a*o
3 楼
Yes. It is about 30% decay for 4 months. The decay is worse if oil price
drops then rises to the same level.
Now the oil futures for December is about 60. It is very
likely that in October, the December oil future price is about 70 but uwti
is still around 3.5. 17% increase in oil price means 51% increase in uwti
but it may be cancelled by the 50% decay.
【在 w******u 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: 油价已返回去年12月左右的价格,同时期uwti的价位是5块左右,可现在丫居然连3.5块
: 都没上,可见损耗之高
drops then rises to the same level.
Now the oil futures for December is about 60. It is very
likely that in October, the December oil future price is about 70 but uwti
is still around 3.5. 17% increase in oil price means 51% increase in uwti
but it may be cancelled by the 50% decay.
【在 w******u 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: 油价已返回去年12月左右的价格,同时期uwti的价位是5块左右,可现在丫居然连3.5块
: 都没上,可见损耗之高
m*r
5 楼
可是比较去年夏天到现在的UWTI和DWTI,一个跌90%,一个涨300%.
那就是说就算损耗高,但是方向是对的,仍然是一个方向的涨势或者跌势咯。
可以这样理解么?
那就是说就算损耗高,但是方向是对的,仍然是一个方向的涨势或者跌势咯。
可以这样理解么?
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