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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Ultra U.S. Treasury Bond Margins

Ratio Side Start Period End Period Maintenance
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

2

1
A

B

A
06/2020

09/2020

12/2020
06/2020

09/2020

12/2020
65 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
B

A
06/2020

06/2020
12/2020

12/2020
1,800 USD