Asset Class Navigation

5-Year T-Note Options Settlements

Options


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。
行使 开盘价 最后 变化 结算 预计成交量 前一天未平仓合约
10775 Call - - - - -'070 7'185 0 0
10800 Call - - - - -'070 7'025 0 0
10825 Call - - - - -'070 6'505 0 0
10850 Call - - - - -'070 6'345 0 0
10875 Call - - - - -'070 6'185 0 0
10900 Call - - - - -'070 6'025 0 0
10925 Call - - - - -'070 5'505 0 0
10950 Call - - - - -'070 5'345 0 0
10975 Call - - - - -'070 5'185 0 0
11000 Call - - - - -'070 5'025 0 0
11025 Call - - - - -'070 4'505 0 0
11050 Call - - - - -'070 4'345 0 0
11075 Call - - - - -'070 4'185 0 0
11100 Call - - - - -'070 4'025 0 0
11125 Call - - - - -'070 3'505 0 0
11150 Call - - - - -'070 3'345 0 0
11175 Call - - - - -'070 3'185 0 0
11200 Call - - - - -'070 3'025 0 0
11225 Call - - - - -'070 2'505 0 0
11250 Call - - - - -'070 2'345 0 0
11275 Call - - - - -'070 2'185 0 0
11300 Call - - - - -'070 2'025 0 0
11325 Call - - - - -'070 1'505 0 0
11350 Call - - - - -'070 1'345 0 0
11375 Call - - - - -'065 1'190 0 0
11400 Call - - - - -'070 1'030 0 8
11425 Call - - - - -'070 '510 0 0
11450 Call - - - - -'065 '355 0 20
11475 Call - - '210A - -'060 '210 0 213
11500 Call '120 '140B '095A - -'045 '100 8,526 1,627
11525 Call '040 '055B '030 - -'025 '035 6,894 5,021
11550 Call - - '010A - -'010 '010 10,500 15,851
11575 Call '005 '005 '005 - -'005 '005 556 21,828
11600 Call - - - - -'005 CAB 0 16,677
11625 Call - - - - UNCH CAB 0 38,199
11650 Call - - - - UNCH CAB 0 32,306
11675 Call '005 '005 '005 - UNCH CAB 1 28,254
11700 Call - - - - UNCH CAB 0 32,378
11725 Call - - - - UNCH CAB 0 75,131
11750 Call - - - - UNCH CAB 0 20,001
11775 Call - - - - UNCH CAB 0 2,134
11800 Call - - - - UNCH CAB 0 7,065
11825 Call - - - - UNCH CAB 0 6,969
11850 Call - - - - UNCH CAB 0 4,148
11875 Call - - - - UNCH CAB 0 1,269
11900 Call - - - - UNCH CAB 0 3,565
11925 Call - - - - UNCH CAB 0 653
11950 Call - - - - UNCH CAB 0 126
11975 Call - - - - UNCH CAB 0 0
12000 Call - - - - UNCH CAB 0 250
12025 Call - - - - UNCH CAB 0 0
12050 Call - - - - UNCH CAB 0 269
12075 Call - - - - UNCH CAB 0 0
12100 Call - - - - UNCH CAB 0 1,647
12125 Call - - - - UNCH CAB 0 4
12150 Call - - - - UNCH CAB 0 0
12175 Call - - - - UNCH CAB 0 0
12200 Call - - - - UNCH CAB 0 0
12225 Call - - - - UNCH CAB 0 0
12250 Call - - - - UNCH CAB 0 0
12275 Call - - - - UNCH CAB 0 0
12300 Call - - - - UNCH CAB 0 0
12325 Call - - - - UNCH CAB 0 0
12350 Call - - - - UNCH CAB 0 0
12375 Call - - - - UNCH CAB 0 0
12400 Call - - - - UNCH CAB 0 0
12425 Call - - - - UNCH CAB 0 0
12450 Call - - - - UNCH CAB 0 0
12475 Call - - - - UNCH CAB 0 0
12500 Call - - - - UNCH CAB 0 3
12525 Call - - - - UNCH CAB 0 0
10775 Put - - - - UNCH CAB 0 0
10800 Put - - - - UNCH CAB 0 0
10825 Put - - - - UNCH CAB 0 0
10850 Put - - - - UNCH CAB 0 0
