Outrights/Vol Scans for Margins

Start Period End Period
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 08/01/2019 09/30/2019 5,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 07/2019 07/2019 2,141 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 08/2019 06/2022 4,150 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 07/01/2019 07/31/2019 20,364 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 08/01/2019 09/30/2019 27,500 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 07/01/2019 07/31/2019 24,067 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 08/01/2019 09/30/2019 32,500 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 07/01/2019 07/31/2019 22,956 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 08/01/2019 09/30/2019 31,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 07/01/2019 07/31/2019 4,296 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 08/01/2019 09/30/2019 5,100 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 07/2019 07/2019 2,083 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 08/2019 06/2022 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 07/2019 07/2019 2,330 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 08/2019 06/2022 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED FUT Z4 07/2019 06/2023 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 07/2019 07/2019 14,258 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 08/2019 06/2023 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2019 07/2019 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 08/2019 08/2019 750 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2019 09/2019 420 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2019 10/2019 375 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2019 11/2019 250 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2019 12/2019 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2020 02/2021 180 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2021 07/2021 140 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 08/2021 09/2021 120 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2021 01/2022 100 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2022 05/2022 80 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2022 11/2022 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 07/2019 07/2019 750 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 08/2019 08/2019 1,100 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 09/2019 09/2019 800 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2019 10/2019 675 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2019 11/2019 450 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2019 12/2019 320 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2020 01/2020 300 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2020 07/2020 250 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2019 09/2019 1,100 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 08/2019 08/2019 1,450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 10/2019 10/2019 850 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2019 11/2019 600 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 12/2019 05/2020 420 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 06/2020 07/2020 400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2019 07/2019 1,800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2019 08/2019 1,900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2019 09/2019 1,400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2019 10/2019 1,050 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2019 11/2019 900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2019 08/2020 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2020 12/2020 550 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2021 06/2021 475 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 12/2021 280 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2022 06/2022 600 USD 10.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 07/2019 10/2019 1,300 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 11/2019 12/2020 1,300 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 07/2019 07/2019 250 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 08/2019 06/2020 250 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 07/2020 12/2021 280 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 07/2019 12/2021 7,500 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 07/2019 12/2021 10,000 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 07/2019 10/2019 2,100 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 11/2019 06/2024 2,100 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 07/2019 07/2019 374 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 08/2019 06/2020 725 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 07/2020 06/2024 750 USD 30.000%
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 07/2019 12/2020 150 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 07/2019 12/2021 450 USD 30.000%
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 07/12/2019 09/11/2029 48 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 07/12/2019 07/13/2029 48 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 07/2019 07/2019 4,000 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 08/2019 09/2019 4,000 USD 25.000%
CMX METALS COMEX 100 GOLD FUTURES GC 10/2019 12/2019 4,000 USD 20.000%
CMX METALS COMEX 100 GOLD FUTURES GC 02/2020 06/2025 4,000 USD 15.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 08/2019 08/2019 4,000 USD 25.000%
CMX METALS GOLD KILO FUTURES GCK 07/2019 12/2019 1,239 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 02/2020 04/2020 1,239 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 06/2020 06/2020 1,239 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 08/2019 08/2019 4,000 USD 25.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2019 12/2019 4,000 USD 20.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 02/2020 04/2020 4,000 USD 15.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 08/2019 10/2019 3,376 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 07/15/2019 07/19/2019 4,900 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 08/2019 09/2019 1,800 USD 0.038
