Intra-Commodity Rates for CME Interest Rate Futures Created by PBIS system
CME SPAN® Minimum Performance Bond Requirements
(SPAN refers to Standard Portfolio Analysis of Risk Performance bond system)
Back to Performance Bond Main
Revised 06/12/2008. An * before the rate type indicates the rate is new since the last revision on 06/11/2008
CME Interest Rate Futures -- Intra-Commodity Rates (Exchange Minimums)
    Initial Maintenance
10 Year Swap (CME) (S0) - ALL MONTHS
Spec $270 $200
Hedge/Member $200 $200
13 Week U.S.T-Bill (TB) - All Months
Spec $405 $300
Hedge/Member $300 $300
2 Year Swap (CME) (S2) - ALL MONTHS
Spec $878 $650
Hedge/Member $650 $650
5 Year Swap (CME) (S5) - ALL MONTHS
Spec $1,350 $1,000
Hedge/Member $1,000 $1,000
CME Eurozone HICP Inflation Index (HC) - All Months
Spec EUR1,250 EUR1,000
Hedge/Member EUR1,000 EUR1,000
CME Lehman Brothers US Aggregate Index (LBA) - All Months
Spec $68 $50
Hedge/Member $50 $50
CPI (CU) - All Months
Spec $875 $700
Hedge/Member $700 $700
E-Mini 5-Yr Eurodollar Bundle (E5B) - All Months
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Butterfly [Mo. 1] b1
Spec $270 $200
Hedge/Member $200 $200
Eurodollar (ED) - All Months Butterfly [Mo. 2]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly [Mo. 3]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly [Mo.4]
Spec $68 $50
Spec $135 $100
Hedge/Member $50 $50
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly [Mo.5]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly [Mo.6]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly [Mo.7]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly [Mo.8]
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months Butterfly [Mo.9]
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months Butterfly [Mos.10-Subsequent]
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo. 1] b2
Spec $473 $350
Hedge/Member $350 $350
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.2] b2
Spec $270 $200
Hedge/Member $200 $200
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.3]
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.4]
Spec $236 $175
Hedge/Member $175 $175
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.5]
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.6]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.7]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.8]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly Skip-1 [Mo.9]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly skip-1 [Mos.10-14]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly Skip-1 [Mos.15-Subsequent]
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.1] b3
Spec $608 $450
Hedge/Member $450 $450
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.2] b3
Spec $540 $400
Hedge/Member $400 $400
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.3] b3
Spec $405 $300
Hedge/Member $300 $300
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.4]
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.5]
Spec $236 $175
Hedge/Member $175 $175
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.6]
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.7]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.8]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly Skip-2 [Mo.9]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly Skip-2 [Mos.10]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly Skip-2 [Mos.11-17]
Spec $68 $50
Hedge/Member $75 $75
Eurodollar (ED) - All Months Butterfly Skip-2 [Mos.18-Subsequent]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.1] b4
Spec $743 $550
Hedge/Member $550 $550
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.2] b4
Spec $675 $500
Hedge/Member $500 $500
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.3] b4
Spec $540 $400
Hedge/Member $400 $400
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.4]
Spec $405 $300
Hedge/Member $300 $300
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.5] b4
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.6]
Spec $236 $175
Hedge/Member $175 $175
