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28 12月 2022

Eurex Asia

【期货期权】股票指数市场简报 2022 年 11月

作者：欧洲期货交易所股票与指数产品设计主管 Zubin Ramdarshan

Eurex基准指数产品11月成交量活跃

11月，传统 60 / 40 股债平衡投资组合的策略终于回暖，债券和股票市场均出现上涨。这延续了上个月市场广泛的股票基准的反弹。然而，这一次的焦点不再是美联储利率水平的猜测，而是加密货币交易所 FTX 戏剧性的终止。幸运的是，截至目前，我们似乎没有察觉到该事件对我们传统金融市场的影响及蔓延。VSTOXX® 的市场波动率水平下跌，22年12月份合约徘徊在20点附近，主要是由于EURO STOXX 50®现货指数价格上涨的连锁影响。美元和原油在11月均出现了其他资产类别的均值回归，两者均走低，导致市场状况艰难。

2022年的主题延续了以STOXX®、DAX®、KOSPI和MSCI为标的物的传统Eurex基准指数产品表现强劲成交量的趋势。本月数据中的突出亮点体现在EURO STOXX®银行指数以及英国富时FTSE 100 的两档含股息总收益期货(TRF) 和相应的普通价格指数期货的良好交易活动。

展望12月，我们的重点将是几个未平仓量较大的期货产品到3月到期日的滚动。我希望Eurex在展仓期间订单簿能够提供所需的深度和初始价格图片的形成，并辅以大宗流动性供应。进入年底，这是很长一段时间以来，我第一次看到交易者之间存在真正的投资意见分歧，在交易者中，看涨和看跌股票的观点都很丰富。当然，这会带来丰富而有挑战的交易，我希望所有会员都能安全的通过这些交易。

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