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FF¼±¹°À» ÀÌ¿ëÇÑ FRB Á¤Ã¥±Ý¸® ¿¹Ãø
±Û¾´ÀÌ : Á¹¸®Å´
Á¶È¸¼ö : 11847
ÀÛ¼ºÀÏ : 2007-09-21
1¹øÃ·ºÎ : ¾øÀ½
2¹øÃ·ºÎ : ¾øÀ½
3¹øÃ·ºÎ : ¾øÀ½
¾È³çÇϼ¼¿ä. Å´ÀÔ´Ï´Ù.
¾Æ·¡ dusty ´ÔÀÇ ±Û¿¡¼ Federal funds ±Ý¸®¿Í °ü·ÃÇÏ¿©, CBOT »óǰ½ÃÀå¿¡¼
FRBÀÇ ±Ý¸® ÀÎÇÏ °¡´É¼ºÀ» ¾ó¸¶·Î Á¡Ä¡°í ÀÖ´Ù´Â ¾ê±â°¡ ³ª¿Ô½À´Ï´Ù.
¹°·Ð ±× »çÀÌ ±âÁ¸ 5.25%¿¡¼ 50bp ÀÎÇϸ¦ ÇÏ¿´Áö¸¸¿ä;;
¾î·´ø ¼±¹°°¡°ÝÀ» ÀÌ¿ëÇÏ¿© ÇâÈÄ ±Ý¸®Á¤Ã¥ º¯È¸¦ ¿¹ÃøÇÏ´Â ¹æ¹ý¿¡ ´ëÇÏ¿©
»ì¦ »ìÆìº¸µµ·Ï ÇϰڽÀ´Ï´Ù.
CBOT¿¡´Â Federal Funds Futures(ÀÌÇÏ "FF¼±¹°")°¡ »óÀåµÇ¾î ÀÖ½À´Ï´Ù.
±âÃÊÀÚ»êÀº À̸§ ±×´ë·Î federal funds rateÀ̸ç, °áÁ¦ ±âÁØÀÌ µÇ´Â
°¡°Ý »ê½ÄÀº "100 - ¼±¹°¸¸±â¿ùÀÇ ÀϺ° effective fed funds rateÀÇ Æò±Õ°ª"
ÀÔ´Ï´Ù.
¿¹¸¦ µé¾î, 2007³â 9¿ùÀÇ ÀϺ° effective federal rateÀÇ ÇÑ´Þ Æò±Õ°ªÀÌ
4.9% ¶ó°í Çϸé, 9¿ù FF¼±¹°ÀÇ ¸¸±â °áÁ¦°¡°ÝÀº 100-4.9 = 95.1ÀÌ µË´Ï´Ù.
±×Àü¿¡ ¸ÕÀú effective federal rateÀº ¹«¾ùÀ̳ĸ¦ »ìÆìº¸¸é,
¿ì¸®°¡ ´º½º·Î ´Ã»ó µè´Â 5.25%¿¡¼ 50bp¸¦ ³»·È³× ¾î¶»³× ÇÏ´Â federal funds rateÀº
¹Ì±¹ FRB¿¡¼ °áÁ¤ÇÏ´Â ¸ñÇ¥±Ý¸®ÀÔ´Ï´Ù. ½ÇÁ¦·Î federal funds °ü·ÃÇÏ¿© ÀºÇà°£
°Å·¡µÇ´Â ½ÃÀå ±Ý¸®°¡ ¾Æ´Ï±¸¿ä. ½ÇÁ¦ ½ÃÀå±Ý¸®°¡ ¹Ù·Î effective federal rateÀÔ´Ï´Ù.
½ÃÀå±Ý¸®´Â ¸ñÇ¥±Ý¸®º¸´Ù ³ôÀ»¼öµµ ÀÖ°í ³·À»¼öµµ ÀÖ½À´Ï´Ù.
