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10-Year T-Note 증거금

거래소 자산군 Spread Products 유형 Ratio Side 시작 기간 최종일 Credit
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 78%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
66 - 10Y INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 A All dates 74%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 70%
LIE - 30-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 70%
B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 70%
LIO - 20-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES NG - 5-YR INTEREST RATE SWAP FUTURES Delta 1 A All dates 70%
21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 2 B 07/2020 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 03/2018 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 03/2016 12/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 65%
E1U - 20-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 2 B 02/2020 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 2 B 02/2020 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2018 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
7I - 7-YR INTEREST RATE SWAP FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 60%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 03/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
T1U - 2-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 12/2013 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 55%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2016 06/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 50%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 11/2019 01/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 11/2019 01/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 09/2019 10/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 08/2019 10/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 40%
LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 35%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 25 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 35%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 35%
INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 2 B 07/2019 08/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 2 B 07/2019 08/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Scan 4 All dates 70%
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 1 B All dates 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 85%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 09/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
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 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 80%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 A All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 7 B 09/2017 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027

미국 국채 10년물

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.

10년 만기 미 국채 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.