CME will amend the contract specifications of the Feeder Cattle Futures contract commencing with the May 2019 contract month and beyond.  Additional information regarding these amendments may be found here.

Asset Class Navigation

Feeder Cattle Margins

Start Period End Period
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2018 01/2019 336 USD 30
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2021 08/2021 33,660 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0001 07/06/2021 07/06/2021 33,660 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0030 07/01/2021 08/09/2021 33,660 USD 0.07
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2019 09/2019 338 USD 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2019 03/2019 34 USD 30
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2018 11/2018 340 USD 0.001
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 06/2018 09/2019 3,400 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 06/2018 09/2019 3,400 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 09/2018 09/2019 3,400 USD 0.035
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2019 02/2020 346 USD 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2019 09/2019 347 EUR 30
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 350 USD 0.035
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 09/20/2019 06/22/2020 350 USD %
CME ERIS Standards ERIS 2-YR INT RATE SWAP SEC COUPON ZA9202 09/21/2018 12/20/2019 350 USD 0.04
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 11/2018 06/2019 350 EUR 0.001
CME ERIS Standards ERIS 20-YR INT RATE SWAP SEC COUPON ZD9220 03/19/2040 03/18/2041 3,500 USD 0.04
CME ERIS Standards ERIS 20-YR INT RATE SWAP SEC COUPON ZD9220 06/17/2041 09/21/2048 3,500 USD 4.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2020 03/2020 351 EUR 30.000%
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 06/21/2019 06/26/2020 3,530 GBP 0.05
CME FX EURO FX/JY FUTURE RY 06/2018 12/2019 355,000 JPY 0.03
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2021 01/2022 35,700 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0030 09/20/2021 09/20/2021 35,700 USD 0.07
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2019 02/2019 359 EUR 30.000%
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2N 08/2018 08/2018 359 EUR 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2019 10/2019 359 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2019 12/2019 360 USD 15.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2018 05/2021 360 USD 25.000%
CME ERIS Standards ERIS STANDARD 30Y INT RATE SWAP FUT ZD9130 12/19/2042 12/21/2048 3,600 USD %
CME ERIS Standards 30-YR INT RATE SWAP SEC COUPON ZD9230 09/21/2046 09/20/2049 3,600 USD 0.04
CME OTC FX EURADC FWD EURADC 03/25/2019 06/20/2019 3,600 EUR 0.05
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2020 10/2020 362 USD 30
CME INTEREST RATES 3-YR EURODOLLAR BUNDLE FUTURE BU3 06/2018 06/2018 3,640 USD 0.001
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2019 10/2019 365 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2021 04/2021 367 USD 30
CME OTC FX AUDJYC FWD AUDJYC 06/18/2018 06/28/2018 3,680 JPY 0.05
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 09/2018 12/2018 3,700 USD 0.035
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 09/2018 12/2018 3,700 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 06/2018 09/2019 3,700 USD 0.035
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 06/2018 09/2019 3,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 09/2018 09/2019 3,700 USD 0.035
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 09/2018 09/2019 3,700 USD 0.035
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2022 07/2022 37,145 USD 0.07
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2018 09/2018 374 USD 25.000%
CME OTC FX AUDJYC FWD AUDJYC 06/29/2018 07/20/2018 3,740 JPY 0.05
CME AGRICULTURE MLK MID FUTURES JQ 07/2018 10/2018 375 USD %
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2018 12/2018 375 USD 25.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2028 375 USD 0.035
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2018 02/2020 375 EUR 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 03/2020 03/2020 375 USD 30
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 09/2018 09/2019 375,000 JPY 0.08
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 09/2018 09/2019 375,000 JPY 0.08
CME ERIS Standards 30-YR INT RATE SWAP SEC COUPON ZD9230 12/20/2049 03/17/2051 3,800 USD 0.04
CME ERIS Standards 30-YR INT RATE SWAP SEC COUPON ZD9230 06/16/2051 09/20/2058 3,800 USD 4.000%
CME FX CZECH KORUNA FUTURES CZ 06/2018 12/2019 3,800 USD 0.04
CME OTC FX AUDJYC FWD AUDJYC 07/23/2018 08/17/2018 3,815 JPY 0.05
CME AGRICULTURE CASH CHEESE FUTURES CSC 06/2018 06/2018 385 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2020 03/2020 385 USD 15.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2018 12/2018 385 USD 0.011
