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Japanese Yen Margins

Start Period End Period
CME AGRICULTURE LIVE CATTLE FUTURES 48 12/2016 12/2016 1,800 USD 0.09
CME AGRICULTURE LIVE CATTLE FUTURES 48 02/2017 02/2018 1,800 USD 0.03
CME AGRICULTURE FEEDER CATTLE FUTURES 62 01/2017 01/2017 3,375 USD 0.04
CME AGRICULTURE FEEDER CATTLE FUTURES 62 03/2017 11/2017 3,375 USD 0.045
CME AGRICULTURE CASH BUTTER FUTURES CB 11/2016 03/2017 2,200 USD 0.06
CME AGRICULTURE CASH BUTTER FUTURES CB 04/2017 11/2018 2,200 USD 0.035
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 12/2016 12/2016 833 USD %
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 01/2017 11/2021 750 USD %
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 11/2016 11/2021 1,000 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2016 12/2016 600 USD 0.07
CME AGRICULTURE CASH CHEESE FUTURES CSC 01/2017 04/2017 1,500 USD 0.04
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2017 11/2018 850 USD 0.04
CME AGRICULTURE CLASS III MILK FUTURES DA 11/2016 12/2016 600 USD 0.06
CME AGRICULTURE CLASS III MILK FUTURES DA 01/2017 04/2017 1,300 USD 0.04
CME AGRICULTURE CLASS III MILK FUTURES DA 05/2017 11/2018 700 USD 0.03
CME AGRICULTURE CLASS IV MILK FUTURE DK 11/2016 12/2016 850 USD 0.06
CME AGRICULTURE CLASS IV MILK FUTURE DK 01/2017 04/2017 1,200 USD 0.045
CME AGRICULTURE CLASS IV MILK FUTURE DK 05/2017 11/2018 1,300 USD 0.045
CME AGRICULTURE CME DRY WHEY FUTURES DY 11/2016 01/2017 800 USD 0.09
CME AGRICULTURE CME DRY WHEY FUTURES DY 02/2017 11/2018 1,100 USD 0.06
CME AGRICULTURE GSCI ER FUTURES GA 12/2016 03/2017 1,999 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 01/2017 01/2017 3,375 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 03/2017 03/2017 3,375 USD 0.045
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 12/2016 02/2017 6,999 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2016 04/2017 1,200 USD 0.04
CME AGRICULTURE MLK MID FUTURES JQ 11/2016 12/2016 300 USD 0.06
CME AGRICULTURE MLK MID FUTURES JQ 01/2017 04/2017 650 USD 0.04
CME AGRICULTURE MLK MID FUTURES JQ 05/2017 11/2018 350 USD 0.03
CME AGRICULTURE LUMBER110 FUTURES LB 11/2016 01/2018 1,400 USD 0.07
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 12/2016 12/2016 1,800 USD 0.09
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 02/2017 04/2017 1,800 USD 0.03
CME AGRICULTURE LEAN HOG FUTURES LN 12/2016 04/2018 1,200 USD 0.04
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 11/2016 01/2017 1,950 USD 0.07
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 02/2017 11/2018 1,950 USD 0.045
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 11/2016 10/2018 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 11/2016 11/2016 % 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 12/2016 12/2016 833 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 01/2017 10/2018 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 11/2016 11/2017 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2016 12/2016 525 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2017 02/2017 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2017 06/2017 375 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2016 12/2016 650 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2017 04/2017 500 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 12/2016 02/2017 650 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 11/2016 03/2017 1,350 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 11/2016 03/2017 2,399 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 11/2016 03/2017 2,399 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 11/2016 03/2017 2,399 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 12/2016 03/2017 2,500 USD 0.07
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 12/2016 03/2017 3,600 USD 0.07
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 12/2016 03/2017 2,700 USD 0.07
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 12/2016 03/2017 2,200 USD 0.07
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 12/2016 03/2017 1,700 USD 0.07
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 12/2016 03/2017 1,450 USD 0.07
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 12/2016 03/2017 1,650 USD 0.06
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 12/2016 03/2017 3,000 USD 0.07
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 12/2016 03/2017 3,000 USD 0.07
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 12/2016 03/2017 10,000 USD 0.05
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 12/2016 03/2017 10,000 USD 0.05
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 12/2016 03/2017 10,000 USD 0.05
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 12/2016 12/2017 3,310 USD 0.06
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 12/2016 12/2017 3,310 USD 0.06
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 12/2016 12/2017 3,310 USD 0.06
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 12/2016 12/2017 2,600 EUR 0.07
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 12/2016 12/2017 2,600 EUR 0.07
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 12/2016 12/2017 2,000 USD 0.07
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 12/2016 12/2017 2,000 USD 0.07
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 12/2016 12/2017 6,700 USD 0.06
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 12/2016 09/2017 95,000 JPY 0.08
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2016 12/2017 4,750 USD 0.06
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2016 12/2017 4,750 USD 0.06
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2016 12/2017 4,750 USD 0.06
