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

Get Started

Asset Class Navigation

2-Year T-Note Margins

Start Period End Period
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2020 06/2020 475 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2020 12/2020 550 USD 50.000%

2-Year Note Yield Curve Analytics