CBOT - The CME/CBOT Common Clearing Link

Tools

Recent Treasury

Simple Treasury Duration Adjustment

A Simple Treasury Short Hedge

A Simple Treasury Long Hedge

Treasury

Revised U.S. Treasury Conversion Factors – March 26-27, 2008

Strike Price Notice - Ag, Fim, February 15, 2008

Trading Position Change - U. S. Treasury Bonds, February 29, 2008

30 Yr Bond

Early Trade Checking Call--Financials

Early Trade Checking Call--Financials

Early Trade Checking Call--Financials

10 Yr Note

Strike Price Notice - Ag, Fim, February 11, 2008

Strike Price Notice - Ag, Fim, February 4, 2008

Strike Price Notice - Ag, Fim, January 30, 2008

The CME/CBOT Common Clearing Link

Benefits for Interest Rate Futures Spread Trades

The following illustrates this benefit for spread trades between CBOT and CME interest rate futures. Part 1 describes the mechanics of two cross-exchange spread trades that will serve as examples: a 5-year term Treasury-Eurodollar (TED) spread trade and a 10-year term Agency-Eurodollar spread trade.