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2020 04/2020 389 EUR 30.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2022 01/2023 38,930 USD 0.07
CME OTC FX AUDJYC FWD AUDJYC 08/20/2018 09/19/2018 3,900 JPY 0.05
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2020 06/2020 395 USD 15.000%
CME OTC FX AUDJYC FWD AUDJYC 09/20/2018 10/18/2018 3,980 JPY 0.05
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2020 04/2020 40 USD 30
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2018 05/2020 400 USD 15.000%
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 09/21/2020 12/21/2020 400 USD %
CME ERIS Standards ERIS 3-YR INT RATE SWAP ZB9103 03/18/2019 12/20/2021 400 USD %
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 12/2018 12/2018 400 USD 0.001
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 06/2018 09/2018 4,000 USD 0.04
CME FX AD/JY FUTURES AJ 06/2018 12/2019 400,000 JPY 0.02
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2023 06/2028 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 1 Z00001 02/03/2031 02/03/2031 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2 Z00002 02/03/2031 02/03/2031 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0038 10/17/2024 10/17/2024 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0039 09/19/2023 10/17/2024 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0040 09/19/2023 10/17/2024 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0001 05/24/2023 05/21/2025 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0002 05/24/2023 05/21/2025 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0003 07/17/2023 05/21/2025 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0004 07/17/2023 08/21/2023 40,035 USD 0.07
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 09/25/2023 04/11/2024 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 10+ YR ZD0030 08/05/2026 08/05/2041 40,035 USD 0.07
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 09/2018 09/2018 404 EUR 30
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2020 09/2020 405 USD 15.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 09/2018 09/2019 4,050 USD 0.06
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 06/2018 09/2019 4,050 USD 0.06
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 06/2018 09/2019 4,050 USD 0.06
CME OTC FX AUDJYC FWD AUDJYC 10/19/2018 11/19/2018 4,060 JPY 0.05
CME INTEREST RATES 3-YR EURODOLLAR BUNDLE FUTURE BU3 09/2018 09/2018 4,065 USD 0.001
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2020 10/2020 408 USD 25.000%
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0N 08/2018 08/2018 411 GBP 25.000%
CME OTC FX AUDJYC FWD AUDJYC 11/20/2018 12/19/2018 4,140 JPY 0.05
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2020 03/2021 415 USD 15.000%
CME FX BPSF FUTURE BF 06/2018 12/2019 4,200 CHF 0.05
CME FX ISRAELI SHEKEL FUTURES IS 06/2018 12/2019 4,200 USD 0.04
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2020 03/2020 424 USD 30
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 06/2021 425 USD 15.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2021 04/2021 426 EUR 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2023 06/2028 430 USD 15.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2019 03/2019 4,354 USD 25.000%
CME INTEREST RATES 3-YR EURODOLLAR BUNDLE FUTURE BU3 12/2018 12/2018 4,355 USD 0.001
CME OTC FX AUDJYC FWD AUDJYC 12/20/2018 03/22/2019 4,365 JPY 0.05
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2021 06/2023 440 USD 15.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2020 04/2020 440 USD 30.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2020 10/2020 447 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2021 03/2021 448 USD 30
CME AGRICULTURE CLASS IV MILK FUTURE DK 06/2018 06/2018 450 USD 0.05
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2018 10/2018 450 USD 25.000%
CME ERIS Standards ERIS 2-YR INT RATE SWAP SEC COUPON ZA9202 03/23/2020 09/20/2030 450 USD 0.04
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 09/17/2019 06/17/2020 450 USD %
CME ERIS Standards 5 YEAR INVOICE SWAP MARCH ZB9903 05/29/2020 06/30/2022 450 USD 0.04
CME ERIS Standards 5 YEAR INVOICE SWAP JUNE ZB9906 08/28/2020 09/30/2022 450 USD 0.04
CME ERIS Standards 5 YEAR INVOICE SWAP SEP ZB9909 11/30/2020 12/30/2022 450 USD 0.04
CME ERIS Standards 5 YEAR INVOICE SWAP DEC ZB9912 02/26/2021 03/31/2022 450 USD 0.04
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 09/2019 06/2021 450 EUR 0.001
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2019 04/2019 450 EUR 30.000%
CME FX CD/JY FUTURES CY 06/2018 12/2019 450,000 JPY 0.02
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2019 10/2019 451 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2019 02/2020 453 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2020 02/2021 455 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2021 04/2021 46 USD 30
