CME Group is the world’s leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and the Lehman Brothers U.S. Aggregate Index.

News & Highlights

Featured Implied Treasury Spread: Trading the NOB Enlarge Implied Treasury and Swap Spreads allow for easier and more efficient execution of the most commonly-traded spreading strategies—such as the NOB—and eliminate the risk of not being able to execute the spread at the desired price. In March 2009, the ADV in all implied Treasury and Swap spreads traded on CME Globex was 15,586, representing 342,899 legs. View free live Treasury and Swap spread quotes.

More Highlights January 11, 2010, launch date for Ultra T-Bond futures New Intercommodity Spread Curve Tracker Tick Size Increase for U.S. T-Bond Futures IR Pace of Roll tool now available