2-Year Treasury Note Futures (ZT) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

2-Year Treasury Note Futures (ZT) operates in the Interest-Rate Futures sector, specifically the Interest-Rate Futures industry, listed on CBOT. CBOT 2-Year Treasury Note futures (ZT): short-end US Treasury futures used for curve trading and short-rate exposure.

Expected move analysis estimates the probable price range implied by options pricing. No recent options activity for ZT as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how expected move is reported and how to read the data →