CME OTC FX AUDJYC FWD AUDJYC 03/25/2019 06/20/2019 4,600 JPY 0.05
CME OTC FX EURADC FWD EURADC 06/21/2019 06/24/2020 4,630 EUR 0.05
CME WEATHER ATLANTA HDD FUTURE H1 02/2019 02/2019 465 USD 30
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2018 05/2021 47 USD 25.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 06/2018 12/2018 4,700 USD 0.09
CME FX SKR/USD CROSS RATE FUTURES SE 06/2018 12/2019 4,700 USD 0.02
CME FX NKR/USD FUTURES UN 06/2018 12/2019 4,700 USD 0.02
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2020 03/2020 471 GBP 30
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2019 06/2019 475 USD 0.011
CME FX BPJY FUTURE BY 06/2018 12/2019 475,000 JPY 0.02
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 06/2018 06/2018 481 EUR 30
CME AGRICULTURE CLASS III MILK FUTURES DA 11/2018 05/2020 485 USD %
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2019 03/2019 485 GBP 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2019 04/2019 490 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2018 04/2020 492 USD 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2019 02/2019 493 GBP 30
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2018 08/2018 4,930 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 08/20/2018 08/29/2018 4,930 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 08/28/2018 08/29/2018 4,930 USD 0.07
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 02/2019 02/2019 494 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2020 02/2021 495 USD 30
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 07/2018 05/2023 500 USD %
CME ERIS Standards ERIS 3-YR INT RATE SWAP SEC ZB9203 09/23/2019 03/22/2021 500 USD 0.04
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 09/2021 06/2022 500 EUR 0.001
CME WEATHER ATLANTA HDD FUTURE H1 04/2021 04/2021 500 USD 30
CME FX U.S. DOLLAR TURKISH LIRA FUTURES TRY 06/2018 12/2019 50,000 TRY 0.02
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2018 01/2019 502 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2019 02/2020 509 GBP 30
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2019 09/2019 51 USD 25.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2020 04/2020 514 GBP 30
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 09/2018 06/2019 5,200 USD 0.045
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 07/2018 06/2021 520,000 JPY 0.08
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2020 02/2021 527 EUR 30.000%
CME WEATHER LONDON CDD MONTHLY FUTURES G0 09/2018 09/2018 532 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 10/2019 10/2019 534 GBP 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2018 01/2019 545 USD 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2019 09/2019 546 GBP 30
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2020 08/2020 546 USD 30.000%
CME ERIS Standards ERIS 4-YR INT RATE SWAP ZB9104 03/16/2020 12/19/2022 550 USD %
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 09/2022 06/2028 550 EUR 0.001
CME OTC FX AUDJYC FWD AUDJYC 06/21/2019 06/24/2020 5,500 JPY 0.05
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 08/2018 08/2018 551 EUR 30
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2019 03/2020 555 USD 0.011
CME WEATHER ATLANTA HDD FUTURE H1 10/2019 02/2020 560 USD 30
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2018 09/2018 5,600 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2018 12/2018 5,600 USD 30.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2019 09/2019 5,600 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2018 09/2018 5,600 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2018 12/2018 5,600 USD 30.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2019 09/2019 5,600 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2018 09/2018 5,600 USD 40.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2018 12/2018 5,600 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2019 09/2019 5,600 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2018 09/2018 5,600 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2018 12/2018 5,600 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2019 09/2019 5,600 USD 25.000%
CME WEATHER ATLANTA HDD FUTURE H1 03/2019 03/2019 565 USD 30
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2019 10/2019 570 USD 25.000%
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 06/2018 05/2023 575 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2021 04/2021 576 GBP 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2021 03/2021 576 USD 30
