基准商品

固定收益期权

欧洲政府债券期权

固定收益期权是固定收益期货期权,它赋予了以行权价购买或出售标的期货的权利。

为了您的避险和策略交易

这些合约的最长有效期为六个月,为美式期权。这意味着可以在到期日或之前任一交易日提出执行合约,并可以通过标的固定收益期货合约平仓多头或空头头寸。

从OGBS、OBGM、OGBL到OGBX

全新超长期德国国债Euro-Buxl期权让我们的产品组合更完整于9月28日开始交易

优势一览

  • 对冲欧洲政府债券的风险敞口
    • 保护债券投资组合免受价格风险
    • 对冲政府债券发行的风险


  • 基于期权策略来提高回报
    • Covered call期权策略在债券和期货投资组合的应用
    • 通过看涨、看跌和定向价差策略的应用来展现固定收入期货和现金债券的市场观点
    • 通过产品间的价差交易来寻找欧元和美元政府债券收益率曲线之间的套利机会


  • 利用隐含波动率
    • 系统性的卖空波动率交易策略可以提高约束范围内标的价格的回报,例如,围绕债券和期货构建的核心投资组合
    • 波动敏感的交易策略(如蝴蝶和秃鹰),非常适合确定政府债券市场的价格走势

交易产品

联系方式

客户拓展主管

Markus Georgi

欧交所芝加哥办事处
Eurex Chicago Office
233 South Wacker Drive, Suite 2450
Chicago, IL 60606
P: +1 (312) 544-1224

销售代表 
(固定收益衍生品)

Neil Salter

欧交所新加坡办事处
Eurex Singapore Office
9 Raffles Place, #56-01 Republic Plaza
Singapore 048619

neil.salter@eurex.com

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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