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{"sheet":"业务统计","index":0,"n_rows":32,"n_cols":7,"rows_kept":32,"cut":false,"hidden":false,"merged":[[24,0,25,0],[26,0,27,0],[28,0,29,0],[30,0,31,0],[0,0,0,4],[10,0,10,6],[11,0,11,1],[21,0,21,6],[23,0,23,1],[12,0,14,0],[15,0,17,0]]}
["1、签署协议统计"]
["协议类别","上月末本年累计","本月新增","本年累计","本月末有效"]
["主协议"]
["补充协议"]
["履约保障协议"]
["交易确认书"]
[]
[]
[]
[]
["2.规模统计表"]
["项目",null,"上月末存量","本月新增初始交易","本月终止交易","本月末存量","本年累计新增初始交易"]
["名义本金\n（亿元）","互换类"]
[null,"期权类"]
[null,"远期类"]
["合约数量\n（笔）","互换类"]
[null,"期权类"]
[null,"远期类"]
[]
[]
[]
[]
["3.客户情况表"]
["项目",null,"已签约客户（户）","当期参与交易的账户数量（户）","存量交易客户数量（户）"]
["互换","本月末"]
[null,"上月末"]
["期权","本月末"]
[null,"上月末"]
["远期","本月末"]
[null,"上月末"]
["合计","本月末"]
[null,"上月末"]

{"sheet":"本月新增业务明细","index":1,"n_rows":7,"n_cols":17,"rows_kept":7,"cut":false,"hidden":false,"merged":[]}
["序号","证券公司名称（全称）","交易对手名称（全称）","交易对手产品名称（如有）","交易确认书编号（报告库编号）","业务类型","名义本金（亿元）/多头名义本金","空头名义本金（亿元）（多空组合填写）","起始日（T日）","到期日","标的类型","标的名称","标的编码","期权标的小类（场外期权填写）","收益互换标的小类（收益互换填写）","期权费（非年化）（％）","期权类型（期权填写）"]
[]
[]
[]
[]
[]
["填报说明：交易商填写",{"$nulls":4},"1.1：收益互换（客户多头）\n1.2：收益互换（客户空头）\n1.3：多空组合收益互换\n1.4：其他收益互换\n02：场外期权\n","保留四位小数","多空组合收益互换填写\n保留四位小数","YYYY-MM-DD","YYYY-MM-DD","权益类|0、大宗商品|1、利率|2、信用类|3、汇率|4、混合类|5、其他|99",null,"例如：000001","股票|0、股指|1、新三板挂牌股票|2、香港股票|3、香港股指|4、基金及基金专户|5、债券|6、黄金期货|7、国债期货|8、股指期货|9、其他期货|10、黄金现货|11、其他现货|12、境外期货|13、境外现货|14、境外股票|15、境外股指|16、汇率|17、Shibor|18、银行间回购定盘（Fixing Repo Rate）|19、其他利率|20、其他标的|99","股票|0、股指|1、北交所/新三板挂牌股票|2、香港股票|3、香港股指|4、基金及基金专户|5、债券|6、黄金期货|7、国债期货|8、股指期货|9、其他期货|10、黄金现货|11、其他现货|12、境外期货|13、境外现货|14、境外股票|15、境外股指|16、汇率|17、其他标的|99","如为期权，需填写本字段，该字段为期权费占名义本金的百分比。数值处于0至100之间。例如，期权费为名义本金20%，填写20。","香草|0、二元|1、价差|2、鲨鱼鳍|4、障碍|5、区间累计|6、自动看涨（Auto Callable）|7、其他|99"]

{"sheet":"本月末存量业务明细","index":2,"n_rows":7,"n_cols":21,"rows_kept":7,"cut":false,"hidden":false,"merged":[]}
["序号","证券公司名称（全称）","交易对手名称（全称）","交易对手产品名称（如有）","交易确认书编号（报告库编号）","业务类型","名义本金（亿元）/多头名义本金","空头名义本金（亿元）（多空组合填写）","起始日（T日）","到期日","标的类型","标的名称","标的编码","期权标的小类（场外期权填写）","收益互换标的小类","期权费（非年化）（％）","期权类型","本月末维持保证金比例（%）","标的相关系数","多头合约价值（元）","空头合约价值（元）"]
[]
[]
[]
[]
[]
["填报说明：交易商填写",{"$nulls":4},"1.1：收益互换（客户多头）\n1.2：收益互换（客户空头）\n1.3：多空组合收益互换\n1.4：其他收益互换\n02：场外期权\n","保留四位小数","多空组合收益互换填写\n保留四位小数","YYYY-MM-DD","YYYY-MM-DD","权益类|0、大宗商品|1、利率|2、信用类|3、汇率|4、混合类|5、其他|99",null,"例如：000001","股票|0、股指|1、北交所/新三板挂牌股票|2、香港股票|3、香港股指|4、基金及基金专户|5、债券|6、黄金期货|7、国债期货|8、股指期货|9、其他期货|10、黄金现货|11、其他现货|12、境外期货|13、境外现货|14、境外股票|15、境外股指|16、汇率|17、Shibor|18、银行间回购定盘（Fixing Repo Rate）|19、其他利率|20、其他标的|99","收益互换填写\n股票|0、股指|1、北交所/新三板挂牌股票|2、香港股票|3、香港股指|4、基金及基金专户|5、债券|6、黄金期货|7、国债期货|8、股指期货|9、其他期货|10、黄金现货|11、其他现货|12、境外期货|13、境外现货|14、境外股票|15、境外股指|16、汇率|17、其他标的|99","场外期权填写\n为期权费占名义本金的百分比。数值为0至100之间。例如，期权费为名义本金20%，填写20。","场外期权填写\n香草|0、二元|1、价差|2、鲨鱼鳍|4、障碍|5、区间累计|6、自动看涨（Auto Callable）|7、其他|99","指维持保证金占合约存续名义本金的比例；对于多空互换，指维持保证金占多头名义本金和空头名义本金孰高的比例。例如维持保证金比例为50%，填写50。","多空组合收益互换填写","客户多头、多空组合收益互换填写。两位小数","客户空头、多空组合收益互换填写。两位小数"]

