CME Group is the world’s leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and the Lehman Brothers U.S. Aggregate Index.

News & Highlights

3-Month LIBOR Minus Daily Fed Funds Effective Rate Enlarge New 3-month Overnight Index Swaps (OIS) futures complement the 30-Day Fed Funds and Eurodollar futures contracts, offering an effective tool for hedging longer term OIS exposure and views on FOMC policy, as well as an efficient way to trade the spread between 3-month LIBOR and 3-month overnight rates. For more information contact: Peter Barker (312) 930-8554 or Suzanne Spain (312) 338-2651

More Highlights Block trade surcharge waived for IR Swap futures through June 30, 2009 New Interest Rate Resource Center offers tools for managing yield curve exposures Implied Functionality for Treasury and Swap Spreads Now on CME Globex Trade Options on 3-Month OIS Futures Opportunities in Trading Treasury and Swap Spreads: Archived Webinar