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

2-Year T-Note Futures Quotes Globex

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- All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest or volume are provided for web users only and are not published on Market Data Platform (MDP). These prices are not based on market activity.

Month	Options	Charts	Last	Change	Prior Settle	Open	High	Low	Volume	Updated
Legend: Options Price Chart About This Report

2-Year Note Yield Curve Analytics

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