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I'm I the only old guy you must include Rollover from 1981

Interested if anyone trading these ? 10yr volume seems much lower since the start-up but complex still plugging along.

Interesting choice as a market to trade. I've traded Mac also but because I could not hold into delivery I moved into other FI futures. I felt I was at a disadvantage vs the swap dealers. I was always rolling early, closing positions early, or missing entry points. Guess liquidity comes at a price.

In the case of US Treasury securities. They pay interest semi annually but accrue interest daily. In the case of leveraged investors in treasuries this coupon accrual is offset but the interest expense of the borrowed funds (repo interest). Exchanges set the margin requirements and yes Treasury...

First off these are the markets I trade and have for a long time. Now, the market/ buyers of Treasury Bills is vast. Currently any bill say under 6 months to maturity with a yield greater than .05 is purchased by money funds or banks that have access to the Fed's RRP program. So their risk...