CME will add 7 and 20 year expiries to its deliverable swap future suite on September 28
US exchange giant CME
Group on Tuesday said it will add a seven and 20 year expiries
to its deliverable swap futures suite on September 28, in order to fill out the
Agha Mirza, executive
director of interest rate products at CME Group, said, "Filling
out the DSF curve with the 7-year and 20-year contracts
provides market participants with greater opportunities to
express curve trades, butterflies, and spreads against Treasury
Futures in a capital efficient manner."
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