¾Ñ! ±×·¸´Ù¸é FF¼±¹°°¡°Ý¿¡ ¹Ý¿µµÈ ¹Ì·¡ÀÇ ±Ý¸®´Â Á¤È®È÷ ¸»Çϸé,
¸ñÇ¥±Ý¸®°¡ ¾Æ´Ï¶ó ½ÃÀå±Ý¸®ÀÎ ¼ÀÀÔ´Ï´Ù. »ç½Ç ±×·¡¼ FF·Î Á¤Ã¥ º¯È¸¦ ¿¹ÃøÇÑ´Ù´Â °ÍÀº
±âº»ÀûÀ¸·Î ½ÃÀå±Ý¸®(effective federal rate)ÀÌ ¸ñÇ¥±Ý¸®¿¡ ¼ö·ÅÇÑ´Ù´Â °ÍÀ» °¡Á¤ÇÕ´Ï´Ù.
ÀÌÁ¦ º»·ÐÀ¸·Î µé¾î°¡¼, ½ÇÁ¦ ¼±¹°°¡°ÝÀ¸·Î ¾î¶»°Ô ¹Ì·¡ ±Ý¸®¸¦ ¿¹ÃøÇÒ ¼ö ÀÖ³ª º¾½Ã´Ù.
¿ø¸®´Â °£´ÜÇÕ´Ï´Ù. ¸¸¾à ÇöÀç ±Ý¸®°¡ 5%À̰í À̹ø´Þ FF¼±¹° °¡°ÝÀÌ 95.125, À̹ø´Þ Áß¼ø¿¡
FOMC°¡ ¿¸°´Ù°í ÇսôÙ. ¼±¹° °¡°Ý¿¡ ¹Ý¿µµÈ 4.875%(100-95.125)´Â ÇÑ´Þ ±Ý¸® Æò±Õ°ªÀ̹ǷÎ
À̹ø´Þ Áß¼ø¿¡ FF°¡ ±Ý¸®¸¦ 0.25%³»¸± °æ¿ì, ±Ý¸® ÀÎÇÏÀü 5% ¹× ÀÎÇÏ ÈÄ 4.75%ÀÇ Æò±Õ°ªÀÌ
4.875%°¡ µÇ¹Ç·Î FF¼±¹° °¡°Ý°ú ÀÏÄ¡ÇÕ´Ï´Ù. Áï FF¼±¹°°¡°Ý¿¡ ¹Ý¿µµÈ ½ÃÀå Âü¿©ÀÚµéÀÇ
±Ý¸® ÀÎÇÏ Àü¸ÁÀº 100% ±Ý¸®°¡ 25bp³»¸± °ÍÀÌ´Ù¶ó´Â °ÍÀÔ´Ï´Ù. ¹°·Ð À̸¦ ±Ý¸®°¡ 50bp³»¸±
È®·üÀ» 50%·Î Àü¸ÁÇÑ´Ù°í ÇØ¼®ÇÒ ¼öµµ ÀÖ½À´Ï´Ù.
¹°·Ð Çö½ÇÀûÀ¸·Ð ½ÃÀå±Ý¸®¿Í ¸ñÇ¥±Ý¸® °£¿¡ Â÷À̰¡ ¸¹ÀÌ ³¯¼öµµ ÀÖ½À´Ï´Ù. ¿ÃÇØ 8¿ù µé¾î
FRBÀÇ ¸ñÇ¥±Ý¸® ÀÎÇϰ¡ °ÅÀÇ È®½Ç½Ã µÇ¸é¼ ½ÃÀå±Ý¸®´Â ÀÌ¹Ì ¸ñÇ¥±Ý¸®º¸´Ù 25bpÀÌ»ó ³·°Ô
Çü¼ºµÇ¾î ÀÖ¾ú½À´Ï´Ù. ÀÌ·² °æ¿ì, FF¼±¹°À» ÀÌ¿ëÇÑ Á¤Ã¥±Ý¸® ¿¹»óÀ» À§ÇÑ °è»ê½Ä¿¡
FOMCȸÀÇ ÀÌÀüÀÇ ±Ý¸®°ª¿¡´Ù°¡ ´Ü¼øÈ÷ ±âÁ¸ ¸ñÇ¥±Ý¸®ÀÎ 5.25%¸¦ ³ÖÀ¸¸é °è»êÀÌ Á¤È®ÇÏÁö
¾ÊÀ» ¼ö ÀÖ½À´Ï´Ù. ¸»Çß´Ù½ÃÇÇ FF¼±¹°Àº ½ÃÀå±Ý¸® Æò±Õ°ª¿¡ ±âÃÊÇϹǷΠ½ÃÀå±Ý¸®·Î ³Ö´Â
°ÍÀÌ Á¤È®ÇÑ °ÍÀÌÁÒ. ½ÃÀå±Ý¸®´Â ´º¿å FRB »çÀÌÆ®¿¡¼ ½±°Ô ã¾Æº¼ ¼ö ÀÖ½À´Ï´Ù.
