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