for Difficulties of Futures Exchange Forced Position Reduction System

在行情剧烈波动的情况下,期货交易所为保证市场的平稳,会动用各种合法合规的方法来化解风险。其中,强制减仓是一个切实有效的处置方法,处理规则较为复杂。强制减仓系统包括客户净持仓盈亏计算和平仓数量分配两项主要算法内容,设计需要全面考虑市场和客户的各类状况,状态多计算量大,高效的运算能力及合理的计算流程是系统设计的核心。强制减仓系统在系统性风险出现的时候得到了实证,是保障期货市场健康发展的有力工具。

There are great challenges in a high volatility market.The Futures Exchange will eliminate risks with several proper methods such as Forced Position Reduction which is effective but complex.The Forced Position Reduction System includes the algorithm of the calculation of gains or losses on clients’net positions and the process of filling the orders.Considering multiple situations of the market and clients,there will be plenty situations that require a great deal of calculations.As the result,efficient and reasonable calculations are the core of the system design.The Forced Position Reduction System has been confirmed to be a powerful tool to ensure the futures market develops under the systemic risks.