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26 4月 2022

Eurex Asia

【股指月報】Eurex股票指數2022年4月市場簡報

作者：Zubin Ramdarshan，Eurex股票和指數產品設計主管

不幸的是，2022年的1季度將由於各種的錯誤原因而被記住。金融和大宗商品市場不斷出現的大幅跳漲的波動率開始對實體經濟產生了影響。各國政府發現自己證在財政和貨幣政策的製定責任上走鋼絲。宏觀經濟和政治上不穩定形勢導致對對沖和投資組合的重新有效定位即刻需求增加。這自然推動了大量在歐洲期貨交易所池子裡的期貨選擇權交易活動。在烏克蘭被入侵後的市場震盪後，歷史波動率以及隱含波動率水平一直保持在長期平均水平之上。在3月展期到6月份合約的展倉交易量高峰更是刺激了市場波動性，而進一步激發更高的交易量。總體而言，3月份我們看到行業衍生品、微型期貨部分、迷你DAX®、MSCI指數衍生品和TRFs的成交量達到月度新高。我們的ESG和FTSE產品系列的交易量也創下單季新高。

儘管市場條件充滿挑戰，成員仍然高度支持新產品的推出上線。我們增加了一系列新的歐元計價的個股總報酬期貨合約(TRFs)，以增加相關的一籃子股票TRFs的吸引力。我們擴大了MSCI產品系列部分，添加上市了中國和沙特阿拉伯的指數選擇權，以及德國和以色列的指數期貨。我們還增加了新的通過ESG標準篩除法編制的MSCI歐洲和MSCI 歐元區(EMU)的ESG指數衍生品。最近指數方面成功推出了KOSPI每週指數選擇權，在一推出後就有不錯的成交量。我們還上市了符合上市標準的各種新的單一股票衍生品，包括幾個以瑞典克朗計價的股息期貨。

目前第二季度計劃將推出幾個令人興奮的新產品，將很快公佈細節。儘管已經感受到俄羅斯制裁的影響，但這一故事遠未結束，新的潛在的國際制裁即將到來，其可能波及歐洲石油和天然氣市場，除非能夠實現外交和解和矛盾降級，而這也是我們都希望的。歐洲市場中另一個事件風險將隨著本月晚些時候舉行的法國大選的進行而展開。這使我預計，在未來幾周和幾個月內，波動性高漲將持續下去。

來自亞洲的好消息：

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