Asset Class Navigation

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 - - - - -'085 8'525 0 0
10800 Call - - - - -'085 8'205 0 0
10825 Call - - - - -'085 8'045 0 0
10875 Call - - - - -'085 7'365 0 0
10900 Call - - - - -'085 7'205 0 0
10925 Call - - - - -'085 7'045 0 0
10950 Call - - - - -'085 6'525 0 0
10975 Call - - - - -'085 6'365 0 0
11000 Call - - - - -'085 6'205 0 0
11025 Call - - - - -'085 6'045 0 0
11050 Call - - - - -'085 5'525 0 0
11075 Call - - - - -'085 5'365 0 0
11100 Call - - - - -'085 5'205 0 0
11125 Call - - - - -'085 5'045 0 0
11150 Call - - - - -'085 4'525 0 0
11175 Call - - - - -'085 4'365 0 0
11200 Call - - - - -'085 4'205 0 0
11225 Call - - - - -'085 4'045 0 0
11250 Call - - - - -'085 3'525 0 0
11275 Call - - - - -'085 3'365 0 0
11300 Call - - - - -'085 3'205 0 0
11325 Call - - - - -'085 3'045 0 0
11350 Call - - - - -'085 2'525 0 0
11375 Call - - - - -'085 2'365 0 0
11400 Call - - - - -'085 2'205 0 0
11425 Call - - - - -'085 2'045 0 0
11450 Call - - - - -'085 1'525 0 15
11475 Call - - - - -'085 1'365 0 16
11500 Call - - - - -'085 1'205 0 30
11525 Call - - - - -'085 1'045 0 75
11550 Call - - - - -'085 '525 0 30
11575 Call '390 '390 '315A - -'085 '370 5 44
11600 Call '190 '230B '175A - -'080 '220 2 355
11625 Call '080 '105B '075A - -'065 '100 3,602 6,777
11650 Call '065 '065 '025 - -'040 '035 2,368 24,365
11675 Call '010 '015 '010 - -'015 '010 1,644 21,768
11700 Call '005 '005 '005 - -'005 '005 939 30,732
11725 Call '005 '005 '005 - UNCH '005 1,996 15,084
11750 Call '005 '005 '005 - +'005 '005 482 21,679
11775 Call '005 '005 '005 - UNCH CAB 7,199 15,602
11800 Call - - - - UNCH CAB 538 27,128
11825 Call '005 '005 '005 - UNCH CAB 1,240 14,669
11850 Call - - - - UNCH CAB 0 10,567
11875 Call - - - - UNCH CAB 0 1,096
11900 Call - - - - UNCH 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 6,971
12275 Call - - - - UNCH CAB 0 1,820
12300 Call - - - - UNCH CAB 0 1,279
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 0 533
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 - - - - UNCH CAB 0 321
11500 Put - - - - UNCH CAB 1 3,728
11525 Put - - - - UNCH CAB 1 2,392
11550 Put - - - - UNCH CAB 224 9,065
11575 Put - - - - UNCH '005 4,501 21,670
11600 Put '025 '025 '010 - +'005 '015 2,585 27,947
11625 Put '055 '085B '045A - +'020 '055 6,074 32,652
11650 Put '125 '200 '125 - +'045 '150 721 13,205
11675 Put - '260B - - +'070 '285 0 9,774
11700 Put - '405B - - +'080 '440 0 8,297
11725 Put - - - - +'085 '600 0 3,119
11750 Put - - - - +'090 1'120 0 63
11775 Put - - - - +'085 1'275 0 30
11800 Put - - - - +'085 1'435 0 2
11825 Put - - - - +'085 1'595 0 0
11850 Put - - - - +'085 2'115 0 0
11875 Put - - - - +'085 2'275 0 0
11900 Put - - - - +'085 2'435 0 0
11925 Put - - - - +'085 2'595 0 0
11950 Put - - - - +'085 3'115 0 0
11975 Put - - - - +'085 3'275 0 0
12000 Put - - - - +'085 3'435 0 0
12025 Put - - - - +'085 3'595 0 0
12050 Put - - - - +'085 4'115 0 0
12075 Put - - - - +'085 4'275 0 0
12100 Put - - - - +'085 4'435 0 0
12125 Put - - - - +'085 4'595 0 0
12150 Put - - - - +'085 5'115 0 0
12175 Put - - - - +'085 5'275 0 0
12200 Put - - - - +'085 5'435 0 0
12225 Put - - - - +'085 5'595 0 0
12250 Put - - - - +'085 6'115 0 0
12275 Put - - - - +'085 6'275 0 0
12300 Put - - - - +'085 6'435 0 0
12325 Put - - - - +'085 6'595 0 0
12350 Put - - - - +'085 7'115 0 0
12375 Put - - - - +'085 7'275 0 0
12400 Put - - - - +'085 7'435 0 0
12425 Put - - - - +'085 7'595 0 0
12450 Put - - - - +'085 8'115 0 0
12475 Put - - - - +'085 8'275 0 0
12500 Put - - - - +'085 8'435 0 0
12525 Put - - - - +'085 8'595 0 0
12550 Put - - - - +'085 9'115 0 0
12575 Put - - - - +'085 9'275 0 0
12600 Put - - - - +'085 9'435 0 0
Total 34,122 354,745

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