Initial margin requirements for all products are set at 110% of the maintenance rate. For more details, please click here.

Outrights/Vol Scans for Margins

Start Period End Period
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0005 07/17/2023 07/17/2023 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0029 02/05/2024 02/05/2024 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0030 07/30/2018 07/30/2018 11,305 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0030 09/25/2023 04/11/2024 40,035 USD 0.07
CME ERIS Flex 10 YEAR INVOICE SWAP MARCH ZC9903 10/31/2022 11/16/2026 1,400 USD 0.04
CME ERIS Flex 10 YEAR INVOICE SWAP JUNE ZC9906 12/30/2022 02/16/2027 1,400 USD 0.04
CME ERIS Flex 10 YEAR INVOICE SWAP SEP ZC9909 04/28/2023 05/17/2027 1,400 USD 0.04
CME ERIS Flex 10 YEAR INVOICE SWAP DEC ZC9912 08/15/2023 08/17/2026 1,400 USD 0.04
CME ERIS Flex 30 YEAR INVOICE SWAP MARCH ZD9903 02/15/2036 11/16/2043 2,400 USD 0.04
CME ERIS Flex 30 YEAR INVOICE SWAP JUNE ZD9906 02/15/2036 11/16/2043 2,400 USD 0.04
CME ERIS Flex 30 YEAR INVOICE SWAP SEP ZD9909 02/15/2036 11/16/2043 2,400 USD 0.04
CME ERIS Flex 30 YEAR INVOICE SWAP DEC ZD9912 02/15/2036 08/17/2043 2,400 USD 0.04
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 06/19/2017 03/16/2018 250 USD %
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 06/15/2018 03/15/2019 400 USD %
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 06/21/2019 09/20/2019 450 USD %
CME ERIS Standards ERIS 2-YR INT RATE SWAP SEC COUPON ZA9202 09/21/2018 12/20/2019 400 USD 0.04
CME ERIS Standards ERIS 2-YR INT RATE SWAP SEC COUPON ZA9202 03/23/2020 06/18/2029 500 USD 0.04
CME ERIS Standards ERIS 3-YR INT RATE SWAP ZB9103 03/18/2019 09/21/2020 500 USD %
CME ERIS Standards ERIS 4-YR INT RATE SWAP ZB9104 03/16/2020 09/20/2021 650 USD %
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 12/19/2017 09/18/2018 360 USD %
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 12/18/2018 09/17/2019 500 USD %
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 12/17/2019 09/20/2022 950 USD %
CME ERIS Standards ERIS 3-YR INT RATE SWAP SEC ZB9203 09/23/2019 03/22/2021 600 USD 0.04
CME ERIS Standards ERIS 3-YR INT RATE SWAP SEC ZB9203 06/21/2021 12/19/2022 800 USD 0.04
CME ERIS Standards ERIS 3-YR INT RATE SWAP SEC ZB9203 03/20/2023 06/17/2030 950 USD 0.04
CME ERIS Standards ERIS 4-YR INT RATE SWAP SEC ZB9204 09/21/2020 03/21/2022 750 USD 0.04
CME ERIS Standards ERIS 4-YR INT RATE SWAP SEC ZB9204 06/20/2022 12/18/2023 1,100 USD 0.04
CME ERIS Standards ERIS 4-YR INT RATE SWAP SEC ZB9204 03/18/2024 06/16/2031 1,400 USD 0.04
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 09/21/2021 03/21/2023 990 USD 0.04
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 06/20/2023 12/18/2024 1,080 USD 0.04
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 03/18/2025 06/16/2032 1,200 USD 0.04
CME ERIS Standards ERIS 7-YR INT RATE SWAP ZC9107 12/18/2020 09/17/2021 1,000 USD %
CME ERIS Standards ERIS 7-YR INT RATE SWAP ZC9107 12/17/2021 09/16/2022 1,150 USD %
CME ERIS Standards ERIS 7-YR INT RATE SWAP ZC9107 12/16/2022 09/20/2024 1,250 USD %
CME ERIS Standards ERIS STANDARD 10Y INT RATE SWAP FUT ZC9110 12/19/2022 09/18/2023 1,450 USD %
CME ERIS Standards ERIS STANDARD 10Y INT RATE SWAP FUT ZC9110 12/18/2023 09/17/2024 1,700 USD %
CME ERIS Standards ERIS STANDARD 10Y INT RATE SWAP FUT ZC9110 12/17/2024 09/20/2027 1,950 USD %
CME ERIS Standards ERIS 7-YR INT RATE SWAP (SECONDARY) ZC9207 09/21/2023 12/20/2024 1,400 USD 0.04
CME ERIS Standards ERIS 7-YR INT RATE SWAP (SECONDARY) ZC9207 03/21/2025 09/18/2026 1,500 USD 0.04
CME ERIS Standards ERIS 7-YR INT RATE SWAP (SECONDARY) ZC9207 12/18/2026 06/16/2034 1,600 USD 0.04
CME ERIS Standards 10-YR INT RATE SWAP SEC COUPON ZC9210 09/21/2026 12/20/2027 2,000 USD 0.04
CME ERIS Standards 10-YR INT RATE SWAP SEC COUPON ZC9210 03/21/2028 09/18/2029 2,100 USD 0.04
CME ERIS Standards 10-YR INT RATE SWAP SEC COUPON ZC9210 12/18/2029 06/16/2037 2,200 USD 0.04
CME ERIS Standards ERIS 12-YR INT RATE SWAP ZD9112 03/16/2028 09/20/2029 1,950 USD %
CME ERIS Standards ERIS 15-YR INT RATE SWAP ZD9115 03/17/2031 09/20/2032 2,350 USD %
CME ERIS Standards ERIS 20-YR INT RATE SWAP ZD9120 03/17/2036 09/21/2037 3,300 USD %
CME ERIS Standards ERIS STANDARD 30Y INT RATE SWAP FUT ZD9130 12/19/2042 09/20/2047 5,100 USD %
CME ERIS Standards ERIS 12-YR INT RATE SWAP SEC COUPON ZD9212 09/21/2028 03/21/2030 2,050 USD 0.04
CME ERIS Standards ERIS 12-YR INT RATE SWAP SEC COUPON ZD9212 06/20/2030 12/18/2031 2,250 USD 0.04
CME ERIS Standards ERIS 12-YR INT RATE SWAP SEC COUPON ZD9212 03/18/2032 06/16/2039 2,450 USD 0.04
