CME Group, the world's leading and most diverse derivatives marketplace, today announced the launch of its new CME TreasuryWatch Tool. With U.S. debt at the highest level since World War II, and expected to exceed the size of the U.S. economy in 2021, this new tool will provide market participants with a comprehensive look at the data shaping cash and futures markets for U.S. Treasuries today.
"Our new TreasuryWatch Tool will provide clients and market participants an integrated and easy-to-use framework for assessing the world's most important government bond market and help them make their own informed risk management and trading decisions," said Agha Mirza, CME Group Global Head of Interest Rate Products. "Risk management is more important than ever, and we remain focused on delivering the tools and deep, liquid benchmark treasury and short-term interest rate futures and options to help our clients navigate through this unprecedented uncertainty."
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Building on the success of both the CME FedWatch Tool and CME BoEWatch Tool, this new, free CME TreasuryWatch Tool aggregates eight unique data sets, including Treasury yields, U.S. Treasury auctions and issuance, Federal Reserve balance sheet data, key market interest rates, and other resources to equip users to better analyze the factors impacting U.S. Treasury markets. Users can also access CME FedWatch Tool's FOMC target rate and probability information within the tool. Additional capabilities allow users to:
Track and chart recent, historical and forecasted Treasury auction sizes by tenor and by gross coupon issuance.
View yield data for cash treasuries, U.S. treasury futures and short-term interest rate futures.
View upcoming high impact U.S. economic events.
Quickly access key industry resources from the U.S. Treasury, Federal Reserve, Congressional Budget Office, International Monetary Fund, and the Organisation for Economic Co-operation and Development.
Source: CME