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CME Group To Launch Micro Treasury Yield Futures - Micro 2-Year, 5-Year, 10-Year And 30-Year Yield Futures Will Be Cash-Settled To BrokerTec U.S. Treasury Benchmarks Date
09/06/2021
CME Group, the world s leading and most diverse derivatives marketplace, today announced it will expand its suite of deeply liquid
U.S.
August 16, pending regulatory review.
These innovative, micro-sized contracts will provide market participants – from institutions to sophisticated, active, individual traders – exposure to the yield of on-the-run
Treasury securities in an efficient, cost-effective way. Micro 2-Year, Micro 5-Year, Micro 10-Year, and Micro 30-Year Yield futures will be sized at
$10 per basis point of yield, and will be cash settled to newly created BrokerTec cash
CME Group Grows Suite Of CVOL Indexes To Include Key Measures Of Implied Volatility In Treasuries, Agriculture, Energy, Metals And Cross-Commodities Date
11/05/2021
CME Group, the world s leading and most diverse derivatives marketplace, today announced it has added several new benchmark indexes to its suite of CME Group Volatility Indexes (CVOL™). Together with the previously introduced indexes,
CME Group now offers 40+ CVOL Indexes across nearly every major investible asset class.
Beginning today, market participants can now access implied volatility information across five new multi-product indexes on Treasuries, agriculture, energy, metals and commodities, as well as several single-product benchmark indexes based on CME Group s highly liquid options markets.
CME Group Announces Launch of CME Term SOFR Reference Rates
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CHICAGO, April 21, 2021 /PRNewswire/ CME Group, the world s leading and most diverse derivatives marketplace, today announced it is publishing CME Term SOFR Reference Rates for 1-month, 3-month and 6-month tenors.
These benchmarks are based on CME Group s deep and liquid underlying SOFR futures, making them a robust and sustainable measure of forward-looking SOFR rates. They are aligned with the Alternative Reference Rates Committee s (ARRC) principles for recommended forward term rates. As ARRC criteria emphasizes, any forward term rate should have a limited scope of use so that the use does not materially impact volumes in the underlying SOFR-linked derivatives transactions that are relied upon to construct that rate, CME Group intends to limit the licensing of its SOFR Term Rates to cash market transactions initially until June 30, 2023. The Term SOFR rate
CME Group Announces Launch Of CME Term SOFR Reference Rates mondovisione.com - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from mondovisione.com Daily Mail and Mail on Sunday newspapers.