267 lines
8.4 KiB
JSON
267 lines
8.4 KiB
JSON
{
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"UnderlyingInstrumentTypeCn": "商品期货",
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"ExerciseModeCn": "欧式",
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"SummaryType": "欧式雪球看跌",
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"trade_forward": {
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"id": 0,
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"TradeId": 0,
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"OpenCommission": 0.0,
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"AnnualMarginRate": 0.0,
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"AnnualStoragePrice": 0.0,
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"ForwardValue": 0.0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_asian_option": {
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"StrikeGearingFactor": 1.0,
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"StrikeTypeCn": "",
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"PayoffTypeCn": "",
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_rainbow_option": {
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"Vol2": 0.0,
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"UnderlyingCodes": [null, null],
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"Strikes": [0.0, 0.0],
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"SpotPrices": [0.0, 0.0],
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_barrier_option": {
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"KnockInOutStatusCn": "观察中",
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"IsDiscrete": false,
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"RebateAnnualizedAtKO": false,
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"RebateTypeCn": "",
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_binary_option": {
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"RebateTypeCn": "",
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"PayoffType": "",
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"RebateAnnualizedAtKO": false,
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"UpperBarrierRelative": "0",
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"IsDiscreteMonitored": false,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_spread_option": {
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"Payoff": "S1-S2",
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_double_sharkfin_option": {
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"KnockInOutStatusCn": "观察中",
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"IsDiscrete": false,
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"BarrierHigh": 0.0,
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"BarrierLow": 0.0,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_autocall": {
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"KnockInOutStatusCn": "观察中",
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"KOBarrier": 0.0,
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"KIBarrier": 0.0,
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"CouponBarrier": 0.0,
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"Coupon": 0.0,
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"IsFixedCoupon": false,
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"CouponPayType": 0,
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"CouponPayAtMaturity": false,
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"IncludeCouponAfterKI": false,
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"IsAnnualized2": false,
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"CouponDayCount": "Act365",
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"KIPayoffType": 0,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_snowball": {
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"KnockInOutStatusCn": "观察中",
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"KOBarrier": 13800.0,
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"KIBarrier": 11040.0,
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"Coupon": 0.125,
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"KOObservationDates": "2021-05-31,2021-06-30,2021-07-30;13800.00,13800.00,13800.00;0.125000,0.125000,0.125000",
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"KOObservationSettleDates": "2021-05-31,2021-06-30,2021-07-30",
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"ObservationDates": "2021-05-06,2021-05-07,2021-05-10,2021-05-11,2021-05-12,2021-05-13,2021-05-14,2021-05-17,2021-05-18,2021-05-19,2021-05-20,2021-05-21,2021-05-24,2021-05-25,2021-05-26,2021-05-27,2021-05-28,2021-05-31,2021-06-01,2021-06-02,2021-06-03,2021-06-04,2021-06-07,2021-06-08,2021-06-09,2021-06-10,2021-06-11,2021-06-15,2021-06-16,2021-06-17,2021-06-18,2021-06-21,2021-06-22,2021-06-23,2021-06-24,2021-06-25,2021-06-28,2021-06-29,2021-06-30,2021-07-01,2021-07-02,2021-07-05,2021-07-06,2021-07-07,2021-07-08,2021-07-09,2021-07-12,2021-07-13,2021-07-14,2021-07-15,2021-07-16,2021-07-19,2021-07-20,2021-07-21,2021-07-22,2021-07-23,2021-07-26,2021-07-27,2021-07-28,2021-07-29,2021-07-30",
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"KORebate": 0.125,
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"KORebateType": 0,
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"IsFixedCoupon": false,
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"SpreadStrikeAtMaturity1": 13800.0,
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"KOPayoffType": 0,
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"KIPayoffType": 1,
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"IsAnnualized2": false,
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"AnnualizeFactor2": 1.0,
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"CouponDayCount": "Act365",
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"KOBarrierAdjustStep": 0.0,
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"id": 7,
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"TradeId": 288669,
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"OptId": 6,
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"OptName": "欧嘉",
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"OptDate": "2021-05-11 10:58:50",
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"EncryptId": "z9gaovNRlwd0obv7GyR-rQ"
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},
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"trade_rangeaccrual": {
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"LowerRange": 0.0,
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"UpperRange": 0.0,
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"BonusRate": 0.0,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_airbag": {
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"KnockInOutStatusCn": "观察中",
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"HighStrike": 0.0,
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"HasPayoffLimit": false,
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"Barrier": 0.0,
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"KIParticipationRate": 0.0,
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"IsDiscreteMonitored": false,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_accumulator_option": {
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"EarlyTerminate": false,
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"PayCoupon": false,
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"Barrier": 0.0,
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"Coupon": 0.0,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_swap": {
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"IsGetFloatingProfit": false,
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"GetSwapRate": 0.0,
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"GetMarginRate": 0.0,
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"IsPayFloatingProfit": false,
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"PaySwapRate": 0.0,
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"PayMarginRate": 0.0,
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"GetCountRatio": 0.0,
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"PayCountRatio": 0.0,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"get_trade_swap_details": [],
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"pay_trade_swap_details": [],
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"trade_underlying_enhance": {
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"AnnualizedEnhanceRate": 0.0,
