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27 3月 2023

Eurex Asia

【期貨選擇權】歐洲旗艦股指期貨跨季展倉最新資訊

本輪三月展倉統計數據

隨著我們進入期貨展倉高峰的合約到期前最後一周,我們想展示3 月份展倉的統計數據,特別是旗艦股指指數期貨。

以下,每張圖裡的一條實線代表遠月未平倉合約與總未平倉合約的比率;虛線顯示了最近 11 次展倉的歷史平均值,灰色帶錶示與歷史平均值水平的一個標準偏差。



正如我們從上圖中看到的那樣,跨季展倉開始時 EURO STOXX 50® 指數期貨的後幾個月未平倉合約(佔總未平倉合約的 7%)略微偏低。在展倉交易期間的前兩週,會員將 28% 的未平倉合約轉移到遠月。我們希望會員在到期前的剩餘時間內再將50%的未平倉合約進行展倉。
 


這一次,會員開始在 EURO STOXX® 銀行類股指期貨到期前 9 天展開移倉。截至週五結束,我們在遠月積累了21% 的未平倉頭寸,預計本週仍有 54% 將展開移倉。
 


與以往不同的是,STOXX® Europe 600 期貨在到期前七個交易日開始展期。截至本周初,34% 的 未平倉合約被換到遠月,略低於歷史平均值。我們預計大部分展期活動將在本週完成。



SMI® 期貨上週表現出平穩的展倉活動。本週開始時,28%的未平倉合約展期到後面的月份,預計還會增加 42%。



Market Status

XEUR

11 August 2025

5:34:50 AM


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