CME Group Treasury and Swaps Futures Spreads

From MarketsWiki
Jump to: navigation, search
CME-E-Mini PostLaunch Banner 728x90.jpg

Treasury and swaps futures spreads on the CME Group come in many different combinations, some of them listed on the CME's Globex electronic trading platform.

List of Spreads[1]

  • BOB: 30-year Treasury Bond vs. Ultra Bond
  • TYT: 2-year Treasury Note vs. 3-year Treasury Note
  • FOB: 5-year Treasury Note vs. 30-year Treasury Bond
  • TUF: 2-year Treasury Note vs. 5-year Treasury Note
  • FOL: 5-year Treasury Note vs. Ultra Bond
  • TUT: 2-year Treasury Note vs. 10-year Treasury Note
  • FOS: 5-year Treasury Note vs. 5-year Swap
  • TUB: 2-year Treasury Note vs. 30-year Treasury Bond
  • NOB: 10-year Treasury Note vs. 30-year Treasury Bond
  • TUL: 2-year Treasury Note vs. Ultra Bond
  • NOL: 10-year Treasury Note vs. Ultra Bond
  • TOF: 3-year Treasury Note vs. 5-year Treasury Note
  • NOS: 10-year Treasury Note vs. 7-year Swap
  • TUN: 3-year Treasury Note vs. 10-year Treasury Note
  • TOS: 10-year Treasury Note vs. 10-year Swap
  • TOB: 10-year Treasury Note vs. 30-year Treasury Bond
  • TOU: 3-year Treasury Note vs. Ultra Bond
  • BOI: 30-year Treasury Note vs. 30-year Swap
  • FYT: 5-year Treasury Note vs. 10-year Treasury Note
  • UOS: Ultra Bond vs. 30-year Swap


References

  1. CME Magazine, Spring 2010 Edition. CME Group.