30-YEAR USD MAC SWAP - MARGINS
| Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
|---|---|---|---|---|---|---|---|---|
| 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 | 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% | |
| 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 | 90% | |
| LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | 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 | 09/2019 | 09/2021 | ||||
| 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 | 03/2028 | 12/2028 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2027 | 12/2027 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2030 | 12/2030 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2029 | 12/2029 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2026 | 12/2026 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2025 | 12/2025 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2024 | 12/2024 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2023 | 12/2023 | |||
| 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 | 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 | 1 | A | All dates | 60% | |
| LIB - 7-YEAR ERIS SWAP FUTURES | 3 | B | 06/2019 | 09/2021 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |
| LIY - 10-YEAR ERIS SWAP FUTURES | 5 | B | 09/2012 | 12/2012 | ||||
| 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 | 03/2014 | 03/2019 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 55% | |
| LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 55% | |
| LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2022 | 12/2022 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 05/2021 | 12/2021 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 02/2021 | 04/2021 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 50% | |
| LIW - 5-YEAR ERIS SWAP FUTURES | 3 | B | 03/2017 | 06/2017 | ||||
| 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 | 1 | B | All dates | 85% | |
| YIE - 30-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||
| CBT | INTEREST RATES | B1S - 30-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | A | All dates | 85% | |
| B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | 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 | 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 | 1 | B | All dates | 95% | |
| LIE - 30-YEAR ERIS SWAP FUTURES | 1 | A | All dates | |||||
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