Effective Sunday, December 14 (for trade date Monday, December 15), pending all relevant CFTC regulatory review periods, CBOT Treasury Invoice Swaps will be listed for trading on CME Globex and for block submission via CME ClearPort. CBOT Treasury Invoice Swaps are a type of standardized, forward starting Libor-reference interest rate swap which will be traded solely as inter-commodity spreads consisting of a long (short) specific, related Treasury futures contract and a long (short) Treasury Invoice Swap contract (IRS).
With this launch, customers will have the ability to permission accounts for CBOT Treasury Invoice Swaps in CME Account Manager by completing the following steps:
Please contact Enterprise Application & System Entitlements (EASE) with questions on CME Account Manager at 312 456 1560 in the US, 44 203 379 3802 in Europe, or 65 6593 5536 in Asia.
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.