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2018 09/2018 5,800 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 12/2018 09/2019 5,800 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2018 09/2018 5,800 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 12/2018 09/2019 5,800 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2018 09/2018 5,800 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 12/2018 09/2019 5,800 USD 30.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2018 09/2018 5,865 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 09/10/2018 09/28/2018 5,865 USD 0.07
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2020 03/2021 595 USD 0.011
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 07/2018 07/2018 597 EUR 30
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2018 08/2018 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 10/2018 10/2018 600 USD 25.000%
CME WEATHER ATLANTA HDD FUTURE H1 03/2021 03/2021 605 USD 30
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2020 07/2020 609 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 03/2023 615 USD 0.011
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2019 10/2019 62 USD 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2018 09/2018 621 USD 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2019 04/2019 634 GBP 30
CME ERIS Standards ERIS 4-YR INT RATE SWAP SEC ZB9204 09/21/2020 03/21/2022 650 USD 0.04
CME FX SFJY FUTURES SJ 06/2018 12/2019 650,000 JPY 0.02
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 06/2018 06/2020 66,000 ZAR 0.07
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2020 09/2020 666 USD 25.000%
CME WEATHER LONDON CDD MONTHLY FUTURES G0 06/2018 06/2018 668 GBP 30
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2018 08/2018 669 USD 25.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 06/2018 06/2018 675 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2019 08/2019 676 USD 25.000%
CME OTC FX USD/CHF NY FIXING FWD USDSFN 06/18/2018 06/28/2018 6,850 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 06/29/2018 07/20/2018 6,860 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 07/23/2018 08/17/2018 6,870 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 08/20/2018 09/20/2018 6,875 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 09/21/2018 10/18/2018 6,885 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 10/19/2018 11/21/2018 6,895 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 11/22/2018 12/20/2018 6,900 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 12/21/2018 03/22/2019 6,925 CHF 0.05
CME OTC FX USD/CHF NY FIXING FWD USDSFN 03/25/2019 06/20/2019 6,950 CHF 0.05
CME AGRICULTURE CASH CHEESE FUTURES CSC 07/2018 10/2018 700 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 11/2018 05/2020 700 USD 0.025
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 08/2018 08/2018 700 USD 25.000%
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 09/16/2020 12/19/2023 700 USD %
CME ERIS Standards ERIS 3-YR INT RATE SWAP SEC ZB9203 06/21/2021 12/19/2022 700 USD 0.04
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2019 02/2019 700 GBP 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2020 03/2020 700 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2019 02/2019 702 USD 30.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2018 06/2018 706 USD 25.000%
CME OTC FX USD/CHF NY FIXING FWD USDSFN 06/21/2019 06/26/2020 7,100 CHF 0.05
CME WEATHER NEW YORK HDD FUTURE H4 04/2020 04/2020 711 USD 30.000%
CME INTEREST RATES 5-YR EURODOLLAR BUNDLE FUTURE BU5 06/2018 06/2018 7,145 USD 0.002
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 09/21/2021 03/21/2023 715 USD 0.04
CME WEATHER LONDON CDD MONTHLY FUTURES G0 08/2018 08/2018 722 GBP 30
CME AGRICULTURE CME DRY WHEY FUTURES DY 06/2018 06/2018 725 USD 0.065
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2018 08/2018 729 USD 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2019 04/2019 74 USD 30
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2020 07/2020 747 USD 25.000%
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 08/2018 11/2022 749 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 08/2018 11/2022 749 USD 0.01
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2021 04/2021 749 USD 30
CME AGRICULTURE CLASS III MILK FUTURES DA 07/2018 10/2018 750 USD %
CME AGRICULTURE CLASS IV MILK FUTURE DK 07/2018 10/2018 750 USD 0.03
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 06/2018 09/2018 750 USD 0.04
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 09/2018 09/2019 7,500 USD 0.035
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 09/2018 09/2019 7,500 USD 0.035
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 06/2018 09/2019 7,500 USD 0.035
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2020 09/2020 754 USD 30
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2018 09/2018 758 USD 25.000%
CME INTEREST RATES 5-YR EURODOLLAR BUNDLE FUTURE BU5 09/2018 09/2018 7,585 USD 0.002
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2021 03/2021 76 USD 30
