Tracking Volatility in 10 and 30-Year Treasuries
As you can see, based on CVOL skew levels, the options market began pricing in a move toward a “less steep” inversion of the U.S. Treasury Yield curve in late…
As you can see, based on CVOL skew levels, the options market began pricing in a move toward a “less steep” inversion of the U.S. Treasury Yield curve in late…
With Eris SOFR, private lenders can… Expand product offering to include fixed rate loans, confidently lending at competitive fixed rates while borrowing remains indexed to SOFR. Price loans to match…
The information herein has been complied by CME Group for general informational and education purposes only and does not constitute trading advice or the solicitation of purchases or sale of…
The SOFRWatch tool has a couple sources of data: benchmark rate and FOMC data is acquired via the Fed, while SOFR futures reference period dates are supplied through CME Group…
The concept of the “cheapest to deliver” (CTD) is a key element of Treasury futures. It arises from the conversion of futures prices to invoice prices for the delivered security,…