Chart List

• Chart: Arbitrage Spreads by Tenor

  Time series of Treasury spot-futures arbitrage spreads for 2Y, 5Y, 10Y, 20Y, and 30Y tenors.

• Chart: Holding Period Days by Tenor

  Tenor-specific holding period in days implied by winning delivery choice in IRR construction.

• Chart: Implied Repo vs Interpolated OIS by Tenor

  Comparison of implied repo rates and interpolated OIS financing benchmark across tenors.

• Chart: OIS Input Rates

  OIS curve inputs (2M, 3M, 6M) used for interpolation in spread construction.

• Chart: Underlying Treasury Futures Prices by Tenor

  Second-deferred Treasury futures prices for 2Y, 5Y, 10Y, 20Y, and 30Y contracts.