CME Group to launch Treasury matched mid-curve options
CME Group will launch Treasury-matched mid-curve options on 19 November as part of its Eurodollar product suite.
The exchange said that the launch was driven by customer demand for a Eurodollar option that expires at the same time as Treasury options.
CME Group stressed advantages that the options will bring, namely the removal of the date mismatch between Treasury options and mid-curve options; facilitate more precise volatility spreading and create more spreading opportunities with Eurodollar, Treasury ad other OTC options.
Found this useful?
Take a complimentary trial of the FOW Marketing Intelligence Platform – the comprehensive source of news and analysis across the buy- and sell- side.
Gain access to:
- A single source of in-depth news, insight and analysis across Asset Management, Securities Finance, Custody, Fund Services and Derivatives
- Our interactive database, optimized to enable you to summarise data and build graphs outlining market activity
- Exclusive whitepapers, supplements and industry analysis curated and published by Futures & Options World
- Breaking news, daily and weekly alerts on the markets most relevant to you
