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
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最高价
最低价
技术评级
10Y1!Micro 10-Year Yield Futures
4.400−0.09%−0.0044.4454.396
买入
2YY1!Micro 2-Year Yield Futures
4.279+0.75%0.0324.2954.263
买入
30Y1!Micro 30-Year Yield Futures
4.5100.00%0.0004.5104.510
买入
55U1! 30-Year UMBS TBA Futures - 5.5% Coupon
98'30'7−0.06%−0'01'798'30'798'30'7
卖出
5YY1!Micro 5-Year Yield Futures
4.8690.00%0.0004.8694.869
买入
60U1! 30-Year UMBS TBA Futures - 6.0% Coupon
100'19'50.00%0'00'0100'19'5100'19'5
卖出
C101!Long Swiss Confederation Bond Futures
149.61−0.05%−0.07149.61149.61
买入
DAP1!ID x IPCA Spread Futures
6.79−1.61%−0.116.793.00
买入
DDI1!ID x U.S. Dollar Spread Futures
−1.272−104.47%−29.7083.681−7.777
卖出
DI11!One-day Interbank Deposit Futures
11.156+0.01%0.00011.15811.154
买入
ESR1!Euro Short-Term Rate (€STR) Futures
96.72625−0.00%−0.0012596.7275096.72625
买入
FBON1!Euro-BONO Futures-Fixed Income Fut Futures
125.17−0.19%−0.24125.24124.88
中立
FBTP1!Long-Term Euro-BTP Futures-Fixed Income Fut Futures
120.14−0.26%−0.31120.38119.83
买入
FGBL1!Euro-Bund Futures-Fixed Income Fut Futures
132.05−0.02%−0.03132.07131.96
卖出
FGBM1!Euro-Bobl Futures-Fixed Income Fut Futures
118.50−0.03%−0.03118.52118.47
中立
FGBS1!Euro-Schatz Futures-Fixed Income Fut Futures
106.7550.00%0.000106.765106.745
买入
FGBX1!EURO-Buxl Futures-Fixed Income Fut Futures
133.380.00%0.00133.42133.18
买入
FOAT1!Euro-OAT Futures-Fixed Income Fut Futures
124.71−0.07%−0.09124.72124.59
卖出
FSR31!3M SARON Futures
99.055−0.01%−0.00599.05599.055
中立
G1!Short Gilt Futures
96.73−0.02%−0.0296.7396.73
卖出
G101!Long German Bond Future (Bund)
132.12−0.17%−0.22132.12132.12
卖出
G301!Ultra Long German Bond Future (Buxl)
133.40−0.40%−0.54133.40133.40
中立
GBP1!10Yr GBP SONIA Swapnote
91.92−0.31%−0.2991.9291.92
卖出
H1!Medium Gilt Futures
98.72−0.03%−0.0398.7298.72
卖出
I051!Medium Italian Bond (BTP) Futures
113.52−0.11%−0.12113.52113.52
中立
I1!Three Month Euro (Euribor) Futures
97.1700.00%0.00097.17097.170
中立
I101!Long Italian Bond (BTP) Futures
120.23−0.24%−0.29120.23120.23
中立
JB1!MINI Japan GOVT BOND FUTURES
142.76−0.04%−0.05142.86142.73
卖出
JG1!Japan GOVT BOND FUTURES
142.79−0.15%−0.22142.79142.79
卖出
K1!Three Month Euro (Euribor) 1yr Mid-Curve
98.065−0.02%−0.02098.06598.065
买入
LT1!ASX 20 Year Treasury Bond Futures
95.105+0.01%0.01095.10595.105
卖出
O1!5Yr Euro Swapnote Futures
117.51−0.13%−0.15117.51117.51
买入
P1!10Yr Euro Swapnote Futures
132.35−0.27%−0.36132.35132.35
买入
R1!Long Gilt Futures
93.67−0.51%−0.4893.8193.37
卖出
RR1!RUBLE OVERNIGHT INDEX AVERAGE FUTURES88.960.00%0.0088.9688.96
强烈卖出
RSI1!RepoFunds Rate (Italy) - Three-Month Single Contract Basis Spread Futures
0.11000.00%0.00000.11000.1100
卖出
SA31!Three Month SARON
99.43500.00%0.000099.440099.4250
买入
SF11!One Month SOFR Futures
95.35250.00%0.000095.352595.3525
买入
SF31!Three Month SOFR Futures
95.23500.00%0.000095.235095.2350
买入
SO31!Three Month SONIA
95.38000.00%0.000095.380095.3600
卖出
SR11!One-Month SOFR Futures
95.3575+0.01%0.005095.357595.3550
买入
SR31!ICE Three-Month SOFR Index Futures
95.23500.00%0.000095.235095.2350
买入
SR31!Three-Month SOFR Futures
95.52500.00%0.000095.527595.5225
卖出
T101!Ten-Year U.S. Treasury Note Futures
109.844+0.20%0.219110.075109.755
卖出
TN1!Ultra 10-Year U.S. Treasury Note Futures
112'19'5+0.01%0'00'5112'20'5112'17'5
卖出
TWE1!20-Year U.S. Treasury Bond Futures
125'160.00%0'00125'16125'16
买入
U1!Ultra Long Gilt Futures
83.80−1.11%−0.9483.8083.80
卖出
UB1!Ultra U.S. Treasury Bond Futures
122'260.00%0'00122'28122'20
卖出
US31!30yr SOFR Swapnote Futures
86.80−0.30%−0.2686.8086.80
卖出
USO1!5yr SOFR Swapnote Futures
95.93−0.09%−0.0995.9395.93
卖出
USP1!10yr SOFR Swapnote Futures
92.64−0.17%−0.1692.6492.64
卖出
USW1!2yr SOFR Swapnote Futures
97.970−0.05%−0.05097.97097.970
卖出
XT1!ASX 10 Year Treasury Bond Futures
95.415−0.02%−0.01595.43095.390
卖出
YT1!ASX 3 Year Treasury Bond Futures
95.89−0.03%−0.0395.9295.88
卖出
Z3N1!3-Year T-Note Futures
104'12'5−0.01%−0'00'3104'13'0104'12'5
卖出
ZB1!U.S. Treasury Bond Futures
116'180.00%0'00116'20116'15
卖出
ZF1!5-Year T-Note Futures
106'22'0+0.01%0'00'5106'22'2106'20'5
卖出
ZN1!10-Year T-Note Futures
109'22'5+0.01%0'00'5109'23'0109'20'5
卖出
ZQ1!30 Day Federal Funds Futures
95.4750.00%0.00095.47595.475
买入
ZT1!2-Year T-Note Futures
102'19'5−0.02%−0'00'5102'20'2102'19'5
卖出