繼2012年11月的周選後，0515盤後交易制度也令人期待

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我們的期交所在選擇權市場一路上做了幾件有意義的事:
1。將序列展開的更完整
2。將結算價改在周三，而非周四
3。引進周選
4。20150515的盤後交易
5。引進span

但有幾件事是失敗的:
1。周選序列在call的部分，竟然沒有10050，10150 (不過這個缺失不是很重要)
2。個股選擇權推廣失敗
3。手續費應該依權利金計收，而非固定制
4。遠月序列在put的一端明顯不足 (例如12月只開到7600)


最近從凱基期貨的協理獲得一份5月15日盤後延長交易的line，大概有11個PPT檔，我想這份資料大家應該也都有，雖然你的券商不一定是凱基，但你的券商一定也虎視耽耽這件事，一是會給你一些資料才對。

其中關於
盤後交易時段指定豁免代為沖銷
期貨商風控原則

實在有進一步研求之處，希望能在下個星期搞懂，最好的方法就是問期交所了。

下面連結倒是有營業員用心的整理了相關資訊，值得一讀:
http://royaleo1207.pixnet.net/blog/post/34678779

xiaotang50885

謝謝分享！

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延後交易所得下單的金額，是不是依照1:45分收盤後結算價計算出來的為基準?  還是在下午3點開盤後，mark to market。假設下午三點半，台指期下跌200點，假設我早上賣了很多put。照理而言，我的可下單金會大幅應該大幅減少才對，但依目前規定，好像仍然已中午收盤時的淨值為準。

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期交所對結算會員盤後交易風險控管措施

http://www.taifex.com.tw/chinese/11/attach/台期結字第10603003680號函.pdf

key word: 限制新增部位

sec2100

大部分的日子，都不適合玩下午盤

資料來源: jsop/elitetrader.com

During MAJOR events like earnings and breakout news events, after-hour trading DOES have advantage as prices tend to move further during the next regular trading session. So if you are lucky and are able to get in on a trade at a better price during after-hour trading, then you can profit more when the next session of the regular trading opens. Even if the price doesn't move that much during the next regular trading session, your loss would still be limited and you will still have a chance to make a small profit.

But this is only during MAJOR events where the price moves like 10%+ which is rare. Most of the time when the price just moves at most 2-3% and not even, it's not worth it to trade after-hours. Due to the EXTREMELY bad liquidity, you could get in on a very bad fill and you are going to lose money.