Common mode filtering for three DC lines
If +5 V and -5 V are regulated outputs of 1 or 2 DC/DC converters than I would use a CMF on the power supply input line.
If not, then you need two CMF. The first between +5 V and GND. The second between -5 V and GND.
If your design is committed to high production volume, then I suggest you to find a Taiwanese manufacturer and buy directly from them.
Cost of 1 Ampere CMF toroidal ring.
0.19 USD @3k parts for small toroidal rings.
0.39 USD @3k for large toroidal rings.