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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
10775 Call - - - - UNCH 7'340 0 0
10800 Call - - - - -'015 7'180 0 0
10825 Call - - - - -'015 7'020 0 0
10850 Call - - - - -'015 6'500 0 0
10875 Call - - - - -'015 6'340 0 0
10900 Call - - - - -'015 6'180 0 0
10925 Call - - - - -'015 6'020 0 0
10950 Call - - - - -'015 5'500 0 0
10975 Call - - - - -'015 5'340 0 0
11000 Call - - - - -'015 5'185 0 0
11025 Call - - - - -'015 5'025 0 0
11050 Call - - - - -'015 4'505 0 0
11075 Call - - - - -'015 4'345 0 0
11100 Call - - - - -'010 4'190 0 0
11125 Call - - - - -'015 4'030 0 0
11150 Call - - - - -'015 3'510 0 0
11175 Call - - - - -'015 3'355 0 0
11200 Call - - - - -'015 3'195 0 0
11225 Call - - - - -'015 3'040 0 0
11250 Call - - - - -'015 2'525 0 0
11275 Call - - - - -'015 2'370 0 0
11300 Call - - - - -'020 2'215 0 0
11325 Call - - - - -'020 2'065 0 0
11350 Call - - - - -'015 1'565 0 0
11375 Call - - 1'410A - -'020 1'425 0 0
11400 Call - 1'335B 1'275A - -'020 1'290 0 0
11425 Call - 1'205B 1'150A - -'020 1'160 0 0
11450 Call - 1'085B 1'030A - -'010 1'050 0 0
11475 Call - '615B '565A - -'005 '580 0 0
11500 Call - '515B '465A - -'005 '485 0 0
11525 Call - '425B '380A - -'005 '395 0 0
11550 Call - '345B '310A - -'005 '320 0 43
11575 Call - '275B '250A - -'005 '255 0 0
11600 Call - '215B '195A - UNCH '205 0 500
11625 Call - '170B '155A - -'005 '160 0 6
11650 Call - - '125A - -'010 '125 0 2
11675 Call - - '100A - -'005 '100 0 1
11700 Call - - '080A - -'005 '080 0 0
11725 Call - - '065A - -'005 '065 0 0
11750 Call - - '050A - -'005 '050 0 0
11775 Call - - - - -'005 '040 0 0
11800 Call - - - - UNCH '035 0 0
11825 Call - - - - UNCH '030 0 0
11850 Call - - - - UNCH '025 0 0
11875 Call - - - - UNCH '020 0 0
11900 Call - - - - UNCH '020 0 0
11925 Call - - - - -'005 '015 0 0
11950 Call - - - - UNCH '015 0 0
11975 Call - - - - UNCH '015 0 0
12000 Call - - - - UNCH '015 0 0
12025 Call - - - - UNCH '010 0 0
12050 Call - - - - UNCH '010 0 0
12075 Call - - - - UNCH '010 0 0
12100 Call '010 '010 '010 - UNCH '010 2 0
12125 Call - - - - -'005 '005 0 0
12150 Call - - - - -'005 '005 0 0
12175 Call - - - - -'005 '005 0 0
12200 Call - - - - UNCH '005 0 0
12225 Call - - - - UNCH '005 0 0
12250 Call - - - - UNCH '005 0 0
12275 Call - - - - UNCH '005 0 0
12300 Call - - - - UNCH '005 0 0
12325 Call - - - - UNCH '005 0 0
12350 Call - - - - UNCH '005 0 0
12375 Call - - - - UNCH '005 0 0
12400 Call - - - - UNCH '005 0 0
12425 Call - - - - UNCH '005 0 0
12450 Call - - - - UNCH '005 0 0
12475 Call - - - - UNCH '005 0 0
10775 Put - - - - UNCH '005 0 0
10800 Put - - - - UNCH '005 0 0
10825 Put - - - - UNCH '005 0 0
10850 Put - - - - UNCH '005 0 2
10875 Put - - - - +'005 '010 0 8
10900 Put - - - - +'005 '010 0 8
10925 Put - - - - +'005 '010 0 0
10950 Put - - - - +'005 '010 0 0
10975 Put - - - - +'005 '010 0 0
11000 Put - - - - UNCH '010 0 0
11025 Put - - - - UNCH '010 0 0
11050 Put - - - - UNCH '010 0 0
11075 Put - - - - +'005 '015 0 0
11100 Put - - - - +'005 '015 0 0
11125 Put - - - - UNCH '015 0 0
11150 Put - - - - UNCH '015 0 0
11175 Put - - - - UNCH '020 0 0
11200 Put - - - - UNCH '020 0 0
11225 Put - - - - UNCH '025 0 0
11250 Put - - - - UNCH '030 0 0
11275 Put - - - - UNCH '035 0 0
11300 Put - - - - -'005 '040 0 0
11325 Put - - - - -'005 '050 0 0
11350 Put - - '065A - UNCH '070 0 0
11375 Put - - '085A - UNCH '090 0 0
11400 Put - - '105A - UNCH '115 0 2,000
11425 Put - - '135A - UNCH '145 0 2
11450 Put - - '175A - UNCH '190 0 1
11475 Put - '240B '220A - +'005 '240 0 0
11500 Put - '305B '280A - +'010 '305 0 0
11525 Put - '385B '345A - +'010 '375 0 0
11550 Put - '470B '430A - +'010 '460 0 40
11575 Put - '565B '525A - +'010 '555 0 0
11600 Put - 1'030B '625A - +'015 1'025 0 0
11625 Put - 1'150B 1'100A - +'005 1'135 0 0
11650 Put - 1'275B 1'225A - +'005 1'260 0 0
11675 Put - 1'390B 1'355A - +'010 1'395 0 0
11700 Put - - - - +'010 1'535 0 0
11725 Put - - - - +'010 2'040 0 0
11750 Put - - - - +'010 2'185 0 0
11775 Put - - - - +'010 2'335 0 0
11800 Put - - - - +'015 2'490 0 0
11825 Put - - - - +'015 3'005 0 0
11850 Put - - - - +'020 3'160 0 0
11875 Put - - - - +'015 3'315 0 0
11900 Put - - - - +'020 3'475 0 0
11925 Put - - - - +'015 3'630 0 0
11950 Put - - - - +'020 4'150 0 0
11975 Put - - - - +'015 4'305 0 0
12000 Put - - - - +'015 4'465 0 0
12025 Put - - - - +'015 4'625 0 0
12050 Put - - - - +'015 5'145 0 0
12075 Put - - - - +'020 5'305 0 0
12100 Put - - - - +'015 5'460 0 0
12125 Put - - - - +'015 5'620 0 0
12150 Put - - - - +'015 6'140 0 0
12175 Put - - - - +'015 6'300 0 0
12200 Put - - - - +'015 6'460 0 0
12225 Put - - - - +'015 6'620 0 0
12250 Put - - - - +'015 7'140 0 0
12275 Put - - - - +'015 7'300 0 0
12300 Put - - - - +'015 7'460 0 0
12325 Put - - - - +'015 7'620 0 0
12350 Put - - - - +'015 8'140 0 0
12375 Put - - - - +'015 8'300 0 0
12400 Put - - - - +'015 8'460 0 0
12425 Put - - - - +'015 8'620 0 0
12450 Put - - - - +'015 9'140 0 0
12475 Put - - - - +'015 9'300 0 0
Total 2 2,613

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