울트라 미채권이란?

울트라 미채권이란 잔여만기가 인도월 제1일로부터 25년 이상인 미재무부 발행 장기국채가 그 대상입니다.

상품스펙

울트라 미채권 상품스펙

거래소

CME (Chicago Mercantile Exchange) 

계약월물

분기 월물(3,6,9,12월) 중 최근 5개 월물

계약단위

USD 100,000

통화

USD

상품기호

UB

최소가격변동폭 (틱)

$ 31.25 = 0.03125 X $100,000(액면가)

결제방식

실물인수도

일일가격제한폭

없음

최초통보일

계약월 전월 최종영업일

최종거래일

계약월 마지막 영업일 이전 7영업일

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

위탁증거금

4,840

유지증거금

4,356

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손익계산

울트라 미채권 손익계산

매수

163'04 <1계약>

매도

163'27 <1계약>

163'27-163'04 = 01'01.5(23/32)(23틱)

23 틱 X 1계약 X $31.25

= $718.75이익


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일별등락률

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