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Posts in Spreads

Chart: Arbitrage Spreads by Tenor

  • 10 March 2026
  • Treasury Futures , Arbitrage , Fixed Income , Spreads
  • Bloomberg Terminal

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

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By George Lord, Max Zhalilo

© Copyright 2025, George Lord, Max Zhalilo.