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.7]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.8]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Butterfly Skip-3 [Mo.9]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Butterfly Skip-3 [Mos.10-13]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Butterfly Skip-3 [Mos.14-20]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Butterfly Skip-3 [Mos.21-Subsequent]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Condor [Mo.1] c1
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months Condor [Mo.2]
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Condor [Mo.3] c1
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Condor [Mo.4]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor [Mo.5]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor [Mo.6]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor [Mo.7]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Condor [Mo.8]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Condor [Mo.9]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Condor [Mos.10]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Condor [Mos.11-Subsequent] c1
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months Condor Skip-1 [Mo.1] c2
Spec $473 $350
Hedge/Member $350 $350
Eurodollar (ED) - All Months Condor Skip-1 [Mo.2] c2
Spec $405 $300
Hedge/Member $300 $300
Eurodollar (ED) - All Months Condor Skip-1 [Mo.3]
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months Condor Skip-1 [Mo.4]
Spec $270 $200
Hedge/Member $200 $200
Eurodollar (ED) - All Months Condor Skip-1 [Mo.5] c2
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Condor Skip-1 [Mo.6]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Condor Skip-1 [Mo.7]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-1 [Mo.8]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-1 [Mo.9]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-1 [Mos.10]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-1 [Mos.11]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-1 [Mos.12-16]
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months Condor Skip-1 [Mos.17-Subsequent]
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months Condor Skip-2 [Mo.1] c3
Spec $675 $500
Hedge/Member $500 $500
Eurodollar (ED) - All Months Condor Skip-2 [Mo.2] c3
Spec $608 $450
Hedge/Member $450 $450
Eurodollar (ED) - All Months Condor Skip-2 [Mo.3]
Spec $473 $350
Hedge/Member $350 $350
Eurodollar (ED) - All Months Condor Skip-2 [Mo.4]
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months Condor Skip-2 [Mo.5]
Spec $270 $200
Hedge/Member $200 $200
Eurodollar (ED) - All Months Condor Skip-2 [Mo.6]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Condor Skip-2 [Mo.7]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Condor Skip-2 [Mo.8]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Condor Skip-2 [Mo.9]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Condor Skip-2 [Mos.10]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Condor Skip-2 [Mos.11-14]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-2 [Mos.15]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Condor Skip-2 [Mos.16-Subsequent]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Condor Skip-3 [Mo.1] c4
Spec $810 $600
Hedge/Member $600 $600
Eurodollar (ED) - All Months Condor Skip-3 [Mo.2] c4
Spec $608 $450
Hedge/Member $450 $450
Eurodollar (ED) - All Months Condor Skip-3 [Mo.3]
Spec $473 $350
Hedge/Member $350 $350
Eurodollar (ED) - All Months Condor Skip-3 [Mo.4]
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months Condor Skip-3 [Mo.5]
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Condor Skip-3 [Mo.6]
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Condor Skip-3 [Mo.7]
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Condor Skip-3 [Mo.8]
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months Condor Skip-3 [Mo.9]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Condor Skip-3 [Mos.10]
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months Condor Skip-3 [Mos.11-12]
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months Condor Skip-3 [Mos.13]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-3 [Mos.14]
