国际衍生品市场动态 ｜行业 Markets

【行业/Markets】

√CME计划于5月推出欧洲热轧钢卷期权

√ICE计划于6月推出首批抵押贷款期货

√CME将增加E-mini标普500指数期货周期权

CME计划于5月推出欧洲热轧钢卷期权

CME集团表示计划于5月推出其北欧热轧钢卷（Argus）期货期权，因金属市场持续波动。CME董事总经理兼全球金属业务负责人表示，欧洲热轧钢卷期货持仓已超4.2万吨，黑色金属市场参与度持续增长，期权的推出将有助于客户完善现有交易策略并管理风险。

ICE计划于6月推出首批抵押贷款期货

洲际交易所(ICE)表示计划在6月13日推出两个与固定利率抵押贷款指数挂钩的合约，ICE US Conforming 30年期固定抵押贷款利率锁定指数和ICE US Jumbo 30年期固定抵押贷款利率指数期货，是该交易所推出的首批抵押贷款衍生产品。

CME将增加E-mini标普500指数期货周期权

CME集团计划于4月25日增加其E-迷你标普500指数期货系列产品，推出周二和周四周期权。新的周期权合约将作为E-迷你标普500指数期货现有周一、三、五的周期权的补充，以增强流动性。今年截至3月30日，CME E-mini标普500指数期货的周期权交易量同比增长75%，日均交易量超84万手。

CME plans European HRC steel option on May

CME Group has said it will launch in May options on its North European Hot-Rolled Coil Steel (Argus) futures, citing ongoing volatility in the metals market. Jin Chang, managing director and global head of metals at CME said, "Open interest in our European HRC Steel futures has surpassed 42,000 metric tons as participation continues to grow across our entire ferrous metals complex. We look forward to introducing options, which should complement our clients' existing strategies and help them minimise risk."

ICE plans to launch first mortgage futures in June

Intercontinental Exchange (ICE) plans to launch in June two contracts linked to fixed rate mortgage indices, the first mortgage derivatives from the exchange group. The Atlanta-based exchange will launch its ICE US Conforming 30-year Fixed Mortgage Rate Lock Index and ICE US Jumbo 30-year Fixed Mortgage Rate Index futures on June 13, the group said.

CME to expand weekly options on E-mini S&P 500

CME Group is planning to add in April Tuesday and Thursday expiries to its weekly options on its E-mini S&P 500 futures. The Chicago-based exchange group said it will add on April 25 the two new expiries to its existing Monday, Wednesday and Friday weekly options, in a sign of deepening liquidity in the segment. In the year to March 30, weekly options trading referencing CME E-mini S&P 500 was up 75% on the same period last year to a daily average of 841,214 contracts.

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