Inform your Jun-Sep Treasury Roll Strategy

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

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

2-Year T-Note Margins

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Exchange	Asset Class	Product	Product Code	Maintenance SOM Rate
About This Report
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

About This Report

2-Year Note Yield Curve Analytics

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs).
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Inform your Jun-Sep Treasury Roll Strategy

2-Year T-Note Margins

2-Year Note Yield Curve Analytics