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Who We Are and What We Do

CurveTrades is a financial data and analytics company focused on yield curve spread analysis, cash/futures basis, cash/futures carry and other aspects of fixed income relative value. Our B2B cloud based platform provides high value added data, content and analytics to institutional clients globally. CurveTrades also licenses our web application via a monthly subscription.

 

CurveTrades is laser focused on:

  1. Yield Curve Spread Trading

  2. Basis Trading

  3. Relative Value

  4. Carry Trades

     

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Institutional Solutions

Email us to schedule a demo or

call 312-235-CURV (2878).

 

Sell Side:

  1. Quickly & easily generate impactful trade ideas for clients

  2. Create trade lift

  3. Differentiate yourself from the competition

 

Buy Side:

  1. Intuitively quantify and decompose curve risk vs the benchmark

  2. Increase portfolio efficiency and effectiveness

  3. Create outperformance and returns for investors

Composite True Yield Curve

Blue Data Points: Futures True YieldSM. Black Data Points: Cash Yield.

Futures Yield Curve Spreads

  Template
FUTURES
as of
FUTURES
as of
5 YR
10 YR
20YR
30YR

2 YR
TUF:
2YR/5YR
63
-4 bps
1ZT vs 1ZF
SPREAD
bps
CHANGE
DV01
TRADE LEGS

TUT:
2YR/10YR
63
-4 bps
2ZT vs 1ZN
SPREAD
bps
CHANGE
DV01
TRADE LEGS

TUB:
2YR/20YR
63
-4 bps
4ZT vs 1ZB
SPREAD
bps
CHANGE
DV01
TRADE LEGS

TUL:
2YR/30YR
63
-4 bps
6ZT vs 1UB
SPREAD
bps
CHANGE
DV01
TRADE LEGS

5 YR
FYT:
5YR/10YR
63
-4 bps
3ZF vs 2ZN
SPREAD
bps
CHANGE
DV01
TRADE LEGS

FOB:
5YR/20YR
63
-4 bps
3ZF vs 1ZB
SPREAD
bps
CHANGE
DV01
TRADE LEGS

FOL:
5YR/30YR
63
-4 bps
5ZF vs 1UB
SPREAD
bps
CHANGE
DV01
TRADE LEGS

10 YR
NOB:
10YR/20YR
63
-4 bps
2ZN vs 1ZB
SPREAD
bps
CHANGE
DV01
TRADE LEGS

NOL:
10YR/30YR
63
-4 bps
3ZN vs 1UB
SPREAD
bps
CHANGE
DV01
TRADE LEGS

20 YR
BOB:
20YR/30YR
63
-4 bps
3ZB vs 2UB
SPREAD
bps
CHANGE
DV01
TRADE LEGS

Futures Yield Curve Graph

 

Cash Yield Curve Spreads

  Grid
CASH data
as of
CASH
as of
5 YR
10 YR
20YR
30YR

2 YR
CASH:
2YR/5YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

CASH:
2YR/10YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

CASH:
2YR/20YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

CASH:
2YR/30YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

5 YR
CASH:
5YR/10YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

CASH:
5YR/20YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

CASH:
5YR/30YR
63
-4 bps
FOL
5ZF vs 1UB
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

10 YR
CASH:
10YR/20YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

CASH:
10YR/30YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

20 YR
CASH:
20YR/30YR
63
-4 bps
SPREAD
bps
CHANGE
DV01
HEDGE RATIO

Cash Yield Curve Graph

 

Learn More at Our Information Center

Read more...

Trading Strategies

The Yield Curve Flattener

The Yield Curve Steepener

Learn more...
License our software

License Our Technology

If you would like to enable your customers to trade the yield curve...CurveTrades is your answer!!!

Ring 502-410-4268 or email This email address is being protected from spambots. You need JavaScript enabled to view it. .

 

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Contact Us

Questions? Comments? Please send us an email: This email address is being protected from spambots. You need JavaScript enabled to view it. .
Our Address:
2815 Taylorsville Rd
Suite 206
Louisville, KY 40205