CME ERIS Standards ERIS 15-YR INT RATE SWAP SEC COUPON ZD9215 09/22/2031 03/21/2033 2,450 USD 0.04
CME ERIS Standards ERIS 15-YR INT RATE SWAP SEC COUPON ZD9215 06/20/2033 12/18/2034 2,650 USD 0.04
CME ERIS Standards ERIS 15-YR INT RATE SWAP SEC COUPON ZD9215 03/19/2035 06/16/2042 2,850 USD 0.04
CME ERIS Standards ERIS 20-YR INT RATE SWAP SEC COUPON ZD9220 09/22/2036 03/22/2038 3,500 USD 0.04
CME ERIS Standards ERIS 20-YR INT RATE SWAP SEC COUPON ZD9220 06/21/2038 12/19/2039 3,650 USD 0.04
CME ERIS Standards ERIS 20-YR INT RATE SWAP SEC COUPON ZD9220 03/19/2040 03/18/2041 3,800 USD 0.04
CME ERIS Standards ERIS 20-YR INT RATE SWAP SEC COUPON ZD9220 06/17/2041 06/17/2047 3,800 USD 4.000%
CME ERIS Standards 30-YR INT RATE SWAP SEC COUPON ZD9230 09/21/2046 12/20/2047 5,000 USD 0.04
CME ERIS Standards 30-YR INT RATE SWAP SEC COUPON ZD9230 03/23/2048 09/20/2049 5,100 USD 0.04
CME ERIS Standards 30-YR INT RATE SWAP SEC COUPON ZD9230 12/20/2049 03/17/2051 5,200 USD 0.04
CME ERIS Standards 30-YR INT RATE SWAP SEC COUPON ZD9230 06/16/2051 06/18/2057 5,200 USD 4.000%
CME FX EUR/USD 1MO REALIZED VOL. FUT 16E 06/2017 08/2017 2,600 USD 0.04
CME FX EUR/USD 3MO REALIZED VOL. FUT 36E 06/2017 12/2017 2,500 USD 0.05
CME FX AD/CD FUTURES AC 06/2017 09/2018 3,150 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 06/2017 03/2022 1,500 USD 0.015
CME FX AD/JY FUTURES AJ 06/2017 09/2018 475,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 06/2017 09/2018 3,600 NZD 0.02
CME FX CME BLOOMBERG DOLLAR SPOT INDEX FUT BDI 06/2017 03/2018 1,500 USD 0.05
CME FX BPSF FUTURE BF 06/2017 09/2018 5,300 CHF 0.05
CME FX BRITISH POUND FUTURES BP 06/2017 03/2022 2,400 USD 0.025
CME FX BRAZILIAN REAL FUTURES BR 06/2017 05/2018 1,950 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 06/2018 05/2019 2,050 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 06/2019 05/2022 2,300 USD 0.04
CME FX BPJY FUTURE BY 06/2017 09/2018 650,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 06/2017 03/2022 1,050 USD 0.015
CME FX EC/AD CROSS RATE FUTURES CA 06/2017 09/2018 3,500 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 06/2017 09/2018 4,000 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 06/2017 03/2019 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 06/2017 03/2019 2,000 USD 0.07
CME FX EC/NKR FUTURES CN 06/2017 09/2018 20,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 06/2017 05/2018 14,000 CNH 0.08
CME FX USD/CNH FUTURES CNH 06/2018 06/2020 17,500 CNH 0.08
CME FX CD/JY FUTURES CY 06/2017 09/2018 450,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 06/2017 09/2018 3,400 USD 0.04
CME FX SWISS FRANC FUTURES E1 06/2017 06/2017 3,125 USD 0.025
CME FX SWISS FRANC FUTURES E1 09/2017 03/2022 3,125 USD 0.02
CME FX E-MINI EURO FX FUTURE E7 06/2017 06/2017 1,250 USD 0.03
CME FX E-MINI EURO FX FUTURE E7 09/2017 09/2017 1,250 USD 0.025
CME FX EURO FUTURE EC 06/2017 06/2017 2,500 USD 0.03
CME FX EURO FUTURE EC 07/2017 03/2022 2,500 USD 0.025
CME FX HUNGARIAN FORINT (USD) FUTURES FR 06/2017 09/2018 2,800 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 06/2017 09/2018 3,700 USD 0.04
CME FX JAPANESE YEN FUTURES J1 06/2017 06/2017 3,000 USD 0.03
CME FX JAPANESE YEN FUTURES J1 07/2017 03/2022 3,000 USD 0.02
CME FX E-MINI J-YEN FUTURE J7 06/2017 06/2017 1,500 USD 0.03
CME FX E-MINI J-YEN FUTURE J7 09/2017 09/2017 1,500 USD 0.02
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 06/2017 09/2018 1,400 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 06/2017 09/2018 20,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 06/2017 12/2018 3,100 USD 0.04
CME FX E-MICRO AUD/USD FUTURES M6A 06/2017 09/2017 150 USD 0.015
CME FX E-MICRO GBP/USD FUTURES M6B 06/2017 09/2017 240 USD 0.025
CME FX E-MICRO EUR/USD FUTURES M6E 06/2017 06/2017 250 USD 0.03
CME FX E-MICRO EUR/USD FUTURES M6E 09/2017 09/2017 250 USD 0.025
CME FX E-MICRO CAD/USD FUTURES MCD 06/2017 09/2017 105 USD 0.015
CME FX E-MICRO INR/USD FUTURE MIR 05/2017 04/2018 240 USD 0.08
CME FX E-MICRO JPY/USD MJY 06/2017 06/2017 300 USD 0.03
CME FX E-MICRO JPY/USD MJY 09/2017 09/2017 300 USD 0.02
CME FX E-MICRO USD/CNH FUTURES MNH 06/2017 05/2018 1,400 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 06/2017 10/2017 1,350 USD 0.06
CME FX MEXICAN PESO FUTURES MP 11/2017 12/2018 1,350 USD 0.04
CME FX E-MICRO CHF/USD FUTURES MSF 06/2017 06/2017 312 USD 0.025
CME FX E-MICRO CHF/USD FUTURES MSF 09/2017 09/2017 312 USD 0.02
CME FX NEW ZEALAND FUTURES NE 06/2017 09/2018 1,400 USD 0.03
CME FX POLISH ZLOTY FUTURES PZ 06/2017 09/2018 3,000 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 06/2017 09/2018 1,100 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 06/2017 06/2019 1,700 USD 0.04
