Inform your Mar-Jun 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

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2-Year T-Note Margins

Start Period End Period
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2020 03/2020 480 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2020 09/2020 510 USD 30.000%

2-Year Note Yield Curve Analytics