BrokerTec U.S. Treasury Historical Data

Access Data Now

BrokerTec U.S. Treasury Historical Data is now available from CME DataMine, offering insight into the most liquid and comprehensive U.S. Treasury data.*

BrokerTec U.S. Treasury Data complements CME Group Treasury futures on CME DataMine and gives you the flexibility to pick and choose the securities you are interested in, offering datasets either per tenor or in a bundle including all six benchmarks.


BrokerTec Data FAQ

About the Datasets

BrokerTec U.S. Treasury historical data is available in three different offerings on CME DataMine.

Top of Book

Containing the top bid, ask, bid size, ask size, last trade and volume levels for the order book throughout the day on 2-year, 3-year, 5-year, 7-year, 10-year and 30-year treasury benchmarks.

Depth of Book

Offering an in-depth perspective of the U.S. Treasury market, including the first five price levels, cumulative volumes, VWAP (Volume Weighted Average Price) and VWAY (Volume Weighted Average Yield) for the 2-year, 3-year, 5-year, 7-year, 10-year and 30-year  treasury benchmarks.

Full Order Book

Exhibiting full market depth, consisting of all the buy and sell orders at each price point with volume in addition to the executed trades with size for the 2-year, 3-year, 5-year, 7-year, 10-year and 30-year treasury benchmarks.

About BrokerTec

As a world-leading electronic trading platform for trading U.S. Active Treasuries, the BrokerTec platform is the most reliable source in providing industry-standard pricing information for markets across the full range of U.S. treasury products, including notes and bonds.

BrokerTec facilitates the majority share of daily institutional electronic trading volumes for U.S. Active Treasuries, giving you the opportunity to participate in a highly liquid and anonymous trading environment, available globally 23 hours a day.

*U.S. Active Treasury, Agency, Repo and Canadian products are offered through BrokerTec Americas LLC. BrokerTec Americas LLC is a registered broker-dealer with the U.S. Securities and Exchange Commission and the Financial Industry Regulatory Authority, Inc. (, and is a member of the Securities Investor Protection Corporation (”

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