Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Swaps trading should only be undertaken by investors who are Eligible Contract…
As the market has begun to price rate cuts into 2024, where the CME FedWatch tool now predicts up to six cuts of 25bp each through 2024, some customers may…
As the market has begun to price rate cuts into 2024, where the CME FedWatch tool now predicts up to six cuts of 25bp each through 2024, some customers may…
The U.S. Treasury market is the largest interest rate market in the world. As of 2020, the total outstanding amount of Treasury debt was nearly $21 trillion.1 Many global rates are…
Yield futures make it very easy to trade the change in this spread (and other spreads) using inter-commodity spreads (ICS). Since each Yield futures contract have a fixed DV01, one…
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Key macroeconomic events create profitable Yield futures trading opportunities
Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Swaps trading should only be undertaken by investors who are Eligible Contract…
Using T-Bill futures to hedge prospective forward transactions
As the market has begun to price rate cuts into 2024, where the CME FedWatch tool now predicts up to six cuts of 25bp each through 2024, some customers may…
Use 13-Week U.S. Treasury Bill futures to hedge prospective forward transactions
As the market has begun to price rate cuts into 2024, where the CME FedWatch tool now predicts up to six cuts of 25bp each through 2024, some customers may…
Case study: Yield futures – CME Group
The U.S. Treasury market is the largest interest rate market in the world. As of 2020, the total outstanding amount of Treasury debt was nearly $21 trillion.1 Many global rates are…
Explore the New Treasury Analytics CurveWatch Tool and Unlock Trading Opportunities with Yield Futures
Yield futures make it very easy to trade the change in this spread (and other spreads) using inter-commodity spreads (ICS). Since each Yield futures contract have a fixed DV01, one…