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30-Year USD MAC Swap Margins
| Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
|---|---|---|---|---|---|---|---|---|
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 80% | |
| B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 75% | |
| LIO - 20-YEAR ERIS SWAP FUTURES | 3 | B | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |
| LIL - 15-YEAR ERIS SWAP FUTURES | 2 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |
| E1U - 20-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |
| F1U - 5-YEAR USD MAC SWAP FUTURES | 4 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |
| UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 70% | |
| B1U - 30-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 65% | |
| LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 03/2020 | ||||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 65% | |
| B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2023 | 06/2024 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2023 | 06/2024 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2025 | 06/2026 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2024 | 06/2025 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2025 | 06/2026 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2024 | 06/2025 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 90% | |
| LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |
| LII - 12-YEAR ERIS SWAP FUTURES | 5 | B | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 60% | |
| TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 5 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 60% | |
| LIB - 7-YEAR ERIS SWAP FUTURES | 3 | B | 03/2019 | 03/2020 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |
| LIY - 10-YEAR ERIS SWAP FUTURES | 5 | B | 12/2012 | 12/2018 | ||||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 60% | |
| B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 60% | |
| LIB - 7-YEAR ERIS SWAP FUTURES | 3 | B | 12/2013 | 12/2018 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 55% | |
| LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 03/2020 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 50% | |
| LIW - 5-YEAR ERIS SWAP FUTURES | 3 | B | 09/2017 | 06/2019 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 11/2019 | 06/2020 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 11/2019 | 06/2020 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 08/2019 | 10/2019 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 45% | |
| S1U - 7-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 85% | |
| N1U - 10-YEAR USD MAC SWAP FUTURES | 5 | A | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 95% | |
| LIE - 30-YEAR ERIS SWAP FUTURES | 1 | A | All dates | |||||
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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Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
