Intras for Margins

Ratio Side Start Period End Period Maintenance
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

10/2024
09/2024

10/2024
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
09/2024

10/2024

11/2024

12/2024
09/2024

10/2024

11/2024

12/2024
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
09/2024

10/2024

11/2024
09/2024

10/2024

11/2024
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

11/2024
09/2024

11/2024
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

12/2024
09/2024

12/2024
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
09/2024

12/2024

03/2025
09/2024

12/2024

03/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

01/2025
09/2024

01/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

02/2025
09/2024

02/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
09/2024

03/2025

09/2025
09/2024

03/2025

09/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

03/2025
09/2024

03/2025
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

04/2025
09/2024

04/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

05/2025
09/2024

05/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

06/2025
09/2024

06/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

07/2025
09/2024

07/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

08/2025
09/2024

08/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

09/2025
09/2024

09/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2024

10/2025
09/2024

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

11/2024
10/2024

11/2024
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
10/2024

11/2024

12/2024

01/2025
10/2024

11/2024

12/2024

01/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
10/2024

11/2024

12/2024
10/2024

11/2024

12/2024
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

12/2024
10/2024

12/2024
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

01/2025
10/2024

01/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
10/2024

01/2025

04/2025
10/2024

01/2025

04/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

02/2025
10/2024

02/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

03/2025
10/2024

03/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
10/2024

04/2025

10/2025
10/2024

04/2025

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

04/2025
10/2024

04/2025
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

05/2025
10/2024

05/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

06/2025
10/2024

06/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

07/2025
10/2024

07/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

08/2025
10/2024

08/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

09/2025
10/2024

09/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
10/2024

10/2025
10/2024

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

12/2024
11/2024

12/2024
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
11/2024

12/2024

01/2025

02/2025
11/2024

12/2024

01/2025

02/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
11/2024

12/2024

01/2025
11/2024

12/2024

01/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

01/2025
11/2024

01/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

02/2025
11/2024

02/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
11/2024

02/2025

05/2025
11/2024

02/2025

05/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

03/2025
11/2024

03/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

04/2025
11/2024

04/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

05/2025
11/2024

05/2025
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

06/2025
11/2024

06/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

07/2025
11/2024

07/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

08/2025
11/2024

08/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

09/2025
11/2024

09/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
11/2024

10/2025
11/2024

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

01/2025
12/2024

01/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
12/2024

01/2025

02/2025

03/2025
12/2024

01/2025

02/2025

03/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
12/2024

01/2025

02/2025
12/2024

01/2025

02/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

02/2025
12/2024

02/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

03/2025
12/2024

03/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
12/2024

03/2025

06/2025
12/2024

03/2025

06/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

04/2025
12/2024

04/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

05/2025
12/2024

05/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

06/2025
12/2024

06/2025
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

07/2025
12/2024

07/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

08/2025
12/2024

08/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

09/2025
12/2024

09/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
12/2024

10/2025
12/2024

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

02/2025
01/2025

02/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
01/2025

02/2025

03/2025

04/2025
01/2025

02/2025

03/2025

04/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
01/2025

02/2025

03/2025
01/2025

02/2025

03/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

03/2025
01/2025

03/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

04/2025
01/2025

04/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
01/2025

04/2025

07/2025
01/2025

04/2025

07/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

05/2025
01/2025

05/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

06/2025
01/2025

06/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

07/2025
01/2025

07/2025
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

08/2025
01/2025

08/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

09/2025
01/2025

09/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
01/2025

10/2025
01/2025

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

03/2025
02/2025

03/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
02/2025

03/2025

04/2025

05/2025
02/2025

03/2025

04/2025

05/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
02/2025

03/2025

04/2025
02/2025

03/2025

04/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

04/2025
02/2025

04/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

05/2025
02/2025

05/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
02/2025

05/2025

08/2025
02/2025

05/2025

