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5-Year T-Note Options Settlements

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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
10800 Call - - - - -'120 7'200 0 0
10825 Call - - - - -'120 7'040 0 0
10850 Call - - - - -'120 6'520 0 0
10875 Call - - - - -'120 6'360 0 0
10900 Call - - - - -'120 6'200 0 0
10925 Call - - - - -'120 6'040 0 0
10950 Call - - - - -'120 5'520 0 0
10975 Call - - - - -'120 5'360 0 0
11000 Call - - - - -'120 5'200 0 0
11025 Call - - - - -'120 5'040 0 0
11050 Call - - - - -'120 4'520 0 0
11075 Call - - - - -'120 4'360 0 0
11100 Call - - - - -'120 4'200 0 0
11125 Call - - - - -'120 4'040 0 0
11150 Call - - - - -'120 3'520 0 0
11175 Call - - - - -'120 3'360 0 0
11200 Call - - - - -'120 3'200 0 0
11225 Call - - - - -'125 3'040 0 0
11250 Call - - - - -'120 2'525 0 0
11275 Call - - - - -'120 2'365 0 0
11300 Call - - - - -'120 2'205 0 0
11325 Call - - - - -'125 2'045 0 0
11350 Call - - - - -'120 1'530 0 0
11375 Call - - - - -'120 1'370 0 0
11400 Call 1'280 1'285 1'250A - -'115 1'215 3 4
11425 Call 1'140 1'140 1'035 - -'115 1'060 9 7
11450 Call '630 '630 '535 - -'110 '555 16 10
11475 Call '480 '480 '400 - -'100 '420 2 2
11500 Call - - '290A - -'090 '300 0 5
11525 Call '245 '245 '195A - -'075 '205 1,771 358
11550 Call '135 '140 '130A - -'055 '135 15,914 16,685
11575 Call '095 '105 '080A '085 -'040 '085 6,502 10,865
11600 Call '060 '065 '050 - -'030 '050 3,868 15,273
11625 Call '035 '035 '035 - -'015 '035 4,929 21,253
11650 Call '025 '025 '025 - -'005 '025 524 17,402
11675 Call '015 '015 '015 - -'005 '015 820 9,005
11700 Call - - - - -'005 '010 723 21,838
11725 Call '010 '010 '010 - UNCH '010 330 15,088
11750 Call - - - - -'005 '005 0 5,365
11775 Call - - - - UNCH '005 0 7,699
11800 Call - - - - UNCH '005 1,190 10,998
11825 Call - - - - UNCH '005 0 2,267
11850 Call - - - - UNCH '005 0 4,846
11875 Call - - - - -'005 CAB 0 10,687
11900 Call - - - - -'005 CAB 0 2,166
11925 Call - - - - UNCH CAB 0 5,672
11950 Call - - - - UNCH CAB 0 114
11975 Call - - - - UNCH CAB 0 1,586
12000 Call - - - - UNCH CAB 0 860
12025 Call - - - - UNCH CAB 0 2,008
12050 Call - - - - UNCH CAB 0 500
12075 Call - - - - UNCH CAB 0 384
12100 Call - - - - UNCH CAB 0 741
12125 Call - - - - UNCH CAB 0 283
12150 Call - - - - UNCH CAB 0 11,411
12175 Call - - - - UNCH CAB 0 736
12200 Call - - - - UNCH CAB 0 819
12225 Call - - - - UNCH CAB 0 788
12250 Call - - - - UNCH CAB 0 47
12275 Call - - - - UNCH CAB 0 99
12300 Call - - - - UNCH CAB 0 443
12325 Call - - - - UNCH CAB 0 433
12350 Call - - - - UNCH CAB 0 53
12375 Call - - - - UNCH CAB 0 0
12400 Call - - - - UNCH CAB 0 28
12425 Call - - - - UNCH CAB 0 0
12450 Call - - - - UNCH CAB 0 0
12475 Call - - - - UNCH CAB 0 0
12500 Call - - - - UNCH CAB 0 0
12525 Call - - - - UNCH CAB 0 0
12550 Call - - - - UNCH CAB 0 0