CME FX EURO FX/SF FUTURES RF 06/2017 09/2018 2,500 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 06/2017 06/2020 2,500 USD 0.04
CME FX EURORENMINBI FUTURE RME 06/2017 12/2018 4,300 EUR 0.03
CME FX EURO FX/BP FUTURE RP 06/2017 09/2018 2,700 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2017 05/2018 2,400 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2018 03/2019 3,000 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2019 03/2022 4,000 USD 0.06
CME FX EURO FX/JY FUTURE RY 06/2017 09/2018 475,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 06/2017 09/2018 5,100 USD 0.02
CME FX INR/USD FUTURE SIR 05/2017 03/2019 1,200 USD 0.08
CME FX SFJY FUTURES SJ 06/2017 09/2018 820,000 JPY 0.02
CME FX EURO/TURKISH LIRA FUTURES TRE 06/2017 09/2018 16,500 TRY 0.02
CME FX U.S. DOLLAR TURKISH LIRA FUTURES TRY 06/2017 09/2018 25,500 TRY 0.02
CME FX NKR/USD FUTURES UN 06/2017 09/2018 5,200 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 06/2017 09/2018 1,500 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 06/2017 06/2019 62,000 ZAR 0.07
CME INTEREST RATES 2-YR EURODOLLAR BUNDLE FUTURE BU2 06/2017 06/2017 2,460 USD 0.001
CME INTEREST RATES 2-YR EURODOLLAR BUNDLE FUTURE BU2 09/2017 09/2017 2,700 USD 0.001
CME INTEREST RATES 3-YR EURODOLLAR BUNDLE FUTURE BU3 06/2017 06/2017 4,330 USD 0.001
CME INTEREST RATES 3-YR EURODOLLAR BUNDLE FUTURE BU3 09/2017 09/2017 4,635 USD 0.001
CME INTEREST RATES 5-YR EURODOLLAR BUNDLE FUTURE BU5 06/2017 06/2017 8,440 USD 0.002
CME INTEREST RATES 5-YR EURODOLLAR BUNDLE FUTURE BU5 09/2017 09/2017 8,760 USD 0.002
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 06/2017 09/2017 300 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 10/2017 03/2018 350 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 06/2018 03/2020 450 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 06/2020 03/2021 500 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 06/2021 03/2027 550 EUR 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2017 08/2017 200 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2017 11/2017 250 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2017 12/2017 275 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2018 03/2018 310 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2018 06/2018 325 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2018 09/2018 345 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2018 12/2018 365 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2019 03/2019 390 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2019 06/2019 440 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2019 09/2019 460 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2019 12/2019 480 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2020 03/2020 490 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2020 12/2020 505 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2021 03/2021 515 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 03/2027 520 USD 0.001
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 06/2017 09/2017 230 USD 0.03
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 10/2017 05/2018 340 USD 0.03
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2017 06/2017 290 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2017 09/2017 270 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2017 12/2017 265 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2018 03/2018 250 USD 10.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 05/2017 11/2021 1,250 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 05/2017 11/2021 749 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 05/2017 11/2021 999 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 05/2017 11/2021 749 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 05/2017 11/2021 1,499 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 05/2017 11/2021 1,000 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 05/2017 11/2021 1,499 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 05/2017 11/2021 800 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 05/2017 11/2021 1,499 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 05/2017 11/2021 1,499 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 05/2017 11/2021 1,000 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2017 04/2020 514 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2017 02/2020 509 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2018 03/2018 488 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2018 04/2018 497 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2018 01/2019 502 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2019 02/2019 493 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2019 03/2019 485 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2019 04/2019 634 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2020 03/2020 471 GBP 30
