Get ready for the Dec-Mar Treasury roll

Inform your Dec19-Mar20 Treasury roll strategy with our Pace of the Roll tool, now featuring more granular historical filters for comparing the pace of the current roll to past periods.

Pace of Roll tool

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2-Year T-Note Margins

Start Period End Period
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2019 12/2019 540 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2020 06/2020 570 USD 30.000%

2-Year Note Yield Curve Analytics