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 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2020 09/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 10/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 01/2020 09/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2020 09/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 10/2019 12/2019 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 09/2020 08/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 10/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 10/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 10/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 10/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2020 09/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 15 A 01/2020 09/2020
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2028 09/2029
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2019 12/2019 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 09/2019 06/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 03/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 01/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2028 09/2029
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 03/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 01/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 01/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 10/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 01/2020 09/2020 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 02/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 10/2019 25%
CME ED - EURODOLLAR FUTURES 5 B 01/2020 09/2020
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 01/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 09/2019