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