Asset Class Navigation

MPC SONIA Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 03/2020 11/2020 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020