Asset Class Navigation

7-Year USD MAC Swap Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 70%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 1 B All dates 65%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 60%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 55%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B All dates 55%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 03/2020 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 12/2017 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 90%
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 45%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 B All dates 35%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 03/2020 95%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 B All dates