Optimize your Jun-Sep Treasury Roll

  • Treasury futures open interest (OI) is at an unprecedented high (16.5M contracts as of May 15)
  • 2-Year Note OI +103% YoY, accounting for 26.5% of total OI vs. 17.7% a year ago
  • Use our Roll tool to track the cheapness/richness of the basis spread between calendar months and identify the optimal liquidity period

Pace of Roll Tool

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10-Year T-Note Futures Calendar

Contract Month Product Code First Trade
Last Trade
Settlement First Holding
Last Holding
First Position
Last Position
First Notice
Last Notice
First Delivery
Last Delivery

Welcome to U.S. Treasury Futures

Whether you are a new trader looking to get started in futures, or an experienced trader looking for a more efficient way to trade the U.S. government bond market, look no further than U.S. Treasury futures.

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