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 33,339 0 0 33,339 0 0 0 0 0 0 170,815 4,730
MAR 18 485,238 3,075 0 488,313 0 0 0 0 0 0 1,396,676 14,502
APR 18 36,304 0 0 36,304 0 0 0 0 0 0 72,380 14,896
MAY 18 1,060 0 0 1,060 0 0 0 0 0 0 3,948 304
JUN 18 344,614 4,437 0 349,051 0 0 0 0 0 0 1,378,060 31,931
JUL 18 75 0 0 75 0 0 0 0 0 0 391 75
SEP 18 311,021 396 0 311,417 0 0 0 0 0 0 1,329,616 23,688
DEC 18 442,486 3,343 12,400 458,229 12,000 0 400 0 0 0 1,777,637 41,894
MAR 19 387,326 4,732 4,037 396,095 4,037 0 0 0 0 0 1,199,026 29,160
JUN 19 251,112 2,000 0 253,112 0 0 0 0 0 0 1,060,168 6,307
SEP 19 236,521 110 0 236,631 0 0 0 0 0 0 744,904 2,273
DEC 19 325,523 1,200 0 326,723 0 0 0 0 0 0 1,522,924 56,358
MAR 20 168,045 2,763 2,800 173,608 2,800 0 0 0 0 0 677,747 10,843
JUN 20 159,874 3,575 0 163,449 0 0 0 0 0 0 621,415 21,328
SEP 20 119,640 0 0 119,640 0 0 0 0 0 0 470,507 5,949
DEC 20 152,244 1,000 0 153,244 0 0 0 0 0 0 525,722 931
MAR 21 79,733 9,445 0 89,178 0 0 0 0 0 0 305,876 3,384
JUN 21 94,413 62 0 94,475 0 0 0 0 0 0 249,647 -12,158
SEP 21 43,574 0 0 43,574 0 0 0 0 0 0 149,471 3,418
DEC 21 63,845 0 0 63,845 0 0 0 0 0 0 180,121 -2,764
MAR 22 35,135 0 1,000 36,135 0 0 1,000 0 0 0 119,823 1,665
JUN 22 28,667 0 1,000 29,667 0 0 1,000 0 0 0 69,128 1,687
SEP 22 28,249 0 1,000 29,249 0 0 1,000 0 0 0 58,307 1,517
DEC 22 31,688 0 1,000 32,688 0 0 1,000 0 0 0 49,454 1,369
MAR 23 1,830 0 0 1,830 0 0 0 0 0 0 19,527 10
JUN 23 874 0 0 874 0 0 0 0 0 0 10,419 -64
SEP 23 1,362 0 0 1,362 0 0 0 0 0 0 9,434 253
DEC 23 849 0 0 849 0 0 0 0 0 0 5,345 -183
MAR 24 522 0 0 522 0 0 0 0 0 0 2,263 -38
JUN 24 36 0 0 36 0 0 0 0 0 0 2,132 -4
SEP 24 28 0 0 28 0 0 0 0 0 0 1,206 -13
DEC 24 7 0 0 7 0 0 0 0 0 0 975 0
MAR 25 0 0 0 0 0 0 0 0 0 0 231 0
JUN 25 0 0 0 0 0 0 0 0 0 0 318 0
SEP 25 9 0 0 9 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 1 0 0 1 0 0 0 0 0 0 56 1
DEC 26 0 0 0 0 0 0 0 0 0 0 53 0
MAR 27 1 0 0 1 0 0 0 0 0 0 46 1
JUN 27 0 0 0 0 0 0 0 0 0 0 11 0
SEP 27 8 0 0 8 0 0 0 0 0 0 40 8
总计 3,865,253 36,138 23,237 3,924,628 18,837 0 4,400 0 0 0 14,187,223 263,258

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