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5-Year T-Note Options Settlements

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市场数据延迟至少十分钟 芝商所网站上包含的所有市场数据应仅视为参考,不应用于验证或补充实时推送的市场数据。
行使 开盘价 最后 变化 结算 预计成交量 前一天未平仓合约
10650 Call - 7'565B 7'445A - +'105 7'565 0 0
10675 Call - 7'405B 7'285A - +'105 7'405 0 0
10700 Call - 7'245B 7'125A - +'105 7'245 0 0
10725 Call - 7'085B - - +'105 7'085 0 0
10750 Call - 6'565B 6'445A - +'105 6'565 0 0
10775 Call - 6'405B 6'285A - +'105 6'405 0 0
10800 Call - 6'245B 6'125A - +'105 6'245 0 0
10825 Call - 6'085B 5'605A - +'105 6'085 0 0
10850 Call - 5'565B 5'445A - +'105 5'565 0 0
10875 Call - 5'405B 5'285A - +'105 5'405 0 0
10900 Call - 5'245B 5'125A - +'105 5'245 0 0
10925 Call - 5'085B 4'605A - +'105 5'085 0 0
10950 Call - 4'565B 4'445A - +'105 4'565 0 0
10975 Call - 4'405B 4'285A - +'105 4'405 0 0
11000 Call - 4'245B 4'125A - +'105 4'245 0 0
11025 Call - 4'085B 3'605A - +'105 4'085 0 0
11050 Call - 3'565B 3'445A - +'105 3'565 0 0
11075 Call - 3'405B 3'285A - +'105 3'405 0 0
11100 Call - 3'245B 3'125A - +'105 3'245 0 0
11125 Call - 3'085B 2'605A - +'105 3'085 0 0
11150 Call - 2'565B 2'445A - +'105 2'565 0 0
11175 Call - 2'405B 2'285A - +'105 2'405 0 0
11200 Call - 2'245B 2'125A - +'105 2'245 0 3
11225 Call - 2'085B 1'605A - +'105 2'085 0 1
11250 Call - 1'565B 1'445A - +'105 1'565 0 33
11275 Call - 1'405B 1'285A - +'105 1'405 0 32
11300 Call - 1'245B 1'125A - +'105 1'245 0 58
11325 Call - 1'085B '605A - +'105 1'085 0 126
11350 Call - '565B '445A - +'105 '565 0 125
11375 Call - '405B '290A - +'105 '405 0 332
11400 Call - '245B '125A - +'095 '245 92 3,728
11425 Call '020 '105 '020 - +'050 '085 1,285 7,116
11450 Call '005 '010 '005 '005 -'005 CAB 8,767 14,396
11475 Call - - - - UNCH CAB 78 25,603
11500 Call '005 '005 '005A - UNCH CAB 100 90,140
11525 Call - - - - UNCH CAB 0 41,317
11550 Call - - - - UNCH CAB 0 65,646
11575 Call - - - - UNCH CAB 0 49,945
11600 Call - - - - UNCH CAB 0 35,739
11625 Call - - - - UNCH CAB 0 33,920
11650 Call - - - - UNCH CAB 0 26,296
11675 Call - - - - UNCH CAB 0 9,723
11700 Call - - - - UNCH CAB 0 22,974
11725 Call - - - - UNCH CAB 0 16,889
11750 Call - - - - UNCH CAB 0 6,590
11775 Call - - - - UNCH CAB 0 7,157
11800 Call - - - - UNCH CAB 0 13,414
11825 Call - - - - UNCH CAB 0 2,687
11850 Call - - - - UNCH CAB 0 4,452
11875 Call - - - - UNCH CAB 0 10,687
11900 Call - - - - UNCH CAB 0 2,142
11925 Call - - - - UNCH CAB 0 5,472
11950 Call - - - - UNCH CAB 0 114
11975 Call - - - - UNCH CAB 0 1,586
12000 Call - - - - UNCH CAB 0 860
12025 Call - - - - UNCH CAB 0 2,008
12050 Call - - - - UNCH CAB 0 500
12075 Call - - - - UNCH CAB 0 384
12100 Call - - - - UNCH CAB 0 741
12125 Call - - - - UNCH CAB 0 283
12150 Call - - - - UNCH CAB 0 11,411
12175 Call - - - - UNCH CAB 0 736
12200 Call - - - - UNCH CAB 0 819
12225 Call - - - - UNCH CAB 0 788
12250 Call - - - - UNCH CAB 0 47
12275 Call - - - - UNCH CAB 0 99
12300 Call - - - - UNCH CAB 0 443
12325 Call - - - - UNCH CAB 0 433
12350 Call - - - - UNCH CAB 0 53
12375 Call - - - - UNCH CAB 0 0
12400 Call - - - - UNCH CAB 0 28
12425 Call - - - - UNCH CAB 0 0
12450 Call - - - - UNCH CAB 0 0
12475 Call - - - - UNCH CAB 0 0
12500 Call - - - - UNCH CAB 0 0
12525 Call - - - - UNCH CAB 0 0
12550 Call - - - - UNCH CAB 0 0
12575 Call - - - - UNCH CAB 0 0
12600 Call - - - - UNCH CAB 0 0
10650 Put - - - - UNCH CAB 0 0
10675 Put - - - - UNCH CAB 0 0
10700 Put - - - - UNCH CAB 0 0
10725 Put - - - - UNCH CAB 0 0
10750 Put - - - - UNCH CAB 0 0
10775 Put - - - - UNCH CAB 0 0
