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之前的文章太长。对于原油事件中投资者损失的看法,我总结如下: 1、被收割的是全球的投资者,中行原油宝只是其一。根据CME的数据,以TAS指定成交的合计7万多手。一手原油合约为1000桶原油,这部分全部以-37美金成交,因此,多方平仓“倒贴”金额=77076*1000*37.63=大约29亿美元。算上开仓价格,损失肯定超过29亿美元(图1)。 2、把价格打到-37美金动用了多少资金?我统计了价格下跌至负值之后的交易数据,合计成交13213手,均价-11.25美元,总金额1.48亿美元(图2)。 因此,使29亿美元一夜蒸发的代价,仅仅是不到1.5亿美元的多头平仓。 3、结合美国目前的经济状况,譬如,疫情感染人数达到百万,失业率暴增,以及连续的经济刺激措施,加之CME本来就是美国机构。这一切会是美国所为吗?当然只是个人的猜测。

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