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Product Overview
Daily Options
Three-Month Euro STR Futures
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Product Overview
Daily Options
Three-Month Euro STR Futures
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EURO STOXX 50® Index Futures
Product Overview
Daily Options
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VSTOXX® 期货12月份回顾
在12月，VSTOXX®期货的交易活动继续橫盤，日均交易量48,000手（11月为45,000手）。最活跃的一天是12月15日，交易量达到131,000手。未平倉合約數仍处于较低水平。
在2022年，VSTOXX®走势主要受2022乌克兰战争影响，并在2月时触发波动率价格陡升。與2020年新冠疫情引发的長影線不同，VSTOXX期货在這次閃跳之后没有很快大幅回落。这可能是因为2022年的影線幅度不像2020年誇張，对期货卖空方造成的损失較少。此外，自2020年以来，终端客户在VSTOXX期货中保持净多頭，2月份这种保护性策略得到了回报。
到2022年底，客户对欧洲股市越来越有信心。换月展仓時出现長倉減少，短仓增加。在12月份，最终用户在12月份合约多头与空头头寸相当，净卖出1月、2月和3月到期的期货。以截稿日計，終端客户现在處於净空頭狀態。
即月合約仍處於約20水平(夏季水平為25）。期限结构保持不变，现处于期货溢价，前后期限之间差距多於4个波幅點。即月與下月的差距稍近，約1.2波幅点。該差距於12月時为2个波幅点，反映圣诞及新年假期之效應。VSTOXX 12月份合约由于是对标1月份的 STOXX 欧元蓝筹50期权(OESX)合约，交易价格通常会有所压低，因交易員会将这个期间内长假所損耗的时间值計算在內。
EURO STOXX 50®指数在VSTOXX 11月份合约到期后和EURO STOXX®期权12月份合约到期之间实现了15. 5点的波动。相对于11月的VSTOXX最终结算价20.75，这意味着波动性风险溢价为5. 25个波动点。上一期（10月/11月）的波动性风险溢价为10.1，9月和10月之间的溢价为5.7。
VSTOXX® 期权12月份回顾
在12月份，VSTOXX®期权的成交量仍处于较低水平。最活跃的日子是12月5日，成交量为7万合约。除期货之外，终端客户在期权中更加谨慎。他们仍然处于净买入看涨和净卖出看跌期权。但是，長仓期权和短仓期权之间的差距现在缩小了。
在2022年，VSTOXX®期权也受乌克兰战争的影响。除期货之外，从2022年3月开始成交量急剧下降。日均交易量已经从20,000 - 30,000下降到10,000 - 15,000。2022年12月的未平倉量与2021年12月的水平相同，但成交量明显较低。该产品仍然被廣泛用作長線持有，並每月换月展仓。頭寸几乎没有轉勢，显示投资人对于市場未来表現预期为平稳。
高成交量的日子，如12月5日，突出了该期权合约具有足够的流动性可以满足需求。
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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