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-3 [Mos.15-20] c4
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Condor Skip-3 [Mos.21-Subsequent]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months Consecutive Spread [Mo. 1-8] cn*
Spec $270 $200
Hedge/Member $200 $200
Eurodollar (ED) - All Months Consecutive Spread [Mo. 9-12] cn*
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months Consecutive Spread [Mos. 13-43] cn*
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months ED Double Butterfly [Mo.1] b5
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months ED Double Butterfly [Mo.2] b5
Spec $203 $150
Hedge/Member $150 $150
Eurodollar (ED) - All Months ED Double Butterfly [Mo.3] b5
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months ED Double Butterfly [Mo.4] b5
Spec $135 $100
Hedge/Member $100 $100
Eurodollar (ED) - All Months ED Double Butterfly [Mo.5] b5
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Butterfly [Mo.6] b5
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months ED Double Butterfly [Mo.7] b5
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months ED Double Butterfly [Mo.8] b5
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months ED Double Butterfly [Mo.9-19]
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months ED Double Butterfly [Mos.20-Subsequent]
Spec $34 $25
Hedge/Member $25 $25
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.1] b6
Spec $473 $350
Hedge/Member $350 $350
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.2] b6
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.3] b6
Spec $236 $175
Hedge/Member $175 $175
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.4] b6
Spec $236 $175
Hedge/Member $175 $175
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.5] b6
Spec $236 $175
Hedge/Member $175 $175
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.6] b6
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.7] b6
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.8] b6
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mo.9] b6
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Butterfly Skip-1 [Mos.10-Subsequent] b6
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Condor (Mo.1)
Spec $338 $250
Hedge/Member $250 $250
Eurodollar (ED) - All Months ED Double Condor (Mo.2)
Spec $169 $125
Hedge/Member $125 $125
Eurodollar (ED) - All Months ED Double Condor (Mo.3)
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Condor (Mo.4)
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Condor (Mo.5)
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Condor (Mo.6)
Spec $101 $75
Hedge/Member $75 $75
Eurodollar (ED) - All Months ED Double Condor (Mo.7)
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - All Months ED Double Condor (Mo.8-Subsequent)
Spec $68 $50
Hedge/Member $50 $50
Eurodollar (ED) - Tier 1 vs. Tier 1 [mth 01-04 vs. mth 01-04 ] t
Intra-Commodity Spread - Spec $338 $250
Intra-Commodity Spread - Hedge $250 $250
Intra-Commodity Spread - Member $250 $250
Eurodollar (ED) - Tier 1 vs. Tier 2 [mth 01-04 vs. mth 05-08 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 3 [mth 01-04 vs. mth 09-12 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 4 [mth 01-04 vs. mth 13-16 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 5 [mth 01-04 vs. mth 17-20 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 6 [mth 01-04 vs. mth 21-24 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 7 [mth 01-04 vs. mth 25-28 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 8 [mth 01-04 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 9 [mth 01-04 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 10 [mth 01-04 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 1 vs. Tier 11 [mth 01-04 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 2 vs. Tier 2 [mth 05-08 vs. mth 05-08 ] t
Intra-Commodity Spread - Spec $405 $300
Intra-Commodity Spread - Hedge $300 $300
Intra-Commodity Spread - Member $300 $300
