Asset Class Navigation

Eurodollar Volume

成交量 交付 未平仓合约
收盘时 变化
Globex 公开喊价 PNT / ClearPort 总成交量 大宗交易 EFP EFR EFS TAS
FEB 18 41,386 0 2,000 43,386 2,000 0 0 0 0 0 167,211 -4,646
MAR 18 388,416 12 52,000 440,428 2,000 30,000 20,000 0 0 0 1,358,259 -16,518
APR 18 9,256 0 0 9,256 0 0 0 0 0 0 83,127 3,005
MAY 18 430 0 0 430 0 0 0 0 0 0 4,374 426
JUN 18 221,909 1,755 4,000 227,664 4,000 0 0 0 0 0 1,363,607 15,833
JUL 18 100 0 0 100 0 0 0 0 0 0 491 100
SEP 18 195,679 1,095 0 196,774 0 0 0 0 0 0 1,348,228 5,665
DEC 18 379,825 2,695 0 382,520 0 0 0 0 0 0 1,789,282 -14,434
MAR 19 282,573 7,290 12,500 302,363 12,500 0 0 0 0 0 1,267,274 24,056
JUN 19 250,921 26,294 2,000 279,215 2,000 0 0 0 0 0 1,100,264 24,851
SEP 19 163,213 170 2,000 165,383 2,000 0 0 0 0 0 761,321 12,986
DEC 19 319,564 1,610 2,000 323,174 2,000 0 0 0 0 0 1,582,250 24,878
MAR 20 157,557 2,500 0 160,057 0 0 0 0 0 0 746,289 10,986
JUN 20 168,908 8,700 5,500 183,108 0 0 5,500 0 0 0 626,359 -11,889
SEP 20 102,773 0 0 102,773 0 0 0 0 0 0 456,701 -4,660
DEC 20 146,379 0 0 146,379 0 0 0 0 0 0 513,275 -1,477
MAR 21 75,023 1,400 300 76,723 0 0 300 0 0 0 328,834 9,189
JUN 21 68,113 1,200 7,300 76,613 2,000 0 5,300 0 0 0 233,980 -10,188
SEP 21 52,664 0 300 52,964 0 0 300 0 0 0 156,785 517
DEC 21 53,776 0 300 54,076 0 0 300 0 0 0 188,088 5,155
MAR 22 31,186 0 0 31,186 0 0 0 0 0 0 120,110 533
JUN 22 25,961 0 0 25,961 0 0 0 0 0 0 68,607 -1,348
SEP 22 24,976 0 0 24,976 0 0 0 0 0 0 55,719 -690
DEC 22 28,326 0 0 28,326 0 0 0 0 0 0 53,802 1,504
MAR 23 1,735 0 0 1,735 0 0 0 0 0 0 19,090 72
JUN 23 884 0 0 884 0 0 0 0 0 0 10,824 456
SEP 23 1,196 0 0 1,196 0 0 0 0 0 0 9,621 253
DEC 23 890 0 0 890 0 0 0 0 0 0 5,300 -53
MAR 24 6 0 0 6 0 0 0 0 0 0 2,249 -2
JUN 24 305 0 0 305 0 0 0 0 0 0 2,386 147
SEP 24 36 0 0 36 0 0 0 0 0 0 1,263 8
DEC 24 27 0 0 27 0 0 0 0 0 0 1,007 4
MAR 25 2 0 0 2 0 0 0 0 0 0 227 -2
JUN 25 0 0 0 0 0 0 0 0 0 0 317 0
SEP 25 2 0 0 2 0 0 0 0 0 0 449 2
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
总计 3,193,997 54,721 90,200 3,338,918 28,500 30,000 31,700 0 0 0 14,428,133 74,719

期权类型

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