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5-Year T-Note Options Settlements

Options


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
10750 Call - - - - -'040 8'515 0 0
10800 Call - - - - -'040 8'195 0 0
10825 Call - - - - -'040 8'035 0 0
10875 Call - - - - -'040 7'355 0 0
10900 Call - - - - -'040 7'195 0 0
10925 Call - - - - -'040 7'035 0 0
10950 Call - - - - -'040 6'515 0 0
10975 Call - - - - -'040 6'355 0 0
11000 Call - - - - -'040 6'195 0 0
11025 Call - - - - -'040 6'035 0 0
11050 Call - - - - -'040 5'515 0 0
11075 Call - - - - -'040 5'355 0 0
11100 Call - - - - -'040 5'195 0 0
11125 Call - - - - -'040 5'035 0 0
11150 Call - - - - -'040 4'515 0 0
11175 Call - - - - -'040 4'355 0 0
11200 Call - - - - -'040 4'195 0 0
11225 Call - - - - -'040 4'035 0 0
11250 Call - - - - -'040 3'515 0 0
11275 Call - - - - -'040 3'355 0 0
11300 Call - - - - -'040 3'195 0 0
11325 Call - - - - -'040 3'035 0 0
11350 Call - - - - -'040 2'515 0 0
11375 Call - - - - -'040 2'355 0 0
11400 Call - - - - -'040 2'195 0 0
11425 Call - - - - -'040 2'035 0 0
11450 Call - - - - -'040 1'515 0 7
11475 Call - - - - -'045 1'355 0 14
11500 Call - 1'315B 1'200A - -'045 1'195 0 29
11525 Call - - - - -'040 1'040 0 72
11550 Call - '635B '525A - -'040 '525 0 26
11575 Call - '480B - - -'040 '375 0 45
11600 Call - '345B '240A - -'040 '240 0 355
11625 Call '160 '220B '140A - -'030 '140 41 3,299
11650 Call '100 '125B '070 - -'020 '070 2,526 22,525
11675 Call '050 '065B '035A - -'010 '035 412 19,749
11700 Call - '030B - - UNCH '020 0 32,963
11725 Call - '015B - - UNCH '010 0 15,482
11750 Call '010 '010 '010 - UNCH '005 177 22,949
11775 Call '005 '005 '005 - UNCH '005 2 15,773
11800 Call '005 '005 '005 - UNCH '005 8 25,362
11825 Call '005 '005 '005 - -'005 CAB 411 14,262
11850 Call - - - - -'005 CAB 0 10,567
11875 Call - - - - -'005 CAB 0 1,040
11900 Call - - '005A - -'005 CAB 0 3,891
11925 Call - - - - UNCH CAB 0 798
11950 Call - - - - UNCH CAB 0 99
11975 Call - - - - UNCH CAB 0 330
12000 Call - - - - UNCH CAB 0 0
12025 Call - - - - UNCH CAB 0 76
12050 Call - - - - UNCH CAB 0 530
12075 Call - - - - UNCH CAB 0 17
12100 Call - - - - UNCH CAB 0 0
12125 Call - - - - UNCH CAB 0 15
12150 Call - - - - UNCH CAB 0 409
12175 Call - - - - UNCH CAB 0 0
12200 Call - - - - UNCH CAB 0 109
12225 Call - - - - UNCH CAB 0 354
12250 Call - - - - UNCH CAB 0 6,987
12275 Call - - - - UNCH CAB 0 1,820
12300 Call - - - - UNCH CAB 0 1,283
12325 Call - - - - UNCH CAB 0 0
12350 Call - - - - UNCH CAB 0 422
12375 Call - - - - UNCH CAB 0 0
12400 Call - - - - UNCH CAB 0 0
12425 Call - - - - UNCH CAB 0 552
12450 Call - - - - UNCH CAB 0 0
12475 Call - - - - UNCH CAB 0 0
12500 Call - - - - UNCH CAB 0 534
12525 Call - - - - UNCH CAB 0 0
