|
|
|
|
|
CBOT® Margin Rates
|
From
|
To
|
|
|
|
|
Corn
|
$ 500
|
$ 350
|
|
|
|
|
CBOT Inter-Commodity Spread Credit Rates
|
From
|
To
|
|
|
Spread Credit %
|
Spread Credit %
|
|
|
|
|
U.S. Treasury Bond vs. 10-Year Treasury Note (1:1)
|
75%
|
80%
|
U.S. Treasury Bond vs. 10-Year Treasury Note (1:2)
|
75%
|
80%
|
U.S. Treasury Bond vs. 5-Year Treasury Note (1:1)
|
55%
|
60%
|
U.S. Treasury Bond vs. 5-Year Treasury Note (2:5)
|
70%
|
75%
|
U.S. Treasury Bond vs. 2-Year Treasury Note (2:5)
|
60%
|
65%
|
U.S. Treasury Bond vs. Municipal Bond Index (1:1)
|
70%
|
75%
|
10-Year Treasury Note vs. Municipal Bond Index (1:1)
|
70%
|
75%
|
5-Year Treasury Note vs. 2-Year Treasury Note (1:1)
|
75%
|
80%
|
5-Year Treasury Note vs. Municipal Bond Index (1:1)
|
50%
|
55%
|
2-Year Treasury Note vs. Municipal Bond Index (1:1)
|
40%
|
60%
|
U.S Treasury Bond vs. Long Term Agencies (1:2)
|
60%
|
65%
|
|
|
|
|
MACE Margin Rates
|
From
|
To
|
|
|
|
|
Corn
|
$ 100
|
$ 70
|
Platinum
|
$ 450
|
$ 600
|
|
|
|
|
|
|
|
|
|
Volume 20 - Bulletin #271
|
|
Page 2
|
|
|
|
|
MACE Inter-Commodity Spread Credit Rates
|
From
|
To
|
|
|
Spread Credit %
|
Spread Credit %
|
|
|
|
|
U.S. Treasury Bond vs. 10-Year Treasury Note (1:1)
|
75%
|
80%
|
U.S. Treasury Bond vs. 10-Year Treasury Note (1:2)
|
75%
|
80%
|
U.S. Treasury Bond vs. 5-Year Treasury Note (1:1)
|
55%
|
60%
|
U.S. Treasury Bond vs. 5-Year Treasury Note (2:5)
|
70%
|
75%
|
Eurodollar vs. U.S. Treasury Bill (1:1)
|
78.06%
|
0%
|
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