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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。
开盘价 最后 变化 结算 预计成交量 前一天未平仓合约
JAN 18 98.2775 98.2800 98.2750 98.2775B UNCH 98.2687 25,046 219,067
FEB 18 98.2150 98.2175 98.1950 98.2000 -.0150 98.2000 85,560 161,829
MAR 18 98.1650 98.1650 98.1350 98.1350 -.0200 98.1400 474,733 1,435,338
APR 18 98.0950 98.0950 98.0750 98.0750 -.0300 98.0750 24,266 26,188
MAY 18 98.0250 98.0250 98.0200A 98.0250 -.0100 98.0350 33 2,276
JUN 18 97.9700 97.9750 97.9450 97.9500 -.0200 97.9500 314,025 1,324,861
JLY 18 97.9050 97.9050 97.9050 97.9050 +.0050 97.9050 10 0
SEP 18 97.8500 97.8500 97.8250 97.8250 -.0200 97.8300 239,067 1,279,787
DEC 18 97.7400 97.7400 97.7100 97.7150 -.0200 97.7200 309,637 1,676,430
MAR 19 97.6700 97.6750 97.6450 97.6500 -.0200 97.6500 314,289 1,146,589
JUN 19 97.6100 97.6150 97.5850 97.5900 -.0200 97.5900 166,442 998,492
SEP 19 97.5700 97.5750 97.5400 97.5500 -.0200 97.5500 164,499 731,297
DEC 19 97.5250 97.5300 97.4950 97.5050 -.0200 97.5050 285,854 1,363,695
MAR 20 97.5100 97.5250 97.4900 97.5000 -.0200 97.4950 154,323 652,749
JUN 20 97.5000 97.5150 97.4750 97.4900 -.0150 97.4850 118,598 579,487
SEP 20 97.4850 97.5000 97.4600 97.4750 -.0150 97.4700 75,696 451,550
DEC 20 97.4600 97.4750 97.4300 97.4500 -.0150 97.4450 153,799 509,068
MAR 21 97.4500 97.4700 97.4250 97.4400 -.0150 97.4350 97,274 284,624
JUN 21 97.4350 97.4600 97.4150 97.4350 -.0150 97.4250 46,735 262,645
SEP 21 97.4250 97.4450 97.4050 97.4200 -.0100 97.4150 33,594 143,592
DEC 21 97.4000 97.4250 97.3800 97.4000 -.0100 97.3950 49,248 166,130
MAR 22 97.3900 97.4150 97.3700 97.3900 -.0050 97.3850 45,445 106,968
JUN 22 97.3750 97.4000 97.3550 97.3750 -.0050 97.3700 31,117 66,439
SEP 22 97.3550 97.3850 97.3400 97.3600 -.0050 97.3500 26,969 52,935
DEC 22 97.3350 97.3550 97.3150 97.3350 -.0050 97.3250 30,252 42,903
MAR 23 97.3150 97.3350 97.3000A 97.3200 UNCH 97.3150 2,111 19,168
JUN 23 97.2950 97.3150B 97.2800 97.2950A +.0050 97.2950 1,029 10,260
SEP 23 97.2750 97.3000 97.2600 97.2800 +.0050 97.2750 1,475 8,605
DEC 23 97.2600 97.2700 97.2400A 97.2600 +.0050 97.2550 644 5,397
MAR 24 97.2350 97.2400 97.2300 97.2400 +.0050 97.2450 23 2,301
JUN 24 97.2050 97.2500 97.2050 97.2200A +.0050 97.2250 28 2,153
SEP 24 97.2100 97.2300B 97.2000 97.2150B +.0050 97.2100 17 1,166
DEC 24 97.1900 97.1900 97.1900 97.1900 +.0050 97.1900 1 1,010
MAR 25 - - - - +.0050 97.1800 5 236
JUN 25 - - - - +.0050 97.1650 10 318
SEP 25 97.1750 97.1800 97.1700 97.1800 +.0050 97.1550 11 447
DEC 25 - 97.1600B - 97.1550A +.0050 97.1400 0 487
MAR 26 - 97.1550B - 97.1550B +.0050 97.1300 10 271
JUN 26 - 97.1450B - 97.1450B +.0050 97.1200 5 203
SEP 26 - 97.1350B - 97.1350B +.0050 97.1100 4 47
DEC 26 - 97.1150B - 97.1150B +.0050 97.1000 0 53
MAR 27 97.1150 97.1150 97.0950 97.0950 +.0050 97.0950 16 44
JUN 27 - 97.1050B - 97.1050B +.0050 97.0900 0 11
SEP 27 - 97.0850B - 97.0850B +.0050 97.0750 4 32
DEC 27 - 97.0750B - 97.0750B +.0050 97.0650 0 0
Total 3,271,904 13,737,148

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