Webinar: US Treasury Yield Curve Trades

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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