Asset Class Navigation

2-Year T-Note Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 80%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 3 B 12/2018 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 3 B 02/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 70%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 5 A All dates
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9912 - 5 YEAR INVOICE SWAP DEC 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9909 - 5 YEAR INVOICE SWAP SEP 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 70%
26 - 2 YEAR TREASURY NOTE FUTURES 3 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 70%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9903 - 2 YEAR INVOICE SWAP MARCH 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9906 - 2 YEAR INVOICE SWAP JUNE 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9912 - 2 YEAR INVOICE SWAP DEC 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9909 - 2 YEAR INVOICE SWAP SEP 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 10/2018 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 10/2017 01/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 03/2018 05/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 60%
26 - 2 YEAR TREASURY NOTE FUTURES 8 B All dates
CME INTEREST RATES BU2 - 2-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 60%
CBT 26 - 2 YEAR TREASURY NOTE FUTURES 7 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 50%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 40%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 40%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 1 A All dates 35%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 2 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 35%
26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 35%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 35%
41 - 30 DAY FED FUND FUTURES 1 B 11/2017 02/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2018 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2019 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 50 A All dates 25%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 25%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 9 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2017 10/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 10/2017 02/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 03/2018 09/2018