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
4.653−1.06%−0.0504.7014.630
强烈买入
2YY1!Micro 2-Year Yield Futures
4.902−1.86%−0.0934.9254.880
买入
30Y1!Micro 30-Year Yield Futures
4.776−0.48%−0.0234.8204.776
买入
55U1! 30-Year UMBS TBA Futures - 5.5% Coupon
97'08'5+0.18%0'05'597'08'597'08'5
强烈卖出
5YY1!Micro 5-Year Yield Futures
4.741+1.00%0.0474.7414.741
强烈买入
60U1! 30-Year UMBS TBA Futures - 6.0% Coupon
99'09'0+0.12%0'03'799'09'099'09'0
卖出
C101!LONG SWISS CONFEDERATION BOND FUTURES
148.65+0.37%0.55148.65148.65
卖出
DAP1!ID x IPCA Spread Futures
6.03+2.24%0.136.246.03
中立
DDI1!ID x U.S. Dollar Spread Futures
67.962+4356.52%66.43771.79734.034
强烈买入
DI11!One-day Interbank Deposit Futures
10.66−0.01%−0.0010.6610.65
卖出
ESR1!Euro Short-Term Rate (€STR) Futures
96.08125+0.01%0.0062596.0812596.08125
买入
FBON1!Euro-BONO Futures-Fixed Income Fut Futures
122.78+0.37%0.45122.96122.19
卖出
FBTP1!Long-Term Euro-BTP Futures-Fixed Income Fut Futures
117.04+0.68%0.79117.24116.30
卖出
FGBL1!Euro-Bund Futures-Fixed Income Fut Futures
130.32+0.42%0.54130.53129.58
卖出
FGBM1!Euro-Bobl Futures-Fixed Income Fut Futures
116.63+0.21%0.24116.71116.29
卖出
FGBS1!Euro-Schatz Futures-Fixed Income Fut Futures
105.205+0.03%0.035105.230105.140
卖出
FGBX1!EURO-Buxl Futures-Fixed Income Fut Futures
128.78+0.97%1.24129.30127.12
卖出
FOAT1!Euro-OAT Futures-Fixed Income Fut Futures
125.47+0.47%0.59125.68124.69
卖出
FSR31!3M SARON Futures
98.5600.00%0.00098.56098.560
买入
G1!SHORT GILT FUTURES
96.19+0.04%0.0496.1996.19
强烈卖出
G101!LONG GERMAN BOND FUTURE (BUND)
130.28+0.40%0.52130.28130.28
卖出
G301!ULTRA LONG GERMAN BOND FUTURE (BUXL)
128.78+0.96%1.22128.78128.78
卖出
GBP1!10YR GBP SONIA SWAPNOTE
91.68+0.30%0.2791.6891.68
卖出
H1!MEDIUM GILT FUTURES
98.83+0.03%0.0398.8398.83
强烈卖出
I051!MEDIUM ITALIAN BOND (BTP) FUTURES
111.21+0.35%0.39111.21111.21
卖出
I1!THREE MONTH EURO (EURIBOR) FUTURES
96.280+0.01%0.00596.28596.270
中立
I101!LONG ITALIAN BOND (BTP) FUTURES
117.16+0.65%0.76117.16117.16
卖出
JB1!MINI Japan GOVT BOND Futures
144.30−0.04%−0.06144.45144.27
卖出
JG1!Japan GOVT BOND Futures
144.36+0.23%0.33144.36144.36
卖出
K1!THREE MONTH EURO (EURIBOR) 1YR MID-CURVE
97.040+0.03%0.02597.04097.040
卖出
LT1!ASX 20 Year Treasury Bond Futures
95.200−0.10%−0.10095.20095.200
强烈卖出
O1!5YR EURO SWAPNOTE FUTURES
114.19+0.20%0.23114.19114.19
卖出
P1!10YR EURO SWAPNOTE FUTURES
127.13+0.48%0.61127.13127.13
卖出
R1!LONG GILT FUTURES
96.08+0.38%0.3696.3395.70
卖出
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
98.7350−0.01%−0.005098.745098.7250
中立
SF11!ONE MONTH SOFR FUTURES
94.6850−0.00%−0.002594.685094.6850
卖出
SF31!THREE MONTH SOFR FUTURES
94.65750.00%0.000094.657594.6575
卖出
SO31!THREE MONTH SONIA
94.935+0.01%0.00594.93594.910
卖出
SR11!One-Month SOFR Futures
94.6850−0.00%−0.002594.685094.6850
卖出
SR31!Three-Month SOFR Futures
94.65250.00%0.000094.652594.6525
卖出
SR31!ICE Three-Month SOFR Index Futures
94.65750.00%0.000094.657594.6575
卖出
T101!Ten-Year U.S. Treasury Note Futures
107.578+0.20%0.219107.663107.405
卖出
TN1!Ultra 10-Year U.S. Treasury Note Futures
110'11'5+0.28%0'10'0110'22'5109'30'0
卖出
TWE1!20-Year U.S. Treasury Bond Futures
125'160.00%0'00125'16125'16
买入
U1!ULTRA LONG GILT FUTURES
86.18+0.84%0.7286.1886.18
卖出
UB1!Ultra U.S. Treasury Bond Futures
119'22+0.63%0'24120'09118'26
卖出
US31!30YR SOFR SWAPNOTE FUTURES
82.78+0.63%0.5282.7882.78
卖出
USO1!5YR SOFR SWAPNOTE FUTURES
93.72+0.11%0.1093.7293.72
强烈卖出
USP1!10YR SOFR SWAPNOTE FUTURES
89.72+0.29%0.2689.7289.72
卖出
USW1!2YR SOFR SWAPNOTE FUTURES
96.520+0.01%0.00596.52096.520
强烈卖出
XT1!ASX 10 Year Treasury Bond Futures
95.490+0.03%0.02595.52595.455
卖出
YT1!ASX 3 Year Treasury Bond Futures
95.91+0.04%0.0495.9395.86
卖出
Z3N1!3-Year T-Note Futures
102'28'3+0.03%0'00'8103'00'3102'26'3
强烈卖出
ZB1!U.S. Treasury Bond Futures
113'27+0.47%0'17114'10113'06
卖出
ZF1!5-Year T-Note Futures
104'28'0+0.08%0'02'7105'02'7104'24'0
强烈卖出
ZN1!10-Year T-Note Futures
107'18'5+0.20%0'07'0107'27'5107'09'0
卖出
ZQ1!30 Day Federal Funds Futures
94.6800.00%0.00094.68094.675
中立
ZT1!2-Year T-Note Futures
101'13'5−0.00%−0'00'1101'16'8101'12'3
强烈卖出