EURODOLLAR - 保证金
| 开始时间 | 期末 | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 10/2021 | 01/2022 | 160 USD | 35.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 02/2022 | 04/2022 | 180 USD | 30.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 06/2022 | 06/2022 | 200 USD | 30.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 09/2022 | 09/2022 | 240 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 12/2022 | 12/2022 | 265 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 03/2023 | 03/2023 | 300 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 06/2023 | 06/2023 | 340 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 09/2023 | 09/2023 | 385 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 12/2023 | 12/2023 | 400 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 03/2024 | 03/2024 | 425 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 06/2024 | 06/2024 | 435 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 09/2024 | 09/2024 | 445 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 12/2024 | 03/2025 | 455 USD | 25.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 06/2025 | 03/2026 | 455 USD | 23.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 06/2026 | 06/2026 | 465 USD | 23.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 09/2026 | 09/2026 | 470 USD | 23.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 12/2026 | 12/2027 | 490 USD | 23.000% | ||
| CME | INTEREST RATES | EURODOLLAR FUTURES | ED | 03/2028 | 09/2031 | 490 USD | 20.000% | ||
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
