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

Asset Class Navigation

2-Year T-Note Margins

Ratio Side Start Period End Period Maintenance
CBT INTEREST RATES 2-YEAR T-NOTE 26 1

2

1
A

B

A
12/2019

03/2020

06/2020
12/2019

03/2020

06/2020
195 USD
CBT INTEREST RATES 2-YEAR T-NOTE 26 1

1
B

A
12/2019

12/2019
06/2020

06/2020
155 USD

2-Year Note Yield Curve Analytics