Asset Class Navigation

5-Year T-Note Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 75%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2025 03/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2024 03/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2023 03/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2022 12/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2023 12/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2024 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
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
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 03/2019 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 12/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 12/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 06/2028 03/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 06/2029 03/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 06/2026 03/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 06/2027 03/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 06/2021 03/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 06/2022 03/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 07/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 12/2013 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 90%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
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 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 65%
LIO - 20-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 65%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2018 03/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 B 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 4 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2014 09/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 11/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 11/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 04/2021 03/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 04/2020 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 55%
E1U - 20-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2018 09/2018
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 40 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 8 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2020 04/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2020 04/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 07/2020 07/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 06/2020 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2017 03/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 50%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 45%
INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 06/2020 07/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 08/2020 10/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 08/2020 10/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 05/2020 05/2020
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 40%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2017 09/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 40%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 40%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 B 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 30%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2016 03/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 30%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 30%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 A All dates 25%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 20%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Scan 5 All dates 68%
21 - 10Y TREASURY NOTE FUTURES 12 All dates
25 - 5 YR TREASURY NOTE FUTURES 18 All dates
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 8 All dates
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 83%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 12/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 12/2021