CME Group will offer new functionality for CBOT-listed invoice spreads to facilitate execution of calendar rolls and tenor switches and to further support relationship-based execution.
CBOT-listed invoice spreads now offer:
A recent article published in the Financial Times highlights the success of Ultra 10 futures as the most efficient, off-balance-sheet proxy for 10-year Treasury exposure.
View article discussing the deep liquidity and capital efficiency of Treasury futures.
FOMC dates can be important: June 15, July 27, Sept. 21, Nov. 2, and Dec. 14. In 2016, however, political dates may be even greater market drivers. Weekly, monthly and quarterly expirations are available in Treasury and Eurodollar options to more precisely target specific dates.
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View Rates Recap for previous months over the last year.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.