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Margin Rates
Click here for Margin Rate PDF
Effective Close of Business January 9, 2012
Spread
Type
Priority Spread #
Position
Current Rate
Period / Ratio
Outright
N/A
2 Year Treasury Note (ZTE)
$300
N/A
Outright
N/A
5 Year Treasury Note (ZFE)
$750
N/A
Outright
N/A
10 Year Treasury Note (ZNE)
$1,400
N/A
Outright
N/A
U.S. Treasury Bond (ZBE)
$3,200
N/A
Outright
N/A
Ultra Long Bond (ZUE)
$5,350
N/A
Outright
N/A
Eurodollar (GEE)
$450
Mo.1-04
Outright
N/A
Eurodollar (GEE)
$550
Mo.05-08
Outright
N/A
Eurodollar (GEE)
$600
Mo.09-12
Outright
N/A
Eurodollar (GEE)
$650
Mo.13-16
Outright
N/A
Eurodollar (GEE)
$700
Mo.17-20
Outright
N/A
Eurodollar (GEE)
$750
Mo.21-24
Intra
1
Eurodollar (GEE) - All Months Double Butterfly
$75
Mo.17
Intra
2
Eurodollar (GEE) - All Months Double Butterfly
$25
Mo.16
Intra
3
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.13
Intra
4
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.14
Intra
5
Eurodollar (GEE) - All Months Double Butterfly
$50
Mo.15
Intra
6
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.11
Intra
7
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.12
Intra
8
Eurodollar (GEE) - All Months Double Butterfly
$50
Mo.14
Intra
9
Eurodollar (GEE) - All Months Double Butterfly
$175
Mo.05
Intra
10
Eurodollar (GEE) - All Months Double Butterfly
$100
Mo.06
Intra
11
Eurodollar (GEE) - All Months Double Butterfly
$50
Mo.07
Intra
12
Eurodollar (GEE) - All Months Double Butterfly
$100
Mo.08
Intra
13
Eurodollar (GEE) - All Months Double Butterfly
$200
Mo.09
Intra
14
Eurodollar (GEE) - All Months Double Butterfly
$25
Mo.10
Intra
15
Eurodollar (GEE) - All Months Double Butterfly
$25
Mo.11
Intra
16
Eurodollar (GEE) - All Months Double Butterfly
$25
Mo.12
Intra
17
Eurodollar (GEE) - All Months Double Butterfly
$75
Mo.13
Intra
18
Eurodollar (GEE) - All Months Double Butterfly
$125
Mo.04
Intra
19
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.06
Intra
20
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.07
Intra
21
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.08
Intra
22
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.09
Intra
23
Eurodollar (GEE) - 3 Month Double Butterfly
$50
Mo.10
Intra
24
Eurodollar (GEE) - 3 Month Double Butterfly
$75
Mo.04
Intra
25
Eurodollar (GEE) - 3 Month Double Butterfly
$75
Mo.05
Intra
26
Eurodollar (GEE) - 3 Month Double Butterfly
$75
Mo.03
Intra
27
Eurodollar (GEE) - 3 Month Double Butterfly
$75
Mo.02
Intra
28
Eurodollar (GEE) - All Months Double Butterfly
$75
Mo.03
Intra
29
Eurodollar (GEE) - 3 Month Double Butterfly
$100
Mo.01
Intra
30
Eurodollar (GEE) - All Months Double Butterfly
$125
Mo.02
Intra
31
Eurodollar (GEE) - All Months Double Butterfly
$125
Mo.01
Intra
32
Eurodollar (GEE) - All Months Double Condor
$50
Mo.16
Intra
33
Eurodollar (GEE) - All Months Double Condor
$50
Mo.14
Intra
34
Eurodollar (GEE) - All Months Double Condor
$50
Mo.15
Intra
35
Eurodollar (GEE) - All Months Double Condor
$50
Mo.13
Intra
36
Eurodollar (GEE) - All Months Double Condor
$25
Mo.05
Intra
37
Eurodollar (GEE) - All Months Double Condor
$25
Mo.06
Intra
38