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0X 03/2018 03/2018 1,023 GBP 25.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2018 02/2018 669 GBP 25.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2017 04/2020 389 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2017 12/2017 367 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2018 02/2018 368 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2018 03/2018 386 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2018 04/2018 445 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2018 02/2020 375 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2019 02/2019 359 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2019 03/2019 314 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2019 04/2019 450 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2020 03/2020 351 EUR 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2X 03/2018 03/2018 1,487 EUR 25.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2018 02/2018 976 EUR 25.000%
CME WEATHER LONDON CDD MONTHLY FUTURES G0 05/2017 05/2017 520 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 06/2017 06/2017 668 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 07/2017 07/2017 787 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 08/2017 08/2017 722 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 09/2017 09/2017 532 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 10/2017 04/2020 300 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2018 09/2018 563 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 10/2018 10/2018 545 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2019 09/2019 546 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 10/2019 10/2019 534 GBP 30
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0K 09/2017 09/2017 784 GBP 25.000%
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0N 08/2017 08/2018 411 GBP 25.000%
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 05/2017 05/2017 380 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 06/2017 06/2017 481 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 07/2017 07/2017 597 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 08/2017 08/2017 551 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 09/2017 09/2017 404 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 10/2017 04/2020 243 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2018 09/2018 365 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 10/2018 10/2019 322 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2019 09/2019 347 EUR 30
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2K 09/2017 09/2017 773 EUR 25.000%
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2N 08/2017 08/2018 359 EUR 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2017 02/2018 112 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 01/2018 01/2018 114 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2018 03/2018 52 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2018 04/2018 58 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2018 02/2019 108 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2019 03/2019 34 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2019 04/2019 74 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2019 02/2020 106 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2020 03/2020 96 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2020 04/2020 40 USD 30
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0X 03/2018 03/2018 1,333 USD 250
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2018 02/2018 1,102 USD 250
CME WEATHER ATLANTA HDD FUTURE H1 10/2017 12/2017 600 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 01/2018 01/2018 595 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2018 02/2018 590 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2018 03/2018 295 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2018 04/2018 285 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2018 01/2019 545 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2019 02/2019 465 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2019 03/2019 565 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2019 04/2019 490 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2019 02/2020 560 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2020 03/2020 375 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2020 04/2020 250 USD 30