10875 Put - - - - UNCH CAB 0 0
10900 Put - - - - UNCH CAB 0 0
10925 Put - - - - UNCH CAB 0 0
10950 Put - - - - UNCH CAB 0 0
10975 Put - - - - UNCH CAB 0 0
11000 Put - - - - UNCH CAB 0 100
11025 Put - - - - UNCH CAB 0 1
11050 Put - - - - UNCH CAB 0 0
11075 Put - - - - UNCH CAB 0 4
11100 Put - - - - UNCH CAB 0 0
11125 Put - - - - UNCH CAB 0 0
11150 Put - - - - UNCH CAB 0 0
11175 Put - - - - UNCH CAB 0 650
11200 Put - - - - UNCH CAB 0 1,016
11225 Put - - - - UNCH CAB 0 64
11250 Put - - - - UNCH CAB 0 272
11275 Put - - - - UNCH CAB 0 83
11300 Put - - - - UNCH CAB 0 393
11325 Put - - - - UNCH CAB 0 818
11350 Put - - - - UNCH CAB 0 282
11375 Put '005 '005 '005 - +'005 '005 1,839 1,478
11400 Put '005 '005 '005 - UNCH '005 13 5,375
11425 Put '005 '005 '005 - UNCH '005 2,916 34,927
11450 Put '010 '015 '010 - +'005 '010 1,593 5,858
11475 Put '015 '025 '015 - +'010 '025 6,822 3,636
11500 Put '070 '075B '045A - +'025 '075 4,859 16,505
11525 Put '165 '170B '115A - +'045 '170 10,467 27,143
11550 Put - '275B '240A - +'060 '305 0 42,670
11575 Put - - - - +'065 '460 43 33,154
11600 Put - - - - +'065 '615 0 19,392
11625 Put - 1'090B - - +'070 1'135 0 5,382
11650 Put - - - - +'070 1'295 0 8,887
11675 Put - - - - +'070 1'455 0 4,362
11700 Put - - - - +'070 1'615 0 1,315
11725 Put - - - - +'070 2'135 0 73
11750 Put - - - - +'070 2'295 0 122
11775 Put - - - - +'070 2'455 0 0
11800 Put - - - - +'070 2'615 0 0
11825 Put - - - - +'070 3'135 0 0
11850 Put - - - - +'070 3'295 0 0
11875 Put - - - - +'070 3'455 0 0
11900 Put - - - - +'070 3'615 0 0
11925 Put - - - - +'070 4'135 0 0
11950 Put - - - - +'070 4'295 0 0
11975 Put - - - - +'070 4'455 0 0
12000 Put - - - - +'070 4'615 0 0
12025 Put - - - - +'070 5'135 0 0
12050 Put - - - - +'070 5'295 0 0
12075 Put - - - - +'070 5'455 0 0
12100 Put - - - - +'070 5'615 0 0
12125 Put - - - - +'070 6'135 0 0
12150 Put - - - - +'070 6'295 0 0
12175 Put - - - - +'070 6'455 0 0
12200 Put - - - - +'070 6'615 0 3
12225 Put - - - - +'070 7'135 0 0
12250 Put - - - - +'070 7'295 0 0
12275 Put - - - - +'070 7'455 0 0
12300 Put - - - - +'070 7'615 0 0
12325 Put - - - - +'070 8'135 0 0
12350 Put - - - - +'070 8'295 0 0
12375 Put - - - - +'070 8'455 0 0
12400 Put - - - - +'070 8'615 0 0
12425 Put - - - - +'070 9'135 0 0
12450 Put - - - - +'070 9'295 0 0
12475 Put - - - - +'070 9'455 0 0
12500 Put - - - - +'070 9'615 0 0
12525 Put - - - - +'070 10'135 0 0
Total 55,029 529,581

5年期美国国库债券期货

CBOT美国国库债券期货具有充足的流动性,可以24小时在多个方面作为有效的工具:对冲利率风险、提升潜在收益、调整投资组合久期、对利率进行投机以及进行价差交易。

合约追踪美国政府为债务融资(截至2017年3月底,未偿还可销售债券金额达14万亿美元)而发行和支持的美国国库债券、固定收益证券的可交割篮子。

在美国收益率曲线提供的多重到期时间点的合约中,5年和10年期国库债券(长期国债)期货的交投最为活跃。

交易5年期国库债券期货的优势

  •  充足的流动性
  •  买卖价差紧有助于在建立/退出头寸时,减少一部分的交易成本
  •  流动性的多重获取方式,例如通过中央限价订单簿、大宗交易和EFRP等
  •  利用利率合约和标准普尔500指数以及黄金的基准期货,获得保证金对消的节省
  •  控制庞大的名义价值合约只需相对较小的资金量