거래소 | 자산군 | Spread Products | 유형 | Ratio | Side | 시작 기간 | 최종일 | Credit |
---|---|---|---|---|---|---|---|---|
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2018 | 06/2018 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 12/2017 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2017 | 06/2017 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2016 | 12/2016 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 12/2014 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
F1S - 5-YEAR SOFR MAC SWAP FUTURES | 1 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 75% | |
YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 10 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 75% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 03/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |
LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 09/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |
YID - 4-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2025 | 12/2025 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2024 | 12/2024 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 75% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 5 | B | 09/2021 | 09/2021 | ||||
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 | |||||
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 | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 70% | |
YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |
N1S - 10-YEAR SOFR MAC SWAP FUTURES | 2 | 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 | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |
S1S - 7-YEAR SOFR MAC SWAP FUTURES | 3 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | B | All dates | 70% | |
YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 7 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2016 | 06/2016 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | A | All dates | 70% | |
LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 06/2019 | 09/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2015 | 12/2015 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2024 | 06/2030 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2022 | 09/2023 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | A | All dates | 70% | |
LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 03/2014 | 03/2019 | ||||
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 | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 65% | |
LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 65% | |
LIO - 20-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 65% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2015 | 06/2015 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2026 | 12/2026 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
3YR - 3 YEAR TREASURY NOTE FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 65% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 09/2019 | 12/2019 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 4 | A | All dates | 65% | |
26 - 2 YEAR TREASURY NOTE FUTURES | 5 | B | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 65% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 5 | B | 03/2021 | 06/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 65% | |
YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 65% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 5 | A | 09/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 65% | |
T1S - 2-YEAR SOFR MAC SWAP FUTURES | 5 | 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 | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2014 | 06/2014 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2029 | 12/2029 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2030 | 12/2030 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2028 | 12/2028 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2027 | 12/2027 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 3 | B | 03/2022 | 02/2026 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 3 | B | 10/2021 | 02/2022 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 3 | B | 10/2021 | 02/2022 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIT - 2-YEAR ERIS SWAP FUTURE | 5 | A | 03/2021 | 09/2021 | ||||
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 | |||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2021 | 12/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
YIT - 2-YEAR ERIS SOFR SWAP 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 | 06/2021 | 09/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 09/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | |||||
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 | 9 | B | All dates | 55% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 03/2019 | 06/2019 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 07/2021 | 03/2022 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 05/2021 | 05/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 06/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 07/2021 | 03/2022 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 50% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 09/2018 | 12/2018 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |
LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 07/2021 | 09/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 07/2021 | 09/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 45% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 04/2021 | 04/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 05/2021 | 06/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 45% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2021 | 05/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 40% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 03/2018 | 06/2018 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |
LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 40% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 35% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 12/2020 | |||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 30% | |
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 40 | A | All dates | |||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 30% | |
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 8 | A | All dates | |||
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 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 30% | |
LIT - 2-YEAR ERIS SWAP FUTURE | 5 | B | 09/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 30% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 09/2017 | 12/2017 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |
LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |
LIT - 2-YEAR ERIS SWAP FUTURE | 5 | A | 03/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 30% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | ||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 25% | |
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 6 | A | All dates | |||
CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | All dates | 25% | |
INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 5 | A | All dates | ||||
CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 20% | |
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 1 | B | All dates | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 85% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2019 | 09/2021 | ||||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Scan | 5 | All dates | 68% | ||
21 - 10Y TREASURY NOTE FUTURES | 12 | All dates | ||||||
25 - 5 YR TREASURY NOTE FUTURES | 18 | 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 | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 80% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 09/2021 | 09/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 80% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 03/2021 | 06/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 80% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 09/2020 | 12/2020 |
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