Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Fixed Income Futures
Fixed Income Options
STIR Futures & Options
Credit Index Futures
Financing of Futures CTDs
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
STOXX
MSCI
FTSE
DAX
Mini-DAX
Micro Product Suite
Daily Options
Index Total Return Futures
ESG Index Derivatives
Country Indexes
KOSPI
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Exchange Participants
Market Maker Futures
Market Maker Options
ISV & service provider
3rd Party Information Provider
Market data vendors
Brokers
Multilateral and Brokerage Functionality
Block Trades
Delta TAM
T7 Entry Service via e-mail
Vola Trades
Additional contract versions
Exchange for Physicals
Trade at Index Close
Exchange for Swaps
Non-disclosure facility
Market statistics (online)
Trading statistics
Monthly statistics
Eurex Repo statistics
Snapshot summary report
Product parameter files
T7 Entry Service parameters
EFS Trades
EFP-Fin Trades
EFP-Index Trades
MiFID2 Commodity Derivatives Instruments
Total Return Futures conversion parameters
Product and Price Report
Variance Futures conversion parameters
Suspension Reports
Position Limits
Current traded series delta version
RDF Files
Prices Rolling Spot Future
Notified Bonds | Deliverable Bonds and Conversion Factors
Risk parameters and initial margins
Securities margin groups and classes
Haircut and adjusted exchange rate
Cross-Project-Calendar
Readiness for projects
Readiness for products
T7 Release 13.1
T7 Release 13.0
T7 Release 12.1
T7 Release 12.0
Member Section Releases
Simulation calendar
Archive
Connectivity
Independent Software Vendors
Implementation News
Simulation Calender
F7 General FAQ
F7 MiFID II FAQ
Direct market access from the U.S.
Eligible options under SEC class No-Action Relief
Eligible foreign security futures products under 2009 SEC Order and Commodity Exchange Act
U.S. Introducing Broker direct Eurex access
Eurex Asia
VSTOXX® 期货1月份回顾
.jpg)
VSTOXX® 期货的交易量从 2023 年开始略有放缓，2023 年之后日均量 43K，相比在12 月的 47K 低。2023年至今最活跃的交易日是 1 月13 日，交易量为 89,000 手。未平倉合約仍处于较低水平。
终端客户仍然对市场牛市充满信心，并在波动期货中维持净空头头寸。他们的头寸在 12 月从净多头转变为净空头。一些客户增加了买入，因此看到了 3 月份市场波动增加的可能性。然而，乐观者同时也卖出了更多的3 月期货。
1月底，终端客户净卖出2月和4月到期的期货, 净买入3月的期货。这些年来，日历价差越来越受欢迎。1 月份三分之一的交易量是通过日历价差的点差交易的。其中大部分价差是 1 月对 2 月，这表明客户寻求沿着欧元蓝筹50股指(EURO STOXX 50) 期权期限结构(Term Structure) 换月,以保持在波动率策略上的持仓。
即月波动率跌破20 水平。现在在 17 和18 之间。期限结构有点平坦，但仍处于正价差，即月與远月之间差距有3.5 个波幅点。上个月差距为 4 个波幅点。即月與下月差距从 1.2 波幅点进一步缩小到 0.9波幅点。
欧元蓝筹50股指(EURO STOXX 50® )在 VSTOXX® 期货（12 月）和 EURO STOXX® 指数期权（1 月）实际到期之间实现了 17.05 点的波动性。相对于 12 月份VSTOXX® 最终结算价 19.79，这意味着这意味着波动性风险溢价为 2.74 个波动点。前期（11 月/12 月/11 月）的波动率风险溢价为 5.25点，10 月至 11 月为 10.1点
.jpg)
.jpg)
.jpg)
VSTOXX® 期权的交易量从12 月份的低位回升。2023年至今最活跃的交易日是 1月 17 日，有 43,000 手。未平倉合約现在也处于较高水平。
终端客户对期权的波动保持净买入——与期货相反。不过，这集中在即月。自 1 月到期以来，终端客户买卖等量的看涨期权和看跌期权。从那时起，我们无法观察到任何定位变化。
VSTOXX® 期权1月份回顾
.jpg)
.jpg)
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.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.