Products & Trading » Interest Rates » Interest Rate Resource Center
Contact Us

interestrates@cmegroup.com

CME Group/Chicago HQ
Main Switchboard
Local: 312-930-1000
Toll Free: 866-716-7274

Customer Service
Product inquiries, website issues, and specific questions
Phone: 312-930-2316
Toll Free: 800-331-3332
E-mail:info@cmegroup.com

More CME Group Direct Lines
Click for phone list by department

Interest Rate Resource Center

Interest Rate Statistics and Updates


Quarterly Interest Rate Update – Q3 2009
View product volumes, historical volatilities, credit spreads, foreign holdings and more.



Interest Rate Research, Information, Tools & Analytics — by Product

New Strategy | Interest Rate Futures and Options
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.

New Strategy | STIRS
Creating Inexpensive Swaps (PDF)
Implementing a Swap-Replication Strategy with Eurodollar Futures.

New Strategy | U.S. Treasuries
Yield Curve Shifts Create Trading Opportunities (PDF)
Strategies for enhanced returns using Treasury futures.

New Strategy | Swaps
Interest Rate Swap Futures (PDF)
An ideal opportunity for financial risk managers.

 
 

Research and Strategy Papers

Yield Curve Shifts Create Trading Opportunities Strategy Paper

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

A Simple Treasury Duration Adjustment

Reference Guides

Understanding U.S. Treasury Futures Reference Guide

U.S. Treasury Futures Delivery Process

Fact Cards

U.S. Treasury Futures and Options Fact Card

Flexbile Options on U.S. Treasury Futures Fact Card

Long Term U.S. Treasury Bond Futures

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