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® 期貨12月份回顧
在12月，VSTOXX®期貨的交易活動繼續橫盤，日均交易量48,000手（11月為45,000手）。最活躍的一天是12月15日，交易量達到131,000手。未平倉合約數仍處於較低水平。
在2022年，VSTOXX®走勢主要受2022烏克蘭戰爭影響，並在2月時觸發波動率價格陡升。與2020年新冠疫情引發的長影線不同，VSTOXX期貨在這次閃跳之後沒有很快大幅回落。這可能是因為2022年的影線幅度不像2020年誇張，對期貨賣空方造成的損失較少。此外，自2020年以來，終端客戶在VSTOXX期貨中保持淨多頭，2月份這種保護性策略得到了回報。
到2022年底，客戶對歐洲股市越來越有信心。換月展倉時出現長倉減少，短倉增加。在12月份，最終用戶在12月份合約多頭與空頭頭寸相當，淨賣出1月、2月和3月到期的期貨。以截稿日計，終端客戶現在處於淨空頭狀態。
即月合約仍處於約20水平(夏季水平為25）。期限結構保持不變，現處於期貨溢價，前後期限之間差距多於4個波幅點。即月與下月的差距稍近，約1.2波幅點。該差距於12月時為2個波幅點，反映聖誕及新年假期之效應。 VSTOXX 12月份合約由於是對標1月份的 STOXX 歐元藍籌50期權(OESX)合約，交易價格通常會有所壓低，因交易員會將這個期間內長假所損耗的時間值計算在內。
EURO STOXX 50®指數在VSTOXX 11月份合約到期後和EURO STOXX®期權12月份合約到期之間實現了15. 5點的波動。相對於11月的VSTOXX最終結算價20.75，這意味著波動性風險溢價為5. 25個波動點。上一期（10月/11月）的波動性風險溢價為10.1，9月和10月之間的溢價為5.7。
VSTOXX® 選擇權12月份回顧
在12月份，VSTOXX®選擇權的成交量仍處於較低水平。最活躍的日子是12月5日，成交量為7萬合約。除期貨之外，終端客戶在選擇權中更加謹慎。他們仍然處於淨買入看漲和淨賣出看跌選擇權。但是，長倉選擇權和短倉選擇權之間的差距現在縮小了。
在2022年，VSTOXX®選擇權也受烏克蘭戰爭的影響。除期貨之外，從2022年3月開始成交量急劇下降。日均交易量已經從20,000 - 30,000下降到10,000 - 15,000。2022年12月的未平倉量與2021年12月的水平相同，但成交量明顯較低。該產品仍然被廣泛用作長線持有，並每月換月展倉。頭寸幾乎沒有轉勢，顯示投資人對於市場未來表現預期為平穩。
高成交量的日子，如12月5日，突出了該期權合約具有足夠的流動性可以滿足需求。
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.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.