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"trade_cashflow": {
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"ProfitRate": 0.0,
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"RateType": 0,
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"DepositType": 0,
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"ProfitDayCount": "Act365",
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"id": 0,
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"TradeId": 0,
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"EncryptId": "D1k5faKQ2YC4qnUw579Wig"
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},
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"RemarkInfo": "雪球（敲入转看跌）",
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"MaturityWorkDay": 44,
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"ShowNotional": -1000.0,
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"MaturityDay": 63,
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"TradeOpenVolatilityString": "23.01%",
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"ExerciseDateString": "2021-07-30",
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"ActualStrike": 13800.0,
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"StrikeString": "13800.0000",
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"TradeSinglePriceString": "0.000",
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"TradeDateString": "2021-04-30",
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"StockEqvNotionalToShow": 13800000.0,
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"SettlementTypeDesc": "收盘价",
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"StrikeToShow": "13800.0000",
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"CurNotional": 0.0,
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"LastDayNotional": 0.0,
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"UnWindTimes": 0,
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"IsObservationDay": false,
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"DividendRatio": 0.0,
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"TradeType": "雪球期权",
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"TradeSavedVol": 0.24,
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"CreateDate": "2021-04-30 09:18:00",
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"PairTrade": "",
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"TradeSinglePrice": 0.0,
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"GroupName": "",
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"NumOfSmoothingDays": 57,
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"ParentTradeId": 0,
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"TradeCloseVolatility": 0.27,
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"TradeOpenVolatility": 0.2301,
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"CheckTradeUpdate": 1,
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"InitialSpotPrice": 13800.0,
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"IsMoneynessOption": "否",
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"TradeAmount": 1000.0,
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"TradeUnit": "",
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"StockEqvNotional": 13800000.0,
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"StockEqvNotionalMax": 13800000.0,
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"StockEqvNotionalReal": 13800000.0,
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"VolType": "交易",
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"UnderlyingInstrumentType": "CommodityFutures",
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"ExerciseDate": "2021-07-30 00:00:00",
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"TraderName": "欧嘉",
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"TraderId": 6,
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"Strike": 13800.0,
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"UnderlyingId": 5869,
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"AssetBookName": "对冲簿记",
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"AssetId": 6,
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"Notional": 1000.0,
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"OptionType": "看跌",
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"ExerciseMode": "European",
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"NoRiskRate": 0.0,
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"SpotPrice": 13800.0,
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"TradeNumber": "210430003",
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"ClientId": 144,
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"ClientName": "中钢投上海有限公司",
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"UnderlyingCode": "RU2109",
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"UnderlyingAssetClass": "天然橡胶",
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"TradeDate": "2021-04-30 00:00:00",
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"BuySell": "卖出",
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"StartDate": "2021-04-30 00:00:00",
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"MaturityDate": "2021-09-15 00:00:00",
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"TradePrice": 0.0,
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"TradeStatus": "确认成交",
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"ProcessStatus": "通过审批",
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"ProcessOrderId": -2,
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"ProcessOptDate": "2021-05-11 11:20:34",
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"SettlementType": 0,
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"ValidState": "Valid",
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"Comments": "雪球（敲入转看跌）",
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"Lots": 100.0,
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"OriginalNotional": 1000.0,
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"TradeSource": "系统交易",
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"OriginalStockEqvNotional": 13800000.0,
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"OriginalStockEqvNotionalV2": 13800000.0,
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"IsTradePricePayType": false,
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"IsAnnualized": false,
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"AnnualizeFactor": 1.0,
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"ParticipationRate": 1.0,
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"PrincipalRate": 0.0,
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"SettlementDate": "2021-07-30 00:00:00",
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"CalcFlag": 0,
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"PremiumPayDate": "2021-04-30 00:00:00",
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"PremiumRate": 0.0,
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"UnderlyingAssetName": "天然橡胶2109",
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"OpponentRole": "乙方",
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"DurationDays": 92,
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"InitialMargin": 0.0,
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"MarginTemplateName": "系统默认",
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"MarginType": 0,
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"MarginRate": 0.0,
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"PositionMarginRate": 0.0,
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"OptId": 20,
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"OptName": "成智林",
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"OptDate": "2021-05-11 11:20:34",
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"Warning": false,
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"DividendDate": "0001-01-01 00:00:00",
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"CallPut": "Put",
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"IsMoneynessOptionData": false,
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"MetaDic": {},
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"TradeMultipleType": "雪球期权",
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"HasUnderlying": true,
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"id": 288669,
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"EncryptId": "OV0nzfwyV3ySMfoJM23UqQ"
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}
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