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 12/2016 12/2017 6,700 USD 0.06
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 12/2016 12/2017 3,000 USD 0.07
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 12/2016 12/2017 2,800 USD 0.09
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 12/2016 12/2017 2,900 USD 0.07
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 12/2016 12/2017 2,800 USD 0.09
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 12/2016 12/2017 3,000 USD 0.07
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 12/2016 12/2017 3,000 USD 0.07
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 12/2016 12/2017 2,900 USD 0.07
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 12/2016 12/2017 2,800 USD 0.09
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 12/2016 12/2017 2,900 USD 0.07
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 12/2016 06/2017 11,350 USD 0.08
CME EQUITY INDEX E-MINI NIFTY 50 INDEX FUTURES II 12/2016 09/2017 900 USD 0.07
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 12/2016 12/2017 1,300 USD 0.07
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 12/2016 12/2017 1,300 USD 0.07
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 12/2016 12/2017 6,700 USD 0.06
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 12/2016 09/2019 475,000 JPY 0.08
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 12/2016 09/2017 4,750 USD 0.08
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 12/2016 12/2017 4,000 USD 0.065
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 12/2016 12/2017 4,000 USD 0.065
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 12/2016 12/2017 4,000 USD 0.065
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 12/2016 03/2017 4,700 USD 0.09
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 12/2016 12/2017 2,100 USD 0.07
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 12/2016 12/2017 2,550 USD 0.07
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 12/2016 12/2017 2,100 USD 0.07
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 12/2016 12/2017 2,550 USD 0.07
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 12/2016 12/2017 1,900 USD 0.07
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 12/2016 12/2017 1,900 USD 0.07
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2016 12/2018 175 USD 0.07
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2019 12/2021 260 USD 0.07
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 12/2016 06/2017 300 USD 0.07
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2017 12/2017 325 USD 0.07
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 12/2016 03/2017 12,500 USD 0.065
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 12/2016 03/2017 12,500 USD 0.065
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 12/2016 12/2017 4,000 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 12/2016 12/2017 4,000 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 12/2016 12/2017 4,000 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 12/2016 12/2017 3,400 USD 0.08
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 12/2016 12/2017 3,400 USD 0.08
CME EQUITY INDEX S&P 500 FUTURES SP 12/2016 12/2020 23,750 USD 0.06
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 12/2016 03/2017 10,000 USD 0.055
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 12/2016 03/2017 10,000 USD 0.055
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 12/2016 03/2017 12,500 USD 0.065
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 12/2016 12/2017 3,400 USD 0.08
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 12/2016 12/2017 4,050 USD 0.06
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 12/2016 12/2017 4,050 USD 0.06
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 12/2016 12/2017 4,050 USD 0.06
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 12/2016 03/2017 10,000 USD 0.055
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 12/2016 03/2017 2,500 USD 0.07
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 12/2016 03/2017 3,600 USD 0.07
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 12/2016 03/2017 2,700 USD 0.07
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 12/2016 03/2017 2,200 USD 0.07
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 12/2016 03/2017 1,700 USD 0.07
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 12/2016 03/2017 1,450 USD 0.07
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 12/2016 03/2017 1,400 USD 0.07
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 12/2016 03/2017 1,650 USD 0.06
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 12/2016 03/2017 3,000 USD 0.07
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 12/2016 03/2017 3,000 USD 0.07
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR TIC XBT 12/2016 03/2017 2,500 USD 0.07
CME EQUITY INDEX SP 500 ENERGY SELECT SECTOR TIC XET 12/2016 03/2017 3,600 USD 0.07
CME EQUITY INDEX SP 500 FINANCIAL SECTOR TIC XFT 12/2016 03/2017 2,700 USD 0.07
CME EQUITY INDEX SP 500 INDUSTTRIAL SECTOR TIC XIT 12/2016 03/2017 2,200 USD 0.07
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR TIC XKT 12/2016 03/2017 1,700 USD 0.07
CME EQUITY INDEX CONSUMER STAPLES SECTOR TIC XPT 12/2016 03/2017 1,450 USD 0.07
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 12/2016 03/2017 1,400 USD 0.07
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 12/2016 03/2017 1,400 USD 0.07
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR TIC XUT 12/2016 03/2017 1,650 USD 0.06
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR TIC XVT 12/2016 03/2017 3,000 USD 0.07
