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.
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