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…
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…
A now hiring sign is posted in front of a U-Haul rental center on November 03, 2023 in San Rafael, California. Justin Sullivan | Getty Images When the December jobs…
Investor Steve Eisman of “The Big Short” fame is questioning the level of bullishness on Wall Street — even with the market’s tepid start to the year. From enthusiasm surrounding…
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…