Introducing the first generation of our new UST Market Profile tool bringing together listed Treasury futures and cash Treasuries in one comprehensive view, enabling global band traders to compare and analyze liquidity, determine the optimal trading modality and time of day to transact, identify execution efficiencies, and minimize the market impact of trades.
RESOURCES
What it calculates: The UST Market Profile provides an hour-by-hour view of bid-ask spreads, order book depth, market activity, and volume for both Treasury futures and BrokerTec cash Treasuries – all visualized with intuitive charts and statistical plots and available for download.
Gain transparency, improve decision making:
- Compare pricing and liquidity over time.
- See where the tightest top of book prices are across time zones and what depth is available in the central limit order books out to 10 levels.
- Understand the volumes and market activity driving the pricing.
- Recognize the complementary value of futures and cash treasuries.
- Know We're committed to evolving this tool by adding more functionality over time, listening to what our customers need and making this version – our 1.0 – better. As a user of this tool – we will alert you when new releases occur.
The dashboards let you compare our futures and cash market liquidity side-by-side so that you can choose the optimal trade in the marketplace of your choice.
Features in the new release:
- More intuitive experience
- Full screen display
- Greater security
- Ability to toggle between FX, Rates, and Metals dashboards
If you have already accessed a Market Profile tool with your company email, we will notify you that it’s now available.
New to the tools? If you would like to request access, please complete the form below to indicate your interest.
To learn more about and subscribe to our real-time and historical data products, contact CMEDataSales@cmegroup.com.
U.S. Treasury futures
Actively traded Treasury futures offer deep liquidity, capital-efficiency, and off-balance-sheet exposure, making them ideally suited for interest rate hedging, basis trading, adjusting portfolio duration, curve trading, expressing directional views, and more.
BrokerTec U.S. Treasuries
As the leading electronic marketplace for cash benchmark U.S. Treasuries, BrokerTec offers robust infrastructure, deep liquidity, and flexible, innovative trading modalities like anonymous matching via the CLOB, pre-defined curve spreading, and relationship-based streaming.
CME Group offers a robust suite of powerful analytics, enabling participants to analyze multiple aspects of our fixed income markets.
Treasury Analytics
Analyze deliverable baskets, CTD/OTR securities, futures/cash yield curves, inter-commodity spreads, and more.
CME TreasuryWatch
Gain an in-depth view into the US Treasury market, including yields, auctions, coupon issuance projections, and more.
CME FedWatch
Explore probabilities for FOMC rate moves, compare target ranges or view historical rate data.
STIR Analytics
View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.
Disclaimer
BrokerTec Americas LLC (“BAL”) is a registered broker-dealer with the U.S. Securities and Exchange Commission, is a member of the Financial Industry Regulatory Authority, Inc. (www.FINRA.org), and is a member of the Securities Investor Protection Corporation (www.SIPC.org). BAL does not provide services to private or retail customers.
Contact Us
Connect with a member of our Interest Rates team to get more information about our U.S. Treasury products and services.
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