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1X 03/2018 03/2018 1,606 USD 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2018 02/2018 1,133 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2017 12/2017 1,112 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 01/2018 02/2018 1,119 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2018 03/2018 1,064 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2018 04/2018 1,126 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2018 01/2019 1,133 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2019 02/2019 1,025 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2019 03/2019 1,366 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2019 04/2019 1,258 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2019 02/2020 1,172 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2020 03/2020 1,071 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2020 04/2020 773 USD 30
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2X 03/2018 03/2018 2,483 USD 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2018 02/2018 1,747 USD 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2017 11/2017 788 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2017 12/2017 715 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2018 02/2018 783 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2018 03/2018 674 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2018 04/2018 741 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2018 01/2019 780 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2019 02/2019 702 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2019 03/2019 1,053 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2019 04/2019 825 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2019 02/2020 801 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2020 03/2020 700 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2020 04/2020 440 USD 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2018 03/2018 2,424 USD 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2018 02/2018 1,641 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2017 12/2017 987 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2018 02/2018 1,014 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2018 03/2018 1,062 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2018 04/2018 1,056 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2018 01/2019 1,023 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2019 02/2019 963 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2019 03/2019 1,194 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2019 04/2019 1,083 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2019 02/2020 1,047 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2020 03/2020 945 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2020 04/2020 711 USD 30.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4X 03/2018 03/2018 1,454 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2018 02/2018 955 USD 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2017 02/2019 312 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 01/2018 02/2018 332 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2018 03/2018 164 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2018 04/2018 288 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2018 01/2019 336 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2019 03/2019 183 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2019 04/2019 144 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2019 02/2020 346 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2020 03/2020 231 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2020 04/2020 77 USD 30
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2018 03/2018 1,323 USD 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2018 02/2018 1,101 USD 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2017 04/2020 24 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2017 12/2017 2,050 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2018 01/2018 2,048 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2018 02/2018 2,019 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2018 03/2018 1,922 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2018 04/2018 964 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2018 01/2019 1,095 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2019 02/2019 979 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2019 03/2019 1,275 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2019 04/2019 1,084 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2019 02/2020 1,130 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2020 03/2020 1,048 USD 30