12575 Call - - - - UNCH CAB 0 0
12600 Call - - - - UNCH CAB 0 0
10800 Put - - - - UNCH CAB 0 387
10825 Put - - - - UNCH CAB 0 0
10850 Put - - - - UNCH CAB 0 140,106
10875 Put - - - - UNCH CAB 0 20,388
10900 Put - - - - UNCH CAB 0 6,470
10925 Put - - - - UNCH CAB 0 1,520
10950 Put - - - - UNCH CAB 0 1,272
10975 Put - - - - UNCH CAB 0 5,069
11000 Put - - - - UNCH CAB 0 333
11025 Put - - - - UNCH CAB 0 2,996
11050 Put - - - - UNCH CAB 0 9,065
11075 Put - - - - UNCH CAB 0 5,362
11100 Put - - - - UNCH CAB 0 441
11125 Put - - - - UNCH CAB 0 300
11150 Put - - - - UNCH CAB 0 696
11175 Put - - - - UNCH CAB 0 1,217
11200 Put - - - - UNCH CAB 0 2,562
11225 Put - - - - -'005 CAB 0 22,430
11250 Put - - - - UNCH '005 0 5,135
11275 Put - - - - UNCH '005 75 14,002
11300 Put - - - - UNCH '005 0 12,550
11325 Put - - - - -'005 '005 150 13,631
11350 Put - - - - UNCH '010 0 11,553
11375 Put '010 '010 '010 - UNCH '010 75 7,446
11400 Put '015 '015 '015 - +'005 '015 650 6,271
11425 Put '020 '020 '020 - +'005 '020 537 4,502
11450 Put '030 '040B '030 - +'010 '035 3,110 10,532
11475 Put '045 '065B '045 - +'020 '060 3,321 7,084
11500 Put '095 '115 '065A - +'030 '100 5,663 43,899
11525 Put '135 '185 '110A - +'045 '165 6,154 45,641
11550 Put '230 '275 '180A - +'065 '255 4,461 34,541
11575 Put - '385B '270A - +'080 '365 1 19,307
11600 Put - '515B '385A - +'090 '490 0 8,569
11625 Put - '615B - - +'105 '635 0 5,930
11650 Put - 1'125B - - +'115 1'145 0 9,468
11675 Put - - - - +'115 1'295 0 4,488
11700 Put - - - - +'115 1'450 0 3,255
11725 Put - - - - +'120 1'610 0 221
11750 Put - - - - +'115 2'125 0 0
11775 Put - - - - +'120 2'285 0 0
11800 Put - - - - +'120 2'445 0 0
11825 Put - - - - +'120 2'605 0 0
11850 Put - - - - +'120 3'125 0 0
11875 Put - - - - +'115 3'280 0 0
11900 Put - - - - +'115 3'440 0 0
11925 Put - - - - +'120 3'600 0 0
11950 Put - - - - +'120 4'120 0 0
11975 Put - - - - +'120 4'280 0 0
12000 Put - - - - +'120 4'440 0 0
12025 Put - - - - +'120 4'600 0 0
12050 Put - - - - +'120 5'120 0 0
12075 Put - - - - +'120 5'280 0 0
12100 Put - - - - +'120 5'440 0 0
12125 Put - - - - +'120 5'600 0 0
12150 Put - - - - +'120 6'120 0 0
12175 Put - - - - +'120 6'280 0 0
12200 Put - - - - +'120 6'440 0 0
12225 Put - - - - +'120 6'600 0 0
12250 Put - - - - +'120 7'120 0 0
12275 Put - - - - +'120 7'280 0 0
12300 Put - - - - +'120 7'440 0 0
12325 Put - - - - +'120 7'600 0 0
12350 Put - - - - +'120 8'120 0 0
12375 Put - - - - +'120 8'280 0 0
12400 Put - - - - +'120 8'440 0 0
12425 Put - - - - +'120 8'600 0 0
12450 Put - - - - +'120 9'120 0 0
12475 Put - - - - +'120 9'280 0 0
12500 Put - - - - +'120 9'440 0 0
12525 Put - - - - +'120 9'600 0 0
12550 Put - - - - +'120 10'120 0 0
12575 Put - - - - +'120 10'280 0 0
12600 Put - - - - +'120 10'440 0 0
Total 60,798 687,467

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