CME 13-Week T-bills Futures
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Performance Bonds

U.S. Treasury bills, considered risk-free debt instruments, provide the foundation for the money markets and are seen as reflecting “pure” interest rate movements. CME 13-week Treasury Bill futures were launched in 1976 and were the first CME interest rate futures contract. These products track the cash U.S. Treasury bill market and settle to the weekly U.S. Treasury bill auction rate.

Advantages of CME Interest Rate Markets

  • Concentrated liquidity - More than 1.5 million CME interest rate futures trade every day resulting in consistently tight spreads
  • Price transparency - At CME, trading transactions take place in an open, fair and anonymous trading environment with market prices universally available in real time
  • Market integrity - CME Clearing serves as counterparty to every trade protecting the financial integrity of CME markets
  • Regulatory assurance - The highest trading standards and supervision are assured through the integrated compliance and market surveillance functions of CME

  • CME Lehman Brothers U.S. Aggregate Index Futures
    On October 1, CME Group will launch futures on the Lehman Brothers U.S. Aggregate Index, the preeminent benchmark debt index for U.S. investment-grade fixed income securities. For more information visit www.cme.com/lehman or email interestrates@cmegroup.com.
  • CME Swaps on Swapstream – Coming Q1 2008
    In Q1 2008, CME Group will launch CME Swaps on Swapstream, the first OTC interest rate swap to offer the full benefits and financial safeguards of central counterparty clearing. CME Swaps on Swapstream will include forward-dated interest rate swaps denominated in USD and EUR and will be traded on the Swapstream sPro™ platform. For more information, visit www.cme.com/swaps or contact Steve Dayon 312.435.7225 or Peter Barker at 312.930.8554.
  • Enhanced CME EOS Trader Demo
    Visit www.cme.com/eos to experience the enhanced functionality of CME EOS Trader with our new demo complete with user defined spreads, covereds and order management
Quote Vendor Symbols 2007 Fee Enhancements (PDF)
Futures and Options
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CME RTH Flash Quotes
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