Futures CFDRates
US Treasury 2-year note futures CFD UST2Y
The 2-year US Treasury note, the front end of the yield curve. TickerLayer prices every listed month of US Treasury 2-year note as a CFD with its own methodology, then publishes the front-month chain and four roll series on top: one symbol for whichever way your product rolls.
US Treasury 2-year note forward curve
2 months priced
| Contract | Last trade | Bid | Ask | Price | Carry, annualized |
|---|---|---|---|---|---|
UST2Y.DEC26C1Dec 2026 | Dec 31 | 102.0859 | 102.0898 | 102.0879 | – |
UST2Y.MAR27C2Mar 2027 | Mar 31 | 101.8594 | 102.2148 | 102.0371 | −0.20% |
Price is the mid of bid and ask, in points of par. Carry is the annualized change from the month before. A month whose book is too wide to trust is left off rather than shown with a misleading price.
Roll series
UST2Y rolled four ways
Each series blends the front month with the next on its own schedule and reports the weight it holds on the next month. Pick the one that matches how your product rolls.
UST2Y.R55-day roll102.0879
0% on the next month
Moves to the next month in five equal steps, one at each 17:00 New York close over business days 5 to 9 of the roll month.
UST2Y.R5C5-day roll, continuous102.0879
0% on the next month
The same five-day window, with the weight moving every second of each session instead of once a day.
UST2Y.CYCLEFull-cycle roll102.0748
26% on the next month
Moves a little every weekday across the whole cycle, from the previous roll date to the next, so the series never jumps.
UST2Y.NOTICERoll at first notice102.0879
0% on the next month
Holds the front month and switches in one step at the first notice date, the last weekday before the contract month.
Roll calendar
Next US Treasury 2-year note rolls
The dates every series follows, from GET /futures/roll-calendar/UST2Y, which reaches up to 36 months ahead.
DEC26MAR27- 5-day window
- Nov 6 to Nov 12
- Chain moves
- Dec 30, 18:00 New York
- Last trade
- Dec 31
- First notice
- Nov 30
MAR27JUN27- 5-day window
- Feb 5 to Feb 11
- Chain moves
- Mar 30, 18:00 New York
- Last trade
- Mar 31
- First notice
- Feb 26
Symbols
Every UST2Y symbol
Seven standing symbols, plus one dated symbol for every month the market lists, such as UST2Y.DEC26.
- front month
UST2Y.C1- second month
UST2Y.C2- third month
UST2Y.C3- 5-day roll
UST2Y.R5- 5-day roll, continuous
UST2Y.R5C- full-cycle roll
UST2Y.CYCLE- roll at first notice
UST2Y.NOTICE- Listed months
- MAR · JUN · SEP · DEC
Integration
UST2Y in your app, in real time
One quote call with the roll series you want, one curve call for every month, one WebSocket subscription for every change after that.
curl "https://api.tickerlayer.com/futures/quote/UST2Y.C1?rolls=r5,cycle" \
-H "x-api-key: YOUR_API_KEY"curl "https://api.tickerlayer.com/futures/curve/UST2Y" \
-H "x-api-key: YOUR_API_KEY"{
"action": "subscribe",
"channels": ["futures.quotes"],
"symbols": ["UST2Y.C1", "UST2Y.R5"],
"rolls": ["r5", "cycle"]
}{
"symbol": "UST2Y.C1",
"kind": "chain",
"contract": "UST2Y.DEC26",
"bid": 102.08594,
"ask": 102.08984,
"price": 102.08789,
"timestamp": 1792789200084,
"rolls": {
"r5": {
"price": 102.0879,
"weight": 0
},
"cycle": {
"price": 102.0748,
"weight": 0.2576
}
}
}More futures CFDs
Other futures CFDs on the same key
Frequently asked questions
What is the US Treasury 2-year note futures CFD?
UST2Y is a contract for difference on US Treasury 2-year note futures that TickerLayer prices with its own methodology. Every listed contract month has its own symbol, such as UST2Y.DEC26, and the front-month chain and four roll series are built from those months. Prices are in points of par. It is a calculated reference price, not a futures contract and not the official settlement price of any market.
How does UST2Y.C1 roll to the next month?
UST2Y.C1 is the front month, UST2Y.C2 and UST2Y.C3 the next two. The chain moves to the next month at 18:00 New York time on the roll date and carries raw prices with no adjustment, so it can step at each roll. The roll date of the current front month is in the roll_date field of every quote and in GET /futures/roll-calendar/UST2Y.
What is the difference between UST2Y.R5, UST2Y.R5C, UST2Y.CYCLE and UST2Y.NOTICE?
All four blend the front month with the next one, on different schedules. R5 steps 20% a day over five business days of the roll month, R5C makes the same move second by second, CYCLE moves a little every weekday across the whole cycle, and NOTICE switches in one step at the first notice date. Each frame carries the weight on the next month, the two legs and their prices.
Which contract months does UST2Y cover?
The chain walks through the MAR, JUN, SEP, DEC months, and every month the market lists is also available as a dated symbol for as long as it trades. GET /futures/contracts?base=UST2Y lists them with their last trade, roll and first notice dates; GET /futures/curve/UST2Y prices them all in one call.
How do I stream UST2Y in real time?
Subscribe to the futures.quotes channel with UST2Y.C1 or any other UST2Y symbol. Add "rolls": ["r5", "cycle"] to the subscribe message to receive the roll series on the UST2Y.C1 frames as well. Snapshots are sent on subscribe, and every frame carries a per-symbol sequence number and microsecond timestamps.
How do I get access to UST2Y prices?
Products, contract months and roll calendars answer every API key, so you can integrate before you buy. Prices, the curve and the stream come with a Futures CFDs plan: Individual for your own use, Business for commercial use in your product, both with hosted checkout.
Futures CFDs are reference prices that TickerLayer calculates with its own methodology, one per contract month, chain position or roll series. They are not futures contracts, not executable, and not the official settlement, closing or index price of any market. TickerLayer publishes data only: it does not list, offer, broker or clear any contract, and it is not affiliated with, sponsored or endorsed by any trading venue, index provider or benchmark administrator. See the market data disclaimer.