Introducing the first generation of our new UST Market Profile tool bringing together listed Treasury futures and cash Treasuries in one comprehensive view, enabling global band traders to compare and analyze liquidity, determine the optimal trading modality and time of day to transact, identify execution efficiencies, and minimize the market impact of trades.
What it calculates: The UST Market Profile provides an hour-by-hour view of bid-ask spreads, order book depth, market activity, and volume for both Treasury futures and BrokerTec cash Treasuries – all visualized with intuitive charts and statistical plots and available for download.
Gain transparency, improve decision making:
The dashboards let you compare our futures and cash market liquidity side-by-side so that you can choose the optimal trade in the marketplace of your choice.
Features in the new release:
If you have already accessed a Market Profile tool with your company email, we will notify you that it’s now available.
New to the tools? If you would like to request access, please complete the form below to indicate your interest.
To learn more about and subscribe to our real-time and historical data products, contact CMEDataSales@cmegroup.com.
Actively traded Treasury futures offer deep liquidity, capital-efficiency, and off-balance-sheet exposure, making them ideally suited for interest rate hedging, basis trading, adjusting portfolio duration, curve trading, expressing directional views, and more.
As the leading electronic marketplace for cash benchmark U.S. Treasuries, BrokerTec offers robust infrastructure, deep liquidity, and flexible, innovative trading modalities like anonymous matching via the CLOB, pre-defined curve spreading, and relationship-based streaming.
CME Group offers a robust suite of powerful analytics, enabling participants to analyze multiple aspects of our fixed income markets.
BrokerTec Americas LLC (“BAL”) is a registered broker-dealer with the U.S. Securities and Exchange Commission, is a member of the Financial Industry Regulatory Authority, Inc. (www.FINRA.org), and is a member of the Securities Investor Protection Corporation (www.SIPC.org). BAL does not provide services to private or retail customers.
Connect with a member of our Interest Rates team to get more information about our U.S. Treasury products and services.