Get ready for the Dec-Mar Treasury roll

Inform your Dec19-Mar20 Treasury roll strategy with our Pace of the Roll tool, now featuring more granular historical filters for comparing the pace of the current roll to past periods.

Pace of Roll tool

Asset Class Navigation

5-Year T-Note Margins

Ratio Side Start Period End Period Maintenance
CBT INTEREST RATES 5-YEAR T-NOTE 25 1

1
B

A
12/2019

12/2019
03/2020

03/2020
130 USD
CBT INTEREST RATES 5-YEAR T-NOTE 25 1

1
A

B
12/2019

06/2020
03/2020

06/2020
230 USD
CBT INTEREST RATES 5-YEAR T-NOTE 25 1

1
B

A
06/2020

06/2020
06/2020

06/2020
230 USD