Asset Class Navigation

5-year Eris Swap Margins

Ratio Side Start Period End Period Maintenance
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2015

12/2015
09/2018

09/2018
25 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2015

12/2018
09/2018

09/2020
465 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2015

12/2020
09/2018

06/2021
820 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2018

12/2018
09/2020

09/2020
50 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2018

12/2020
09/2020

06/2021
380 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2020

12/2020
06/2021

06/2021
50 USD