Webinar: Fixed Income - Benchmark duration and breakeven points

CME Group Login

Log in or create an account to access premium content on cmegroup.com

US Treasury Yield Curve Trades

Learn more about US Treasury yield curve trades from David Gibbs, Director of Education at CME Group. Webinar topics also feature changes in the yield curve's slope and the relative value between contracts.

In this webinar, you will learn:

  • Why UST futures replicate the US Treasury curve
  • How to calculate UST futures contract BPV and spread ratios
  • How to earn margin credit on yield spreads

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2020 CME Group Inc. All rights reserved.

Disclaimer | Privacy Policy | Cookie Policy | Terms of Use | Data Terms of Use | Modern Slavery Act Transparency Statement