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Interest Rate Products Update

May 11, 2010
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Reminder: Ultra T-Bond Options Coming June 7, 2010

In response to strong customer demand, and building on the enormous success of Ultra T-Bond futures, Ultra T-Bond options will join the U.S. Treasury complex on Sunday, June 6, 2010 (trade date June 7, 2010). After less than four months of trading, open interest in Ultra T-Bond futures is more than 125,000 contracts. With cumulative trading volume exceeding one million contracts since its launch on January 11, it is the fastest growing interest rate futures contract ever introduced by the CME Group exchanges. Ultra T-Bond futures are firmly established as a viable new tool for hedging and duration management, as well as yield curve, swap, and basis spread trading.

Adding options to this robust futures market will provide even more opportunities for market participants seeking longer-dated, off-balance sheet exposure in Treasury markets.

  • Both standard and flexible options on Ultra T-Bond futures will be listed
  • At launch, the option expiration months will be initially limited to the August 2010, September 2010, and December 2010 option contracts
  • Treasury option market makers will be providing liquidity on Globex during regular and extended trading hours
 To learn more about Ultra T-Bond futures and options, visit www.cmegroup.com/ultra.

 

Event: U.S. Treasury Futures Trading and Analytics

Co-sponsored by Bloomberg
Tuesday, May 25, 2010

The introduction of Ultra T-Bond futures and the upcoming launch of Ultra T-Bond options have expanded the risk management and trading opportunities at the long-end of the yield curve. In its first few months of trading, the marketplace is clearly embracing this tool as a pricing benchmark for the 30-year sector of the yield curve. As you incorporate the Ultra T-Bond futures and options into portfolio and trading strategies, the Bloomberg database and analytical tools allow you to identify and evaluate market opportunities. Join CME Group and Bloomberg in an examination of the U.S. Treasury futures market and the new Ultra T-Bond futures and options, including a demonstration of Bloomberg trading tools and analytics.

WHEN
Tuesday, May 25, 2010
3:00 p.m. CT

WHERE
CME Group
Upper Level Auditorium
20 S. Wacker Drive
Chicago, IL 60606
Attend Online or In Person

Topics include:

  • Overview of U.S. Treasury Futures and Ultra T-Bond Futures and Options
  • Ultra T-Bond Strategies and Applications
  • Enhanced Bloomberg Trading Analytics

Reception will follow for in-person attendees

Speakers:

  • Joseph Shatz, Senior Director, Fixed Income Strategy, Bank of America Merrill Lynch
  • Gary Stone, Director of Development and Trading Research & Strategy, Bloomberg
  • Jonathan Kronstein, Associate Director, CME Group Interest Rate Products
 Register now
 
 
 
 
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