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["序号","证券公司","业务类型","标的分类","标的名称/品种名称","标的编码","买入对冲交易量（元）","卖出对冲交易量（元）","对冲交易量（元）（买入+卖出）","本月末持仓规模/合约价值（元）","本月末持仓数量（股/手）","本月末持仓平均价格（元）"]
{"$rows_empty":8}
["填报说明：",null,"01：互换\n02：期权\n","01：境内个股\n02：基金及基金专户\n03：境内股指期货\n04：大宗商品\n05：香港股票\n06：香港股指\n99：其他","大宗商品仅需填写品种名称，不需具体到合约。","例如：000001","股指期货和大宗商品买入对冲包括开多仓和平空仓。","股指期货和大宗商品卖出对冲包括开空仓和平多仓。",null,null,"权益类填写股数"]

{"sheet":"履约担保情况","index":4,"n_rows":38,"n_cols":3,"rows_kept":38,"cut":false,"hidden":false,"merged":[[0,0,0,2],[14,0,14,2],[27,0,27,2]]}
["1.互换类交易的履约担保品收取情况"]
["项目","本月末","上月末"]
["存量名义本金总额（亿元）"]
["存量交易对应履约担保品价值（亿元）"]
["现金担保物价值（亿元）"]
["证券担保物价值（亿元）"]
["业务整体履约担保比例（全额）"]
["业务整体履约担保比例（净额）"]
["本月违约客户数"]
["本月违约交易数（笔）"]
["本年累计违约客户数"]
["本年累计违约交易数（笔）"]
[]
[]
["2.期权类交易的履约担保品收取情况"]
["项目","本月末","上月末"]
["存量名义本金总额（亿元）"]
["存量交易对应履约担保品价值（亿元）"]
["现金担保物价值（亿元）"]
["证券担保物价值（亿元）"]
["业务整体履约担保比例（全额）"]
["业务整体履约担保比例（净额）"]
["本月违约客户数"]
["本月交易数（笔）"]
["本年累计违约客户数"]
["本年累计违约交易数（笔）"]
[]
["3.收取履约担保品的使用情况"]
["项目","本月末","上月末"]
["存量交易对应履约担保品价值（亿元）"]
["其中：持有现金余额（亿元）"]
["      持有股票市值（亿元）"]
["      持有债券市值（亿元）"]
["      持有证券公司资产管理产品（亿元）"]
["      持有银行理财（亿元）"]
["      持有信托产品（亿元）"]
["      持有保险产品（亿元）"]
["      其他（亿元）"]

{"sheet":"盈亏情况","index":5,"n_rows":30,"n_cols":5,"rows_kept":30,"cut":false,"hidden":false,"merged":[[20,0,21,0],[20,1,20,2],[20,3,20,4],[0,0,0,2],[19,0,19,6],[2,0,7,0],[8,0,11,0],[12,0,16,0]]}
["1.本月了结交易盈亏情况统计"]
["项目","科目","单位：笔或万元"]
["互换","本月了结笔数"]
[null,"本月了结交易涉及名义本金"]
[null,"收入现金流"]
[null,"支出现金流"]
[null,"使用保证金形成的净收益对应现金流"]
[null,"对冲成本"]
["期权","本月了结笔数"]
[null,"本月了结交易涉及名义本金"]
[null,"权利金收入"]
[null,"对冲成本"]
["远期","本月了结笔数"]
[null,"本月了结交易涉及名义本金"]
[null,"收入现金流（或交割日公允价值）"]
[null,"支出现金流（或交割日公允价值）"]
[null,"对冲成本"]
[]
[]
["2.本月会计损益统计"]
["项目","本月发生额（万元）",null,"本年累计额（万元）"]
[null,"互换","期权","互换","期权"]
["合约端损益"]
["对冲端损益"]
["损益合计"]
["单位：万元，保留小数点后两位。"]
["1）损益为交易商角度，不区分已实现损益和未实现损益。"]
["2） 损益合计 = 合约端损益 + 对冲端损益。"]
["3） 场外期权合约端损益 = 新增交易期权费净收入+ 期末估值 –期初估值 + 期间结算金额净收入。互换合约端损益 = 期末估值–期初估值 + 期间结算金额净收入。 以上净收入可正/负。"]
["4）对冲端损益包含与场外合约对冲相关的现货、期货、场内期权等。"]