Wake Trading

20139
www.wake-trading.com

Wake Trading Klc Holdings Ltd.


1
2
3

1
2
3

1
2

1
2CME
3 CME

Wake Trading Klc Holdings Ltd.


1
1

62,500
12,500,00 125,000
2
70

Wake Trading Klc Holdings Ltd.


1972 5

1972 5
1976
1978 1979
1981 2

IMM
MCEPBOT

LIFFE

SIMEX
TIFFEMATIF

Wake Trading Klc Holdings Ltd.

3
1
2 3 6 9
12

1 5 12.5
1 1 10
5
1
500 1250
1250

Wake Trading Klc Holdings Ltd.

125000
3
6 9 12

BP CD DG
EC JY MP SF

00005 00001 0 0001

00000001 000001 00001

1250
1250 1875 1500

Wake Trading Klc Holdings Ltd.

3
1
1933
1944

35
60
1971

1985
2649 2450
2998 1991 1982

2
Wake Trading Klc Holdings Ltd.

 19
1944
30

1983 1948 2 28

48

19471972 14 92 9
16

CME

Wake Trading Klc Holdings Ltd.

3
1886
1964
1973

19511973
1011968 1428
1985 1985

Wake Trading Klc Holdings Ltd.


1991 1992

CME

4
17 17

European Central BankECB

European System of Central BanksESCB

Wake Trading Klc Holdings Ltd.

 1999
1.18 2000 10 26 0.8228
2001 0.96
2001 7 6 0.834
2002 7 15 11 2002
1.04
2003 5 23 1.18 2004 12
24 1.35 0.74 = 1
2004 12 30 1.3668
2007 8 13
1.37 2007 11 23 1.49 2008 4 22 7 15
1.60
CME

Wake Trading Klc Holdings Ltd.

5
CME

Wake Trading Klc Holdings Ltd.

Wake Trading Klc Holdings Ltd.

19 60

70

Wake Trading Klc Holdings Ltd.

GDP

Wake Trading Klc Holdings Ltd.

()()

()()

Wake Trading Klc Holdings Ltd.

2
(1)

4 ( 5 )

()

(2)

(1)
(2)
(3)

Wake Trading Klc Holdings Ltd.

(3)

(4)

(5)

6
(1)(Unemployment Rate)

(2) (Consumer Price Index, CPI)

CPI

CPIW
CPIU CPIU CPIW

(3)

Wake Trading Klc Holdings Ltd.


1
1

() (USD/CNH)

CNH [ CNY(HK)]

2012 9 17

10 1.24% 8000

8000 80
0.0001 10

Wake Trading Klc Holdings Ltd.

CNH

(RTGS)

1 6.2486

()

Wake Trading Klc Holdings Ltd.

3
()

()

CUS

100,000

1 6.2486

0.0001 4

9 4 15
( 11 )

11 15 ()

() ()

8.00

()
11 () 19

Wake Trading Klc Holdings Ltd.

() 11 15
<CNHFIX=>; <CNHFIX>
4

100,000
3 6 9 12

1 6.2486

0.0001

10

6.2486 x 100,000
9 4 15

12
9 12

9 11

HKATS

8,000 2,000
8,000
2,000

500

500

11 15
() 8.00

Wake Trading Klc Holdings Ltd.

5
2012 9 17 4

6
1

2
3
4

2CME
1

/USD/CNH 2012
RMB

CME /

/USD/CNH- 2012

Wake Trading Klc Holdings Ltd.

3
E-
100,000
E- 10,000 1/10

/USD/CNY
/
E-

/RMB/USD

NDF/

100,000 (636,400 )

10,000 (63,640 )

0.0001 / =10
(1.57 ) 0.00005
/ =5 ( 0.79 )

0.0001 / =1
( 0.16 )

CME Globex : CNH

: MNH

Wake Trading Klc Holdings Ltd.

GLOBEX (ETH)

5:00 - 4:00
( CT) CME Globex
4:00 5:00

CME ClearPort

5:00- 4:15 (
CT) 4:15
45

13 123456
7891011,12 1
8 (3 )

12 1234567
891011,12

11:00

CME (CH)
100,000 ()
/
10,000 ()

CH

CME 1000
100,000,000 1000

/
CME 500

50,000,000
5

vs.
10 () /
/
1 /

()
CME Globex
40 (no bust range)

CME Globex 60 5
Wake Trading Klc Holdings Ltd.

(EFRP)

50

25

250

* CME Globex
60 5

3 CME

CME

CUS

RMB

09:00-16:15

06:00-05:00()

100,000

1,000,000

Wake Trading Klc Holdings Ltd.

1 6.2486

1 0.15849

13

0.0001 4 0.00001 5

8000 1.277%

2000 1.254%

80

80

Wake Trading Klc Holdings Ltd.