T-Bill Futures Synthetic Price History
The synthetic price history for 13-Week U.S. Treasury Bill futures (U.S. T-Bill futures) compares the Daily Treasury Bill Rates↗ published by the U.S. Department of the Treasury with the CME 3-Month Term…
The synthetic price history for 13-Week U.S. Treasury Bill futures (U.S. T-Bill futures) compares the Daily Treasury Bill Rates↗ published by the U.S. Department of the Treasury with the CME 3-Month Term…
Exchange-listed futures: Transparent, low-cost alternative to OTC swaps Hedgers use Eris SOFR as a preferred alternative to OTC interest rate swaps. As futures contracts…
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…
We have noted that the risk of a SR3 contract is defined by the IMM Index in terms of DV01 as $25 per basis point per contract. The heuristic notional…
On their last day of trading (i.e., their expiration date), these options are marked against the settlement price of their underlying futures at 2:00 p.m. CT. The futures settlement is…