Webinar: US Treasury Yield Curve Trades

Partner Content (CME Group) – 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

 

Picture: (c) dani3315—shutterstock.com

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About Author

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Through its exchanges, CME Group offers the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals. CME Group provides electronic trading globally on its CME Globex platform. The company also offers clearing and settlement services across asset classes for exchange-traded and over-the-counter derivatives through its clearinghouse, CME Clearing. CME Group's products and services ensure that businesses around the world can effectively manage risk and achieve growth.

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