미2년채란?

T-note는 미재무부가 발행하고 만기가 1년 이상 10년 이하인 양도 가능한 중기채이며 미 2년채 선물은 만기가 2년인 미재무부 채권이 대상입니다.

장기 이자율의 위험에 대한 헤지수단으로 사용되며 이자율의 방향을 보여주는 기능을 가지고 있습니다.

Check Point
  • 미국정부가 발행하고 보증하는 미국 2년 만기국채와 동일한 가치를 지닌 국채를 기초자산으로 합니다.

상품스펙

미2년채 상품스펙

거래소

CME (Chicago Mercantile Exchange) 

계약월물

분기 월물(3,6,9,12월) 중 최근 5개 월물

계약단위

USD 200,000

통화

USD

상품기호

ZT

최소가격변동폭 (틱)

$ 15.625 = 0.0078125 X $200,000(액면가)

결제방식

실물인수도

일일가격제한폭

없음

최초통보일

계약월 전월 최종영업일

최종거래일

계약월 마지막 영업일

거래시간

월-금 : 오전 08:00 ~ 익일 오전 07:00

 (최종거래일 : 익일 오전 03:01 종료)

썸머타임적용시

썸머타임 기간에는 거래시간이 한시간씩 앞당겨짐

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증거금

미2년채 증거금

위탁증거금

462

유지증거금

416

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손익계산

미2년채 손익계산

매수

108'06.75 <1계약>

매도

108'08.75 <1계약>

108'08.75-108'06.75 = '00.02.00(8/128)(8틱)

8 틱 X 1계약 X $15.625

= $125 이익


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일별등락률

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