Eurodollar (GEE) - All Months Double Condor
$25
Mo.07
Intra
39
Eurodollar (GEE) - All Months Double Condor
$25
Mo.08
Intra
40
Eurodollar (GEE) - All Months Double Condor
$25
Mo.09
Intra
41
Eurodollar (GEE) - All Months Double Condor
$25
Mo.10
Intra
42
Eurodollar (GEE) - All Months Double Condor
$25
Mo.11
Intra
43
Eurodollar (GEE) - All Months Double Condor
$50
Mo.12
Intra
44
Eurodollar (GEE) - All Months Double Condor
$50
Mo.04
Intra
45
Eurodollar (GEE) - All Months Double Condor
$50
Mo.02
Intra
46
Eurodollar (GEE) - All Months Double Condor
$50
Mo.03
Intra
47
Eurodollar (GEE) - All Months Double Condor
$50
Mo.01
Intra
48
Eurodollar (GEE) - All Months Butterfly
$75
Mo.17
Intra
49
Eurodollar (GEE) - All Months Condor
$75
Mo.17
Intra
50
Eurodollar (GEE) - All Months Butterfly
$75
Mo.18
Intra
51
Eurodollar (GEE) - 6 Month Butterfly
$50
Mo.14
Intra
52
Eurodollar (GEE) - 3 Month Butterfly
$25
Mo.15
Intra
53
Eurodollar (GEE) - All Months Condor
$25
Mo.16
Intra
54
Eurodollar (GEE) - All Months Butterfly
$25
Mo.16
Intra
55
Eurodollar (GEE) - 3 Month Butterfly
$25
Mo.16
Intra
56
Eurodollar (GEE) - All Months Condor
$75
Mo.15
Intra
57
Eurodollar (GEE) - 3 Month Condor
$50
Mo.11
Intra
58
Eurodollar (GEE) - 6 Month Butterfly
$150
Mo.11
Intra
59
Eurodollar (GEE) - 3 Month Condor
$150
Mo.12
Intra
60
Eurodollar (GEE) - 6 Month Butterfly
$150
Mo.12
Intra
61
Eurodollar (GEE) - 3 Month Butterfly
$25
Mo.13
Intra
62
Eurodollar (GEE) - 3 Month Condor
$100
Mo.13
Intra
63
Eurodollar (GEE) - 6 Month Butterfly
$50
Mo.13
Intra
64
Eurodollar (GEE) - All Months Condor
$25
Mo.14
Intra
65
Eurodollar (GEE) - 3 Month Butterfly
$25
Mo.14
Intra
66
Eurodollar (GEE) - 3 Month Condor
$100
Mo.14
Intra
67
Eurodollar (GEE) - All Months Butterfly
$25
Mo.15
Intra
68
Eurodollar (GEE) - 6 Month Condor
$150
Mo.09
Intra
69
Eurodollar (GEE) - 1 Year Butterfly
$250
Mo.09
Intra
70
Eurodollar (GEE) - 6 Month Condor
$250
Mo.10
Intra
71
Eurodollar (GEE) - 1 Year Butterfly
$250
Mo.10
Intra
72
Eurodollar (GEE) - 6 Month Condor
$200
Mo.11
Intra
73
Eurodollar (GEE) - 1 Year Butterfly
$250
Mo.11
Intra
74
Eurodollar (GEE) - 1 Year Butterfly
$250
Mo.12
Intra
75
Eurodollar (GEE) - 6 Month Condor
$200
Mo.08
Intra
76
Eurodollar (GEE) - 1 Year Condor
$300
Mo.08
Intra
77
Eurodollar (GEE) - All Months Butterfly
$75
Mo.10
Intra
78
Eurodollar (GEE) - All Months Butterfly
$25
Mo.11
Intra
79
Eurodollar (GEE) - All Months Butterfly
$25
Mo.12
Intra
80
Eurodollar (GEE) - All Months Butterfly
$75
Mo.13
Intra
81
Eurodollar (GEE) - All Months Butterfly
$75
Mo.14
Intra
82
Eurodollar (GEE) - All Months Butterfly
$50
Mo.05
Intra
83
Eurodollar (GEE) - All Months Butterfly
$50
Mo.06
Intra
84
Eurodollar (GEE) - All Months Butterfly
$25
Mo.07
Intra
85
Eurodollar (GEE) - All Months Condor
$125
Mo.07
Intra
86
Eurodollar (GEE) - All Months Condor
$75
Mo.08
Intra
87
Eurodollar (GEE) - All Months Butterfly
$25
Mo.08
Intra
88
Eurodollar (GEE) - All Months Butterfly
$75
Mo.09
Intra
89
Eurodollar (GEE) - All Months Condor
$100
Mo.09
Intra
90
Eurodollar (GEE) - All Months Condor
$25
Mo.10
Intra
91
Eurodollar (GEE) - All Months Condor
$75
Mo.11
Intra
92
Eurodollar (GEE) - All Months Condor
$25