12550 Call - - - - UNCH CAB 0 0
12575 Call - - - - UNCH CAB 0 0
12600 Call - - - - UNCH CAB 0 0
10750 Put - - - - UNCH CAB 0 2
10800 Put - - - - UNCH CAB 0 3
10825 Put - - - - UNCH CAB 0 25
10875 Put - - - - UNCH CAB 0 68
10900 Put - - - - UNCH CAB 0 0
10925 Put - - - - UNCH CAB 0 0
10950 Put - - - - UNCH CAB 0 0
10975 Put - - - - UNCH CAB 0 0
11000 Put - - - - UNCH CAB 0 116
11025 Put - - - - UNCH CAB 0 26
11050 Put - - - - UNCH CAB 0 0
11075 Put - - - - UNCH CAB 0 0
11100 Put - - - - UNCH CAB 0 85
11125 Put - - - - UNCH CAB 0 0
11150 Put - - - - UNCH CAB 0 0
11175 Put - - - - UNCH CAB 0 0
11200 Put - - - - UNCH CAB 0 18
11225 Put - - - - UNCH CAB 0 52
11250 Put - - - - UNCH CAB 0 52
11275 Put - - - - UNCH CAB 0 58
11300 Put - - - - UNCH CAB 0 117
11325 Put - - - - UNCH CAB 0 11
11350 Put - - - - UNCH CAB 0 250
11375 Put - - - - UNCH CAB 0 250
11400 Put - - - - UNCH CAB 0 10,169
11425 Put - - - - UNCH CAB 0 1,421
11450 Put - - - - UNCH CAB 0 1,520
11475 Put - - - - -'005 CAB 0 321
11500 Put - - - - -'005 CAB 0 3,728
11525 Put - - - - UNCH '005 70 2,599
11550 Put '010 '010 '010 - UNCH '010 100 8,939
11575 Put - - '015A - UNCH '020 1,248 18,653
11600 Put '030 '045B '030 - UNCH '045 52 28,337
11625 Put '085 '105 '065A - +'010 '105 3,972 28,013
11650 Put - '195B '130A - +'020 '195 1,911 12,117
11675 Put - '315B '230A - +'030 '320 0 6,623
11700 Put - - '355A - +'040 '465 0 8,297
11725 Put - - '550A - +'040 '615 0 2,837
11750 Put - - - - +'040 1'130 0 63
11775 Put - - - - +'040 1'290 0 30
11800 Put - - - - +'040 1'450 0 2
11825 Put - - - - +'035 1'605 0 0
11850 Put - - - - +'035 2'125 0 0
11875 Put - - - - +'035 2'285 0 0
11900 Put - - - - +'035 2'445 0 0
11925 Put - - - - +'040 2'605 0 0
11950 Put - - - - +'040 3'125 0 0
11975 Put - - - - +'040 3'285 0 0
12000 Put - - - - +'040 3'445 0 0
12025 Put - - - - +'040 3'605 0 0
12050 Put - - - - +'040 4'125 0 0
12075 Put - - - - +'040 4'285 0 0
12100 Put - - - - +'040 4'445 0 0
12125 Put - - - - +'040 4'605 0 0
12150 Put - - - - +'040 5'125 0 0
12175 Put - - - - +'040 5'285 0 0
12200 Put - - - - +'040 5'445 0 0
12225 Put - - - - +'040 5'605 0 0
12250 Put - - - - +'040 6'125 0 0
12275 Put - - - - +'040 6'285 0 0
12300 Put - - - - +'040 6'445 0 0
12325 Put - - - - +'040 6'605 0 0
12350 Put - - - - +'040 7'125 0 0
12375 Put - - - - +'040 7'285 0 0
12400 Put - - - - +'040 7'445 0 0
12425 Put - - - - +'040 7'605 0 0
12450 Put - - - - +'040 8'125 0 0
12475 Put - - - - +'040 8'285 0 0
12500 Put - - - - +'040 8'445 0 0
12525 Put - - - - +'040 8'605 0 0
12550 Put - - - - +'040 9'125 0 0
12575 Put - - - - +'040 9'285 0 0
12600 Put - - - - +'040 9'445 0 0
Total 10,930 337,547

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