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2018 03/2018 3,697 USD 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2018 02/2018 2,576 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2017 02/2018 520 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2018 03/2018 437 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2018 04/2018 336 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2018 04/2020 492 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 02/2019 02/2019 494 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2019 03/2019 276 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2019 04/2019 221 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2019 02/2020 453 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2020 03/2020 424 USD 30
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSX 03/2018 03/2018 1,347 USD 250
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2018 02/2018 979 USD 250
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2017 05/2017 336 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2017 06/2017 693 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2017 07/2017 858 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2017 08/2017 795 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2017 04/2020 552 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2017 10/2017 288 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2018 09/2018 174 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2018 10/2018 275 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2019 09/2019 193 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2019 10/2019 265 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2017 09/2017 1,549 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2017 08/2019 807 USD 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 05/2017 05/2017 359 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2017 06/2017 680 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2017 07/2017 796 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2017 08/2017 775 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2017 04/2020 482 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2017 10/2017 181 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2018 09/2018 122 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2018 10/2018 82 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2019 09/2019 111 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2019 10/2019 258 USD 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2017 09/2017 1,854 USD 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2017 08/2019 1,074 USD 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2017 05/2017 228 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2017 06/2017 700 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2017 07/2017 1,178 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2017 08/2017 992 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2017 04/2020 399 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2017 10/2017 12 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2018 09/2018 65 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2018 10/2018 4 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2019 09/2019 50 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2019 10/2019 84 USD 30.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2017 09/2017 1,840 USD 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2017 08/2019 1,320 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 05/2017 05/2017 400 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 06/2017 06/2017 1,012 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 07/2017 07/2017 1,404 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2017 08/2017 1,328 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2017 04/2020 608 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2017 10/2017 48 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2018 09/2018 96 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2018 10/2018 64 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2019 09/2019 88 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2019 10/2019 228 USD 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2017 09/2017 1,379 USD 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2017 08/2019 908 