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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

Yield Curve Shifts Create Trading Opportunities Strategy Paper (PDF)

Trading the TUT Spread: Capitalizing on Changes in the Yield Curve Strategy Paper (PDF)

A Simple Treasury Duration Adjustment (PDF)
Reference Guides

Understanding U.S. Treasury Futures Reference Guide

U.S. Treasury Futures Delivery Process
Fact Cards

Long Term U.S. Treasury Bond Futures (PDF)

3-Year U.S. Treasury Note Futures (PDF)

U.S. Treasury Futures and Options Fact Card (PDF)

Flexbile Options on U.S. Treasury Futures Fact Card (PDF)
Tools and Analytics

Calculating the Dollar Value of a Basis Point

Calculating U.S. Treasury Futures Conversion Factors

U.S. Treasury Futures Conversion Factors

U.S. Treasury Futures Conversion Factor Calculator

U.S. Treasury Futures Conversion Factor Look-Up Tables

U.S. Treasury Futures Price to Yield Tables
Archived Seminars

Enhanced Interest Rate Options Trading

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

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

Historic U.S. Treasury Debt: Where are the Opportunities? (Mar. 26, 2009)

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

Combination Hedges for Managing Fixed Income Exposure (Nov. 6, 2008)
Feedback

Questions about the Educational Resources? Contact CME Group Customer Service

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