Enhancements to 3-Year Treasury Note futures

Now Live

  • Reduced tick size: 1/8 of 1/32 for outrights and spreads
  • New matching algorithm: 100% FIFO for outrights; 20% FIFO/80% pro-rata for calendar spreads
  • Aging 7-year notes added: with 2-years, 9 months–3 years remaining term-to-maturity

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Asset Class Navigation

2-Year T-Note Margins

Exchange
Asset Class
Product
Product Code
Maintenance SOM Rate
CBT INTEREST RATES 2-YEAR T-NOTE 26 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE 58 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE 59 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE 591 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE TW1 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE TW2 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE TW3 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE TW4 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE TW5 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE WT1 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE WT2 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE WT3 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE WT4 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE WT5 10 USD
CBT INTEREST RATES 2-YEAR T-NOTE WTW 10 USD

2-Year Note Yield Curve Analytics

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