CME Group Treasury and Swaps Futures Spreads

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Treasury and swaps futures spreads on the CME Group come in many different combinations, some of them listed on the CME's Globex electronic trading platform.

List of Spreads[1][edit]

  • BOB: 30-year Treasury Bond vs. Ultra Bond
  • TYT: 2-year Treasury Note vs. 3-year Treasury Note
  • FOB: 5-year Treasury Note vs. 30-year Treasury Bond
  • TUF: 2-year Treasury Note vs. 5-year Treasury Note
  • FOL: 5-year Treasury Note vs. Ultra Bond
  • TUT: 2-year Treasury Note vs. 10-year Treasury Note
  • FOS: 5-year Treasury Note vs. 5-year Swap
  • TUB: 2-year Treasury Note vs. 30-year Treasury Bond
  • NOB: 10-year Treasury Note vs. 30-year Treasury Bond
  • TUL: 2-year Treasury Note vs. Ultra Bond
  • NOL: 10-year Treasury Note vs. Ultra Bond
  • TOF: 3-year Treasury Note vs. 5-year Treasury Note
  • NOS: 10-year Treasury Note vs. 7-year Swap
  • TUN: 3-year Treasury Note vs. 10-year Treasury Note
  • TOS: 10-year Treasury Note vs. 10-year Swap
  • TOB: 10-year Treasury Note vs. 30-year Treasury Bond
  • TOU: 3-year Treasury Note vs. Ultra Bond
  • BOI: 30-year Treasury Note vs. 30-year Swap
  • FYT: 5-year Treasury Note vs. 10-year Treasury Note
  • UOS: Ultra Bond vs. 30-year Swap


References[edit]