1 MONTH EURODOLLAR - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2022 03/2026 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2021 03/2022 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 10/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 10/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2021 03/2022 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2022 03/2026 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 04/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2021 03/2022 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 10/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 10/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 11/2021 03/2022 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 04/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 05/2021 07/2021 65%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2030 03/2031 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2028 03/2029 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2029 03/2030 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2027 03/2028 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2026 03/2027 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2025 03/2026 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2024 03/2025 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2023 03/2024 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2022 03/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2022 03/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 08/2021 03/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 05/2021 07/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 40%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 35%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 3 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2026 03/2027 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2025 03/2026 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2024 03/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2023 03/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 08/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 08/2021 03/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2021 04/2022