Mo.12
Intra
93
Eurodollar (GEE) - All Months Condor
$75
Mo.13
Intra
94
Eurodollar (GEE) - All Months Condor
$75
Mo.05
Intra
95
Eurodollar (GEE) - All Months Condor
$25
Mo.06
Intra
96
Eurodollar (GEE) - All Months Condor
$25
Mo.04
Intra
97
Eurodollar (GEE) - All Months Butterfly
$25
Mo.04
Intra
98
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.05
Intra
99
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.06
Intra
100
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.07
Intra
101
Eurodollar (GEE) - 1 Year Condor
$300
Mo.07
Intra
102
Eurodollar (GEE) - 3 Month Condor
$200
Mo.08
Intra
103
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.08
Intra
104
Eurodollar (GEE) - 3 Month Condor
$100
Mo.09
Intra
105
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.09
Intra
106
Eurodollar (GEE) - 6 Month Butterfly
$100
Mo.09
Intra
107
Eurodollar (GEE) - 3 Month Condor
$150
Mo.10
Intra
108
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.10
Intra
109
Eurodollar (GEE) - 6 Month Butterfly
$100
Mo.10
Intra
110
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.11
Intra
111
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.12
Intra
112
Eurodollar (GEE) - 3 Month Butterfly
$50
Mo.04
Intra
113
Eurodollar (GEE) - 3 Month Butterfly
$50
Mo.03
Intra
114
Eurodollar (GEE) - 3 Month Condor
$250
Mo.05
Intra
115
Eurodollar (GEE) - 3 Month Condor
$250
Mo.06
Intra
116
Eurodollar (GEE) - 6 Month Butterfly
$150
Mo.06
Intra
117
Eurodollar (GEE) - 3 Month Condor
$250
Mo.07
Intra
118
Eurodollar (GEE) - 6 Month Butterfly
$200
Mo.07
Intra
119
Eurodollar (GEE) - 6 Month Butterfly
$200
Mo.08
Intra
120
Eurodollar (GEE) - 3 Month Condor
$200
Mo.03
Intra
121
Eurodollar (GEE) - 3 Month Condor
$200
Mo.04
Intra
122
Eurodollar (GEE) - 1 Year Condor
$350
Mo.06
Intra
123
Eurodollar (GEE) - 1 Year Butterfly
$250
Mo.08
Intra
124
Eurodollar (GEE) - 6 Month Butterfly
$200
Mo.02
Intra
125
Eurodollar (GEE) - 6 Month Butterfly
$200
Mo.03
Intra
126
Eurodollar (GEE) - 6 Month Butterfly
$200
Mo.04
Intra
127
Eurodollar (GEE) - 6 Month Butterfly
$150
Mo.05
Intra
128
Eurodollar (GEE) - 1 Year Condor
$500
Mo.05
Intra
129
Eurodollar (GEE) - 1 Year Butterfly
$300
Mo.06
Intra
130
Eurodollar (GEE) - 1 Year Butterfly
$300
Mo.07
Intra
131
Eurodollar (GEE) - 6 Month Condor
$300
Mo.03
Intra
132
Eurodollar (GEE) - 6 Month Condor
$350
Mo.04
Intra
133
Eurodollar (GEE) - 6 Month Condor
$300
Mo.05
Intra
134
Eurodollar (GEE) - 6 Month Condor
$350
Mo.06
Intra
135
Eurodollar (GEE) - 6 Month Condor
$200
Mo.07
Intra
136
Eurodollar (GEE) - 1 Year Butterfly
$250
Mo.01
Intra
137
Eurodollar (GEE) - All Months Condor
$50
Mo.02
Intra
138
Eurodollar (GEE) - 6 Month Condor
$250
Mo.02
Intra
139
Eurodollar (GEE) - 1 Year Butterfly
$300
Mo.02
Intra
140
Eurodollar (GEE) - All Months Condor
$25
Mo.03
Intra
141
Eurodollar (GEE) - All Months Butterfly
$25
Mo.03
Intra
142
Eurodollar (GEE) - 1 Year Butterfly
$300
Mo.03
Intra
143
Eurodollar (GEE) - 1 Year Butterfly
$300
Mo.04
Intra
144
Eurodollar (GEE) - 1 Year Butterfly
$350
Mo.05
Intra
145
Eurodollar (GEE) - 3 Month Butterfly
$100
Mo.02
Intra
146
Eurodollar (GEE) - 3 Month Butterfly
$150
Mo.01
Intra
147
