Invoice Swap Spread Calculator
Determine risk-neutral positioning and key factors to consider for any Treasury vs. IRS trade.
*Disclaimer: The data and output from this tool does not constitute investment advice and is not a personal recommendation from CME Group. Nothing contained herein constitutes the solicitation of the purchase or sale of any futures or options. Any investment activities undertaken using this tool will be at the sole risk of the relevant investor. CME Group expressly disclaims all liability for the use or interpretation (whether by visitor or by others) of information contained herein. Decisions based on this information are the sole responsibility of the relevant investor. Any visitor to this page agrees to hold the CME Group and its affiliates and licensors harmless against any claims for damages arising from any decisions that the visitor makes based on such information.
Follow component futures contracts
See the futures contracts below for more information about the inputs for the Invoice Swap Spread Calculator.
303
329
316
7978
307
3141
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Courses
Take self-guided courses on Interest Rates
If you're new to futures, the courses below can help you quickly understand the Interest Rate market and start trading.