10-YEAR ERIS SWAP - MARGINS

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Exchange	Asset Class	Spread Products	Type	Ratio	Side	Start Period	End Period	Credit
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CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	03/2021	06/2021	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	09/2019	09/2021
CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	03/2021	06/2021	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	03/2019	06/2019
CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	09/2019	12/2019	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	03/2018	06/2018
CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	09/2021	09/2021	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	09/2016	12/2016
CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	03/2019	06/2019	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	03/2017	06/2017
CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	09/2021	09/2021	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	09/2013	12/2013
CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	09/2021	09/2021	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	03/2013	06/2013
CBT	INTEREST RATES	LIW - 5-YEAR ERIS SWAP FUTURES	Delta	3	B	03/2021	06/2021	79%
		LIY - 10-YEAR ERIS SWAP FUTURES		2	A	09/2012	12/2012
CBT	INTEREST RATES	LIY - 10-YEAR ERIS SWAP FUTURES	Delta	2	A	09/2012	12/2012	79%
		LIW - 5-YEAR ERIS SWAP FUTURES		3	B	09/2021	09/2021

About This Report

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs).
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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10-YEAR ERIS SWAP - MARGINS