CMX METALS COMEX COPPER FUTURES HG 07/2019 07/2019 2,700 USD 25.000%
CMX METALS COMEX COPPER FUTURES HG 08/2019 10/2019 2,700 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 11/2019 05/2024 2,700 USD 15.000%
CMX METALS COPPER SPOT TAS HG0 07/2019 07/2019 2,700 USD 25.000%
CMX METALS COPPER LONDON TAM HGF 09/2019 09/2019 2,700 USD 20.000%
CMX METALS COPPER LONDON MARKER HGK 09/2019 09/2019 2,700 USD 20.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 07/2019 07/2019 1,350 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 08/2019 10/2019 2,700 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 11/2019 01/2020 2,700 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 02/2020 05/2021 2,700 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 07/2021 07/2021 2,443 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 09/2021 07/2024 1,900 USD 0.02
CMX METALS COPPER TAS HGT 09/2019 09/2019 2,700 USD 20.000%
CMX METALS COPPER TAS HGT 12/2019 05/2020 2,700 USD 15.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 07/2019 10/2019 480 USD 35.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 11/2019 12/2022 480 USD 20.000%
CMX METALS LEAD FUTURES LED 07/2019 07/2019 1,750 USD 35.000%
CMX METALS LEAD FUTURES LED 08/2019 09/2019 1,750 USD 30.000%
CMX METALS LEAD FUTURES LED 10/2019 12/2019 1,750 USD 25.000%
CMX METALS LEAD FUTURES LED 01/2020 06/2020 1,750 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 07/12/2019 07/31/2019 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 08/01/2019 07/16/2024 2 USD 0.03
CMX METALS 10 TROY OZ GOLD FUTURES MGC 08/2019 08/2019 400 USD 25.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 10/2019 12/2019 400 USD 20.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 02/2020 06/2021 400 USD 15.000%
CMX METALS E-MICRO GOLD TAS MGT 08/2019 08/2019 400 USD 25.000%
CMX METALS E-MICRO GOLD TAS MGT 12/2019 12/2019 400 USD 20.000%
CMX METALS E-MICRO GOLD TAS MGT 02/2020 02/2020 400 USD 15.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 07/2019 12/2021 350 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 08/2019 10/2019 1,350 USD 20.000%
CMX METALS E-MINI COPPER FUTURES QC 11/2019 05/2024 1,350 USD 15.000%
CMX METALS COMEX MINY SILVER FUTURES QI 09/2019 12/2019 1,800 USD 20.000%
CMX METALS COMEX MINY SILVER FUTURES QI 01/2020 05/2021 1,800 USD 13.000%
CMX METALS E-MINI GOLD FUTURES QO 08/2019 08/2019 2,000 USD 25.000%
CMX METALS E-MINI GOLD FUTURES QO 10/2019 12/2019 2,000 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 02/2020 06/2021 2,000 USD 15.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 07/2019 07/2019 3,600 USD 25.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 08/2019 12/2019 3,600 USD 20.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 01/2020 12/2023 3,600 USD 13.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 07/2019 07/2019 720 USD 25.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 08/2019 12/2019 720 USD 20.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 01/2020 05/2020 720 USD 13.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 09/2019 12/2019 3,600 USD 20.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 03/2020 05/2020 3,600 USD 13.000%
CMX METALS SYNTHETIC PLATINUM SPL 07/2019 07/2019 1,750 USD 0.05
CMX METALS SYNTHETIC PLATINUM SPL 08/2019 07/2020 1,750 USD 0.03
CMX METALS LONDON SPOT SILVER FUTURES SSP 07/15/2019 07/19/2019 5,900 USD 0.05
CMX METALS ZINC FUTURES ZNC 07/2019 10/2019 3,300 USD 35.000%
CMX METALS ZINC FUTURES ZNC 11/2019 12/2019 3,300 USD 30.000%
CMX METALS ZINC FUTURES ZNC 01/2020 06/2020 3,300 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 06/2019 08/2019 1,500 USD 30.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 10/2019 10/2019 1,500 USD 20.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 12/2019 12/2020 1,500 USD 18.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 08/2019 08/2019 2,800 USD 21.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 09/2019 05/2020 2,800 USD 17.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 07/2019 07/2019 600 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 08/2019 10/2019 1,200 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 11/2019 03/2020 1,000 USD 10.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 04/2020 06/2021 850 USD 10.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 07/2019 07/2019 483 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 08/2019 06/2024 500 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 07/2019 06/2024 575 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 07/2019 07/2019 450 USD 35.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 08/2019 10/2019 850 USD 25.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2019 11/2019 650 USD 18.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 12/2019 12/2019 550 USD 13.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 01/2020 06/2021 450 USD 13.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 07/2019 07/2019 375 USD 30.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 08/2019 11/2019 950 USD 20.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 12/2019 05/2020 600 USD 15.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 06/2020 06/2021 350 USD 15.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 07/2019 07/2019 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 08/2019 11/2019 800 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 12/2019 06/2021 700 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 07/2019 07/2019 550 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 08/2019 08/2019 800 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 09/2019 06/2020 1,100 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 07/2020 06/2021 1,100 USD 10.000%
