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Ultra 10-Year U.S. Treasury Note Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 1 A All dates 75%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 B All dates 74%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 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 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2019 08/2021 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2019 08/2019 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 68%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 65%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 09/2020 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 65%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 A 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 TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 60%
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 60%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2019 04/2019 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 55%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 3 A All dates
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 4 A All dates 50%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 4 A All dates 50%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 B All dates 45%
CME FX JY - JAPANESE YEN FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2019 09/2019 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 4 B All dates 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 4 A All dates 40%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 4 A All dates 40%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2018 09/2018 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 5 B 10/2018 01/2019 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 35%
INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 10/2018 12/2018 35%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 2 A All dates 25%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 25 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 25%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 20%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Scan 4 All dates 68%
21 - 10Y TREASURY NOTE FUTURES 12 All dates
25 - 5 YR TREASURY NOTE FUTURES 20 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 TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 8 A All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 80%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 80%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 80%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 80%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 78%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 77%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates