U.S. Treasury futures
E129181
U.S. Treasury futures are standardized exchange-traded derivative contracts that allow investors to speculate on or hedge against future changes in U.S. government bond yields and prices.
All labels observed (2)
| Label | Occurrences |
|---|---|
| Treasury futures | 1 |
| U.S. Treasury futures canonical | 1 |
How this entity was disambiguated
This entity first appeared as the object of triple T1120163 — resolving that mention is where its identity was fixed. The disambiguator weighed these candidate entities and picked the highlighted one (or “None”, minting a new entity). This is how homonymy is resolved: the same surface form can point to different entities.
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: U.S. Treasury futures Context triple: [Chicago Board of Trade, trades, U.S. Treasury futures]
-
A.
Eurodollar futures
Eurodollar futures are interest rate futures contracts based on U.S. dollar deposits held outside the United States, widely used to hedge or speculate on short-term dollar interest rates.
-
B.
Fed funds futures
Fed funds futures are exchange-traded derivatives that allow market participants to hedge or speculate on the future level of the U.S. federal funds interest rate.
-
C.
E-mini S&P 500 futures
E-mini S&P 500 futures are electronically traded stock index futures contracts that provide leveraged, cost-efficient exposure to the S&P 500 index for institutional and retail traders.
-
D.
Nasdaq-100 futures
Nasdaq-100 futures are exchange-traded derivative contracts that allow traders and investors to speculate on or hedge against the future value of the Nasdaq-100 stock index.
-
E.
SOFR futures
SOFR futures are exchange-traded derivatives that allow market participants to hedge or speculate on future levels of the Secured Overnight Financing Rate, the U.S. dollar risk-free benchmark interest rate.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: U.S. Treasury futures Target entity description: U.S. Treasury futures are standardized exchange-traded derivative contracts that allow investors to speculate on or hedge against future changes in U.S. government bond yields and prices.
-
A.
Eurodollar futures
Eurodollar futures are interest rate futures contracts based on U.S. dollar deposits held outside the United States, widely used to hedge or speculate on short-term dollar interest rates.
-
B.
Fed funds futures
Fed funds futures are exchange-traded derivatives that allow market participants to hedge or speculate on the future level of the U.S. federal funds interest rate.
-
C.
E-mini S&P 500 futures
E-mini S&P 500 futures are electronically traded stock index futures contracts that provide leveraged, cost-efficient exposure to the S&P 500 index for institutional and retail traders.
-
D.
Nasdaq-100 futures
Nasdaq-100 futures are exchange-traded derivative contracts that allow traders and investors to speculate on or hedge against the future value of the Nasdaq-100 stock index.
-
E.
SOFR futures
SOFR futures are exchange-traded derivatives that allow market participants to hedge or speculate on future levels of the Secured Overnight Financing Rate, the U.S. dollar risk-free benchmark interest rate.
- F. None of above. chosen
Statements (49)
| Predicate | Object |
|---|---|
| instanceOf |
derivative instrument
ⓘ
futures contract ⓘ interest rate derivative ⓘ |
| clearedThrough | central counterparty ⓘ |
| commonTenor |
10-year U.S. Treasury note
ⓘ
2-year U.S. Treasury note ⓘ U.S. Treasury securities ⓘ
surface form:
5-year U.S. Treasury note
Treasury bonds ⓘ
surface form:
U.S. Treasury bond
U.S. Treasury securities ⓘ
surface form:
Ultra 10-year U.S. Treasury note
Ultra U.S. Treasury bond ⓘ |
| contractSizeBasedOn | notional face value of underlying Treasury ⓘ |
| denominatedIn |
US dollar
ⓘ
surface form:
U.S. dollar
|
| exchangeTraded | true ⓘ |
| hedgeTarget |
Treasury cash positions
ⓘ
corporate bond portfolios ⓘ mortgage portfolios ⓘ |
| introducedIn | 1970s ⓘ |
| listedOn | electronic trading platforms ⓘ |
| marginType |
initial margin
ⓘ
variation margin ⓘ |
| marketParticipants |
asset managers
ⓘ
banks ⓘ hedge funds ⓘ individual traders ⓘ insurance companies ⓘ pension funds ⓘ proprietary trading firms ⓘ |
| priceDeterminedBy |
expectations of future interest rates
ⓘ
supply and demand for U.S. Treasuries ⓘ |
| priceMoveInverseTo | U.S. Treasury yields ⓘ |
| quotedAs | price percentage of par ⓘ |
| regulatedBy | U.S. Commodity Futures Trading Commission ⓘ |
| riskFactor |
basis risk
ⓘ
interest rate risk ⓘ liquidity risk ⓘ |
| settlementType |
cash settlement
ⓘ
physical delivery ⓘ |
| standardizedBy | CME Group ⓘ |
| subjectTo | daily mark-to-market ⓘ |
| tradedOn |
CME Group
ⓘ
Chicago Board of Trade ⓘ |
| underlyingAsset |
U.S. Treasury securities
ⓘ
surface form:
U.S. Treasury bonds
U.S. Treasury securities ⓘ
surface form:
U.S. Treasury notes
U.S. Treasury securities ⓘ |
| usedFor |
basis trading
ⓘ
duration management ⓘ hedging interest rate risk ⓘ speculation on interest rates ⓘ yield curve positioning ⓘ |
How these facts were elicited
The pipeline generated the facts above by prompting gpt-5.1 with this entity's name + description and the instruction below.
Instruction
You are a knowledge base construction expert. Given a subject entity and a description of it, return factual statements that you know for the subject as a JSON list of dictionaries(triples), where keys must be "subject", "predicate" and "object". The number of facts may be very high, between 25 to 50 or more, for very popular subjects. For less popular subjects, the number of facts can be very low, like 5 or 10. # Requirements - If you don't know the subject at all, return an empty list. - If the subject is not a named entity, return an empty list. - Include at least one triple where predicate is "instanceOf". - Do not get too wordy. - Separate several objects into multiple triples with one object.
Input
Subject: U.S. Treasury futures Description of subject: U.S. Treasury futures are standardized exchange-traded derivative contracts that allow investors to speculate on or hedge against future changes in U.S. government bond yields and prices.
Referenced by (2)
Full triples — surface form annotated when it differs from this entity's canonical label.
this entity surface form:
Treasury futures