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Eurodollar 保证金

交易所 资产类别 产品价差 开始时间 期末 信贷
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2019 06/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 09/2019 11/2019 35%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2028 06/2029 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 11 A 09/2020 06/2021 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2021 06/2022 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2023 06/2024 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2022 06/2023 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 15 A 12/2019 06/2020 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2025 06/2026 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2027 06/2028 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2028 06/2029 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2024 06/2025 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2026 06/2027 30%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2020 06/2021 30%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2020 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2019 06/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2026 06/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2024 06/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2028 06/2029
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2027 06/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2019 06/2020 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2021 06/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2023 06/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2022 06/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2024 06/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019

欧洲美元利率期货

作为全球投资者的基准,欧洲美元期货提供对冲短期美元利率具有成本效率的宝贵工具。欧洲美元是存在美国之外商业银行的美元存款。

欧洲美元期货价格反映市场对未来特定日期三个月欧洲美元存款的利率预期。欧洲美元期货的最终结算价格由最后一个交易日三个月伦敦银行间拆借利率(LIBOR)确定。

交易欧洲美元的优势

  • 无与伦比的流动性——持续较窄的买卖价差
  • 较低的交易成本
  • 多样化的交易机会
  • 价格透明
  • 中期曲线提供较低的溢价和较高的时间衰减