CME AGRICULTURE GSCI ER FUTURES GA 07/2019 11/2019 900 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 07/2019 10/2019 4,500 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 07/2019 10/2019 4,500 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 08/2019 08/2019 2,800 USD 21.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 09/2019 09/2019 2,800 USD 17.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 07/2019 10/2019 4,500 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 07/2019 11/2019 900 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 07/2019 11/2019 900 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 08/2019 08/2019 2,200 USD 20.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 10/2019 10/2019 2,200 USD 19.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2019 02/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2020 04/2020 2,200 USD 16.000%
CME AGRICULTURE MLK MID FUTURES JQ 07/2019 07/2019 187 USD 30.000%
CME AGRICULTURE MLK MID FUTURES JQ 08/2019 11/2019 475 USD 20.000%
CME AGRICULTURE MLK MID FUTURES JQ 12/2019 05/2020 300 USD 15.000%
CME AGRICULTURE MLK MID FUTURES JQ 06/2020 06/2021 175 USD 15.000%
CME AGRICULTURE LUMBER110 FUTURES LB 07/2019 09/2019 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 11/2019 09/2020 2,100 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 08/2019 08/2019 1,500 USD 30.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 10/2019 10/2019 1,500 USD 20.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 12/2019 04/2020 1,500 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2019 07/2019 2,200 USD 55.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2019 08/2019 2,200 USD 20.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2019 10/2019 2,200 USD 19.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2019 02/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 04/2020 2,200 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 05/2020 1,850 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2020 12/2020 1,850 USD 15.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 07/2019 07/2019 525 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 08/2019 08/2019 900 USD 30.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 09/2019 10/2019 1,400 USD 23.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 11/2019 06/2021 1,400 USD 13.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 07/2019 05/2021 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 07/2019 07/2019 483 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 08/2019 05/2021 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 07/2019 06/2020 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2019 06/2019 % 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2019 08/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2019 10/2019 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2019 12/2019 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 06/2019 06/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 08/2019 08/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 10/2019 10/2019 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 06/2019 08/2019 1,450 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 07/2019 10/2019 1,100 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 07/2019 10/2019 900 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 07/2019 10/2019 900 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 07/2019 10/2019 1,050 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 07/2019 10/2019 1,050 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 07/2019 10/2019 1,050 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 09/2019 12/2019 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 09/2019 12/2019 3,200 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 09/2019 12/2019 3,700 USD 0.035
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 09/2019 12/2019 3,250 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 09/2019 12/2019 3,800 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 09/2019 12/2019 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 09/2019 12/2019 1,950 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 09/2019 12/2019 3,800 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 09/2019 12/2019 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 09/2019 09/2020 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 09/2019 09/2020 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 09/2019 09/2020 9,250 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 09/2019 09/2020 9,250 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 07/2019 07/2019 18,001 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 08/2019 08/2019 18,103 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 09/2019 09/2019 18,158 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2019 12/2019 18,362 USD 90.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 09/2019 12/2019 9,250 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 09/2019 09/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 09/2019 09/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 09/2019 09/2020 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 09/2019 09/2020 1,550 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 09/2019 09/2020 2,600 EUR 20.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 09/2019 09/2020 2,200 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 09/2019 09/2020 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 09/2019 09/2020 8,500 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 09/2019 06/2020 112,000 JPY 0.08
