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
JAN 18 53,851 0 0 53,851 0 0 0 0 0 0 219,067 -3,828
FEB 18 40,703 0 0 40,703 0 0 0 0 0 0 161,829 9,903
MAR 18 454,095 15,095 0 469,190 0 0 0 0 0 0 1,435,338 11,315
APR 18 2,573 0 0 2,573 0 0 0 0 0 0 26,188 -947
MAY 18 1,105 0 0 1,105 0 0 0 0 0 0 2,276 1,100
JUN 18 408,194 3,255 0 411,449 0 0 0 0 0 0 1,324,861 -13,445
SEP 18 297,280 0 0 297,280 0 0 0 0 0 0 1,279,787 16,408
DEC 18 446,047 985 4,000 451,032 0 0 4,000 0 0 0 1,676,430 53,574
MAR 19 320,585 1,810 5,250 327,645 5,250 0 0 0 0 0 1,146,589 -56,222
JUN 19 254,584 11,765 0 266,349 0 0 0 0 0 0 998,492 -2,678
SEP 19 203,779 0 0 203,779 0 0 0 0 0 0 731,297 3,211
DEC 19 351,877 300 0 352,177 0 0 0 0 0 0 1,363,695 46,682
MAR 20 183,679 7,474 20,000 211,153 0 10,000 10,000 0 0 0 652,749 -3,297
JUN 20 131,540 2,330 0 133,870 0 0 0 0 0 0 579,487 -16,990
SEP 20 101,558 0 0 101,558 0 0 0 0 0 0 451,550 -260
DEC 20 148,883 0 0 148,883 0 0 0 0 0 0 509,068 26,115
MAR 21 61,094 6,955 500 68,549 0 0 500 0 0 0 284,624 -5,096
JUN 21 74,431 0 500 74,931 0 0 500 0 0 0 262,645 -6,487
SEP 21 42,703 0 500 43,203 0 0 500 0 0 0 143,592 -1,303
DEC 21 39,896 200 500 40,596 0 0 500 0 0 0 166,130 647
MAR 22 32,178 0 0 32,178 0 0 0 0 0 0 106,968 -1,693
JUN 22 29,547 0 0 29,547 0 0 0 0 0 0 66,439 -500
SEP 22 28,043 0 0 28,043 0 0 0 0 0 0 52,935 -1,183
DEC 22 29,400 0 0 29,400 0 0 0 0 0 0 42,903 1,887
MAR 23 2,288 0 0 2,288 0 0 0 0 0 0 19,168 462
JUN 23 1,620 0 0 1,620 0 0 0 0 0 0 10,260 420
SEP 23 800 0 0 800 0 0 0 0 0 0 8,605 316
DEC 23 1,382 0 0 1,382 0 0 0 0 0 0 5,397 757
MAR 24 182 0 0 182 0 0 0 0 0 0 2,301 103
JUN 24 50 0 0 50 0 0 0 0 0 0 2,153 34
SEP 24 87 0 0 87 0 0 0 0 0 0 1,166 41
DEC 24 48 0 0 48 0 0 0 0 0 0 1,010 17
MAR 25 7 0 0 7 0 0 0 0 0 0 236 -1
JUN 25 4 0 0 4 0 0 0 0 0 0 318 3
SEP 25 14 0 0 14 0 0 0 0 0 0 447 -1
DEC 25 1 0 0 1 0 0 0 0 0 0 487 1
MAR 26 10 0 0 10 0 0 0 0 0 0 271 0
JUN 26 3 0 0 3 0 0 0 0 0 0 203 3
SEP 26 5 0 0 5 0 0 0 0 0 0 47 5
DEC 26 1 0 0 1 0 0 0 0 0 0 53 -1
MAR 27 16 0 0 16 0 0 0 0 0 0 44 0
JUN 27 2 0 0 2 0 0 0 0 0 0 11 0
SEP 27 5 0 0 5 0 0 0 0 0 0 32 1
总计 3,744,150 50,169 31,250 3,825,569 5,250 10,000 16,000 0 0 0 13,737,148 59,073

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