Eurex US offers three-year Treasury derivatives

“The introduction of three-year US Treasury futures marks a new point on the Treasury yield curve," said Satish Nandapurkar, chief executive of Eurex US. He said they were created because the US Treasury department’s regular issue policy had generated strong client demand in short-term notes.

Eurex US also said the contract value of two-year Treasury futures and options would increase to $1 million, up from the current size of $200,000. This will bring the contract size in line with the underlying cash bond market.

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