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 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
总计 4,597,997 49,815 71,175 4,718,987 63,175 0 8,000 0 0 0 14,353,414 166,191

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