Treasury Futures Delivery Options, Basis Spreads, and Delivery Tails

  • 1 Sep 2016
  • By CME Group

This report explains the Treasury cash-to-futures basis spread, the options embedded in the Treasury futures delivery mechanism, and tactics for managing basis spread exposures and delivery tails.

View Full Report

About CME Group

As the world’s leading derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

Follow us for global economic and financial news.

CME Group on Twitter

CME Group on Facebook

CME Group on LinkedIn