日(ri)前(qian),上海期(qi)貨交(jiao)易(yi)所天然橡膠期(qi)權(下稱天膠期(qi)權)全(quan)市(shi)場(chang)演練(lian)成功(gong)。本次演練(lian)是(shi)上期(qi)所為確保天膠期(qi)權平(ping)穩(wen)推出(chu)開展的(de)第一次全(quan)市(shi)場(chang)演練(lian)。
此次(ci)演練內容包(bao)括天膠期(qi)權(quan)上市前一日及上市日的交易、結算、行權(quan)等(deng)業務場景(jing),總體演練過程順利,符合預期(qi)。
據統計,參(can)加上市(shi)當(dang)日演練的會員有148家共237個席位參(can)加測試,參(can)與測試客戶數480個。
上期(qi)所所有品種合約(yue)報單(dan)503613筆(bi),成(cheng)(cheng)交54694筆(bi)。按照(zhao)單(dan)邊統計(ji),成(cheng)(cheng)交量(liang)53239手,成(cheng)(cheng)交金(jin)額17.44億元,總(zong)持倉量(liang)4399453手,共有29家會員的32個客戶申(shen)請了205140手的套保額度。
天膠期權(quan)(quan)合約報單(dan)462110筆,成(cheng)交(jiao)42716筆。按照(zhao)單(dan)邊(bian)統(tong)計(ji),成(cheng)交(jiao)量39300手,成(cheng)交(jiao)金額3.71億元,總持(chi)倉(cang)量23326手,天膠期權(quan)(quan)做市商(shang)報價191155筆,普(pu)通客(ke)戶詢價338筆,天膠期權(quan)(quan)行權(quan)(quan)量2117手,天膠期權(quan)(quan)自對沖量5566手,天膠期權(quan)(quan)行權(quan)(quan)后的期貨自對沖量1416手。
經過本次(ci)全市場演練,參與各方(fang)更加熟悉了天(tian)膠期(qi)權的業務規則和業務模式(shi),相關系統也得到了有效驗證。
在(zai)上(shang)周五(wu),上(shang)期所公(gong)(gong)(gong)布了天(tian)然橡膠期權(quan)做市(shi)商(shang)的名(ming)單。此次,批(pi)準6家公(gong)(gong)(gong)司(si)為天(tian)膠期權(quan)首(shou)批(pi)做市(shi)商(shang),分別為上(shang)海海通(tong)資(zi)源管理有限(xian)公(gong)(gong)(gong)司(si)、中糧(liang)祈德(de)豐投(tou)資(zi)服務有限(xian)公(gong)(gong)(gong)司(si)、浙江(jiang)(jiang)南華資(zi)本管理有限(xian)公(gong)(gong)(gong)司(si)、浙江(jiang)(jiang)濟(ji)海貿易(yi)發(fa)展有限(xian)公(gong)(gong)(gong)司(si)、浙江(jiang)(jiang)浙期實業有限(xian)公(gong)(gong)(gong)司(si)、銀河德(de)睿資(zi)本管理有限(xian)公(gong)(gong)(gong)司(si)。