Optimize your Jun-Sep Treasury Roll

  • Treasury futures open interest (OI) is at an unprecedented high (16.5M contracts as of May 15)
  • 2-Year Note OI +103% YoY, accounting for 26.5% of total OI vs. 17.7% a year ago
  • Use our Roll tool to track the cheapness/richness of the basis spread between calendar months and identify the optimal liquidity period

Pace of Roll Tool

Asset Class Navigation

2-Year T-Note Margins

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