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
4.460−0.42%−0.0194.4854.458
中立
2YY1!Micro 2-Year Yield Futures
4.767−0.10%−0.0054.7794.767
中立
30Y1!Micro 30-Year Yield Futures
4.665−0.74%−0.0354.6654.610
中立
55U1! 30-Year UMBS TBA Futures - 5.5% Coupon
98'09'2−0.06%−0'01'798'09'298'08'2
中立
5YY1!Micro 5-Year Yield Futures
4.7410.00%0.0004.7414.741
买入
60U1! 30-Year UMBS TBA Futures - 6.0% Coupon
100'02'0−0.02%−0'00'7100'02'0100'02'0
中立
C101!LONG SWISS CONFEDERATION BOND FUTURES
148.82+0.15%0.23148.82148.82
买入
DAP1!ID x IPCA Spread Futures
5.73−2.25%−0.136.485.72
卖出
DDI1!ID x U.S. Dollar Spread Futures
5.855−67.05%−11.9135.8555.855
买入
DI11!One-day Interbank Deposit Futures
10.41+0.10%0.0110.4210.40
卖出
ESR1!Euro Short-Term Rate (€STR) Futures
96.07750.00%0.000096.077596.0775
中立
FBON1!Euro-BONO Futures-Fixed Income Fut Futures
123.72+0.23%0.28124.20123.67
买入
FBTP1!Long-Term Euro-BTP Futures-Fixed Income Fut Futures
118.02+0.22%0.26118.61118.00
买入
FGBL1!Euro-Bund Futures-Fixed Income Fut Futures
131.61+0.28%0.37131.62131.40
中立
FGBM1!Euro-Bobl Futures-Fixed Income Fut Futures
117.21+0.12%0.14117.23117.10
中立
FGBS1!Euro-Schatz Futures-Fixed Income Fut Futures
105.345+0.02%0.020105.345105.310
卖出
FGBX1!EURO-Buxl Futures-Fixed Income Fut Futures
132.18+0.81%1.06132.20131.70
买入
FOAT1!Euro-OAT Futures-Fixed Income Fut Futures
126.86+0.31%0.39126.86126.65
买入
FSR31!3M SARON Futures
98.5650.00%0.00098.56598.565
买入
G1!SHORT GILT FUTURES
96.44+0.19%0.1896.4496.44
中立
G101!LONG GERMAN BOND FUTURE (BUND)
131.21+0.27%0.35131.21131.21
中立
G301!ULTRA LONG GERMAN BOND FUTURE (BUXL)
131.14+0.61%0.80131.14131.14
中立
GBP1!10YR GBP SONIA SWAPNOTE
92.39+0.54%0.5092.3992.39
中立
H1!MEDIUM GILT FUTURES
99.25+0.26%0.2699.2599.25
中立
I051!MEDIUM ITALIAN BOND (BTP) FUTURES
111.68+0.13%0.14111.68111.68
买入
I1!THREE MONTH EURO (EURIBOR) FUTURES
96.3000.00%0.00096.30096.295
买入
I101!LONG ITALIAN BOND (BTP) FUTURES
118.13+0.23%0.27118.13118.13
买入
JB1!MINI Japan GOVT BOND Futures
144.68−0.06%−0.08144.86144.53
卖出
JG1!Japan GOVT BOND Futures
144.76+0.25%0.36144.76144.76
买入
K1!THREE MONTH EURO (EURIBOR) 1YR MID-CURVE
97.130+0.03%0.02597.13097.130
中立
LT1!ASX 20 Year Treasury Bond Futures
95.315+0.05%0.04595.31595.315
卖出
O1!5YR EURO SWAPNOTE FUTURES
114.63+0.12%0.14114.63114.63
买入
P1!10YR EURO SWAPNOTE FUTURES
128.06+0.23%0.30128.06128.06
买入
R1!LONG GILT FUTURES
96.96+0.63%0.6197.4396.43
中立
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
98.7350.00%0.00098.74098.730
买入
SF11!ONE MONTH SOFR FUTURES
94.69000.00%0.000094.690094.6900
买入
SF31!THREE MONTH SOFR FUTURES
94.65500.00%0.000094.655094.6550
卖出
SO31!THREE MONTH SONIA
94.955+0.02%0.02094.99594.930
买入
SR11!One-Month SOFR Futures
94.69000.00%0.000094.690094.6900
买入
SR31!Three-Month SOFR Futures
94.6550.00%0.00094.65594.655
买入
SR31!ICE Three-Month SOFR Index Futures
94.65500.00%0.000094.655094.6550
卖出
T101!Ten-Year U.S. Treasury Note Futures
108.891+0.03%0.031109.020108.780
中立
TN1!Ultra 10-Year U.S. Treasury Note Futures
112'01'5+0.13%0'04'5112'02'5111'27'0
中立
TWE1!20-Year U.S. Treasury Bond Futures
125'160.00%0'00125'16125'16
买入
U1!ULTRA LONG GILT FUTURES
87.22+0.95%0.8287.2287.22
卖出
UB1!Ultra U.S. Treasury Bond Futures
122'29+0.31%0'12123'01122'16
中立
US31!30YR SOFR SWAPNOTE FUTURES
84.94+0.47%0.4084.9484.94
中立
USO1!5YR SOFR SWAPNOTE FUTURES
94.61+0.03%0.0394.6194.61
中立
USP1!10YR SOFR SWAPNOTE FUTURES
91.12+0.13%0.1291.1291.12
买入
USW1!2YR SOFR SWAPNOTE FUTURES
96.855−0.02%−0.02096.85596.855
卖出
XT1!ASX 10 Year Treasury Bond Futures
95.685+0.08%0.07595.69095.590
中立
YT1!ASX 3 Year Treasury Bond Futures
96.07+0.09%0.0996.0895.96
中立
Z3N1!3-Year T-Note Futures
103'15'3+0.02%0'00'6103'15'6103'13'5
中立
ZB1!U.S. Treasury Bond Futures
116'14+0.19%0'07116'15116'04
中立
ZF1!5-Year T-Note Futures
105'24'5+0.03%0'01'0105'25'0105'21'5
中立
ZN1!10-Year T-Note Futures
108'31'0+0.07%0'02'5108'31'5108'26'0
中立
ZQ1!30 Day Federal Funds Futures
94.6900.00%0.00094.69594.690
买入
ZT1!2-Year T-Note Futures
101'23'5+0.01%0'00'2101'23'6101'22'2
卖出