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VSTOXX® 期貨1月份回顧
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VSTOXX® 期貨的交易量從 2023 年開始略有放緩，2023 年之後日均量 43K，相比在12 月的 47K 低。 2023年至今最活躍的交易日是 1 月13 日，交易量為 89,000 手。未平倉合約仍處於較低水平。
終端客戶仍然對市場牛市充滿信心，並在波動期貨中維持淨空頭頭寸。他們的頭寸在 12 月從淨多頭轉變為淨空頭。一些客戶增加了買入，因此看到了 3 月份市場波動增加的可能性。然而，樂觀者同時也賣出了更多的3 月期貨。
1月底，終端客戶淨賣出2月和4月到期的期貨, 淨買入3月的期貨。這些年來，日曆價差越來越受歡迎。 1 月份三分之一的交易量是通過日曆價差的點差交易的。其中大部分價差是 1 月對 2 月，這表明客戶尋求沿著歐元藍籌50股指(EURO STOXX 50) 選擇權期限結構(Term Structure) 換月,以保持在波動率策略上的持倉。
即月波動率跌破20 水平。現在在 17 和18 之間。期限結構有點平坦，但仍處於正價差，即月與遠月之間差距有3.5 個波幅點。上個月差距為 4 個波幅點。即月與下月差距從 1.2 波幅點進一步縮小到 0.9波幅點。
歐元藍籌50股指(EURO STOXX 50® )在 VSTOXX® 期貨（12 月）和 EURO STOXX® 指數選擇權（1 月）實際到期之間實現了 17.05 點的波動性。相對於 12 月份VSTOXX® 最終結算價 19.79，這意味著這意味著波動性風險溢價為 2.74 個波動點。前期（11 月/12 月/11 月）的波動率風險溢價為 5.25點，10 月至 11 月為 10.1點
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VSTOXX® 選擇權的交易量從12 月份的低位回升。 2023年至今最活躍的交易日是 1月 17 日，有 43,000 手。未平倉合約現在也處於較高水平。
終端客戶對期權的波動保持淨買入——與期貨相反。不過，這集中在即月。自 1 月到期以來，終端客戶買賣等量的看漲選擇權和看跌選擇權。從那時起，我們無法觀察到任何定位變化。
VSTOXX® 期權1月份回顧
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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.
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