10-YEAR ERIS SWAP - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
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