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5-Year T-Note 증거금

거래소 자산군 Spread Products 유형 Ratio Side 시작 기간 최종일 Credit
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 75%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 90%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 90%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 1 A All dates 90%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 B All dates 74%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 10 B All dates 70%
CME BU5 - 5-YR EURODOLLAR BUNDLE FUTURE 1 A All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 70%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2026 06/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2027 06/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2025 06/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 20 A All dates 68%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 4 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
F1E - 5-YEAR EURO MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 06/2019 05/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 02/2019 05/2019
CME ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 10/2018 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 55%
E1U - 20-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 B All dates 50%
CME BU3 - 3-YR EURODOLLAR BUNDLE FUTURE 1 A All dates
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
N1E - 10-YEAR EURO MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2018 06/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 2 A 06/2018 09/2018
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 6 A All dates 40%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 6 A All dates 40%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 35%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 30 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 35%
INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 12/2018 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 11/2018 11/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2018 10/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 09/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2018 08/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 35%
41 - 30 DAY FED FUND FUTURES 3 B 11/2018 01/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 07/2018 07/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 35%
T1E - 2-YEAR EURO MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 35%
41 - 30 DAY FED FUND FUTURES 2 B 07/2018 10/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2026 06/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2025 06/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2023 06/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2027 06/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2024 06/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2019 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 09/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 25%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 A All dates 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Scan 4 All dates 68%
21 - 10Y TREASURY NOTE FUTURES 12 All dates
25 - 5 YR TREASURY NOTE FUTURES 20 All dates
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 8 All dates
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 81%
25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2019 06/2019
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2024 06/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2023 06/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2018 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2019 06/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 79%
25 - 5 YR TREASURY NOTE FUTURES 5 A All dates

5년 만기 미 국채 선물

미국 국채 선물은 다양한 시장한 참가자들의 금리 변동 리스크 관리 및 투자에 필요한 도구로 거의 24시간 시장 접근이 가능한 상품입니다. 금리 리스크의 헤지,  포트폴리오 듀레이션 조정, 금리 방향성에 대한 스펙 및 스프레드 거래 등 다양한 목적에 이용이 가능합니다.

CBOT 미국 국채 선물 계약들은 미국 정부가 자금을 조달하기 위해 보증하고 발행하는  채무증권(2017년 3월 현재 발행 잔액 14조 달러에 육박)인 미국 재무부증권의 인도적격 바스켓을 추적합니다.

미국 국채 수익률곡선 상의 여러 만기 중에서 5년만기 미 국채 선물과 10년만기 미 국채 선물이 가장 활발하게 거래됩니다.

5년만기 미국채 선물 거래의 이점

  • 풍부한 유동성
  • 중앙집중 주문장 방식 거래, 대량매매 방식 또는 EFRP 방식 등 다양한 방식의 유동성에 대한 접근이 가능합니다.
  • S&P 500 지수 선물 및 금 선물 등 기타 벤치마크 상품과 금리 선물계약들과의 증거금 상쇄 혜택을 통하여 자금을 효율적으로 활용할 수 있습니다.
  • 상대적으로 적은 자금으로 큰 명목금액에 투자할 수 있습니다.