Click here for Margin Rate PDF Effective Close of Business July 23, 2010
Spread Type Priority Spread # Position Rate Period / Ratio Outright N/A 2 Year Treasury Note (ZTE) $600 N/A Outright N/A 5 Year Treasury Note (ZFE) $800 N/A Outright N/A 10 Year Treasury Note (ZNE) $1,400 N/A Outright N/A U.S. Treasury Bond (ZBE) $2,500 N/A Outright N/A Ultra Long Bond (ZUE) $3,000 N/A Outright N/A Eurodollar (GEE) $750 Mo. 01-08 Outright N/A Eurodollar (GEE) $850 Mo. 09-12 Intra 1 Eurodollar (GEE) - All Months GEE Double Butterfly 75 Mo.05 Intra 2 Eurodollar (GEE) - All Months GEE Double Butterfly 0 Mo.04 Intra 3 Eurodollar (GEE) - All Months GEE Double Butterfly 0 Mo.03 Intra 4 Eurodollar (GEE) - 3 Month Double Butterfly 100 Mo.02 Intra 5 Eurodollar (GEE) - 3 Month Double Butterfly 150 Mo.01 Intra 6 Eurodollar (GEE) - All Months GEE Double Butterfly 0 Mo.02 Intra 7 Eurodollar (GEE) - All Months GEE Double Butterfly 150 Mo.01 Intra 8 Eurodollar (GEE) - All Months GEE Double Condor 0 Mo.4 Intra 9 Eurodollar (GEE) - All Months GEE Double Condor 0 Mo.2 Intra 10 Eurodollar (GEE) - All Months GEE Double Condor 0 Mo.3 Intra 11 Eurodollar (GEE) - All Months GEE Double Condor 100 Mo.1 Intra 12 Eurodollar (GEE) - All Months Condor 50 Mo. 05 Intra 13 Eurodollar (GEE) - All Months Butterfly 75 Mo. 05 Intra 14 Eurodollar (GEE) - All Months Butterfly 75 Mo. 06 Intra 15 Eurodollar (GEE) - All Months Butterfly 0 Mo. 04 Intra 16 Eurodollar (GEE) - All Months Condor 0 Mo. 04 Intra 17 Eurodollar (GEE) - 3 Month Butterfly 100 Mo. 04 Intra 18 Eurodollar (GEE) - 3 Month Butterfly 150 Mo. 03 Intra 19 Eurodollar (GEE) - All Months Butterfly 0 Mo. 03 Intra 20 Eurodollar (GEE) - All Months Condor 100 Mo. 02 Intra 21 Eurodollar (GEE) - 6 Month Butterfly 300 Mo. 02 Intra 22 Eurodollar (GEE) - All Months Condor 200 Mo. 03 Intra 23 Eurodollar (GEE) - All Months Butterfly 100 Mo. 02 Intra 24 Eurodollar (GEE) - 3 Month Butterfly 200 Mo. 02 Intra 25 Eurodollar (GEE) - 3 Month Butterfly 250 Mo. 01 Intra 26 Eurodollar (GEE) - All Months Butterfly 200 Mo. 01 Intra 27 Eurodollar (GEE) - All Months Condor 200 Mo. 01 Intra 28 Eurodollar (GEE) - 3 Month Condor 400 Mo. 01 Intra 29 Eurodollar (GEE) - 3 Month Condor 400 Mo. 02 Intra 30 Eurodollar (GEE) - 6 Month Butterfly 400 Mo. 01 Intra 31 Eurodollar (GEE) - All Months Consecutive Spread 75 Mo. 09-10 Intra 32 Eurodollar (GEE) - All Months Consecutive Spread 75 Mo. 10-11 Intra 33 Eurodollar (GEE) - All Months Consecutive Spread 75 Mo. 11-12 