2 year Treasury Yield

[dhunniford]

Hi, symbol for 10 year Treasury yield is $TNX.

Is there a symbol for the 2 year yield?

Thanx

[ScottJ]

The Five Year exists which is $FVX. I don't see a 2 year note equivalent as an index. One alternative would be to add CBOT in either RT or delayed. Then you could use the 2 yr note treasury fut symbols of either TU #F or ZT #F (eCBOT).

Thanks.

[dhunniford]

Thanx ScottJ, I have the five year, just wondered if there was a 2yr to monitor the 2-10 spread

[ScottJ]

I've looked around a bit more and I don't see that the 2 year yield is available as an index out there. Looking at how these symbols are built, if the symbol did exist, looks like it would be $TUX - which is invalid in our system.

If you find it on any other system, please let us know.

Thanks.

[dhunniford]

Originally posted by ScottJ
I've looked around a bit more and I don't see that the 2 year yield is available as an index out there. Looking at how these symbols are built, if the symbol did exist, looks like it would be $TUX - which is invalid in our system.

If you find it on any other system, please let us know.

Thanks.

Thanx again ScottJ, I have been looking around but have so far not seen anything, Bloomberg show it intraday, butunfortunately not with a symbol, I fancied $TWX, but that doesn't work either

[ScottJ]

I think I've figured another piece of this. Looks like the CBOE is sending these indexes since they trade options off of each and people need a value for the underlying issue. Hence why we have $TYX (30 yr), $TNX (10 yr), $FVX (5 yr) and $IRX (13 week t-bill).

If they start trading options off the 2 year, I'm pretty sure you'll see the underlying index released at the same time.

Thanks.