Inform your DEC-MAR Treasury roll strategy

Optimize your roll strategy with the Pace of the Roll tool:

  • Track the daily progression of the roll
  • Compare to the historical averages and ranges of the previous 20 rolls
  • Analyze the cheapness/richness of the basis spread between calendar months

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2-Year T-Note Margins

Start Period End Period
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2020 12/2020 300 USD 40.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2021 06/2021 355 USD 40.000%

2-Year Note Yield Curve Analytics