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27 3月 2023

Eurex Asia

【期货期权】欧洲旗舰股指期货跨季展仓最新资讯

本轮三月展仓统计数据

随着我们进入期货展仓高峰的合约到期前最后一周,我们想展示3 月份展仓的统计数据,特别是旗舰股指指数期货。

以下,每张图里的一条实线代表远月未平仓合约与总未平仓合约的比率;虚线显示了最近 11 次展仓的历史平均值,灰色带表示与历史平均值水平的一个标准偏差。



正如我们从上图中看到的那样,跨季展仓开始时 EURO STOXX 50® 指数期货的后几个月未平仓合约(占总未平仓合约的 7%)略微偏低。在展仓交易期间的前两周,会员将 28% 的未平仓合约转移到远月。我们希望会员在到期前的剩余时间内再将50%的未平仓合约进行展仓。



这一次,会员开始在 EURO STOXX® 银行类股指期货到期前 9 天展开移仓。截至周五结束,我们在远月积累了21% 的未平仓头寸,预计本周仍有 54% 将展开移仓。



与以往不同的是,STOXX® Europe 600 期货在到期前七个交易日开始展期。截至本周初,34% 的 未平仓合约被换到远月,略低于历史平均值。我们预计大部分展期活动将在本周完成。



SMI® 期货上周表现出平稳的展仓活动。本周开始时,28%的未平仓合约展期到后面的月份,预计还会增加 42%。





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