10800 Put - - - - UNCH CAB 0 387
10825 Put - - - - UNCH CAB 0 0
10850 Put - - - - UNCH CAB 0 140,106
10875 Put - - - - UNCH CAB 0 20,388
10900 Put - - - - UNCH CAB 0 6,470
10925 Put - - - - UNCH CAB 0 1,520
10950 Put - - - - UNCH CAB 0 1,373
10975 Put - - - - UNCH CAB 0 5,069
11000 Put - - - - UNCH CAB 0 356
11025 Put - - - - UNCH CAB 0 3,971
11050 Put - - - - UNCH CAB 0 11,130
11075 Put - - - - UNCH CAB 0 8,761
11100 Put - - - - UNCH CAB 0 6,554
11125 Put - - - - UNCH CAB 0 13,635
11150 Put - - - - UNCH CAB 0 28,163
11175 Put - - - - UNCH CAB 0 8,352
11200 Put - - - - UNCH CAB 0 40,923
11225 Put - - - - UNCH CAB 0 40,615
11250 Put - - - - UNCH CAB 0 37,087
11275 Put - - - - UNCH CAB 0 14,330
11300 Put - - - - UNCH CAB 0 13,313
11325 Put - - - - UNCH CAB 0 12,996
11350 Put - - - - UNCH CAB 0 30,514
11375 Put - - - - UNCH CAB 21 31,887
11400 Put - - '005A - -'010 CAB 1,439 45,497
11425 Put '060 '070 '005A - -'055 CAB 5,538 24,924
11450 Put '140 '195B '045 - -'110 '075 1,318 26,756
11475 Put '305 '355B '235A - -'105 '235 310 21,238
11500 Put '405 '515B '395A - -'105 '395 56 43,360
11525 Put - 1'035B '555A - -'105 '555 0 16,801
11550 Put - 1'195B 1'075A - -'105 1'075 0 27,089
11575 Put - 1'355B 1'235A - -'105 1'235 0 18,561
11600 Put - 1'515B 1'395A - -'105 1'395 0 7,923
11625 Put 1'565 2'035B 1'555 - -'105 1'555 146 5,480
11650 Put 2'080 2'195B 2'075A - -'105 2'075 30 8,400
11675 Put 2'235 2'355B 2'235 - -'105 2'235 15 4,488
11700 Put - 2'515B 2'395A - -'105 2'395 0 3,255
11725 Put - 3'035B 2'555A - -'105 2'555 0 221
11750 Put - 3'195B 3'075A - -'105 3'075 0 0
11775 Put - 3'355B 3'235A - -'105 3'235 0 0
11800 Put - 3'515B 3'395A - -'105 3'395 0 0
11825 Put - 4'035B 3'555A - -'105 3'555 0 0
11850 Put - 4'195B 4'075A - -'105 4'075 0 0
11875 Put - 4'355B 4'235A - -'105 4'235 0 0
11900 Put - 4'515B 4'395A - -'105 4'395 0 0
11925 Put - 5'035B 4'555A - -'105 4'555 0 0
11950 Put - 5'195B 5'075A - -'105 5'075 0 0
11975 Put - 5'355B 5'235A - -'105 5'235 0 0
12000 Put - 5'515B 5'395A - -'105 5'395 0 0
12025 Put - 6'035B 5'555A - -'105 5'555 0 0
12050 Put - 6'195B 6'075A - -'105 6'075 0 0
12075 Put - 6'355B 6'235A - -'105 6'235 0 0
12100 Put - 6'515B 6'395A - -'105 6'395 0 0
12125 Put - 7'035B 6'555A - -'105 6'555 0 0
12150 Put - 7'195B 7'075A - -'105 7'075 0 0
12175 Put - 7'355B 7'235A - -'105 7'235 0 0
12200 Put - 7'515B 7'395A - -'105 7'395 0 0
12225 Put - 8'035B 7'555A - -'105 7'555 0 0
12250 Put - 8'195B 8'075A - -'105 8'075 0 0
12275 Put - 8'355B 8'235A - -'105 8'235 0 0
12300 Put - 8'515B 8'395A - -'105 8'395 0 0
12325 Put - 9'035B 8'555A - -'105 8'555 0 0
12350 Put - 9'195B 9'075A - -'105 9'075 0 0
12375 Put - 9'355B 9'235A - -'105 9'235 0 0
12400 Put - 9'515B 9'395A - -'105 9'395 0 0
12425 Put - 10'035B 9'555A - -'105 9'555 0 0
12450 Put - 10'195B 10'075A - -'105 10'075 0 0
12475 Put - 10'355B 10'235A - -'105 10'235 0 0
12500 Put - 10'515B 10'395A - -'105 10'395 0 0
12525 Put - 11'035B 10'555A - -'105 10'555 0 0
12550 Put - 11'195B 11'075A - -'105 11'075 0 0
12575 Put - 11'355B 11'235A - -'105 11'235 0 0
12600 Put - 11'515B 11'395A - -'105 11'395 0 0
Total 19,195 1,249,969

5年期美国国库债券期货

CBOT美国国库债券期货具有充足的流动性,可以24小时在多个方面作为有效的工具:对冲利率风险、提升潜在收益、调整投资组合久期、对利率进行投机以及进行价差交易。

合约追踪美国政府为债务融资(截至2017年3月底,未偿还可销售债券金额达14万亿美元)而发行和支持的美国国库债券、固定收益证券的可交割篮子。

在美国收益率曲线提供的多重到期时间点的合约中,5年和10年期国库债券(长期国债)期货的交投最为活跃。

交易5年期国库债券期货的优势

  •  充足的流动性
  •  买卖价差紧有助于在建立/退出头寸时,减少一部分的交易成本
  •  流动性的多重获取方式,例如通过中央限价订单簿、大宗交易和EFRP等
  •  利用利率合约和标准普尔500指数以及黄金的基准期货,获得保证金对消的节省
  •  控制庞大的名义价值合约只需相对较小的资金量