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

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5-Year T-Note Margins

Start Period End Period
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2020 12/2020 850 USD 40.000%