7. Understanding U.S. Treasury Futures

  1. John W. Labuszewski,
  2. John E. Nyhoff,
  3. Richard Co and
  4. Paul E. Peterson
  1. John W. Labuszewski and
  2. Frederick Sturm

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266564.ch7

The CME Group Risk Management Handbook: Products and Applications

The CME Group Risk Management Handbook: Products and Applications

How to Cite

Labuszewski, J. W., Nyhoff, J. E., Co, R. and Peterson, P. E. (2010) Understanding U.S. Treasury Futures, in The CME Group Risk Management Handbook: Products and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266564.ch7

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 21 JUN 2010

ISBN Information

Print ISBN: 9780470137710

Online ISBN: 9781118266564

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Keywords:

  • U.S. treasury futures;
  • coupon-bearing treasury securities;
  • risk-management applications;
  • shareholders;
  • U.S. government

Summary

This chapter contains sections titled:

  • Coupon-Bearing Treasury Securities

  • Treasury Futures Delivery Practices

  • Measuring Risk of Coupon-Bearing Securities

  • Risk Management with Treasury Futures

  • Macro Hedging with Treasury Futures

  • Hedging Corporates with Treasury Futures

  • Trading the Yield Curve with Treasury Futures

  • Conclusion

  • Notes