• A Simple Treasury Short Hedge
  Chicago Board of Trade Treasury futures can help you protect the value of an asset when you fear yields may rise and erode asset values. 09.25.2006
• A Simple Treasury Long Hedge
  Chicago Board of Trade Treasury futures can help you protect your purchasing power when you fear yields may drop and drive up the cost of acquiring assets. 09.25.2006
• Simple Treasury Duration Adjustment
  The specter of rising interest rates can give managers of fixed-income portfolios nightmares. The soothing balm in this case is not a glass of warm milk but a lower duration target. 09.25.2006
• The CBOT TUT Spread
  The spread between 10-year and two-year T-note contracts offers a vehicle for taking advantage of interest rate shifts. 09.21.2005
• The CME/CBOT Common Clearing Link
  Benefits for Interest Rate Futures Spread Trades 09.04.2003
• Trading the TUT Spread: Capitalizing on Changes in Yield Curve
  CBOT Treasury futures provide cost-effective and efficient means of capitalizing on anticipated changes in the shape of the yield curve. 08.29.2003
• Yield Curve Shift Makes Trading Opportunities
  Using CBOT Treasury futures, you can design a variety of trades that can serve both risk management and yield enhancement purposes. 05.28.2003
• Creating Spreads for Asset Allocation
  As market indications drive investors to move from stocks to bonds or bonds to stocks, use spreads between CBOT DJIA and Treasury Bond futures ona small cap index 08.23.2000

Treasury Strategies Archive
2006 | 2005