Treasury Analytics

View analytics for Treasury Products, including deliverable baskets, CTD/OTR securities, futures/cash yield curves, inter-commodity spreads and more.

Please note that the tool is intended to demonstrate methodology, as the cash market prices are highly indicative, and users are advised to source cash market data independently.

User Guide - Summary, Deliverables, YieldUser Guide - InterCommodity Spreads

*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.