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2017 05/2017 332 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 06/2017 06/2017 1,020 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2017 07/2017 1,788 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2017 08/2017 1,600 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2017 04/2020 796 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2017 10/2017 92 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2018 09/2018 136 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2018 10/2018 56 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2019 09/2019 124 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2019 10/2019 192 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2017 09/2017 1,384 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2017 08/2017 1,012 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2019 08/2019 834 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 05/2017 05/2017 618 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 06/2017 06/2017 1,092 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 07/2017 07/2017 1,350 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2017 08/2017 1,384 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2017 04/2020 900 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2017 10/2017 440 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2018 09/2018 332 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2018 10/2018 400 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2019 09/2019 338 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2019 10/2019 570 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2017 09/2017 2,138 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2017 08/2019 1,072 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 05/2017 05/2017 210 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2017 06/2017 752 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2017 07/2017 1,336 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 08/2017 08/2017 1,046 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2017 09/2017 370 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2017 04/2020 47 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2018 09/2018 63 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2018 10/2018 30 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2019 09/2019 51 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2019 10/2019 9 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2017 09/2017 1,539 USD 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2017 08/2019 1,006 USD 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2017 05/2017 269 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 06/2017 06/2017 746 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 07/2017 07/2017 1,095 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2017 08/2017 1,002 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2017 04/2020 727 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2017 10/2017 394 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2018 09/2018 135 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2018 10/2018 493 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2019 09/2019 192 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2019 10/2019 45 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSK 09/2017 09/2017 1,319 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2017 08/2019 676 USD 25.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 05/2017 08/2017 1,800 USD 0.06
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 09/2017 12/2018 1,800 USD 0.03
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 05/2017 05/2017 160 USD 0.1
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 06/2017 04/2018 160 USD 0.04
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 05/2018 12/2019 200 USD 0.03
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 05/2017 04/2018 1,750 USD 0.06
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 05/2017 04/2018 1,750 USD 0.06
CMX METALS ALUMINUM FUTURES ALI 05/2017 09/2017 1,750 USD 0.06
CMX METALS ALUMINUM FUTURES ALI 10/2017 04/2022 1,750 USD 0.03
CMX METALS ALUMINUM MW TRANS PREM PLATTS SWAPS AUP 05/2017 05/2017 63 USD 0.04
CMX METALS ALUMINUM MW TRANS PREM PLATTS SWAPS AUP 06/2017 01/2019 310 USD 0.04
CMX METALS ALUMINUM MW TRANS PREM PLATTS SWAPS AUP 02/2019 04/2022 390 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 05/2017 12/2019 190 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 05/24/2017 07/22/2027 48 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 05/24/2017 05/25/2027 48 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 05/2017 07/2017 4,200 USD 0.035
