Eurex US Margin Rates

From

To

US Treasury Bonds

$1700

$1450

Eurex US Inter-Commodity Spread Credit Rates

Spread Margin% From

Spread Savings% From

Spread Margin% To

Spread Savings% To

US Treasury Bonds vs 10-Year Treasury Notes (1:1)

35%

65%

30%

70%

US Treasury Bonds vs 2-Year Treasury Notes (1:3)

40%

60%

35%

65%

10-Year Treasury Notes vs 5-Year Treasury Notes (1:1)

25%

75%

20%

80%

10-Year Treasury Notes vs 2-Year Treasury Notes (2:3)

30%

70%

25%

75%

10-Year Treasury Notes vs 2-Year Treasury Notes (1:1)

45%

55%

35%

65%

5-Year Treasury Notes vs 2-Year Treasury Notes (1:1)

25%

75%

20%

80%

Euro Link Inter-Exchange Spread Credits

Spread Credit From

Spread Credit To

Euro-Bund vs US Treasury Bonds (1:1)

55%

65%

Euro-Bund vs 10-Year Treasury Notes (1:1)

65%

70%

Euro-Bund vs 5-Year Treasury Notes (1:1)

65%

0%

Euro-Bund vs 2-Year Treasury Notes (1:1)

65%

0%

Euro- Bobl vs US Treasury Bonds (1:1)

45%

55%

Euro- Bobl vs 10-Year Treasury Notes (1:1)

60%

70%

Euro- Bobl vs 5-Year Treasury Notes (1:1)

55%

65%

Euro- Bobl vs 2-Year Treasury Notes (1:1)

60%

0%

Euro- Schatz vs US Treasury Bonds (1:1)

25%

40%

Euro- Schatz vs 10-Year Treasury Notes (1:1)

50%

55%

Euro- Schatz vs 5-Year Treasury Notes (1:1)

55%

0%

Euro- Schatz vs 2-Year Treasury Notes (1:1)

65%

0%