期货市场

利率期货

以现金结算的利率期货与计息工具挂钩,反映市场情绪,期货价格上涨表明乐观情绪增强。研究以下期货以掌握市场动态。
商品代码
价格
涨跌 %
涨跌
最高价
最低价
技术评级
10Y1!Micro 10-Year Yield Futures
4.484+0.74%0.0334.4874.441
中立
2YY1!Micro 2-Year Yield Futures
4.789+0.23%0.0114.7954.772
中立
30Y1!Micro 30-Year Yield Futures
4.607−1.24%−0.0584.6074.607
卖出
55U1! 30-Year UMBS TBA Futures - 5.5% Coupon
98'18'5+0.29%0'09'298'20'098'16'2
买入
5YY1!Micro 5-Year Yield Futures
4.7410.00%0.0004.7414.741
买入
60U1! 30-Year UMBS TBA Futures - 6.0% Coupon
100'04'2+0.07%0'02'2100'04'2100'04'2
中立
C101!LONG SWISS CONFEDERATION BOND FUTURES
148.63−0.30%−0.44148.63148.63
卖出
DAP1!ID x IPCA Spread Futures
5.83+1.66%0.106.655.79
中立
DDI1!ID x U.S. Dollar Spread Futures
−0.791−111.30%−7.7930.513−0.847
卖出
DI11!One-day Interbank Deposit Futures
10.380−0.19%−0.02010.38510.380
卖出
ESR1!Euro Short-Term Rate (€STR) Futures
96.0750−0.00%−0.002596.075096.0750
强烈卖出
FBON1!Euro-BONO Futures-Fixed Income Fut Futures
123.76−0.38%−0.47124.22123.63
买入
FBTP1!Long-Term Euro-BTP Futures-Fixed Income Fut Futures
118.09−0.28%−0.33118.33117.91
买入
FGBL1!Euro-Bund Futures-Fixed Income Fut Futures
131.26−0.43%−0.57131.71131.24
卖出
FGBM1!Euro-Bobl Futures-Fixed Income Fut Futures
116.99−0.26%−0.30117.21116.99
卖出
FGBS1!Euro-Schatz Futures-Fixed Income Fut Futures
105.270−0.07%−0.070105.330105.270
卖出
FGBX1!EURO-Buxl Futures-Fixed Income Fut Futures
131.40−0.96%−1.28132.46131.28
卖出
FOAT1!Euro-OAT Futures-Fixed Income Fut Futures
126.55−0.40%−0.51126.95126.49
卖出
FSR31!3M SARON Futures
98.5650.00%0.00098.56598.565
买入
G1!SHORT GILT FUTURES
96.66+0.03%0.0396.6696.66
买入
G101!LONG GERMAN BOND FUTURE (BUND)
131.35−0.32%−0.42131.35131.35
卖出
G301!ULTRA LONG GERMAN BOND FUTURE (BUXL)
131.56−0.78%−1.04131.56131.56
中立
GBP1!10YR GBP SONIA SWAPNOTE
93.22+0.03%0.0393.2293.22
买入
H1!MEDIUM GILT FUTURES
99.55+0.02%0.0299.5599.55
买入
I051!MEDIUM ITALIAN BOND (BTP) FUTURES
111.67−0.10%−0.11111.67111.67
中立
I1!THREE MONTH EURO (EURIBOR) FUTURES
96.290−0.01%−0.01096.30096.290
卖出
I101!LONG ITALIAN BOND (BTP) FUTURES
118.19−0.25%−0.30118.19118.19
买入
JB1!MINI Japan GOVT BOND Futures
144.42−0.04%−0.06144.42144.34
卖出
JG1!Japan GOVT BOND Futures
144.48−0.19%−0.28144.48144.48
卖出
K1!THREE MONTH EURO (EURIBOR) 1YR MID-CURVE
97.105−0.04%−0.03597.10597.105
卖出
LT1!ASX 20 Year Treasury Bond Futures
95.405+0.04%0.03595.41095.405
中立
O1!5YR EURO SWAPNOTE FUTURES
114.64−0.18%−0.21114.64114.64
中立
P1!10YR EURO SWAPNOTE FUTURES
128.18−0.33%−0.43128.18128.18
中立
R1!LONG GILT FUTURES
97.95−0.05%−0.0598.0697.71
买入
RR1!RUBLE OVERNIGHT INDEX AVERAGE FUTURES
92.270.00%0.0092.2792.27
卖出
RSI1!RepoFunds Rate (Italy) - Three-Month Single Contract Basis Spread Futures
0.22000.00%0.00000.22000.2200
买入
SA31!THREE MONTH SARON
98.740+0.01%0.00598.74098.730
买入
SF11!ONE MONTH SOFR FUTURES
94.69000.00%0.000094.690094.6900
买入
SF31!THREE MONTH SOFR FUTURES
94.65250.00%0.000094.652594.6525
卖出
SO31!THREE MONTH SONIA
94.965+0.01%0.00594.97094.945
买入
SR11!One-Month SOFR Futures
94.69000.00%0.000094.692594.6875
买入
SR31!Three-Month SOFR Futures
94.655−0.00%−0.00094.65594.655
卖出
SR31!ICE Three-Month SOFR Index Futures
94.6525−0.00%−0.002594.652594.6525
卖出
T101!Ten-Year U.S. Treasury Note Futures
108.829−0.17%−0.187108.924108.812
中立
TN1!Ultra 10-Year U.S. Treasury Note Futures
111'27'0−0.26%−0'09'5112'07'5111'26'0
中立
TWE1!20-Year U.S. Treasury Bond Futures
125'160.00%0'00125'16125'16
买入
U1!ULTRA LONG GILT FUTURES
89.22+0.20%0.1889.2289.22
买入
UB1!Ultra U.S. Treasury Bond Futures
122'21−0.53%−0'21123'18122'18
中立
US31!30YR SOFR SWAPNOTE FUTURES
85.08−0.61%−0.5285.0885.08
卖出
USO1!5YR SOFR SWAPNOTE FUTURES
94.55−0.16%−0.1594.5594.55
卖出
USP1!10YR SOFR SWAPNOTE FUTURES
91.14−0.28%−0.2691.1491.14
卖出
USW1!2YR SOFR SWAPNOTE FUTURES
96.820−0.04%−0.04096.82096.820
卖出
XT1!ASX 10 Year Treasury Bond Futures
95.675−0.03%−0.02595.71095.670
中立
YT1!ASX 3 Year Treasury Bond Futures
96.04−0.03%−0.0396.0796.04
卖出
Z3N1!3-Year T-Note Futures
103'12'6−0.07%−0'02'3103'15'2103'12'3
中立
ZB1!U.S. Treasury Bond Futures
116'09−0.35%−0'13116'28116'06
中立
ZF1!5-Year T-Note Futures
105'20'5−0.12%−0'04'0105'25'2105'20'0
中立
ZN1!10-Year T-Note Futures
108'25'5−0.20%−0'07'0109'03'0108'24'5
中立
ZQ1!30 Day Federal Funds Futures
94.690+0.01%0.00594.69094.685
买入
ZT1!2-Year T-Note Futures
101'22'0−0.03%−0'00'8101'23'3101'21'7
卖出