Eurodollar (GEE) - 3 Month Condor
$200
Mo.01
Intra
148
Eurodollar (GEE) - 1 Year Condor
$450
Mo.01
Intra
149
Eurodollar (GEE) - 3 Month Condor
$75
Mo.02
Intra
150
Eurodollar (GEE) - 1 Year Condor
$500
Mo.02
Intra
151
Eurodollar (GEE) - 1 Year Condor
$500
Mo.03
Intra
152
Eurodollar (GEE) - 1 Year Condor
$500
Mo.04
Intra
153
Eurodollar (GEE) - 6 Month Butterfly
$250
Mo.01
Intra
154
Eurodollar (GEE) - All Months Condor
$50
Mo.01
Intra
155
Eurodollar (GEE) - All Months Butterfly
$100
Mo.01
Intra
156
Eurodollar (GEE) - 6 Month Condor
$250
Mo.01
Intra
157
Eurodollar (GEE) - All Months Butterfly
$50
Mo.02
Intra
158
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.13-14
Intra
159
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.14-15
Intra
160
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.15-16
Intra
161
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.16-17
Intra
162
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.17-18
Intra
163
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.18-19
Intra
164
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.19-20
Intra
165
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.20-21
Intra
166
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.21-22
Intra
167
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.22-23
Intra
168
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.23-24
Intra
169
Eurodollar (GEE) - All Months Consecutive Spread
$75
Mo.09-10
Intra
170
Eurodollar (GEE) - All Months Consecutive Spread
$75
Mo.10-11
Intra
171
Eurodollar (GEE) - All Months Consecutive Spread
$75
Mo.11-12
Intra
172
Eurodollar (GEE) - All Months Consecutive Spread
$75
Mo.12-13
Intra
173
Eurodollar (GEE) - All Months Consecutive Spread
$50
Mo.08-09
Intra
174
Eurodollar (GEE) - All Months Consecutive Spread
$200
Mo.01-02
Intra
175
Eurodollar (GEE) - All Months Consecutive Spread
$200
Mo.02-03
Intra
176
Eurodollar (GEE) - All Months Consecutive Spread
$200
Mo.03-04
Intra
177
Eurodollar (GEE) - All Months Consecutive Spread
$200
Mo.04-05
Intra
178
Eurodollar (GEE) - All Months Consecutive Spread
$200
Mo.05-06
Intra
179
Eurodollar (GEE) - All Months Consecutive Spread
$200
Mo.06-07
Intra
180
Eurodollar (GEE) - All Months Consecutive Spread
$200
Mo.07-08
Intra
1
Eurodollar (GEE) - Tier 6 vs. Tier 6
$75
Mo.21-24 vs. Mo.21-24
Intra
2
Eurodollar (GEE) - Tier 5 vs. Tier 6
$100
Mo.17-20 vs. Mo.21-24
Intra
3
Eurodollar (GEE) - Tier 4 vs. Tier 6
$250
Mo.13-16 vs. Mo.21-24
Intra
4
Eurodollar (GEE) - Tier 5 vs. Tier 5
$100
Mo.17-20 vs. Mo.17-20
Intra
5
Eurodollar (GEE) - Tier 4 vs. Tier 4
$150
Mo.13-16 vs. Mo.13-16
Intra
6
Eurodollar (GEE) - Tier 3 vs. Tier 6
$400
Mo.09-12 vs. Mo.21-24
Intra
7
Eurodollar (GEE) - Tier 3 vs. Tier 3
$300
Mo.09-12 vs. Mo.09-12
Intra
8
Eurodollar (GEE) - Tier 4 vs. Tier 5
$300
Mo.13-16 vs. Mo.17-20
Intra
9
Eurodollar (GEE) - Tier 3 vs. Tier 4
$450
Mo.09-12 vs. Mo.13-16
Intra
10
Eurodollar (GEE) - Tier 3 vs. Tier 5
$500
Mo.09-12 vs. Mo.17-20
Intra
11
Eurodollar (GEE) - Tier 1 vs. Tier 1
$200
Mo.01-04 vs. Mo.01-04
Intra
12
Eurodollar (GEE) - Tier 1 vs. Tier 6
$600
Mo.01-04 vs. Mo.21-24
Intra
13
Eurodollar (GEE) - Tier 2 vs. Tier 6