Intra 34 Eurodollar (GEE) - All Months Consecutive Spread 0 Mo. 08-09 Intra 35 Eurodollar (GEE) - All Months Consecutive Spread 200 Mo. 01-02 Intra 36 Eurodollar (GEE) - All Months Consecutive Spread 200 Mo. 02-03 Intra 37 Eurodollar (GEE) - All Months Consecutive Spread 200 Mo. 03-04 Intra 38 Eurodollar (GEE) - All Months Consecutive Spread 200 Mo. 04-05 Intra 39 Eurodollar (GEE) - All Months Consecutive Spread 200 Mo. 05-06 Intra 40 Eurodollar (GEE) - All Months Consecutive Spread 200 Mo. 06-07 Intra 41 Eurodollar (GEE) - All Months Consecutive Spread 200 Mo. 07-08 Intra 43 Eurodollar (GEE) - Tier 3 vs. Tier 3 200 Mo. 09-12 vs. Mo. 09-12 Intra 44 Eurodollar (GEE) - Tier 2 vs. Tier 3 300 Mo. 05-08 vs. Mo. 09-12 Intra 45 Eurodollar (GEE) - Tier 1 vs. Tier 1 250 Mo. 01-04 vs. Mo. 01-04 Intra 46 Eurodollar (GEE) - Tier 1 vs. Tier 2 300 Mo. 01-04 vs. Mo. 05-08 Intra 47 Eurodollar (GEE) - Tier 1 vs. Tier 3 450 Mo. 01-04 vs. Mo. 09-12 Intra 48 Eurodollar (GEE) - Tier 2 vs. Tier 2 350 Mo. 05-08 vs. Mo. 05-08 Intra 1 Treasury Bond (ZBE) 125 N/A Intra 1 5 Year Treasury Note (ZFE) 150 N/A Intra 1 10 Year Treasury Note (ZNE) 150 N/A Intra 1 2 Year Treasury Note (ZTE) 150 N/A Intra 1 Ultra Long Bond (ZUE) 125 N/A Inter - Scan 1 Ultra Long Bond (ZUE) vs U.S. Treasury Bond (ZBE) vs 10 Year Treasury Note (ZNE) vs 5 Year Treasury Note (ZFE) 70% 2:2:3:5 Inter 2 10 Year Treasury Note (ZNE) vs Eurodollar (GEE) Tier 1 85% 2:5 Inter 3 10 Year Treasury Note (ZNE) vs Eurodollar (GEE) Tier 2 85% 2:5 Inter 4 10 Year Treasury Note (ZNE) vs Eurodollar (GEE) Tier 3 85% 2:5 Inter 5 U.S. Treasury Bond (ZBE) vs Eurodollar (GEE) Tier 1 85% 1:5 Inter 6 U.S. Treasury Bond (ZBE) vs Eurodollar (GEE) Tier 2 85% 1:5 Inter 7 U.S. Treasury Bond (ZBE) vs Eurodollar (GEE) Tier 3 85% 1:5 Inter 8 5 Year Treasury Note (ZFE) vs Eurodollar (GEE) Tier 1 75% 2:1 Inter 9 5 Year Treasury Note (ZFE) vs Eurodollar (GEE) Tier 2 75% 2:1 Inter 10 5 Year Treasury Note (ZFE) vs Eurodollar (GEE) Tier 3 75% 2:1 Inter 11 2 Year Treasury Note (ZTE) vs Eurodollar (GEE) Tier 1 60% 2:3 Inter 12 2 Year Treasury Note (ZTE) vs Eurodollar (GEE) Tier 2 60% 2:3 Inter 13 2 Year Treasury Note (ZTE) vs Eurodollar (GEE) Tier 3 60% 2:3 Inter 14 10 Year Treasury Note (ZNE) vs 2 Year Treasury Note (ZTE) 70% 1:2 Inter 15 5 Year Treasury Note (ZFE) vs 2 Year Treasury Note (ZTE) 60% 5:6 Inter 16 Ultra Long Bond (ZUE) vs 2 Year Treasury Note (ZTE) 50% 1:3 Inter 17 U.S. Treasury Bond (ZBE) vs 2 Year Treasury Note (ZTE) 50% 1:3