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 09/2019 09/2020 8,500 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 09/2019 09/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 09/2019 09/2020 1,850 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 09/2019 09/2020 1,800 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 09/2019 09/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 09/2019 09/2020 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 09/2019 09/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 09/2019 09/2020 1,800 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 09/2019 09/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 09/2019 09/2020 1,800 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 08/2019 02/2020 17,670 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 09/2019 09/2020 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 09/2019 09/2020 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2019 09/2019 355 USD 35.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 12/2019 09/2020 355 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 09/2019 09/2020 8,500 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2019 09/2019 630 USD 35.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2019 12/2019 630 USD 25.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2020 09/2020 630 USD 20.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2019 09/2019 760 USD 40.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 12/2019 09/2020 760 USD 20.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 07/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2019 09/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 12/2019 09/2020 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2019 09/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 12/2019 09/2020 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2019 09/2019 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 12/2019 09/2020 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 07/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 07/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 09/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 09/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 09/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2019 09/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 12/2019 09/2020 7,600 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2019 09/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 12/2019 09/2020 7,600 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2019 09/2019 7,600 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 12/2019 09/2020 7,600 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 09/2019 12/2019 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 09/2019 09/2020 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 09/2019 09/2020 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 09/2019 09/2020 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 09/2019 09/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 09/2019 09/2020 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2019 09/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 12/2019 09/2020 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2019 09/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 12/2019 09/2020 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2019 09/2019 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 12/2019 09/2020 3,950 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 09/2019 09/2020 3,600 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2019 09/2019 3,550 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 12/2019 09/2020 3,550 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 09/2019 09/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 09/2019 09/2020 3,600 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 09/2019 09/2020 2,100 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2019 09/2019 3,550 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 12/2019 09/2020 3,550 USD 20.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 09/2019 09/2020 2,100 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2019 12/2019 185 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 225 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2022 335 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 405 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2024 12/2026 510 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2027 12/2029 600 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2019 09/2019 235 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 12/2019 06/2020 280 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2020 09/2020 400 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 09/2019 12/2019 18,750 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 09/2019 12/2019 18,750 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 09/2019 09/2020 2,800 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 09/2019 09/2020 2,800 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 09/2019 09/2020 2,800 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 09/2019 09/2020 4,500 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 09/2019 09/2020 4,500 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 09/2019 09/2019 31,500 USD 35.000%
CME EQUITY INDEX S&P 500 FUTURES SP 12/2019 12/2019 31,500 USD 25.000%
CME EQUITY INDEX S&P 500 FUTURES SP 03/2020 12/2023 31,500 USD 20.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 09/2019 12/2019 12,750 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 09/2019 12/2019 12,750 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 09/2019 12/2019 18,750 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 09/2019 09/2020 4,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 09/2019 09/2020 385,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 09/2019 09/2020 385,000 JPY 35.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 07/2019 12/2025 6,300 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 07/2019 12/2025 6,300 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 07/2019 12/2025 6,300 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 09/2019 12/2019 12,750 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 09/2019 09/2020 2,550 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 09/2019 09/2020 3,200 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 09/2019 09/2020 3,700 USD 0.035
