Calculating U.S. Treasury Pricing

Get an overview of how cash and futures U.S. Treasury market prices are calculated, using 1/32 point values.

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.