Asset Class Navigation

Eurodollar Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 07/2019 09/2019 35%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 07/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2019 06/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2019 06/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2021 06/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2023 06/2024
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2022 06/2023
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2024 06/2025
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2025 06/2026
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2026 06/2027
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2028 06/2029
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 09/2027 06/2028
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 11 A 09/2020 06/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2019 09/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 15 A 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2019 09/2019 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2021 06/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2024 06/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2028 06/2029
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2025 06/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2026 06/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2027 06/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 09/2020 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 10/2019 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 07/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2019 06/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2019 06/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2024 06/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2023 06/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2022 06/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2021 06/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2019 10/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 10/2019 06/2020 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 11/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2019 06/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 25%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 25%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 06/2020
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 06/2019 12/2024 20%
CME INTEREST RATES ED - EURODOLLAR FUTURES 10 A 09/2020 06/2021
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2024 06/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2023 06/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2022 06/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2025 06/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2027 06/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2026 06/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 80%
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 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2024 06/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2023 06/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2027 06/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2025 06/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2026 06/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME ED - EURODOLLAR FUTURES 2 A 09/2028 06/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2022 06/2023 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 06/2024 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2021 06/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2022 06/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020