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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 - - - - -'095 7'340 0 0
10825 Call - - - - -'095 7'180 0 0
10850 Call - - - - -'095 7'020 0 0
10875 Call - - - - -'095 6'500 0 0
10900 Call - - - - -'095 6'340 0 0
10925 Call - - - - -'095 6'180 0 0
10950 Call - - - - -'095 6'020 0 0
10975 Call - - - - -'095 5'500 0 0
11000 Call - - - - -'095 5'340 0 0
11025 Call - - - - -'095 5'180 0 0
11050 Call - - - - -'095 5'020 0 0
11075 Call - - - - -'095 4'500 0 0
11100 Call - - - - -'095 4'340 0 0
11125 Call - - - - -'095 4'180 0 0
11150 Call - - - - -'095 4'020 0 0
11175 Call - - - - -'095 3'500 0 0
11200 Call - - - - -'095 3'340 0 0
11225 Call - - - - -'095 3'180 0 0
11250 Call - - - - -'095 3'020 0 0
11275 Call - - - - -'095 2'500 0 0
11300 Call - - - - -'095 2'340 0 0
11325 Call - - - - -'095 2'180 0 0
11350 Call - - - - -'095 2'020 0 0
11375 Call - - 1'440A - -'090 1'505 0 0
11400 Call - - - - -'090 1'345 0 8
11425 Call - - - - -'095 1'185 0 0
11450 Call '620 '630 '605A - -'095 1'025 7 14
11475 Call '540 '540 '415A - -'095 '505 9 29
11500 Call '285 '310B '275 - -'095 '355 3 45
11525 Call '215 '225B '155A - -'085 '220 236 122
11550 Call '080 '120B '075A - -'070 '115 12,461 8,568
11575 Call '030 '050 '030 - -'045 '050 1,368 22,372
11600 Call '035 '035 '015 - -'020 '020 1,695 17,534
11625 Call '010 '010 '005 '005 -'005 '010 10,356 29,004
11650 Call '005 '005 '005 - -'005 '005 386 36,191
11675 Call - - - - UNCH '005 95 27,832
11700 Call - - - - UNCH '005 0 32,828
11725 Call - - - - UNCH '005 0 75,131
11750 Call - - - - +'005 '005 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
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 0 587
11350 Put - - - - UNCH CAB 0 282
11375 Put - - - - +'005 '005 0 1,478
11400 Put - - - - +'005 '005 0 5,378
11425 Put '005 '005 '005 - UNCH '005 184 34,562
11450 Put - - - - UNCH '005 917 5,475
11475 Put '010 '010 '010 - UNCH '005 404 2,308
11500 Put '025 '030 '015 - UNCH '015 3,702 16,273
11525 Put '035 '070 '035 - +'010 '040 2,552 21,079
11550 Put '110 '150B '095A - +'025 '095 30,869 47,166
11575 Put '250 '270B '190A - +'050 '190 3,771 43,003
11600 Put - '390B - - +'075 '320 524 19,735
11625 Put - - - - +'090 '470 27 5,400
11650 Put - - - - +'090 '625 0 8,897
11675 Put - - - - +'095 1'145 0 4,362
11700 Put - - - - +'095 1'305 0 1,315
11725 Put - - - - +'095 1'465 0 73
11750 Put - - - - +'100 1'625 0 122
11775 Put - - - - +'095 2'140 0 0
11800 Put - - - - +'095 2'300 0 0
11825 Put - - - - +'095 2'460 0 0
11850 Put - - - - +'095 2'620 0 0
11875 Put - - - - +'095 3'140 0 0
11900 Put - - - - +'095 3'300 0 0
11925 Put - - - - +'095 3'460 0 0
11950 Put - - - - +'095 3'620 0 0
11975 Put - - - - +'095 4'140 0 0
12000 Put - - - - +'095 4'300 0 0
12025 Put - - - - +'095 4'460 0 0
12050 Put - - - - +'095 4'620 0 0
12075 Put - - - - +'095 5'140 0 0
12100 Put - - - - +'095 5'300 0 0
12125 Put - - - - +'095 5'460 0 0
12150 Put - - - - +'095 5'620 0 0
12175 Put - - - - +'095 6'140 0 0
12200 Put - - - - +'095 6'300 0 3
12225 Put - - - - +'095 6'460 0 0
12250 Put - - - - +'095 6'620 0 0
12275 Put - - - - +'095 7'140 0 0
12300 Put - - - - +'095 7'300 0 0
12325 Put - - - - +'095 7'460 0 0
12350 Put - - - - +'095 7'620 0 0
12375 Put - - - - +'095 8'140 0 0
12400 Put - - - - +'095 8'300 0 0
12425 Put - - - - +'095 8'460 0 0
12450 Put - - - - +'095 8'620 0 0
12475 Put - - - - +'095 9'140 0 0
12500 Put - - - - +'095 9'300 0 0
12525 Put - - - - +'095 9'460 0 0
Total 69,566 517,862

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