The Chicago Board of Trade has linked with Dow Jones Indexes to develop the first real-time index tracking $3.7 trillion US Treasury market.

The so-called Dow Jones CBOT Treasury Index, will measure the performance of long-dated US Treasuries, and will comprise: CBOT US Treasury Bond and ten- and five-year note futures contracts. The CBOT plans to introduce an all-electronic futures contract based on the index in the second half of this year.