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The seller of a CBOT Treasury futures contract agrees to deliver a Treasury security to the purchaser of the contract at a specified price at a future date.
The Board of Trade, for example, says its Treasury futures contract has risen 54 percent in the past five years, while the over-the-counter market has grown fivefold.
Based on swaption volatility jumping, 10 year treasury futures contract dropping sharply and a possible ending to the 25 year secular bull market, it may be time to "carefully review your portfolio and balance sheet sensitivity to rising rates.
Market prices for 2-year and 10-year Treasury futures contracts may not capture precisely the underlying changes in the 2-year yield and the 10-year yield.
These trends will have as great an impact on Treasury markets structure as the 2004-2005 automation of Treasury futures contracts, when non-dealer volume on the IDB platforms nearly tripled in a year.
Initially the exchange will begin trading Treasury futures contracts on two-year, five-year, 10-year notes and 30-year bonds, as well as calendar spreads.
CHAPTER 20: Use of Stock Index Futures and Treasury Futures Contracts in Portfolio Management.
Treasury futures contracts traded on the Chicago Board of Trade (CBOT).
Treasury futures contracts, CX utilizes a patented Interactive Matching(sm) technology and is built upon the eSpeed proprietary trading platform.
Treasury futures contracts traded on CX: 30 year bond, 10 year note, 5 year note and 2 year note.
The CX, owned by the NYBOT and its members, is the first electronic exchange for US Treasury futures contracts.
Treasury futures contracts will instantly be available to all customers of the CFFE," said Debra Walton, managing director.

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