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2019 09/2019 76 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2020 04/2020 77 USD 30
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2018 08/2018 773 USD 250
CME WEATHER CINCINNATI HDD FUTURE H3 10/2018 01/2019 780 USD 30.000%
CME INTEREST RATES 5-YR EURODOLLAR BUNDLE FUTURE BU5 12/2018 12/2018 7,865 USD 0.002
CME WEATHER LONDON CDD MONTHLY FUTURES G0 07/2018 07/2018 787 GBP 30
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2018 10/2018 7,905 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 10/01/2018 10/25/2018 7,905 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 10/09/2018 10/22/2018 7,905 USD 0.07
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2020 08/2020 792 USD 25.000%
CME AGRICULTURE GSCI ER FUTURES GA 06/2018 10/2018 800 USD 0.04
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 08/2018 08/2018 800 USD 25.000%
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 06/20/2023 12/18/2024 800 USD 0.04
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 08/2018 11/2022 800 USD 0.01
CME WEATHER CINCINNATI HDD FUTURE H3 10/2019 02/2020 801 USD 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2020 02/2021 802 GBP 30
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2019 08/2019 807 USD 25.000%
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2K 09/2018 09/2018 812 EUR 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2018 05/2021 82 USD 30.000%
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0K 09/2018 09/2018 820 GBP 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2020 09/2020 820 USD 30.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2018 08/2018 824 USD 25.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 07/2018 07/2018 825 USD 0.065
CME WEATHER CINCINNATI HDD FUTURE H3 04/2019 04/2019 825 USD 30.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2019 08/2019 834 USD 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2020 07/2020 843 USD 30
CME EQUITY INDEX E-MINI NIFTY 50 INDEX FUTURES II 06/2018 06/2018 850 USD 0.035
CME ERIS Standards ERIS 3-YR INT RATE SWAP SEC ZB9203 03/20/2023 09/22/2031 850 USD 0.04
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 09/2018 09/2019 8,500 USD 0.05
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 06/2018 09/2019 8,500 USD 0.05
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 09/2018 12/2018 8,500 USD 0.05
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2018 09/2018 857 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2020 08/2020 863 USD 30
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2018 08/2018 864 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 04/2020 04/2020 870 USD 30
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2020 08/2020 890 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2019 10/2019 9 USD 25.000%
CME ERIS Standards ERIS 4-YR INT RATE SWAP SEC ZB9204 06/20/2022 12/18/2023 900 USD 0.04
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 03/18/2025 09/20/2033 900 USD 0.04
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2020 07/2020 900 USD 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2018 08/2018 905 USD 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2019 08/2019 908 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2020 08/2020 913 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2018 09/2018 916 USD 25.000%
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2019 02/2019 921 USD 250
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2020 09/2020 934 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2020 08/2020 935 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2020 03/2020 945 USD 30.000%
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2019 02/2019 948 USD 250
CME AGRICULTURE CASH BUTTER FUTURES CB 06/2018 06/2018 950 USD 0.04
CME FX E-MICRO USD/CNH FUTURES MNH 06/2018 06/2019 950 CNH 0.08
CME FX USD/CNH FUTURES CNH 06/2018 06/2019 9,500 CNH 0.08
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2020 01/2021 951 USD 30
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2018 09/2018 951 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2018 06/2018 956 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2020 06/2020 956 USD 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2020 03/2020 96 USD 30
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2020 07/2020 961 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2019 02/2019 963 USD 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2019 02/2019 968 EUR 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2020 07/2020 973 USD 30.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 03/2019 05/2020 975 USD 0.018
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2019 02/2019 979 USD 30
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 08/2018 11/2022 999 USD 0.01
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2020 07/2020 999 USD 25.000%