U.S. Treasury futures

E129181

derivative instrument futures contract interest rate derivative

U.S. Treasury futures are standardized exchange-traded derivative contracts that allow investors to speculate on or hedge against future changes in U.S. government bond yields and prices.

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All labels observed (2)

Label	Occurrences
Treasury futures	1
U.S. Treasury futures canonical	1

Statements (49)

Predicate	Object
instanceOf	derivative instrument ⓘ futures contract ⓘ interest rate derivative ⓘ
clearedThrough	central counterparty ⓘ
commonTenor	10-year U.S. Treasury note ⓘ 2-year U.S. Treasury note ⓘ U.S. Treasury securities ⓘ surface form: 5-year U.S. Treasury note Treasury bonds ⓘ surface form: U.S. Treasury bond U.S. Treasury securities ⓘ surface form: Ultra 10-year U.S. Treasury note Ultra U.S. Treasury bond ⓘ
contractSizeBasedOn	notional face value of underlying Treasury ⓘ
denominatedIn	US dollar ⓘ surface form: U.S. dollar
exchangeTraded	true ⓘ
hedgeTarget	Treasury cash positions ⓘ corporate bond portfolios ⓘ mortgage portfolios ⓘ
introducedIn	1970s ⓘ
listedOn	electronic trading platforms ⓘ
marginType	initial margin ⓘ variation margin ⓘ
marketParticipants	asset managers ⓘ banks ⓘ hedge funds ⓘ individual traders ⓘ insurance companies ⓘ pension funds ⓘ proprietary trading firms ⓘ
priceDeterminedBy	expectations of future interest rates ⓘ supply and demand for U.S. Treasuries ⓘ
priceMoveInverseTo	U.S. Treasury yields ⓘ
quotedAs	price percentage of par ⓘ
regulatedBy	U.S. Commodity Futures Trading Commission ⓘ
riskFactor	basis risk ⓘ interest rate risk ⓘ liquidity risk ⓘ
settlementType	cash settlement ⓘ physical delivery ⓘ
standardizedBy	CME Group ⓘ
subjectTo	daily mark-to-market ⓘ
tradedOn	CME Group ⓘ Chicago Board of Trade ⓘ
underlyingAsset	U.S. Treasury securities ⓘ surface form: U.S. Treasury bonds U.S. Treasury securities ⓘ surface form: U.S. Treasury notes U.S. Treasury securities ⓘ
usedFor	basis trading ⓘ duration management ⓘ hedging interest rate risk ⓘ speculation on interest rates ⓘ yield curve positioning ⓘ

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Chicago Board of Trade → trades → U.S. Treasury futures ⓘ

CME Group → hasKeyProduct → U.S. Treasury futures ⓘ

this entity surface form: Treasury futures