CME Group » Interest Rates » Trading the TUT Spread: Capitalizin
Trading the TUT Spread: Capitalizing on Changes in the Yield Curve Strategy Paper
Mon Jul 25 20:44:00 CDT 2011 CT
Related Keywords: Interest Rates, Strategies & Techniques

Trading Tut SpreadU.S. Treasury futures provide cost-effective and efficient means of capitalizing on anticipated changes in the shape of the yield curve. For example, recent upheaval in the slope of the Treasury yield curve suggests there may be opportunities to trade the 10-Year under 2-Year (TUT) spread, using 2-Year and 10-Year Treasury Note futures contracts. This paper will provide you with more details on how to use these contracts to construct the spread.


 
 
Log in to:
 
View your account | Logout
Related Content
Market Fundamentals | See All
Product Information | See All
Strategies and Techniques | See All
Tools and Analytics | See All