基金在TOCOM橡胶市场上的投资策略与运作手法.pdf

TOCOM TOCOM CTA 3 RSS 5000/10000 / 0.1/ 6.0/20074 90011001230330 6 4 12 Tetsu Emori Copyrights (C) All Rights Reserved. 2 TOCOM “Shosha” /CTA Tetsu Emori Copyrights (C) All Rights Reserved. 3 TOCOM / / / CTA Tetsu Emori Copyrights (C) All Rights Reserved. 4 6-8TOCOM /CTA /TOCOM —— Tetsu Emori Copyrights (C) All Rights Reserved. 5 TOCOM 20071~ 4-5 TOCOM胶/ (Lots) TOCOM/ (Lots) 310 8000 310 2,000 300 7000 300 1,000 0 290 6000 290 -1,000 280 5000 280 -2,000 270 4000 270