Intras for Margins

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

1
A

B
03/2023

07/2023
03/2023

07/2023
65 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
03/2023

08/2023
03/2023

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

1
A

B
04/2023

05/2023
04/2023

05/2023
55 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
04/2023

05/2023

06/2023

07/2023
04/2023

05/2023

06/2023

07/2023
65 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
04/2023

05/2023

06/2023
04/2023

05/2023

06/2023
65 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2023

06/2023
04/2023

06/2023
60 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2023

07/2023
04/2023

07/2023
65 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
04/2023

08/2023
04/2023

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

1
A

B
05/2023

06/2023
05/2023

06/2023
55 USD
CBT INTEREST RATES FED FUNDS 41 1

1

1

1
A

B

B

A
05/2023

06/2023

07/2023

08/2023
05/2023

06/2023

07/2023

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

2

1
A

B

A
05/2023

06/2023

07/2023
05/2023

06/2023

07/2023
65 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
05/2023

07/2023
05/2023

07/2023
60 USD
CBT INTEREST RATES FED FUNDS 41 1

1
A

B
05/2023

08/2023
05/2023

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

1
A

B
06/2023

07/2023
06/2023

07/2023
55 USD
CBT INTEREST RATES FED FUNDS 41 1

2

1
A

B

A
06/2023

07/2023

08/2023
06/2023

07/2023

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

1
A

B
06/2023

08/2023
06/2023

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

1
A

B
07/2023

08/2023
07/2023

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

1
B

A
08/2023

08/2023
09/2025

09/2025
85 USD
CBT INTEREST RATES 30-YEAR MAC SOFR SWAP FUTURES B1S 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 30 YEAR MAC SWAP FUTURES B1U 1

1
B

A
12/2020

12/2020
03/2021

03/2021
100 USD
CBT INTEREST RATES 20-YEAR MAC SOFR SWAP FUTURES E1S 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 20-YEAR MAC SWAP FUTURES E1U 1

1
B

A
12/2020

12/2020
03/2021

03/2021
100 USD
CBT INTEREST RATES 5-YEAR MAC SOFR SWAP FUTURES F1S 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 5 YEAR MAC SWAP F1U 1

1
B

A
12/2020

12/2020
03/2021

03/2021
75 USD
CBT INTEREST RATES ERIS 7-YR SWAP FUTURE LIB 1

1
B

A
12/2013

12/2013
06/2021

06/2021
260 USD
CBT INTEREST RATES ERIS 3-YR SWAP FUTURE LIC 1

1
B

A
12/2017

12/2017
06/2021

06/2021
50 USD
CBT INTEREST RATES ERIS 4-YR SWAP FUTURE LID 1

1
B

A
12/2016

12/2016
06/2021

06/2021
50 USD
CBT INTEREST RATES ERIS 30-YR SWAP FUTURE LIE 1

1
B

A
09/2012

09/2012
06/2021

06/2021
825 USD
CBT INTEREST RATES ERIS 12-YR SWAP FUTURE LII 1

1
B

A
09/2015

09/2015
06/2021

06/2021
500 USD
CBT INTEREST RATES ERIS 15-YR SWAP FUTURE LIL 1

1
B

A
09/2015

09/2015
06/2021

06/2021
500 USD
CBT INTEREST RATES ERIS 20-YR SWAP FUTURE LIO 1

1
B

A
09/2015

09/2015
06/2021

06/2021
725 USD
CBT INTEREST RATES ERIS 2-YR SWAP FUTURE LIT 1

1
B

A
12/2018

12/2018
06/2021

06/2021
40 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2015

12/2015
09/2018

09/2018
25 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2015

12/2018
09/2018

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

1
A

B
12/2015

12/2020
09/2018

06/2021
820 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2018

12/2018
09/2020

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

1
A

B
12/2018

12/2020
09/2020

06/2021
380 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2020

12/2020
06/2021

06/2021
50 USD
CBT INTEREST RATES ERIS 10-YR SWAP FUTURE LIY 1

1
B

A
09/2012

09/2012
06/2021

06/2021
75 USD
CBT INTEREST RATES 10-YEAR MAC SOFR SWAP FUTURES N1S 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 10 YEAR MAC SWAP FUTURES N1U 1

1
B

A
12/2020

12/2020
03/2021

03/2021
75 USD
CBT INTEREST RATES 7-YEAR MAC SOFR SWAP FUTURES S1S 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 7-YEAR MAC SWAP FUTURES S1U 1

1
B

A
12/2020

12/2020
03/2021

03/2021
100 USD
CBT INTEREST RATES 2-YEAR MAC SOFR SWAP FUTURES T1S 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 2 YEAR MAC SWAP FUTURES T1U 1

1
B

A
12/2020

12/2020
03/2021

03/2021
100 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

2

1
A

B

A
12/2020

03/2021

06/2021
12/2020

03/2021

06/2021
300 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
B

A
12/2020

12/2020
03/2021

03/2021
400 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
A

B
12/2020

06/2021
03/2021

06/2021
650 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
B

A
06/2021

06/2021
06/2021

06/2021
600 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

2

1
A

B

A
12/2020

03/2021

06/2021
12/2020

03/2021

06/2021
65 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
B

A
12/2020

12/2020
06/2021

06/2021
1,000 USD
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 30-YEAR ERIS SOFR SWAP FUTURES YIE 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 12-YEAR ERIS SOFR SWAP FUTURES YII 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 15-YEAR ERIS SOFR SWAP FUTURES YIL 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 20-YEAR ERIS SOFR SWAP FUTURES YIO 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 USD
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 1

1
B

A
12/2020

12/2020
06/2021

06/2021
100 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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