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Interest Rate Product Resource Center
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Curve Trades with Eurodollar and Interest Rate Swap Futures Spreads (PDF)
Simple and direct means to take views on the shape of the swap curve.

Interest Rate Product Guide (PDF)
A comprehensive listing of Interest Rate futures and options contract specifications.

Quarterly Interest Rate Update - Q3 2009
Volumes, volatilities, spreads, foreign holdings and more.

Interest Rate Newsletter
Get the latest information on interest rate products.

 
Research and Strategy Papers

Synthetic Swap Spreads Strategy Paper (PDF)

Liability Driven Investing: Challenges and Opportunities Strategy Paper (PDF)

Curve Trades with Eurodollar and Interest Rate Swap Futures Spreads (PDF)

Reference Guides

Interest Rate Swap Futures Reference Guide

Fact Cards

Options on Interest Rate Swap Futures Fact Card (PDF)

Interest Rate Swap Futures Fact Card (PDF)

Tools and Analytics

Interest Rate Swap Futures 4 Percent Price-Yield Tables

Archived Seminars and Tutorials

New Opportunities in Treasury and Swap Spreads (July 15, 2009)

Overlay Applications for U.S. Treasury and Interest Rate Swap Futures (May 14, 2009)

Interest Rate Swap Futures - Concepts and Opportunities (Jan. 22, 2009)

Opportunities in Trading Treasury and Swaps Spreads (Dec. 16, 2008)

Feedback

Questions about the Educational Resources? Contact CME Group Customer Service

Product-specific questions? Contact the CME Group Interest Rate Product team