CME EQUITY INDEX E-MINI SP500 CONS DISCRET TAI XYT 12/2016 03/2017 3,000 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2016 01/2017 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2017 02/2017 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2017 03/2017 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2017 04/2017 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2017 05/2017 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2017 06/2017 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2017 08/2017 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2017 11/2017 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2017 01/2018 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2018 04/2018 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2018 06/2018 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2018 07/2018 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2018 08/2018 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2018 09/2018 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2018 10/2018 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2018 11/2018 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2018 12/2018 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2019 02/2019 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2019 04/2019 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2019 06/2019 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2019 10/2019 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2019 12/2019 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2020 12/2026 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 1 Z00001 02/06/2017 02/06/2017 3,910 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 1 Z00001 02/05/2018 02/05/2018 15,470 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 1 Z00001 02/04/2019 02/04/2019 31,450 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 1 Z00001 02/03/2020 02/03/2031 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2 Z00002 02/06/2017 02/06/2017 3,910 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2 Z00002 02/05/2018 02/05/2018 15,470 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2 Z00002 02/04/2019 02/04/2019 31,450 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2 Z00002 02/03/2020 02/03/2031 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0001 11/28/2016 01/27/2017 2,210 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0001 02/03/2017 02/13/2017 3,910 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0001 03/06/2017 03/24/2017 5,865 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0001 04/07/2017 04/27/2017 7,905 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0001 05/05/2017 05/08/2017 9,265 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0001 11/13/2017 11/13/2017 12,325 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0001 06/15/2018 06/19/2018 17,340 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0002 02/21/2017 02/21/2017 3,910 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0002 03/02/2017 03/02/2017 5,865 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0002 04/07/2017 04/27/2017 7,905 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0002 05/08/2017 05/08/2017 9,265 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0002 06/04/2018 06/04/2018 17,340 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 0-2 YR ZA0003 02/06/2017 02/06/2017 3,910 USD 0.07
CME ERIS Flex 2 YEAR INVOICE SWAP MARCH ZA9903 12/15/2017 12/31/2018 300 USD 0.04
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 02/16/2017 02/27/2017 3,910 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 03/02/2017 03/21/2017 5,865 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 07/31/2017 07/31/2017 11,305 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 04/23/2018 04/30/2018 15,470 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 05/08/2018 06/25/2018 17,340 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 07/09/2018 07/30/2018 19,720 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 08/20/2018 08/29/2018 22,185 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 09/10/2018 09/28/2018 24,225 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 10/01/2018 10/25/2018 25,670 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 11/05/2018 11/26/2018 27,625 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 12/10/2018 12/31/2018 29,835 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 01/28/2019 02/25/2019 31,450 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 03/04/2019 04/03/2019 33,660 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 05/07/2019 06/11/2019 35,700 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 08/27/2019 10/24/2019 37,145 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0001 04/14/2020 05/28/2020 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 04/23/2018 04/23/2018 15,470 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 05/08/2018 06/25/2018 17,340 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 07/09/2018 07/16/2018 19,720 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 08/28/2018 08/29/2018 22,185 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 10/09/2018 10/22/2018 25,670 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 12/17/2018 12/17/2018 29,835 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 01/30/2019 02/25/2019 31,450 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 04/01/2019 04/01/2019 33,660 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 05/28/2019 05/28/2019 35,700 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0002 10/07/2019 10/07/2019 37,145 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0003 05/08/2018 05/08/2018 17,340 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0003 12/17/2018 12/17/2018 29,835 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0003 04/01/2019 04/01/2019 33,660 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 2+ - 5 YR ZB0003 05/28/2019 05/28/2019 35,700 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 5 YEAR INVOICE SWAP MARCH ZB9903 05/29/2020 06/30/2021 450 USD 0.04
