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 12/2020 12/2021 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2020 12/2021 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2020 12/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2020 12/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2024 06/2025
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2020 12/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2020 12/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2020 12/2021 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2020 12/2021 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021