Eurodollar (ED) - Tier 2 vs. Tier 3 [mth 05-08 vs. mth 09-12 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 2 vs. Tier 4 [mth 05-08 vs. mth 13-16 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 2 vs. Tier 5 [mth 05-08 vs. mth 17-20 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 2 vs. Tier 6 [mth 05-08 vs. mth 21-24 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 2 vs. Tier 7 [mth 05-08 vs. mth 25-28 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 2 vs. Tier 8 [mth 05-08 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 2 vs. Tier 9 [mth 05-08 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 2 vs. Tier 10 [mth 05-08 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 2 vs. Tier 11 [mth 05-08 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 3 vs. Tier 3 [mth 09-12 vs. mth 09-12 ] t
Intra-Commodity Spread - Spec $203 $150
Intra-Commodity Spread - Hedge $150 $150
Intra-Commodity Spread - Member $150 $150
Eurodollar (ED) - Tier 3 vs. Tier 4 [mth 09-12 vs. mth 13-16 ] t
Intra-Commodity Spread - Spec $338 $250
Intra-Commodity Spread - Hedge $250 $250
Intra-Commodity Spread - Member $250 $250
Eurodollar (ED) - Tier 3 vs. Tier 5 [mth 09-12 vs. mth 17-20 ] t
Intra-Commodity Spread - Spec $473 $350
Intra-Commodity Spread - Hedge $350 $350
Intra-Commodity Spread - Member $350 $350
Eurodollar (ED) - Tier 3 vs. Tier 6 [mth 09-12 vs. mth 21-24 ] t
Intra-Commodity Spread - Spec $473 $350
Intra-Commodity Spread - Hedge $350 $350
Intra-Commodity Spread - Member $350 $350
Eurodollar (ED) - Tier 3 vs. Tier 7 [mth 09-12 vs. mth 25-28 ] t
Intra-Commodity Spread - Spec $540 $400
Intra-Commodity Spread - Hedge $400 $400
Intra-Commodity Spread - Member $400 $400
Eurodollar (ED) - Tier 3 vs. Tier 8 [mth 09-12 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 3 vs. Tier 9 [mth 09-12 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 3 vs. Tier 10 [mth 09-12 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 3 vs. Tier 11 [mth 09-12 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 4 vs. Tier 4 [mth 13-16 vs. mth 13-16 ] t
Intra-Commodity Spread - Spec $203 $150
Intra-Commodity Spread - Hedge $150 $150
Intra-Commodity Spread - Member $150 $150
Eurodollar (ED) - Tier 4 vs. Tier 5 [mth 13-16 vs. mth 17-20 ] t
Intra-Commodity Spread - Spec $338 $250
Intra-Commodity Spread - Hedge $250 $250
Intra-Commodity Spread - Member $250 $250
Eurodollar (ED) - Tier 4 vs. Tier 6 [mth 13-16 vs. mth 21-24 ] t
Intra-Commodity Spread - Spec $473 $350
Intra-Commodity Spread - Hedge $350 $350
Intra-Commodity Spread - Member $350 $350
Eurodollar (ED) - Tier 4 vs. Tier 7 [mth 13-16 vs. mth 25-28 ] t
Intra-Commodity Spread - Spec $473 $350
Intra-Commodity Spread - Hedge $350 $350
Intra-Commodity Spread - Member $350 $350
Eurodollar (ED) - Tier 4 vs. Tier 8 [mth 13-16 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $473 $350
Intra-Commodity Spread - Hedge $350 $350
Intra-Commodity Spread - Member $350 $350
Eurodollar (ED) - Tier 4 vs. Tier 9 [mth 13-16 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $540 $400
Intra-Commodity Spread - Hedge $400 $400
Intra-Commodity Spread - Member $400 $400
Eurodollar (ED) - Tier 4 vs. Tier 10 [mth 13-16 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $608 $450
Intra-Commodity Spread - Hedge $450 $450
Intra-Commodity Spread - Member $450 $450
Eurodollar (ED) - Tier 4 vs. Tier 11 [mth 13-16 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $675 $500
Intra-Commodity Spread - Hedge $500 $500
Intra-Commodity Spread - Member $500 $500
Eurodollar (ED) - Tier 5 vs. Tier 5 [mth 17-20 vs. mth 17-20 ] t
Intra-Commodity Spread - Spec $101 $75
Intra-Commodity Spread - Hedge $75 $75
Intra-Commodity Spread - Member $75 $75
Eurodollar (ED) - Tier 5 vs. Tier 6 [mth 17-20 vs. mth 21-24 ] t
Intra-Commodity Spread - Spec $203 $150
Intra-Commodity Spread - Hedge $150 $150
Intra-Commodity Spread - Member $150 $150
Eurodollar (ED) - Tier 5 vs. Tier 7 [mth 17-20 vs. mth 25-28 ] t
Intra-Commodity Spread - Spec $270 $200
Intra-Commodity Spread - Hedge $200 $200
Intra-Commodity Spread - Member $200 $200
Eurodollar (ED) - Tier 5 vs. Tier 8 [mth 17-20 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $338 $250
Intra-Commodity Spread - Hedge $250 $250
