At Any Rate cover image

U.S. Rates - The March – June Treasury futures roll

At Any Rate

CHAPTER

Navigating Treasury Futures: The Impact of Fed Expectations

This chapter explores the impact of a new administration and evolving macroeconomic policies on the quarterly roll in Treasury futures. It highlights the critical role of Federal Reserve policy expectations on financing rates and calendar spreads, focusing on potential shifts affecting the June 10-year note.

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