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欧交所ESG衍生品推出距今已有三年半的时间，其交易量、交易合约的流动性均傲居ESG期货之首。然而一些投资经理仍然担心市场流动性是否能够满足其交易需求。以下关于市场流动性的关键数据、主要驱动因素和重要指标，相信能很好回应仍在观望的市场交易者。在机构投资决策过程中，研究特定合约背后的流动性情况对于做出市场投资决策至关重要。
ESG衍生品的发展——未平仓合约和日均成交量
2022年欧交所ESG衍生品在股指和固收领域的总交易额超过465亿欧元（约合人民币3358亿元），日均交易量（ADV）达到2.4亿欧元（约合人民币17亿元）。截至2022年9月，ESG衍生品股指和固收未平仓合约总额分别为44亿欧元（约合人民币318亿元）和8亿欧元（约合人民币58亿元）。截至目前，2022年合约交易量已达220多万份。
ESG集中撮合订单簿流动性答疑
集中撮合订单簿交易的活跃客户数达到新高
集中撮合订单簿交易活跃——订单簿交易与场外大额交易平分秋色
目前欧交所已挂牌超过28档ESG股指衍生品，而这些合约的交易逾趋活跃，截至2022年9月，43％的ESG股指衍生交易都是通过我们的集中撮合订单簿进行交易。可见集中撮合订单簿交易和场外大额交易旗鼓相当，凸显了成熟商品会具备的集中市场流动性的特色。
STOXX®和MSCI ESG指数的ESG衍生品有力地证明了这一点，二者通过集中撮合订单簿交易的合约年环比分别增长54%和294%。
此外，在一些ESG旗舰合约领域（如STOXX®欧洲600 ESG Exclusions期货），大宗商品流动性提供商的竞争十分激烈。为赢取ESG相关订单，流动性提供商竞争渐趋白热化。
稳定价差——ESG衍生品合约订单簿流动性持续增加。
集中撮合订单簿的不同最佳买卖盘规模下的稳定价差是体现合约流动性的另一指标。STOXX®欧洲600 ESG-X期货、EURO STOXX 50® ESG指数期货、MSCI美国ESG Screened期货和MSCI新兴市场ESG Screened期货在此方面尤为突出。
上图显示了STOXX®欧洲600 ESG-X期货三个不同买卖盘级别的订单簿深度（各价格点的要价或出价订单数量）和以基点计量的最佳买卖价差。在欧盟交易时间内，交易者平均可以在最佳买卖价格水平上交易约2000份合约（其名义价值约为3000万欧元），订单簿深度的前三个级别包含约7000份合约（其名义价值约为1.03亿欧元）。最佳买卖价差基本保持在10个基点以内。
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
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