08/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

06/2025
02/2025

06/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

07/2025
02/2025

07/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

08/2025
02/2025

08/2025
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

09/2025
02/2025

09/2025
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
02/2025

10/2025
02/2025

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2025

04/2025
03/2025

04/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
03/2025

04/2025

05/2025

06/2025
03/2025

04/2025

05/2025

06/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
03/2025

04/2025

05/2025
03/2025

04/2025

05/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2025

05/2025
03/2025

05/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2025

06/2025
03/2025

06/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
03/2025

06/2025

09/2025
03/2025

06/2025

09/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2025

07/2025
03/2025

07/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2025

08/2025
03/2025

08/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2025

09/2025
03/2025

09/2025
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2025

10/2025
03/2025

11/2027
500 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2025

05/2025
04/2025

05/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
04/2025

05/2025

06/2025

07/2025
04/2025

05/2025

06/2025

07/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
04/2025

05/2025

06/2025
04/2025

05/2025

06/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2025

06/2025
04/2025

06/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2025

07/2025
04/2025

07/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
04/2025

07/2025

10/2025
04/2025

07/2025

11/2027
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2025

08/2025
04/2025

08/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2025

09/2025
04/2025

09/2025
400 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2025

10/2025
04/2025

11/2027
450 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
05/2025

06/2025
05/2025

06/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
05/2025

06/2025

07/2025

08/2025
05/2025

06/2025

07/2025

08/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
05/2025

06/2025

07/2025
05/2025

06/2025

07/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
05/2025

07/2025
05/2025

07/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
05/2025

08/2025
05/2025

08/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
05/2025

09/2025
05/2025

09/2025
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
05/2025

10/2025
05/2025

11/2027
275 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
06/2025

07/2025
06/2025

07/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
06/2025

07/2025

08/2025

09/2025
06/2025

07/2025

08/2025

09/2025
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
06/2025

07/2025

08/2025
06/2025

07/2025

08/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
06/2025

08/2025
06/2025

08/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
06/2025

09/2025
06/2025

09/2025
275 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
06/2025

10/2025
06/2025

11/2027
350 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
07/2025

08/2025
07/2025

08/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
07/2025

08/2025

09/2025

10/2025
07/2025

08/2025

09/2025

11/2027
200 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
07/2025

08/2025

09/2025
07/2025

08/2025

09/2025
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
07/2025

09/2025
07/2025

09/2025
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
07/2025

10/2025
07/2025

11/2027
275 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
08/2025

09/2025
08/2025

09/2025
175 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
08/2025

09/2025

10/2025
08/2025

09/2025

11/2027
150 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
08/2025

10/2025
08/2025

11/2027
225 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
09/2025

10/2025
09/2025

11/2027
175 USD
CBT INTEREST RATES FED FUNDS 41 1

1
B

A
10/2025

10/2025
11/2027

11/2027
750 USD
CBT INTEREST RATES 30-YEAR UMBS TBA 4.5% COUPON 45U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
600 USD
CBT INTEREST RATES 30-YEAR UMBS TBA 5.0% COUPON 50U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
600 USD
CBT INTEREST RATES MICRO 5-YEAR YIELD FUTURES 5YY 1

1
B

A
11/2022

11/2022
01/2023

01/2023
125 USD
CBT INTEREST RATES 30-YEAR MAC SOFR SWAP FUTURES B1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 30 YEAR MAC SWAP FUTURES B1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
100 USD
CBT INTEREST RATES 20-YEAR MAC SOFR SWAP FUTURES E1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 20-YEAR MAC SWAP FUTURES E1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
100 USD
CBT INTEREST RATES 5-YEAR MAC SOFR SWAP FUTURES F1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 5 YEAR MAC SWAP F1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
75 USD
CBT INTEREST RATES 1-YEAR ERIS BSBY SWAP FUTURE KXA 1

1
B

A
06/2022

06/2022
06/2023

06/2023
150 USD
CBT INTEREST RATES 7-YEAR ERIS BSBY SWAP FUTURE KXB 1

1
B

A
06/2022

06/2022
06/2023

06/2023
150 USD
CBT INTEREST RATES 3-YEAR ERIS BSBY SWAP FUTURE KXC 1

1
B

A
06/2022

06/2022
06/2023

06/2023
150 USD
CBT INTEREST RATES 4-YEAR ERIS BSBY SWAP FUTURE KXD 1

1
B

A
06/2022

06/2022
06/2023

06/2023
150 USD
CBT INTEREST RATES 2-YEAR ERIS BSBY SWAP FUTURE KXT 1

1
B

A
06/2022

06/2022
06/2023

06/2023
150 USD
CBT INTEREST RATES 5-YEAR ERIS BSBY SWAP FUTURE KXW 1

1
B

A
06/2022

06/2022
06/2023

06/2023
150 USD
CBT INTEREST RATES 10-YEAR ERIS BSBY SWAP FUTURE KXY 1

1
B

A
06/2022

06/2022
06/2023

06/2023
150 USD
CBT INTEREST RATES ERIS 7-YR SWAP FUTURE LIB 1

1
B

A
12/2015

12/2015
06/2023

06/2023
150 USD
CBT INTEREST RATES ERIS 3-YR SWAP FUTURE LIC 1

1
B

A
12/2019

12/2019
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 4-YR SWAP FUTURE LID 1

1
B

A
12/2018

12/2018
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 30-YR SWAP FUTURE LIE 1

1
B

A
09/2012

09/2012
06/2023

06/2023
825 USD
CBT INTEREST RATES ERIS 12-YR SWAP FUTURE LII 1

1
B

A
09/2015

09/2015
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 15-YR SWAP FUTURE LIL 1

1
B

A
09/2015

09/2015
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 20-YR SWAP FUTURE LIO 1

1
B

A
09/2015

09/2015
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 2-YR SWAP FUTURE LIT 1

