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 09/2019 11/2019 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 09/2019 11/2019 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 09/2019 11/2019 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 09/2019 11/2019 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 09/2019 11/2019 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 09/2019 11/2019 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2020 09/2020
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 09/2019 11/2019 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 09/2019 11/2019 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2019 03/2020