Posts in Fixed Income
Chart: Underlying Treasury Futures Prices by Tenor
- 10 March 2026
Second-deferred Treasury futures prices for 2Y, 5Y, 10Y, 20Y, and 30Y contracts.
Chart: OIS Input Rates
- 10 March 2026
OIS curve inputs (2M, 3M, 6M) used for interpolation in spread construction.
Chart: Arbitrage Spreads by Tenor
- 10 March 2026
Time series of Treasury spot-futures arbitrage spreads for 2Y, 5Y, 10Y, 20Y, and 30Y tenors.