CMX METALS COMEX 100 GOLD FUTURES GC 08/2017 10/2017 4,200 USD 0.03
CMX METALS COMEX 100 GOLD FUTURES GC 12/2017 02/2018 4,200 USD 0.02
CMX METALS COMEX 100 GOLD FUTURES GC 04/2018 12/2022 4,200 USD 0.015
CMX METALS GOLD KILO FUTURES GCK 06/2017 10/2017 1,351 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 12/2017 02/2018 1,351 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 04/2018 04/2018 1,351 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 06/2017 06/2017 4,200 USD 0.035
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 06/2017 07/2017 3,060 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 05/23/2017 05/26/2017 4,200 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 06/2017 07/2017 1,450 USD 0.038
CMX METALS COMEX COPPER FUTURES HG 05/2017 06/2017 2,750 USD 0.048
CMX METALS COMEX COPPER FUTURES HG 07/2017 09/2017 2,750 USD 0.045
CMX METALS COMEX COPPER FUTURES HG 10/2017 12/2017 2,750 USD 0.035
CMX METALS COMEX COPPER FUTURES HG 01/2018 03/2022 2,750 USD 0.02
CMX METALS COPPER SPOT TAS HG0 05/2017 05/2017 2,750 USD 0.048
CMX METALS COMEX COPPER SWAP FUTURES HGS 05/2017 05/2017 250 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 06/2017 08/2017 2,750 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 09/2017 11/2017 2,750 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2017 03/2019 2,750 USD 0.02
CMX METALS COPPER TAS HGT 07/2017 09/2017 2,750 USD 0.045
CMX METALS LEAD FUTURES LED 05/2017 06/2017 2,900 USD 0.07
CMX METALS LEAD FUTURES LED 07/2017 08/2017 2,900 USD 0.04
CMX METALS LEAD FUTURES LED 09/2017 11/2017 2,900 USD 0.03
CMX METALS LEAD FUTURES LED 12/2017 04/2018 2,900 USD 0.02
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 05/24/2017 06/30/2017 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 07/03/2017 05/26/2022 2 USD 0.03
CMX METALS 10 TROY OZ GOLD FUTURES MGC 06/2017 06/2017 420 USD 0.035
CMX METALS 10 TROY OZ GOLD FUTURES MGC 08/2017 10/2017 420 USD 0.03
CMX METALS 10 TROY OZ GOLD FUTURES MGC 12/2017 02/2018 420 USD 0.02
CMX METALS 10 TROY OZ GOLD FUTURES MGC 04/2018 02/2019 420 USD 0.015
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 05/2017 05/2017 175 USD 0.1
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 06/2017 01/2018 175 USD 0.04
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 02/2018 12/2019 175 USD 0.03
CMX METALS E-MINI COPPER FUTURES QC 06/2017 06/2017 1,375 USD 0.048
CMX METALS E-MINI COPPER FUTURES QC 07/2017 09/2017 1,375 USD 0.045
CMX METALS E-MINI COPPER FUTURES QC 10/2017 12/2017 1,375 USD 0.035
CMX METALS E-MINI COPPER FUTURES QC 01/2018 03/2022 1,375 USD 0.02
CMX METALS COMEX MINY SILVER FUTURES QI 07/2017 07/2017 2,500 USD 0.048
CMX METALS COMEX MINY SILVER FUTURES QI 09/2017 12/2017 2,500 USD 0.04
CMX METALS COMEX MINY SILVER FUTURES QI 01/2018 03/2018 2,500 USD 0.025
CMX METALS COMEX MINY SILVER FUTURES QI 05/2018 03/2019 2,500 USD 0.02
CMX METALS E-MINI GOLD FUTURES QO 06/2017 06/2017 2,100 USD 0.035
CMX METALS E-MINI GOLD FUTURES QO 08/2017 10/2017 2,100 USD 0.03
CMX METALS E-MINI GOLD FUTURES QO 12/2017 02/2018 2,100 USD 0.02
CMX METALS E-MINI GOLD FUTURES QO 04/2018 02/2019 2,100 USD 0.015
CMX METALS COMEX 5000 SILVER FUTURES SI 05/2017 07/2017 5,000 USD 0.048
CMX METALS COMEX 5000 SILVER FUTURES SI 09/2017 12/2017 5,000 USD 0.04
CMX METALS COMEX 5000 SILVER FUTURES SI 01/2018 03/2018 5,000 USD 0.025
CMX METALS COMEX 5000 SILVER FUTURES SI 05/2018 12/2021 5,000 USD 0.02
CMX METALS 1000 OZ SILVER FUTURES SIL 05/2017 07/2017 1,000 USD 0.048
CMX METALS 1000 OZ SILVER FUTURES SIL 09/2017 12/2017 1,000 USD 0.04
CMX METALS 1000 OZ SILVER FUTURES SIL 01/2018 03/2018 1,000 USD 0.025
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 07/2017 07/2017 5,000 USD 0.048
CMX METALS SYNTHETIC PLATINUM SPL 05/2017 06/2017 2,400 USD 0.05
CMX METALS SYNTHETIC PLATINUM SPL 07/2017 07/2018 2,400 USD 0.03
CMX METALS LONDON SPOT SILVER FUTURES SSP 05/23/2017 05/26/2017 5,000 USD 0.05
CMX METALS ZINC FUTURES ZNC 05/2017 09/2017 3,600 USD 0.07
CMX METALS ZINC FUTURES ZNC 10/2017 11/2017 3,600 USD 0.04
CMX METALS ZINC FUTURES ZNC 12/2017 04/2018 3,600 USD 0.03
NYM AGRICULTURE NYMEX COCOA CJ 07/2017 03/2019 1,800 USD 0.03
NYM AGRICULTURE NYMEX COFFEE KT 07/2017 03/2019 2,750 USD 0.03
NYM AGRICULTURE NYMEX COTTON TT 07/2017 07/2017 1,500 USD %
NYM AGRICULTURE NYMEX COTTON TT 10/2017 05/2019 1,400 USD %

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

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Contacts

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