Asset Class Navigation

Eurodollar Volume

成交量 交付 未平仓合约
收盘时 变化
Globex 公开喊价 PNT / ClearPort 总成交量 大宗交易 EFP EFR EFS TAS
MAR 18 372,082 135 20,000 392,217 0 0 20,000 0 0 0 1,402,046 4,999
APR 18 15,928 0 0 15,928 0 0 0 0 0 0 112,191 2,457
MAY 18 9,045 0 0 9,045 0 0 0 0 0 0 30,858 2,244
JUN 18 355,554 1,445 9,920 366,919 9,920 0 0 0 0 0 1,591,330 -5,394
JUL 18 0 0 0 0 0 0 0 0 0 0 1,191 0
AUG 18 0 0 0 0 0 0 0 0 0 0 1,565 0
SEP 18 227,288 4,450 10,500 242,238 10,500 0 0 0 0 0 1,414,621 12,247
DEC 18 329,845 1,205 0 331,050 0 0 0 0 0 0 1,865,168 7,001
MAR 19 243,424 4,695 3,650 251,769 3,650 0 0 0 0 0 1,365,967 -8,145
JUN 19 271,957 13,520 23,840 309,317 23,840 0 0 0 0 0 1,343,029 12,377
SEP 19 221,961 0 3,000 224,961 3,000 0 0 0 0 0 931,963 -9,920
DEC 19 339,158 1,620 23,000 363,778 3,000 0 20,000 0 0 0 2,009,215 23,184
MAR 20 169,401 10,410 0 179,811 0 0 0 0 0 0 942,334 17,014
JUN 20 149,505 4,770 9,920 164,195 9,920 0 0 0 0 0 838,103 8,158
SEP 20 99,287 0 0 99,287 0 0 0 0 0 0 534,033 6,884
DEC 20 137,173 7,180 0 144,353 0 0 0 0 0 0 606,229 9,896
MAR 21 69,135 2,935 0 72,070 0 0 0 0 0 0 474,800 6,049
JUN 21 43,648 200 0 43,848 0 0 0 0 0 0 259,316 -108
SEP 21 46,013 450 0 46,463 0 0 0 0 0 0 167,185 1,088
DEC 21 45,860 0 0 45,860 0 0 0 0 0 0 234,097 7,022
MAR 22 23,289 28 0 23,317 0 0 0 0 0 0 133,106 -2,206
JUN 22 20,297 0 0 20,297 0 0 0 0 0 0 81,784 -2,283
SEP 22 22,665 0 0 22,665 0 0 0 0 0 0 70,769 -1,013
DEC 22 23,397 0 0 23,397 0 0 0 0 0 0 92,021 587
MAR 23 1,264 0 0 1,264 0 0 0 0 0 0 20,266 87
JUN 23 553 0 0 553 0 0 0 0 0 0 14,072 348
SEP 23 376 0 0 376 0 0 0 0 0 0 12,610 242
DEC 23 475 0 0 475 0 0 0 0 0 0 7,232 -69
MAR 24 42 0 0 42 0 0 0 0 0 0 2,889 2
JUN 24 23 0 0 23 0 0 0 0 0 0 2,923 6
SEP 24 2 0 0 2 0 0 0 0 0 0 1,381 0
DEC 24 8 0 0 8 0 0 0 0 0 0 1,495 8
MAR 25 0 0 0 0 0 0 0 0 0 0 221 0
JUN 25 0 0 0 0 0 0 0 0 0 0 336 0
SEP 25 0 0 0 0 0 0 0 0 0 0 654 0
DEC 25 0 0 0 0 0 0 0 0 0 0 504 0
MAR 26 0 0 0 0 0 0 0 0 0 0 336 0
JUN 26 0 0 0 0 0 0 0 0 0 0 227 0
SEP 26 0 0 0 0 0 0 0 0 0 0 84 0
DEC 26 0 0 0 0 0 0 0 0 0 0 55 0
MAR 27 0 0 0 0 0 0 0 0 0 0 60 0
JUN 27 0 0 0 0 0 0 0 0 0 0 11 0
SEP 27 0 0 0 0 0 0 0 0 0 0 48 0
总计 3,238,655 53,043 103,830 3,395,528 63,830 0 40,000 0 0 0 16,568,325 92,762

期权类型

欧洲美元利率期货

作为全球投资者的基准,欧洲美元期货提供对冲短期美元利率具有成本效率的宝贵工具。欧洲美元是存在美国之外商业银行的美元存款。

欧洲美元期货价格反映市场对未来特定日期三个月欧洲美元存款的利率预期。欧洲美元期货的最终结算价格由最后一个交易日三个月伦敦银行间拆借利率(LIBOR)确定。

交易欧洲美元的优势

  • 无与伦比的流动性——持续较窄的买卖价差
  • 较低的交易成本
  • 多样化的交易机会
  • 价格透明
  • 中期曲线提供较低的溢价和较高的时间衰减