¾Æ·¡´Â ½ÃÀå±Ý¸® ÆäÀÌÁö ÁÖ¼ÒÀÔ´Ï´Ù.
http://newyorkfed.org/markets/omo/dmm/fedfundsdata.cfm
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ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - COMEX GOLD(3)
Ultra Risk
2011-07-06
5310
156
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - COMEX »óǰ±º
Ultra Risk
2011-06-03
5140
155
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - COMEX GOLD(2)
Ultra Risk
2011-05-12
5296
154
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - 05¿ù 05ÀÏ ½ÃÀå»óȲ
Ultra Risk
2011-05-06
5008
153
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - COMEX GOLD (1)
Ultra Risk
2011-05-03
7688
152
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - COMEX
Ultra Risk
2011-04-21
5165
151
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX HO, RB
Ultra Risk
2011-04-18
7414
150
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX Natural Gas
Ultra Risk
2011-04-08
6002
149
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX Crude Oil (6)
Ultra Risk
2011-03-28
5606
148
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX Crude Oil (5)
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2011-03-16
5933
147
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX Crude Oil (4)
Ultra Risk
2011-03-10
6031
146
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX Crude Oil (3)
Ultra Risk
2011-03-01
6001
145
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX Crude Oil (2)
Ultra Risk
2011-02-28
6288
144
ÇØ¿Ü »óǰ ¼±¹° ÈȾ±â - NYMEX Crude Oil (1)
Ultra Risk
2011-02-25
9507
143
°Å·¡¿¡ ÀÖ¾î¼ÀÇ ¼öÄ¡ ±×¸®°í Åë°è
quixote
2010-12-29
5731
142
[Quantech Fund] ¿¡ÇǼҵå#17 - Àü·« ¼±Åýà ¼º..
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»ó·Ï¼ö
2010-11-01
6441
141
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»ó·Ï¼ö
2010-06-15
5621
140
º¯µ¿¼ºÀÇ ºÐ»ê È¿°ú, ½ÃÀå Æ÷Æ®Æú¸®¿À
ÄÜÅÙ´õ
2010-10-08
6002
139
[Quantech Fund] ¿¡ÇǼҵå#15 - µ¨Å¸ ¼³¸³ 10ÁÖ..
»ó·Ï¼ö
2010-06-30
6192
138
Çѱ¹ÀÎÀÇ ¿ªµ¿¼º
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2010-06-18
5529
137
´Þ¸®±â¿Í ¼ú¸¶½Ã±âÀÇ °øÅëÁ¡~
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2010-06-15
5454
136
[Quantech Fund] ¿¡ÇǼҵå#14 - ÆÝµå¸í º¯°æ & ..
»ó·Ï¼ö
2010-05-10
6043
135
Áß±¹ ¼±¹° Æ®·¹À̵ù - ¼ÓµµÀü
Ä«¿À½º
2009-10-05
7490
134
´Ü»ó(ÓßÌ) 2
quixote
2010-02-04
5336
133
´Ü»ó(ÓßÌ) - ªÀº »ý°¢
quixote
2010-02-03
5514
132
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2009-11-12
5775
131
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2009-11-02
5735
130
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2009-10-08
6833
129
[#7] È¿À²Àû ½ÃÀåÀÇ ¿ª¼³
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2009-09-22
7578
128
Áý´ÜÁö¼º°ú Áö¼ö ¸ÂÃß±â
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2009-09-21
5479
127
º¯µ¿¼º°ú ¹æÇâ
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2009-09-30
6671
126
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2009-09-09
5893
125
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2009-09-11
7037
124
[#6] Æ®·¹À̵彺Å×ÀÌ¼Ç Àß »ç¿ëÇϱâ
µ¿Ç³
2009-09-11
9057
123
[#5] ÅÍÆ²Æ®·¹ÀÌ´õ - Æ®·¹ÀÌ´õ´Â Ÿ°í³µ´Â°¡?
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2009-09-04
12809
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