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0001 02/28/2018 02/28/2018 15,470 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0001 03/02/2021 05/21/2025 40,035 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0002 02/28/2018 02/28/2018 15,470 USD 0.07
CME ERIS Flex ERIS SWAP SERIES 5+ - 10 YR ZC0002 03/02/2021 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 07/30/2018 07/30/2018 19,720 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 30 YEAR INVOICE SWAP MARCH ZD9903 02/15/2036 11/16/2043 2,400 USD 0.04
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 12/19/2016 09/18/2017 200 USD %
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 12/18/2017 09/21/2018 400 USD %
CME ERIS Standards ERIS STANDARD 2Y INT RATE SWAP FUTU ZA9102 12/21/2018 03/15/2019 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 12/18/2028 500 USD 0.04
CME ERIS Standards ERIS 3-YR INT RATE SWAP ZB9103 03/18/2019 03/16/2020 500 USD %
CME ERIS Standards ERIS 4-YR INT RATE SWAP ZB9104 03/16/2020 03/15/2021 650 USD %
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 12/19/2017 09/18/2018 400 USD %
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 12/18/2018 09/17/2019 550 USD %
CME ERIS Standards ERIS STANDARD 5Y INT RATE SWAP FUTU ZB9105 12/17/2019 03/15/2022 1,050 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 12/17/2029 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 12/16/2030 1,400 USD 0.04
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 09/21/2021 03/21/2023 1,100 USD 0.04
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 06/20/2023 12/18/2024 1,200 USD 0.04
CME ERIS Standards ERIS 5-YR INT RATE SWAP SEC COUPON ZB9205 03/18/2025 12/16/2031 1,350 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 03/15/2024 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 03/15/2027 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 12/16/2033 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 12/16/2036 2,200 USD 0.04
CME ERIS Standards ERIS 12-YR INT RATE SWAP ZD9112 03/16/2028 03/15/2029 1,950 USD %
CME ERIS Standards ERIS 15-YR INT RATE SWAP ZD9115 03/17/2031 03/15/2032 2,350 USD %
CME ERIS Standards ERIS 20-YR INT RATE SWAP ZD9120 03/17/2036 03/16/2037 3,300 USD %
CME ERIS Standards ERIS STANDARD 30Y INT RATE SWAP FUT ZD9130 12/19/2042 03/15/2047 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 12/16/2038 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 12/16/2041 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 12/17/2046 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 12/18/2056 5,200 USD 4.000%
CME FX EUR/USD 1MO REALIZED VOL. FUT 16E 12/2016 02/2017 2,600 USD 0.04
CME FX EUR/USD 3MO REALIZED VOL. FUT 36E 12/2016 06/2017 2,500 USD 0.05
CME FX AD/CD FUTURES AC 12/2016 03/2018 4,000 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 12/2016 09/2021 2,000 USD 0.03
CME FX AD/JY FUTURES AJ 12/2016 03/2018 800,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 12/2016 03/2018 5,200 NZD 0.02
CME FX CME BLOOMBERG DOLLAR SPOT INDEX FUT BDI 12/2016 09/2017 2,500 USD 0.05
CME FX BPSF FUTURE BF 12/2016 03/2018 6,500 CHF 0.05
CME FX BRITISH POUND FUTURES BP 12/2016 09/2021 3,600 USD 0.045
CME FX BRAZILIAN REAL FUTURES BR 12/2016 12/2016 2,500 USD 0.07
CME FX BRAZILIAN REAL FUTURES BR 01/2017 12/2017 2,800 USD 0.07
CME FX BRAZILIAN REAL FUTURES BR 01/2018 12/2018 3,300 USD 0.07
CME FX BRAZILIAN REAL FUTURES BR 01/2019 12/2026 3,500 USD 0.07
CME FX BPJY FUTURE BY 12/2016 03/2018 900,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 12/2016 09/2021 1,750 USD 0.025
CME FX EC/AD CROSS RATE FUTURES CA 12/2016 03/2018 5,175 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 12/2016 03/2018 4,400 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 12/2016 12/2018 2,000 USD 0.07
CME FX EC/NKR FUTURES CN 12/2016 03/2018 28,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 12/2016 12/2019 21,500 CNH 0.08
CME FX CD/JY FUTURES CY 12/2016 03/2018 650,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 12/2016 03/2018 5,500 USD 0.06
CME FX SWISS FRANC FUTURES E1 12/2016 09/2021 3,600 USD 0.045
CME FX E-MINI EURO FX FUTURE E7 12/2016 03/2017 1,675 USD 0.04
CME FX EURO FUTURE EC 12/2016 09/2021 3,350 USD 0.04
CME FX HUNGARIAN FORINT (USD) FUTURES FR 12/2016 03/2018 4,500 USD 0.06
CME FX ISRAELI SHEKEL FUTURES IS 12/2016 03/2018 5,500 USD 0.06
CME FX JAPANESE YEN FUTURES J1 12/2016 09/2021 4,500 USD 0.045
CME FX E-MINI J-YEN FUTURE J7 12/2016 03/2017 2,250 USD 0.045
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 12/2016 03/2018 1,750 EUR 0.06
CME FX EC/SKR CROSS RATE FUTURES KE 12/2016 03/2018 18,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 12/2016 06/2018 3,100 USD 0.06
CME FX E-MICRO AUD/USD FUTURES M6A 12/2016 03/2017 200 USD 0.03
CME FX E-MICRO GBP/USD FUTURES M6B 12/2016 03/2017 360 USD 0.045
CME FX E-MICRO EUR/USD FUTURES M6E 12/2016 03/2017 335 USD 0.04
CME FX E-MICRO CAD/USD FUTURES MCD 12/2016 03/2017 175 USD 0.025
CME FX E-MICRO INR/USD FUTURE MIR 11/2016 11/2017 320 USD 0.08
CME FX E-MICRO JPY/USD MJY 12/2016 03/2017 450 USD 0.045
CME FX E-MICRO USD/CNH FUTURES MNH 12/2016 11/2017 2,150 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 12/2016 06/2018 1,750 USD 0.06
