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CBOT Margin Rates
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Margin Rate
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5-Year Agency Notes
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$ 450
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CBOT Inter-Commodity Spread Credit Rates
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Spread Savings %
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U.S. Treasury Bonds vs. 5-Year Agency Notes (2:5)
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55%
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U.S 10-Year Notes vs. 5-Year Agency Notes (2:3)
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75%
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U.S. 5-Year Notes vs. 5-Year Agency Notes (1:1)
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85%
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U.S. 2-Year Notes vs. 5-Year Agency Notes (1:1)
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80%
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5-Year Agency Notes vs. 10-Year Agency Notes (2:3)
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75%
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CBOT Implied Volatility Scan
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Volatility Scan
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5-Year Agency Notes
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15%
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CBOT vs. MACE Inter-Commodity Spread Credit Rates
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Spread Savings %
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5-Year Agency Notes vs. U.S. Treasury Bonds (5:4)
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55%
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5-Year Agency Notes vs. 10-Year Notes (3:4)
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75%
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5-Year Agency Notes vs. U.S. 5-Year Notes (1:2)
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85%
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