Fixed Income Thematics Bond Futures & Swaps

S&P 3-Year U.S. Treasury Note Futures Index

  • Performance
  • Yield To Maturity
  • Yield To Worst
  • Option Adjusted Spread
  • Effective Duration
  • Convexity
  • SPOT
  • TOTAL RETURN
  • EXCESS RETURN
  • Graph View
  • Table View
As of Jun 26, 2025
103.92
6.10%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.2Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 2025025507510012592.509597.50102.50105
Index Name
Total Return
1 Yr Return
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Launch Date: Mar 07, 2022
Total Return103.92
1 Yr Return6.10%

The index Launch Date is Mar 07, 2022. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 26, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Total Return
Index Level 103.92
1 Day 0.19%
MTD0.82%
QTD1.55%
YTD3.69%
As of May 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Total Return
1 MTH-0.41%
3 MTH1.27%
YTD2.84%
1 Year6.05%
3 Year
Annualized2.75%
5 Year
AnnualizedN/A
10 Year
AnnualizedN/A
As of May 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Total Return
Annualized Risk
3 Year3.37%
5 YearN/A
10 YearN/A
Annualized Risk-Adj Returns
3 Year0.82%
5 YearN/A
10 YearN/A
Risk is defined as standard deviation calculated using monthly values.
As of Jun 26, 2025
  • Graph View
  • Table View
As of Jun 26, 2025
NA
6.10%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.20
Index Name
Total Return
1 Yr Return
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Launch Date: Mar 07, 2022
Total ReturnNA
1 Yr Return6.10%

The index Launch Date is Mar 07, 2022. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 26, 2025
Historical
Basis Points Change
% Change
Previous Day
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Month to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Quarter to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Year to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
  • Graph View
  • Table View
As of Jun 26, 2025
NA
6.10%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.20
Index Name
Total Return
1 Yr Return
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Launch Date: Mar 07, 2022
Total ReturnNA
1 Yr Return6.10%

The index Launch Date is Mar 07, 2022. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 26, 2025
Historical
Basis Points Change
% Change
Previous Day
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Month to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Quarter to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Year to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
  • Graph View
  • Table View
As of Jun 26, 2025
NA
6.10%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.20
Index Name
Total Return
1 Yr Return
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Launch Date: Mar 07, 2022
Total ReturnNA
1 Yr Return6.10%

The index Launch Date is Mar 07, 2022. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 26, 2025
Historical
Basis Points Change
% Change
Previous Day
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Month to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Quarter to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Year to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
  • Graph View
  • Table View
As of Jun 26, 2025
NA
6.10%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.20
Index Name
Total Return
1 Yr Return
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Launch Date: Mar 07, 2022
Total ReturnNA
1 Yr Return6.10%

The index Launch Date is Mar 07, 2022. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 26, 2025
Historical
% Change
Previous Day
HistoricalNA
% ChangeNA
As of End of Last Month
HistoricalNA
% ChangeNA
As of End of Last Quarter
HistoricalNA
% ChangeNA
As of End of Last Year
HistoricalNA
% ChangeNA
As of Jun 26, 2025
Today
Historical
% Change
As of Jun 26, 2025
Today
Historical
% Change
As of Jun 26, 2025
Today
Historical
% Change
As of Jun 26, 2025
Today
Historical
% Change
  • Graph View
  • Table View
As of Jun 26, 2025
NA
6.10%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.20
Index Name
Total Return
1 Yr Return
S&P 3-Year U.S. Treasury Note Futures Index (USD) TR
Launch Date: Mar 07, 2022
Total ReturnNA
1 Yr Return6.10%

The index Launch Date is Mar 07, 2022. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 26, 2025
Historical
Basis Points Change
% Change
Previous Day
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Month to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Quarter to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Year to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 26, 2025
Today
Historical
Basis Points Change
% Change

Description

Documents

Factsheet
Methodology
S&P Global Bond Futures Index Series Methodology

Related Indices

Processing ...