Asset Class Navigation

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