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Eurodollar 保证金

交易所 资产类别 产品价差 开始时间 期末 信贷
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2027 03/2028 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2029 03/2030 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2025 03/2026 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2024 03/2025 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2023 03/2024 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2022 03/2023 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2021 03/2022 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 20 A 07/2020 03/2021 42%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 04/2020 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 07/2020 03/2021
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 40%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 04/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 07/2020 03/2021 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 09/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 06/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 06/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 06/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 09/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 09/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 02/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 02/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 02/2023 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 06/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2020 04/2020 40%
ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2020 04/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 02/2023 40%
CME ED - EURODOLLAR FUTURES 5 B 04/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 40%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 03/2029 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 07/2020 03/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 04/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 04/2020 06/2020 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 07/2020 03/2021 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2029 03/2030 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2026 03/2027 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2027 03/2028 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2028 03/2029 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2025 03/2026 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2024 03/2025 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2022 03/2023 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2023 03/2024 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 11 A 06/2021 03/2022 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 15 A 07/2020 03/2021 35%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 09/2020 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 06/2020 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 02/2023 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 02/2021 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 03/2029 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2029 03/2030 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 03/2029 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 07/2020 03/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 07/2020 03/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 03/2024 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 04/2020 06/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 03/2020 12/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 06/2028 03/2029
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 03/2020 12/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 06/2026 03/2027
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 03/2020 12/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 06/2027 03/2028
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 03/2020 12/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 06/2025 03/2026
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 03/2020 12/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 06/2024 03/2025
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 03/2020 12/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 06/2023 03/2024
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 03/2020 12/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 06/2022 03/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 04/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 04/2020 06/2020 30%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2028 03/2029
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2026 03/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2029 03/2030
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2027 03/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2025 03/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2022 03/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2024 03/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2023 03/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 07/2020 03/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 04/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 04/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2025 03/2026 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2020 07/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2023 03/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2020 07/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2024 03/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2020 07/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2022 03/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2020 07/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 07/2020 03/2021 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 07/2020 03/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 07/2020 03/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 07/2020 03/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2021 03/2022 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 07/2020 03/2021 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 04/2020 06/2020 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 04/2020 06/2020 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 07/2020 03/2021 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 04/2020 06/2020 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 04/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 07/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2029 03/2030 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 03/2024 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2022 03/2023 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2023 03/2024 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 04/2020 06/2020 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 07/2020 03/2021 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 07/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2024 03/2025 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2022 03/2023 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 07/2020 03/2021 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2024 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2027 03/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2026 03/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2028 03/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2025 03/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2022 03/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 03/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2024 03/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2026 03/2027 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2027 03/2028 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2029 03/2030 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2028 03/2029 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2025 03/2026 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 07/2020 03/2021 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 80%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2024 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2024 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 12/2023

欧洲美元利率期货

作为全球投资者的基准,欧洲美元期货提供对冲短期美元利率具有成本效率的宝贵工具。欧洲美元是存在美国之外商业银行的美元存款。

欧洲美元期货价格反映市场对未来特定日期三个月欧洲美元存款的利率预期。欧洲美元期货的最终结算价格由最后一个交易日三个月伦敦银行间拆借利率(LIBOR)确定。

交易欧洲美元的优势

  • 无与伦比的流动性——持续较窄的买卖价差
  • 较低的交易成本
  • 多样化的交易机会
  • 价格透明
  • 中期曲线提供较低的溢价和较高的时间衰减