CME FX E-MICRO CHF/USD FUTURES MSF 12/2016 03/2017 360 USD 0.045
CME FX NEW ZEALAND FUTURES NE 12/2016 03/2018 1,900 USD 0.04
CME FX POLISH ZLOTY FUTURES PZ 12/2016 03/2018 3,800 USD 0.06
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 12/2016 03/2018 1,750 EUR 0.06
CME FX AFRICAN RAND FUTURES RA 12/2016 12/2018 1,700 USD 0.07
CME FX EURO FX/SF FUTURES RF 12/2016 03/2018 3,000 CHF 0.08
CME FX U.S. DOLLARRENMINBI FUTURES RMB 12/2016 12/2019 4,000 USD 0.07
CME FX EURORENMINBI FUTURE RME 12/2016 06/2018 5,900 EUR 0.06
CME FX EURO FX/BP FUTURE RP 12/2016 03/2018 3,575 GBP 0.05
CME FX RU RUSSIAN RUBLE FUTURES RU 12/2016 12/2016 5,000 USD 0.07
CME FX RU RUSSIAN RUBLE FUTURES RU 01/2017 12/2017 6,150 USD 0.07
CME FX RU RUSSIAN RUBLE FUTURES RU 03/2018 12/2018 6,750 USD 0.07
CME FX RU RUSSIAN RUBLE FUTURES RU 03/2019 09/2021 7,650 USD 0.07
CME FX EURO FX/JY FUTURE RY 12/2016 03/2018 600,000 JPY 0.05
CME FX SKR/USD CROSS RATE FUTURES SE 12/2016 03/2018 6,000 USD 0.02
CME FX INR/USD FUTURE SIR 11/2016 09/2018 1,600 USD 0.08
CME FX SFJY FUTURES SJ 12/2016 03/2018 1,020,000 JPY 0.02
CME FX EURO/TURKISH LIRA FUTURES TRE 12/2016 03/2018 16,500 TRY 0.02
CME FX U.S. DOLLAR TURKISH LIRA FUTURES TRY 12/2016 03/2018 22,200 TRY 0.02
CME FX NKR/USD FUTURES UN 12/2016 03/2018 7,300 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 12/2016 03/2018 2,200 EUR 0.05
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 12/2016 12/2018 75,000 ZAR 0.07
CME INTEREST RATES 2-YR EURODOLLAR BUNDLE FUTURE BU2 12/2016 12/2016 2,775 USD 0.001
CME INTEREST RATES 2-YR EURODOLLAR BUNDLE FUTURE BU2 03/2017 03/2017 3,005 USD 0.001
CME INTEREST RATES 3-YR EURODOLLAR BUNDLE FUTURE BU3 12/2016 12/2016 4,760 USD 0.001
CME INTEREST RATES 3-YR EURODOLLAR BUNDLE FUTURE BU3 03/2017 03/2017 5,105 USD 0.001
CME INTEREST RATES 5-YR EURODOLLAR BUNDLE FUTURE BU5 12/2016 12/2016 9,445 USD 0.002
CME INTEREST RATES 5-YR EURODOLLAR BUNDLE FUTURE BU5 03/2017 03/2017 9,835 USD 0.002
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 12/2016 03/2017 300 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 04/2017 09/2017 350 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 12/2017 09/2019 450 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 12/2019 09/2020 500 EUR 0.001
CME INTEREST RATES THREE MONTH EURIBOR FUTURES EB 12/2020 09/2026 550 EUR 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2016 12/2016 215 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 01/2017 02/2017 225 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2017 03/2017 300 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 04/2017 05/2017 315 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2017 06/2017 330 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2017 09/2017 345 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2017 12/2017 365 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2018 03/2018 385 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2018 06/2018 410 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2018 09/2018 425 USD 0.001
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2018 12/2018 445 USD 0.002
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2019 03/2019 475 USD 0.002
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2019 06/2019 525 USD 0.002
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2019 09/2019 540 USD 0.002
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2019 06/2020 560 USD 0.002
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2020 09/2020 585 USD 0.002
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2020 09/2026 605 USD 0.002
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 12/2016 03/2017 230 USD 0.03
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 04/2017 11/2017 300 USD 0.03
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2016 12/2016 240 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2017 03/2017 225 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2017 06/2017 255 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2017 09/2017 270 USD 10.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 11/2016 11/2021 1,250 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 11/2016 11/2021 749 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 11/2016 11/2021 999 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 11/2016 11/2021 749 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 11/2016 11/2021 1,499 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 11/2016 11/2021 1,499 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 11/2016 11/2021 1,499 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 11/2016 11/2021 1,249 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 11/2016 11/2021 1,499 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 11/2016 11/2021 1,499 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 11/2016 11/2021 1,499 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2016 11/2016 454 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2016 12/2016 524 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2017 01/2017 539 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2017 02/2017 479 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2017 03/2017 446 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2017 10/2019 297 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2018 03/2018 285 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2018 04/2018 290 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2018 01/2019 293 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2019 02/2019 287 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2019 03/2019 283 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2019 04/2019 370 GBP 30