Intra-Commodity Spread - Member $250 $250
Eurodollar (ED) - Tier 5 vs. Tier 9 [mth 17-20 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $405 $300
Intra-Commodity Spread - Hedge $300 $300
Intra-Commodity Spread - Member $300 $300
Eurodollar (ED) - Tier 5 vs. Tier 10 [mth 17-20 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $405 $300
Intra-Commodity Spread - Hedge $300 $300
Intra-Commodity Spread - Member $300 $300
Eurodollar (ED) - Tier 5 vs. Tier 11 [mth 17-20 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $473 $350
Intra-Commodity Spread - Hedge $350 $350
Intra-Commodity Spread - Member $350 $350
Eurodollar (ED) - Tier 6 vs. Tier 6 [mth 21-24 vs. mth 21-24 ] t
Intra-Commodity Spread - Spec $101 $75
Intra-Commodity Spread - Hedge $75 $75
Intra-Commodity Spread - Member $75 $75
Eurodollar (ED) - Tier 6 vs. Tier 7 [mth 21-24 vs. mth 25-28 ] t
Intra-Commodity Spread - Spec $169 $125
Intra-Commodity Spread - Hedge $125 $125
Intra-Commodity Spread - Member $125 $125
Eurodollar (ED) - Tier 6 vs. Tier 8 [mth 21-24 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $203 $150
Intra-Commodity Spread - Hedge $150 $150
Intra-Commodity Spread - Member $150 $150
Eurodollar (ED) - Tier 6 vs. Tier 9 [mth 21-24 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $270 $200
Intra-Commodity Spread - Hedge $200 $200
Intra-Commodity Spread - Member $200 $200
Eurodollar (ED) - Tier 6 vs. Tier 10 [mth 21-24 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $338 $250
Intra-Commodity Spread - Hedge $250 $250
Intra-Commodity Spread - Member $250 $250
Eurodollar (ED) - Tier 6 vs. Tier 11 [mth 21-24 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $405 $300
Intra-Commodity Spread - Hedge $300 $300
Intra-Commodity Spread - Member $300 $300
Eurodollar (ED) - Tier 7 vs. Tier 7 [mth 25-28 vs. mth 25-28 ] t
Intra-Commodity Spread - Spec $68 $50
Intra-Commodity Spread - Hedge $50 $50
Intra-Commodity Spread - Member $50 $50
Eurodollar (ED) - Tier 7 vs. Tier 8 [mth 25-28 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $135 $100
Intra-Commodity Spread - Hedge $100 $100
Intra-Commodity Spread - Member $100 $100
Eurodollar (ED) - Tier 7 vs. Tier 9 [mth 25-28 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $203 $150
Intra-Commodity Spread - Hedge $150 $150
Intra-Commodity Spread - Member $150 $150
Eurodollar (ED) - Tier 7 vs. Tier 10 [mth 25-28 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $270 $200
Intra-Commodity Spread - Hedge $200 $200
Intra-Commodity Spread - Member $200 $200
Eurodollar (ED) - Tier 7 vs. Tier 11 [mth 25-28 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $338 $250
Intra-Commodity Spread - Hedge $250 $250
Intra-Commodity Spread - Member $250 $250
Eurodollar (ED) - Tier 8 vs. Tier 8 [mth 29-32 vs. mth 29-32 ] t
Intra-Commodity Spread - Spec $68 $50
Intra-Commodity Spread - Hedge $50 $50
Intra-Commodity Spread - Member $50 $50
Eurodollar (ED) - Tier 8 vs. Tier 9 [mth 29-32 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $135 $100
Intra-Commodity Spread - Hedge $100 $100
Intra-Commodity Spread - Member $100 $100
Eurodollar (ED) - Tier 8 vs. Tier 10 [mth 29-32 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $203 $150
Intra-Commodity Spread - Hedge $150 $150
Intra-Commodity Spread - Member $150 $150
Eurodollar (ED) - Tier 8 vs. Tier 11 [mth 29-32 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $270 $200
Intra-Commodity Spread - Hedge $200 $200
Intra-Commodity Spread - Member $200 $200
Eurodollar (ED) - Tier 9 vs. Tier 9 [mth 33-36 vs. mth 33-36 ] t
Intra-Commodity Spread - Spec $68 $50
Intra-Commodity Spread - Hedge $50 $50
Intra-Commodity Spread - Member $50 $50
Eurodollar (ED) - Tier 9 vs. Tier 10 [mth 33-36 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $135 $100
Intra-Commodity Spread - Hedge $100 $100
Intra-Commodity Spread - Member $100 $100
Eurodollar (ED) - Tier 9 vs. Tier 11 [mth 33-36 vs. mth 41-44 ] t
Intra-Commodity Spread - Spec $203 $150
Intra-Commodity Spread - Hedge $150 $150
Intra-Commodity Spread - Member $150 $150
Eurodollar (ED) - Tier 10 vs. Tier 10 [mth 37-40 vs. mth 37-40 ] t
Intra-Commodity Spread - Spec $68 $50