Better Manage the Dec-Mar Treasury Roll

  • Open interest in Treasury futures is at a record high with nearly 15 million contracts as of November 16
  • First notice date is November 30
  • Use our Pace of the Roll tool to inform your roll strategies

Pace of Roll Tool

Asset Class Navigation

5-Year T-Note Options Quotes Globex

    • All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest or volume are provided for web users only and are not published on Market Data Platform (MDP). These prices are not based on market activity.
Calls   Puts
Updated Volume High Low Prior Settle Change Last Strike Price Last Change Prior Settle Low High Volume Updated

5-Year Note Yield Curve Analytics

Additional analytics for Treasury futures are available in our Treasury Analytics tool. View Yield calculation methodology here.