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0X 03/2017 03/2017 1,081 GBP 25.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2017 02/2017 570 GBP 25.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2016 11/2016 492 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2016 12/2016 561 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2017 01/2017 585 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2017 02/2017 531 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2017 03/2017 480 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2017 10/2019 316 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2017 12/2017 310 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2018 02/2018 311 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2018 03/2018 326 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2018 04/2018 376 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2019 02/2019 303 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2019 03/2019 265 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2019 04/2019 380 EUR 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2X 03/2017 03/2017 1,373 EUR 25.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2017 02/2017 745 EUR 25.000%
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2017 09/2017 555 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 10/2017 10/2017 621 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 916 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 04/2017 09/2017 360 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 10/2017 10/2017 418 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 835 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 11/2016 11/2016 339 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 12/2016 12/2016 1,076 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 01/2017 01/2017 980 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2017 02/2017 612 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2017 03/2017 266 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2017 11/2019 106 USD 30
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 LAS VEGAS HEATING SEASONAL STRIP FU H0X 03/2017 03/2017 1,474 USD 250
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2017 02/2017 1,151 USD 250
CME WEATHER ATLANTA HDD FUTURE H1 11/2016 11/2016 704 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2016 12/2016 1,905 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 01/2017 01/2017 2,295 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2017 02/2017 1,772 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2017 03/2017 1,024 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2017 11/2019 381 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2017 12/2017 409 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 01/2018 01/2018 405 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2018 02/2018 402 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2018 03/2018 201 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2018 04/2018 194 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2018 01/2019 371 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2019 02/2019 317 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2019 03/2019 385 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2019 04/2019 334 USD 30
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1X 03/2017 03/2017 2,219 USD 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2017 02/2017 1,401 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 11/2016 11/2016 1,318 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2016 12/2016 2,736 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 01/2017 01/2017 3,145 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2017 02/2017 2,753 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2017 03/2017 1,935 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2017 11/2019 1,172 USD 30
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 HEATING SEASONAL STRIP FUTU H2X 03/2017 03/2017 2,774 USD 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2017 02/2017 2,015 USD 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2016 11/2016 1,143 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2016 12/2016 1,980 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2017 01/2017 2,401 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2017 02/2017 2,077 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2017 03/2017 1,353 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2017 11/2019 678 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2017 11/2017 667 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2017 12/2017 605 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2018 02/2018 663 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2018 03/2018 570 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2018 04/2018 627 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2018 01/2019 660 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2019 02/2019 594 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2019 03/2019 891 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2019 04/2019 698 USD 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2017 03/2017 2,768 USD 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2017 02/2017 1,996 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2016 11/2016 1,145 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2016 12/2016 2,376 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2017 01/2017 2,910 USD 30.000%