Inform your DEC-MAR Treasury roll strategy

Optimize your roll strategy with the Pace of the Roll tool:

  • Track the daily progression of the roll
  • Compare to the historical averages and ranges of the previous 20 rolls
  • Analyze the cheapness/richness of the basis spread between calendar months

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Ultra 10-Year U.S. Treasury Note Margins

Start Period End Period
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 12/2020 06/2021 2,300 USD 40.000%