Asset Class Navigation

Ultra U.S. Treasury Bond Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 A All dates 74%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 B All dates 70%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 3 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 3 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 20 A All dates 68%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 06/2019 05/2021 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 8 B All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 02/2019 05/2019 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 1 A All dates 55%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 50%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 11/2018 01/2019 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT INTEREST RATES NG - 5-YR INTEREST RATE SWAP FUTURES Delta 5 A All dates 40%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 35%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 5 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 5 A All dates 35%
INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 06/2020 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2018 06/2019 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 07/2018 10/2018 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 06/2018 06/2018 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2018 09/2018 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 20%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 4 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Scan 4 All dates 68%
21 - 10Y TREASURY NOTE FUTURES 12 All dates
25 - 5 YR TREASURY NOTE FUTURES 20 All dates
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 8 All dates
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 4 A All dates 81%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 8 A All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 5 A All dates 80%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates