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Treasury Bond Futures and Options book cover

1st Edition

Treasury Bond Futures and Options

By Owain Johnson, Eric Leininger, Jonathan Kronstein, Agha Mirza Copyright 2026
232 Pages 14 B/W Illustrations
by Routledge

232 Pages 14 B/W Illustrations
by Routledge

232 Pages 14 B/W Illustrations
by Routledge
Also available as eBook on:
U.S. Treasury futures and options are the world’s largest fixed income markets. They enable investors and traders to trade, risk manage and invest in U.S. government notes or bonds for future delivery. The U.S. government bond market is the most liquid, secure and diverse among international government bond markets. The U.S. government uses the U.S. bond market to finance its maturing debt and... Read more

1 – Treasury Market Development   2 – Introducing Cash Treasuries   3 - Introducing Treasury Futures   4 - Overview of Different Futures and Maturities   5 - Risk Management with Treasury Futures   6 – Trading Execution of Treasury Derivatives   7 – Trading Treasury Future Spreads   8 – Spreading Treasury Futures to Other Markets   9 – Managing Physical Delivery, Basis Risk and Tails   10 – Options on Treasury Futures   11 – Invoice Swap Spread Trading   12 – Related Products: Yield Futures and Micro Treasuries   13 – Market Participants   14 – Regulatory Oversight   15 – Related Academic Studies   16 – The Evolving Treasury Futures Market   17 – The Treasury Market’s Path Forward

Biography

Owain Johnson is the Global Head of Research and Product Development, CME Group, London, United Kingdom.

Eric Leininger is Head of Financial Research, CME Group, New York, United States.

Jonathan Kronstein is Senior Director of Financial Research, CME Group, Chicago, United States.

Agha Mirza is Global Head of Interest Rates and OTC Products, CME Group, New York, United States.

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