The yield on US 2 Year Note Bond Yield eased to 3.63% on August 29, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.33 points and is 0.30 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. US 2 Year Treasury Bond Note Yield - values, historical data, forecasts and news - updated on August of 2025.

In June 2025, the yield on a 10-year U.S. Treasury note was **** percent, forecasted to decrease to reach **** percent by February 2026. Treasury securities are debt instruments used by the government to finance the national debt. Who owns treasury notes? Because the U.S. treasury notes are generally assumed to be a risk-free investment, they are often used by large financial institutions as collateral. Because of this, billions of dollars in treasury securities are traded daily. Other countries also hold U.S. treasury securities, as do U.S. households. Investors and institutions accept the relatively low interest rate because the U.S. Treasury guarantees the investment. Looking into the future Because these notes are so commonly traded, their interest rate also serves as a signal about the market’s expectations of future growth. When markets expect the economy to grow, forecasts for treasury notes will reflect that in a higher interest rate. In fact, one harbinger of recession is an inverted yield curve, when the return on 3-month treasury bills is higher than the ten-year rate. While this does not always lead to a recession, it certainly signals pessimism from financial markets.

United States Turnover: CBOT: Financial Futures: US Treasury Notes: 2 Years data was reported at 6,815,871.000 Contract in Jun 2018. This records a decrease from the previous number of 17,938,863.000 Contract for May 2018. United States Turnover: CBOT: Financial Futures: US Treasury Notes: 2 Years data is updated monthly, averaging 788,845.000 Contract from Jun 1990 (Median) to Jun 2018, with 337 observations. The data reached an all-time high of 19,349,234.000 Contract in Feb 2018 and a record low of 6,805.000 Contract in Jun 1990. United States Turnover: CBOT: Financial Futures: US Treasury Notes: 2 Years data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s USA – Table US.Z021: CBOT: Futures: Turnover.

United States Turnover: Daily Avg: CBOT: Financial Futures: US Treasury Notes: 2 Y data was reported at 324,565.000 Contract in Jun 2018. This records a decrease from the previous number of 815,402.860 Contract for May 2018. United States Turnover: Daily Avg: CBOT: Financial Futures: US Treasury Notes: 2 Y data is updated monthly, averaging 204,558.680 Contract from Jan 2001 (Median) to Jun 2018, with 210 observations. The data reached an all-time high of 1,018,380.740 Contract in Feb 2018 and a record low of 4,444.000 Contract in Jul 2001. United States Turnover: Daily Avg: CBOT: Financial Futures: US Treasury Notes: 2 Y data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s USA – Table US.Z021: CBOT: Futures: Turnover.

Index Time Series for Simplify Exchange Traded Funds - Simplify Risk Parity Treasury ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund is an actively managed ETF that seeks to provide total return that matches or outperforms the performance of the ICE U.S. Treasury 20+ Year Index for a calendar quarter, not for any other period. Under normal circumstances, the fund invests at least 80% of its net assets in futures contracts, call options, and put options on U.S. treasury futures, U.S. government securities, such as bills, notes and bonds issued by the U.S. Treasury or fixed income ETFs that invest in U.S. Treasuries.

The Foreign Currency Positions Monthly Report of Major Market Participants contains foreign currency holdings of large foreign exchange market participants. This table presents more detailed currency data of major market participants, based on monthly reports. This table provides information on positions in derivative instruments, such as foreign exchange futures and options that are increasingly used in establishing foreign exchange positions. Monthly reports must be filed throughout the calendar year by major foreign exchange market participants, which are defined as market participants with more than $50 billion equivalent in foreign exchange contracts on the last business day of any calendar quarter during the previous year (end March, September, September, or December). Such contracts include the amounts of foreign exchange spotcontracts bought and sold, foreign exchange forward contracts bought and sold, foreign exchange futures bought and sold, and one half the notional amount of foreign exchange options bought and sold. The information in the table is based on the reports referenced in this Introduction: Foreign Currency Positions and is not audited by the Federal Reserve banks or the Treasury Department. Please note that these amounts are reported in the foreign currency specified.

This paper considers the effect of different dimensions of the FOMC's forward guidance on ex ante investor expectations about future changes in US Treasury yields. Options and Futures data for 2- and 10-year Treasuries is used to extract State-Price Densities of investor beliefs, and the corresponding standard deviation, skewness, and excess kurtosis of these densities are computed. Announcements about extension of the zero-lower bound in 2012-13 are found to reduce the expectations about crash risk, but increase the uncertainty about future yields for the 10-year. Policies about long-security purchases lead investors to place greater weight on no change in future yields.

The Foreign Currency Positions Weekly Report of Major Market Participants contains foreign currency holdings of large foreign exchange market participants. This table presents the currency data reported weekly by major market participants. This table provides information on positions in derivative instruments, such as foreign exchange futures and options that are increasingly used in establishing foreign exchange positions. Weekly reports must be filed throughout the calendar year by major foreign exchange market participants, which are defined as market participants with more than $50 billion equivalent in foreign exchange contracts on the last business day of any calendar quarter during the previous year (end March, September, September, or December). Such contracts include the amounts of foreign exchange spotcontracts bought and sold, foreign exchange forward contracts bought and sold, foreign exchange futures bought and sold, and one half the notional amount of foreign exchange options bought and sold. The information in the table is based on the reports referenced in this Introduction: Foreign Currency Positions and is not audited by the Federal Reserve banks or the Treasury Department. Please note that these amounts are reported in the foreign currency specified.

成交量：日平均：CBOT：金融期货：美国国库债券：2 Y在06-01-2018达324,565.000合约，相较于05-01-2018的815,402.860合约有所下降。成交量：日平均：CBOT：金融期货：美国国库债券：2 Y数据按月更新，01-01-2001至06-01-2018期间平均值为204,558.680合约，共210份观测结果。该数据的历史最高值出现于02-01-2018，达1,018,380.740合约，而历史最低值则出现于07-01-2001，为4,444.000合约。CEIC提供的成交量：日平均：CBOT：金融期货：美国国库债券：2 Y数据处于定期更新的状态，数据来源于CME Group，数据归类于Global Database的美国 – 表 US.Z021：CBOT：期货：成交量。