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芝商所集團網站上包含的所有市場數據應僅視為參考,不應用於驗證或補充實時市場數據推送。
開盤價 最後 變化 結算 預計成交量 前一天未平倉合約
FEB 18 98.2075 98.2175 98.2050 98.2150 +.0050 98.2150 38,863 170,815
MAR 18 98.1500 98.1500 98.1400 98.1450 -.0050 98.1450 312,194 1,396,676
APR 18 98.0700 98.0750 98.0700 98.0700 -.0050 98.0700 22,983 72,380
MAY 18 - - - - UNCH 98.0150 0 3,948
JUN 18 97.9400 97.9400 97.9250 97.9300 -.0050 97.9350 255,012 1,378,060
JLY 18 - - 97.9000A 97.9000A -.0150 97.8950 0 391
SEP 18 97.8050 97.8050 97.7900 97.7950 -.0100 97.7950 297,200 1,329,616
DEC 18 97.6850 97.6850 97.6650 97.6700 -.0100 97.6750 503,037 1,777,637
MAR 19 97.6100 97.6200 97.5950 97.6000 -.0100 97.6050 549,202 1,199,026
JUN 19 97.5400 97.5450 97.5150 97.5150 -.0200 97.5250 321,861 1,060,168
SEP 19 97.4950 97.4950 97.4550 97.4550 -.0300 97.4700 286,290 744,904
DEC 19 97.4400 97.4450 97.3900 97.3950 -.0400 97.4100 542,713 1,522,924
MAR 20 97.4250 97.4300 97.3700 97.3700 -.0450 97.3900 384,029 677,747
JUN 20 97.4100 97.4150 97.3500 97.3500 -.0500 97.3700 235,668 621,415
SEP 20 97.3950 97.3950 97.3250 97.3300 -.0550 97.3500 146,466 470,507
DEC 20 97.3600 97.3650 97.2900 97.2950 -.0550 97.3200 188,845 525,722
MAR 21 97.3450 97.3550 97.2750 97.2750 -.0600 97.3050 108,796 305,876
JUN 21 97.3350 97.3400 97.2600 97.2600 -.0600 97.2900 92,944 249,647
SEP 21 97.3200 97.3250 97.2400 97.2400 -.0600 97.2750 67,305 149,471
DEC 21 97.3000 97.3000 97.2200 97.2200 -.0600 97.2550 56,092 180,121
MAR 22 97.2850 97.2900 97.2050 97.2100 -.0650 97.2400 49,036 119,823
JUN 22 97.2750 97.2750 97.1850 97.1900 -.0650 97.2250 44,983 69,128
SEP 22 97.2550 97.2550 97.1650 97.1700 -.0650 97.2050 40,967 58,307
DEC 22 97.2250 97.2300 97.1400 97.1400 -.0650 97.1800 40,897 49,454
MAR 23 97.1950 97.2000 97.1200 97.1200 -.0650 97.1650 2,542 19,527
JUN 23 97.1800 97.1800 97.1100 97.1100 -.0650 97.1450 1,588 10,419
SEP 23 97.1550 97.1700 97.0900 97.0900 -.0700 97.1250 931 9,434
DEC 23 97.1300 97.1400 97.0650 97.0700 -.0700 97.1050 856 5,345
MAR 24 97.1000 97.1000 97.0500 97.0550 -.0700 97.0950 117 2,263
JUN 24 97.1050 97.1100 97.0350 97.0400 -.0650 97.0800 260 2,132
SEP 24 97.1000 97.1100 97.0150 97.0200 -.0650 97.0650 73 1,206
DEC 24 97.0650 97.0650 96.9950 97.0050 -.0650 97.0450 65 975
MAR 25 97.0000 97.0000 97.0000 97.0000 -.0650 97.0400 8 231
JUN 25 96.9850 96.9850 96.9850 96.9850 -.0650 97.0250 7 318
SEP 25 - - 97.0300A 97.0300A -.0650 97.0150 0 447
DEC 25 - - 96.9850A 96.9850A -.0650 96.9950 0 497
MAR 26 - - 96.9950A 96.9950A -.0650 96.9900 0 254
JUN 26 - - 96.9950A 96.9950A -.0650 96.9800 0 206
SEP 26 - - 96.9800A 96.9800A -.0650 96.9700 0 56
DEC 26 - - 96.9600A 96.9600A -.0650 96.9600 0 53
MAR 27 - - 96.9650A 96.9650A -.0650 96.9550 0 46
JUN 27 - - 96.9600A 96.9600A -.0650 96.9500 0 11
SEP 27 - - 96.9550A 96.9550A -.0650 96.9350 0 40
DEC 27 - - 96.9600A 96.9600A -.0650 96.9250 0 0
Total 4,591,830 14,187,223

歐洲美元利率期貨

作為全球投資者的基準,歐洲美元期貨提供對沖短期美元利率具有成本效率的寶貴工具。歐洲美元乃存在美國之外商業銀行的美元存款。

歐洲美元期貨價格反映市場對未來特定日期三個月歐洲美元存款的利率預期。歐洲美元期貨的最終結算價格由最後一個交易日三個月倫敦銀行間拆借利率(LIBOR)確定。

交易歐洲美元的優勢

  • 無與倫比的流動性——持續較窄的買賣價差
  • 較低的交易成本
  • 多樣化的交易機會
  • 價格透明度
  • 中期曲線提供較低的溢價和較高的時間衰減