Intras for Margins

Ratio Side Start Period End Period Maintenance
CBT INTEREST RATES ERIS 3-YR SWAP FUTURE LIC 1

1
B

A
12/2019

12/2019
06/2023

06/2023
75 USD
CBT INTEREST RATES ERIS 4-YR SWAP FUTURE LID 1

1
B

A
12/2018

12/2018
06/2023

06/2023
75 USD
CBT INTEREST RATES ERIS 30-YR SWAP FUTURE LIE 1

1
B

A
09/2012

09/2012
06/2023

06/2023
825 USD
CBT INTEREST RATES ERIS 12-YR SWAP FUTURE LII 1

1
B

A
09/2015

09/2015
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 15-YR SWAP FUTURE LIL 1

1
B

A
09/2015

09/2015
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 20-YR SWAP FUTURE LIO 1

1
B

A
09/2015

09/2015
06/2023

06/2023
100 USD
CBT INTEREST RATES ERIS 2-YR SWAP FUTURE LIT 1

1
B

A
12/2020

12/2020
06/2023

06/2023
60 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2017

12/2017
09/2020

09/2020
75 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2017

12/2020
09/2020

09/2022
815 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2017

12/2022
09/2020

06/2023
1,290 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2020

12/2020
09/2022

09/2022
50 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
A

B
12/2020

12/2022
09/2022

06/2023
525 USD
CBT INTEREST RATES ERIS 5-YR SWAP FUTURE LIW 1

1
B

A
12/2022

12/2022
06/2023

06/2023
50 USD
CBT INTEREST RATES ERIS 10-YR SWAP FUTURE LIY 1

1
B

A
12/2012

12/2012
06/2023

06/2023
75 USD
CBT INTEREST RATES 10-YEAR MAC SOFR SWAP FUTURES N1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 10 YEAR MAC SWAP FUTURES N1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
75 USD
CBT INTEREST RATES 7-YEAR MAC SOFR SWAP FUTURES S1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 7-YEAR MAC SWAP FUTURES S1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
100 USD
CBT INTEREST RATES 2-YEAR MAC SOFR SWAP FUTURES T1S 1

1
B

A
12/2022

12/2022
06/2023

06/2023
100 USD
CBT INTEREST RATES 2 YEAR MAC SWAP FUTURES T1U 1

1
B

A
12/2022

12/2022
03/2023

03/2023
100 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
300 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
B

A
09/2022

09/2022
03/2023

03/2023
370 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
A

B
09/2022

06/2023
03/2023

06/2023
500 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TN 1

1
B

A
06/2023

06/2023
06/2023

06/2023
500 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
3,050 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

1
B

A
09/2022

09/2022
03/2023

03/2023
370 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

1
A

B
09/2022

06/2023
03/2023

06/2023
3,250 USD
CBT INTEREST RATES ULTRA 10-YEAR U.S. TREASURY NOTE FUTURES TNT 1

1
B

A
06/2023

06/2023
06/2023

06/2023
500 USD
CBT INTEREST RATES 20-YEAR U.S TREAURY BOND FUTURES TWE 1

1
B

A
09/2022

09/2022
03/2023

03/2023
550 USD
CBT INTEREST RATES 20-YEAR U.S TREAURY BOND FUTURES TWE 1

1
A

B
09/2022

06/2023
03/2023

06/2023
1,400 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
65 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
A

B
09/2022

03/2023
12/2022

03/2023
750 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
A

B
09/2022

06/2023
12/2022

06/2023
1,300 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBE 1

1
A

B
03/2023

06/2023
03/2023

06/2023
1,300 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
6,565 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

1
A

B
09/2022

03/2023
12/2022

03/2023
7,250 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

1
A

B
09/2022

06/2023
12/2022

06/2023
7,800 USD
CBT INTEREST RATES ULTRA LONG TREASURY BOND UBT 1

1
A

B
03/2023

06/2023
03/2023

06/2023
1,300 USD
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 1

1
B

A
12/2021

12/2021
06/2023

06/2023
100 USD
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 1

1
B

A
12/2015

12/2015
06/2023

06/2023
100 USD
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 1

1
B

A
12/2019

12/2019
06/2023

06/2023
75 USD
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 1

1
B

A
12/2018

12/2018
06/2023

06/2023
75 USD
CBT INTEREST RATES 30-YEAR ERIS SOFR SWAP FUTURES YIE 1

1
B

A
06/2014

06/2014
06/2023

06/2023
100 USD
CBT INTEREST RATES 12-YEAR ERIS SOFR SWAP FUTURES YII 1

1
B

A
12/2020

12/2020
06/2023

06/2023
100 USD
CBT INTEREST RATES 15-YEAR ERIS SOFR SWAP FUTURES YIL 1

1
B

A
12/2020

12/2020
06/2023

06/2023
100 USD
CBT INTEREST RATES 20-YEAR ERIS SOFR SWAP FUTURES YIO 1

1
B

A
12/2020

12/2020
06/2023

06/2023
100 USD
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 1

1
B

A
12/2020

12/2020
06/2023

06/2023
60 USD
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 1

1
B

A
12/2017

12/2017
06/2023

06/2023
75 USD
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 1

1
B

A
12/2012

12/2012
06/2023

06/2023
100 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
5,100 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
A

B
09/2022

03/2023
12/2022

03/2023
4,250 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
A

B
09/2022

06/2023
12/2022

06/2023
5,100 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
B

A
03/2023

03/2023
03/2023

03/2023
1,250 USD
CBT INTEREST RATES U.S. TREASURY BOND ZBT 1

1
A

B
03/2023

06/2023
03/2023

06/2023
1,300 USD
CBT INTEREST RATES 5-YEAR T-NOTE ZFT 1

1
B

A
09/2022

09/2022
03/2023

03/2023
160 USD
CBT INTEREST RATES 5-YEAR T-NOTE ZFT 1

1
A

B
09/2022

06/2023
03/2023

06/2023
1,790 USD
CBT INTEREST RATES 5-YEAR T-NOTE ZFT 1

1
B

A
06/2023

06/2023
06/2023

06/2023
290 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
2,400 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

1
B

A
09/2022

09/2022
03/2023

03/2023
285 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

1
A

B
09/2022

06/2023
03/2023

06/2023
2,350 USD
CBT INTEREST RATES 10-YEAR T-NOTE ZNS 1

1
B

A
06/2023

06/2023
06/2023

06/2023
350 USD
CBT INTEREST RATES 2-YEAR T-NOTE ZTT 1

2

1
A

B

A
12/2022

03/2023

06/2023
12/2022

03/2023

06/2023
1,245 USD
CBT INTEREST RATES 2-YEAR T-NOTE ZTT 1

1
B

A
09/2022

09/2022
06/2023

06/2023
170 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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