Interest Rates

U.S. Treasury futures, options and cash

Unrivaled liquidity

Flexible execution

Maximum efficiency

Contact an expert
View All Products
EFFICIENCY AT EVERY STAGE

Access leading liquidity, multiple ways

Trade seamlessly across markets

Optimize your margin requirements

Futures-Swaps One-Pot Margining

CME-FICC Cross Margining

Automatic Futures Margin Offsets

SOFR FUTURES AND OPTIONS

Target short-term interest rate risks across the forward curve with the expansive liquidity of our $6 trillion per day SOFR markets.

Explore SOFR

Analyze Treasury markets

CME FedWatch

Explore probabilities for FOMC rates moves, compare target ranges or view historical rate data.

Treasury Analytics

Analyze deliverable baskets, CTD/ODR securities, futures/cash yield curves, inter-commodity spreads and more.

TreasuryWatch

Gain an in-depth view into the U.S. Treasury market, including yields, volatility, auctions, coupon issuance projections and more.

Total Cost Analysis 

Analyze the all-in costs of managing interest rate exposure using listed futures versus over-the-counter (OTC) instruments like swaps.

Treasury Pace of Roll

Inform your Treasury roll strategy with analytics on roll progression, calendar spreads, and see how they compare vs. historical averages.

U.S. Treasury Market Profile

Compare listed futures and cash Treasuries side-by-side, to analyze liquidity, determine how and when to transact, identify execution efficiencies and more.
Quick links
Margins
Settlements
Price limits
CBOT rulebook
BTEC regulatory docs
Trading hours
Liquidity providers
Conversion factors
Expiration calendar
Bloomberg codes

Learn about Treasury basics

Take self-guided courses on U.S. Treasury futures and options products.

Explore more courses

Contact an Interest Rate expert