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
DEC 17 243,691 300 5,310 249,301 0 0 5,310 0 0 0 1,615,792 -30,234
JAN 18 9,784 0 0 9,784 0 0 0 0 0 0 117,068 2,763
FEB 18 6,006 0 0 6,006 0 0 0 0 0 0 61,079 786
MAR 18 195,976 4,475 7,893 208,344 2,488 0 5,405 0 0 0 1,511,133 -32,138
APR 18 0 0 0 0 0 0 0 0 0 0 847 0
MAY 18 0 0 0 0 0 0 0 0 0 0 495 0
JUN 18 120,702 3,350 7,853 131,905 2,488 0 5,365 0 0 0 1,328,422 -6,170
SEP 18 139,470 0 1,950 141,420 0 0 1,950 0 0 0 1,163,662 -11,996
DEC 18 289,024 2,074 12,976 304,074 4,976 0 8,000 0 0 0 1,689,738 18,477
MAR 19 141,117 3,592 4,976 149,685 4,976 0 0 0 0 0 1,087,892 5,810
JUN 19 113,817 80 0 113,897 0 0 0 0 0 0 1,043,866 -8,582
SEP 19 106,505 0 2,488 108,993 2,488 0 0 0 0 0 714,387 4,103
DEC 19 259,703 1,499 2,488 263,690 2,488 0 0 0 0 0 1,146,702 34,513
MAR 20 66,614 250 0 66,864 0 0 0 0 0 0 546,319 -165
JUN 20 60,959 1,680 0 62,639 0 0 0 0 0 0 533,020 12,062
SEP 20 53,143 0 0 53,143 0 0 0 0 0 0 352,158 1,989
DEC 20 43,903 0 0 43,903 0 0 0 0 0 0 400,093 6,745
MAR 21 31,835 400 0 32,235 0 0 0 0 0 0 227,545 72
JUN 21 26,100 0 0 26,100 0 0 0 0 0 0 224,448 -3,595
SEP 21 24,406 60 0 24,466 0 0 0 0 0 0 125,859 -2,448
DEC 21 17,868 0 0 17,868 0 0 0 0 0 0 174,152 -298
MAR 22 13,026 0 0 13,026 0 0 0 0 0 0 104,810 -874
JUN 22 11,937 0 0 11,937 0 0 0 0 0 0 59,042 -886
SEP 22 15,558 0 0 15,558 0 0 0 0 0 0 42,979 1,390
DEC 22 2,187 0 0 2,187 0 0 0 0 0 0 15,733 413
MAR 23 1,313 0 0 1,313 0 0 0 0 0 0 16,707 15
JUN 23 527 0 0 527 0 0 0 0 0 0 8,770 -11
SEP 23 428 0 0 428 0 0 0 0 0 0 7,592 90
DEC 23 46 0 0 46 0 0 0 0 0 0 2,784 28
MAR 24 21 0 0 21 0 0 0 0 0 0 2,182 12
JUN 24 11 0 0 11 0 0 0 0 0 0 1,876 5
SEP 24 9 0 0 9 0 0 0 0 0 0 1,006 0
DEC 24 2 0 0 2 0 0 0 0 0 0 1,094 2
MAR 25 0 0 0 0 0 0 0 0 0 0 257 0
JUN 25 0 0 0 0 0 0 0 0 0 0 308 0
SEP 25 0 0 0 0 0 0 0 0 0 0 437 0
DEC 25 0 0 0 0 0 0 0 0 0 0 491 0
MAR 26 0 0 0 0 0 0 0 0 0 0 272 0
JUN 26 0 0 0 0 0 0 0 0 0 0 200 0
SEP 26 0 0 0 0 0 0 0 0 0 0 41 0
DEC 26 0 0 0 0 0 0 0 0 0 0 56 0
MAR 27 0 0 0 0 0 0 0 0 0 0 20 0
JUN 27 0 0 0 0 0 0 0 0 0 0 11 0
SEP 27 1 0 0 1 0 0 0 0 0 0 20 -1
总计 1,995,689 17,760 45,934 2,059,383 19,904 0 26,030 0 0 0 14,331,365 -8,123

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