1 MONTH EURODOLLAR - MARGINS

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Exchange	Asset Class	Spread Products	Type	Ratio	Side	Start Period	End Period	Credit
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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

About This Report

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs).
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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1 MONTH EURODOLLAR - MARGINS