1
B

A
12/2020

12/2020
06/2023

06/2023
75 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2017

12/2017
09/2020

09/2020
100 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2017

12/2020
09/2020

09/2022
975 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2017

12/2022
09/2020

06/2023
1,575 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2020

12/2020
09/2022

09/2022
75 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2020

12/2022
09/2022

06/2023
675 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2022

12/2022
06/2023

06/2023
75 USD
CBT INTEREST RATES ERIS 10-YR SWAP FUTURE LIY 1

1
B

A
12/2012

12/2012
06/2023

06/2023
125 USD
CBT INTEREST RATES 10-YEAR MAC SOFR SWAP FUTURES N1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 10 YEAR MAC SWAP FUTURES N1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
75 USD
CBT INTEREST RATES 7-YEAR MAC SOFR SWAP FUTURES S1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 7-YEAR MAC SWAP FUTURES S1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
100 USD
CBT INTEREST RATES 2-YEAR MAC SOFR SWAP FUTURES T1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 2 YEAR MAC SWAP FUTURES T1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
100 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
300 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
B

A
12/2022

12/2022
03/2023

03/2023
370 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
A

B
12/2022

06/2023
03/2023

06/2023
500 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
B

A
06/2023

06/2023
06/2023

06/2023
500 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
3,300 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

1
B

A
12/2022

12/2022
03/2023

03/2023
370 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

1
A

B
12/2022

06/2023
03/2023

06/2023
3,500 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

1
B

A
06/2023

06/2023
06/2023

06/2023
500 USD
CBT INTEREST RATES 20-YEAR U.S TREAURY BOND FUTURES TWE 1

1
B

A
12/2022

12/2022
03/2023

03/2023
550 USD
CBT INTEREST RATES 20-YEAR U.S TREAURY BOND FUTURES TWE 1

1
A

B
12/2022

06/2023
03/2023

06/2023
1,400 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
65 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
A

B
12/2022

03/2023
12/2022

03/2023
750 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
A

B
12/2022

06/2023
12/2022

06/2023
1,300 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
A

B
03/2023

06/2023
03/2023

06/2023
1,300 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
6,565 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

1
A

B
12/2022

03/2023
12/2022

03/2023
750 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

1
A

B
12/2022

06/2023
12/2022

06/2023
7,800 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

1
A

B
03/2023

06/2023
03/2023

06/2023
7,800 USD
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 1

1
B

A
12/2021

12/2021
06/2023

06/2023
100 USD
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 1

1
B

A
12/2015

12/2015
06/2023

06/2023
150 USD
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 1

1
B

A
12/2019

12/2019
06/2023

06/2023
100 USD
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 1

1
B

A
12/2018

12/2018
06/2023

06/2023
100 USD
CBT INTEREST RATES 30-YEAR ERIS SOFR SWAP FUTURES YIE 1

1
B

A
06/2014

06/2014
06/2023

06/2023
100 USD
CBT INTEREST RATES 12-YEAR ERIS SOFR SWAP FUTURES YII 1

1
B

A
12/2020

12/2020
06/2023

06/2023
100 USD
CBT INTEREST RATES 15-YEAR ERIS SOFR SWAP FUTURES YIL 1

1
B

A
12/2020

12/2020
06/2023

06/2023
100 USD
CBT INTEREST RATES 20-YEAR ERIS SOFR SWAP FUTURES YIO 1

1
B

A
12/2020

12/2020
06/2023

06/2023
100 USD
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 1

1
B

A
12/2020

12/2020
06/2023

06/2023
75 USD
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 1

1
B

A
12/2017

12/2017
06/2023

06/2023
100 USD
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 1

1
B

A
12/2012

12/2012
06/2023

06/2023
125 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
5,500 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
A

B
12/2022

03/2023
12/2022

03/2023
450 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
A

B
12/2022

06/2023
12/2022

06/2023
5,500 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
B

A
03/2023

03/2023
03/2023

03/2023
1,250 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
A

B
03/2023

06/2023
03/2023

06/2023
5,500 USD
CBT INTEREST RATES 5-YEAR T-NOTE ZFT 1

1
B

A
12/2022

12/2022
03/2023

03/2023
160 USD
CBT INTEREST RATES 5-YEAR T-NOTE ZFT 1

1
A

B
12/2022

06/2023
03/2023

06/2023
1,790 USD
CBT INTEREST RATES 5-YEAR T-NOTE ZFT 1

1
B

A
06/2023

06/2023
06/2023

06/2023
290 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
2,600 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

1
B

A
12/2022

12/2022
03/2023

03/2023
285 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

1
A

B
12/2022

06/2023
03/2023

06/2023
2,550 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

1
B

A
06/2023

06/2023
06/2023

06/2023
350 USD
CBT INTEREST RATES 2-YEAR T-NOTE ZTT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
1,420 USD
CBT INTEREST RATES 2-YEAR T-NOTE ZTT 1

1
B

A
12/2022

12/2022
06/2023

06/2023
170 USD

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

Read more about performance bonds/margin

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