$550
Mo.05-08 vs. Mo.21-24
Intra
14
Eurodollar (GEE) - Tier 1 vs. Tier 3
$550
Mo.01-04 vs. Mo.09-12
Intra
15
Eurodollar (GEE) - Tier 2 vs. Tier 2
$350
Mo.05-08 vs. Mo.05-08
Intra
16
Eurodollar (GEE) - Tier 2 vs. Tier 3
$450
Mo.05-08 vs. Mo.09-12
Intra
17
Eurodollar (GEE) - Tier 1 vs. Tier 2
$350
Mo.01-04 vs. Mo.05-08
Intra
18
Eurodollar (GEE) - Tier 1 vs. Tier 4
$650
Mo.01-04 vs. Mo.13-16
Intra
19
Eurodollar (GEE) - Tier 1 vs. Tier 5
$650
Mo.01-04 vs. Mo.17-20
Intra
20
Eurodollar (GEE) - Tier 2 vs. Tier 4
$650
Mo.05-08 vs. Mo.13-16
Intra
21
Eurodollar (GEE) - Tier 2 vs. Tier 5
$650
Mo.05-08 vs. Mo.17-20
Intra
1
Treasury Bond (ZBE)
$200
N/A
Intra
1
5 Year Treasury Note (ZFE)
$125
N/A
Intra
1
10 Year Treasury Note (ZNE)
$150
N/A
Intra
1
2 Year Treasury Note (ZTE)
$100
N/A
Intra
1
Ultra Long Bond (ZUE)
$300
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 6
75%
2:5
Inter
3
U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 6
60%
1:5
Inter
4
10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 3
60%
2:5
Inter
5
10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 4
70%
2:5
Inter
6
10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 5
75%
2:5
Inter
7
U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 5
60%
1:5
Inter
8
U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 4
40%
1:5
Inter
9
U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 3
40%
1:5
Inter
10
10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 1
50%
2:5
Inter
11
10 Year Treasury Note (ZNE) vs. Eurodollar (GEE) Tier 2
50%
2:5
Inter
12
U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 1
40%
1:5
Inter
13
U.S. Treasury Bond (ZBE) vs. Eurodollar (GEE) Tier 2
40%
1:5
Inter
14
5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 6
70%
1:2
Inter
15
5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 4
70%
1:2
Inter
16
5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 5
70%
1:2
Inter
17
5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 3
70%
1:2
Inter
18
5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 2
70%
1:2
Inter
19
5 Year Treasury Note (ZFE) vs. Eurodollar (GEE) Tier 1
70%
1:2
Inter
20
10 Year Treasury Note (ZNE) vs. 2 Year Treasury Note (ZTE)
60%
1:2
Inter
21
5 Year Treasury Note (ZFE) vs. 2 Year Treasury Note (ZTE)
65%
5:6
Inter
22
2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 6
65%
2:3
Inter
23
2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 4
75%
2:3
Inter
24
2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 5
65%
2:3
Inter
25
2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 3
75%
2:3
Inter
26
2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 1
75%
2:3
Inter
27
2 Year Treasury Note (ZTE) vs. Eurodollar (GEE) Tier 2
75%
2:3
Inter
28
Ultra Long Bond (ZUE) vs. 2 Year Treasury Note (ZTE)
40%
1:3
Inter
29
U.S. Treasury Bond (ZBE) vs. 2 Year Treasury Note (ZTE)
40%
1:3
Note:
Calendar spread margin requirements may differ from the published amounts due to Scan Risk applied to spreads for products in which the months are configured into tiers. The difference in outright rates for each tier is applied in addition to the published rate.