Asset Class Navigation

U.S. Treasury Bond Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Scan 3 All dates 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 8 All dates
17 - 30 YR U.S. TREASURY BOND FUTURES 4 All dates
25 - 5 YR TREASURY NOTE FUTURES 20 All dates
21 - 10Y TREASURY NOTE FUTURES 12 All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 80%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 80%
17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 5 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 5 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 B All dates
CME ERIS Flex ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Flex ZC9909 - 10 YEAR INVOICE SWAP SEP 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Flex ZC9903 - 10 YEAR INVOICE SWAP MARCH 5 A All dates
CME ERIS Flex ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 70%
17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 65%
17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME ERIS Flex ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Flex ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Flex ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Flex ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC 1 A All dates
CME ERIS Flex ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Flex ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME ERIS Flex ZD9909 - 30 YEAR INVOICE SWAP SEP Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Flex ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES NG - 5-YR INTEREST RATE SWAP FUTURES Delta 5 A All dates 60%
17 - 30 YR U.S. TREASURY BOND FUTURES 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
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
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Flex ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CME ERIS Flex ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 4 A All dates 55%
I3 - 30Y INTEREST RATE SWAP FUTU 3 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 50%
17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 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 3 A All dates 40%
17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 3 A All dates 35%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 20 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 35%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 10/2018 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 06/2018 09/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 25%
T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 7 A All dates 25%
17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 25%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 3 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 3 A All dates 25%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 20%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 03/2018 05/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2017 10/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 11/2017 02/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 10/2017 02/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
3YR - 3 YEAR TREASURY NOTE FUTURE 3 B All dates