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Eurodollar Volume

成交量 Deliveries 未平倉合約
收盤時 變化
Globex 公開喊價 PNT / ClearPort 總成交量 大宗交易 EFP EFR EFS TAS
FEB 18 38,863 0 0 38,863 0 0 0 0 0 0 171,857 1,042
MAR 18 312,269 988 5,000 318,257 5,000 0 0 0 0 0 1,374,777 -21,899
APR 18 22,983 0 0 22,983 0 0 0 0 0 0 80,122 7,742
MAY 18 0 0 0 0 0 0 0 0 0 0 3,948 0
JUN 18 255,012 150 1,875 257,037 1,875 0 0 0 0 0 1,347,774 -30,286
JUL 18 0 0 0 0 0 0 0 0 0 0 391 0
SEP 18 297,200 484 2,500 300,184 2,500 0 0 0 0 0 1,342,563 12,947
DEC 18 503,688 7,415 0 511,103 0 0 0 0 0 0 1,803,716 26,079
MAR 19 551,930 2,351 11,500 565,781 11,500 0 0 0 0 0 1,243,218 44,192
JUN 19 322,996 785 11,000 334,781 11,000 0 0 0 0 0 1,075,413 15,245
SEP 19 286,290 0 9,000 295,290 9,000 0 0 0 0 0 748,335 3,431
DEC 19 542,773 2,250 6,500 551,523 6,500 0 0 0 0 0 1,557,372 34,448
MAR 20 387,931 1,580 2,300 391,811 2,300 0 0 0 0 0 735,303 57,556
JUN 20 238,930 1,680 9,000 249,610 9,000 0 0 0 0 0 638,248 16,833
SEP 20 146,466 0 0 146,466 0 0 0 0 0 0 461,361 -9,146
DEC 20 188,845 5 0 188,850 0 0 0 0 0 0 514,752 -10,970
MAR 21 110,524 9,427 0 119,951 0 0 0 0 0 0 319,645 13,769
JUN 21 85,475 8,290 12,500 106,265 4,500 0 8,000 0 0 0 244,168 -5,479
SEP 21 67,305 5,880 0 73,185 0 0 0 0 0 0 156,268 6,797
DEC 21 56,092 6,930 0 63,022 0 0 0 0 0 0 182,933 2,812
MAR 22 49,036 0 0 49,036 0 0 0 0 0 0 119,577 -246
JUN 22 45,078 0 0 45,078 0 0 0 0 0 0 69,955 827
SEP 22 40,967 0 0 40,967 0 0 0 0 0 0 56,409 -1,898
DEC 22 40,897 1,600 0 42,497 0 0 0 0 0 0 52,298 2,844
MAR 23 2,542 0 0 2,542 0 0 0 0 0 0 19,018 -509
JUN 23 1,588 0 0 1,588 0 0 0 0 0 0 10,368 -51
SEP 23 931 0 0 931 0 0 0 0 0 0 9,368 -66
DEC 23 856 0 0 856 0 0 0 0 0 0 5,353 8
MAR 24 117 0 0 117 0 0 0 0 0 0 2,251 -12
JUN 24 260 0 0 260 0 0 0 0 0 0 2,239 107
SEP 24 73 0 0 73 0 0 0 0 0 0 1,255 49
DEC 24 65 0 0 65 0 0 0 0 0 0 1,003 28
MAR 25 8 0 0 8 0 0 0 0 0 0 229 -2
JUN 25 7 0 0 7 0 0 0 0 0 0 317 -1
SEP 25 0 0 0 0 0 0 0 0 0 0 447 0
DEC 25 0 0 0 0 0 0 0 0 0 0 497 0
MAR 26 0 0 0 0 0 0 0 0 0 0 254 0
JUN 26 0 0 0 0 0 0 0 0 0 0 206 0
SEP 26 0 0 0 0 0 0 0 0 0 0 56 0
DEC 26 0 0 0 0 0 0 0 0 0 0 53 0
MAR 27 0 0 0 0 0 0 0 0 0 0 46 0
JUN 27 0 0 0 0 0 0 0 0 0 0 11 0
SEP 27 0 0 0 0 0 0 0 0 0 0 40 0
Totals 4,597,997 49,815 71,175 4,718,987 63,175 0 8,000 0 0 0 14,353,414 166,191

期權類型

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