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 09/2019 09/2020 3,250 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 09/2019 09/2020 3,800 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 09/2019 09/2020 1,650 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 09/2019 09/2020 1,600 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 09/2019 09/2020 1,950 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 09/2019 09/2020 3,800 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 09/2019 09/2020 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 09/2019 09/2020 3,200 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 09/2019 09/2020 2,550 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 09/2019 09/2020 3,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 09/2019 09/2020 3,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 09/2019 09/2020 3,250 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 09/2019 09/2020 3,800 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 09/2019 09/2020 1,650 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 09/2019 12/2019 1,600 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 09/2019 09/2020 1,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 09/2019 09/2020 1,950 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 09/2019 09/2020 3,800 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 09/2019 09/2020 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 09/2019 12/2019 3,200 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 09/2019 09/2020 3,200 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2019 09/2019 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2019 12/2019 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2020 03/2020 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2020 06/2020 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2020 09/2020 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2020 12/2020 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2021 03/2021 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2021 06/2021 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2021 09/2021 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2021 12/2021 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2022 03/2022 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2022 06/2022 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2022 12/2022 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2023 06/2023 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2023 12/2023 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2024 06/2024 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2024 12/2024 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2025 06/2025 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2025 12/2025 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2026 06/2026 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2026 12/2026 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2027 06/2027 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2027 12/2027 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2028 06/2028 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2028 12/2028 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2029 07/2029 40,035 USD 0.07
CME FX EUR/USD 1MO REALIZED VOL. FUT 16E 08/2019 10/2019 2,600 USD 0.04
CME FX EUR/USD 3MO REALIZED VOL. FUT 36E 09/2019 03/2020 2,500 USD 0.05
CME FX AD/CD FUTURES AC 09/2019 12/2020 2,600 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 07/2019 10/2019 1,350 USD 15.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 11/2019 06/2024 1,350 USD 10.000%
CME FX AD/JY FUTURES AJ 09/2019 12/2020 400,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 09/2019 12/2020 3,000 NZD 0.02
CME FX BPSF FUTURE BF 09/2019 12/2020 5,250 CHF 0.05
CME FX BRITISH POUND FUTURES BP 07/2019 10/2019 2,100 USD 30.000%
CME FX BRITISH POUND FUTURES BP 11/2019 06/2024 2,100 USD 20.000%
CME FX BRAZILIAN REAL FUTURES BR 08/2019 07/2020 1,000 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 08/2020 07/2021 1,150 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 08/2021 07/2024 1,300 USD 0.04
CME FX BPJY FUTURE BY 09/2019 12/2020 565,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 07/2019 11/2019 1,000 USD 15.000%
CME FX CANADIAN DOLLAR FUTURES C1 12/2019 06/2024 1,000 USD 10.000%
CME FX EC/AD CROSS RATE FUTURES CA 09/2019 12/2020 3,600 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 09/2019 12/2020 3,300 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 08/2019 06/2021 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 08/2019 06/2021 1,800 USD 0.07
CME FX EC/NKR FUTURES CN 09/2019 12/2020 20,250 NOK 0.02
CME FX USD/CNH FUTURES CNH 07/2019 07/2020 9,500 CNH 0.08
CME FX USD/CNH FUTURES CNH 08/2020 06/2022 12,000 CNH 0.08
CME FX CD/JY FUTURES CY 09/2019 12/2020 360,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 09/2019 12/2020 4,000 USD 0.04
CME FX SWISS FRANC FUTURES E1 09/2019 03/2020 2,350 USD 15.000%
CME FX SWISS FRANC FUTURES E1 06/2020 06/2024 2,350 USD 14.000%
CME FX E-MINI EURO FX FUTURE E7 09/2019 09/2019 1,000 USD 22.000%
CME FX E-MINI EURO FX FUTURE E7 12/2019 12/2019 1,000 USD 15.000%
CME FX EURO FUTURE EC 07/2019 10/2019 2,000 USD 22.000%
CME FX EURO FUTURE EC 11/2019 06/2024 2,000 USD 15.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 09/2019 12/2020 3,200 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 09/2019 12/2020 3,600 USD 0.04
CME FX JAPANESE YEN FUTURES J1 07/2019 10/2019 1,800 USD 20.000%
CME FX JAPANESE YEN FUTURES J1 11/2019 06/2024 1,800 USD 12.000%
CME FX E-MINI J-YEN FUTURE J7 09/2019 09/2019 900 USD 20.000%
CME FX E-MINI J-YEN FUTURE J7 12/2019 12/2019 900 USD 12.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 09/2019 12/2020 1,800 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 09/2019 12/2020 20,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 07/2019 12/2020 2,200 USD 0.04
CME FX E-MICRO AUD/USD FUTURES M6A 09/2019 09/2019 135 USD 15.000%
CME FX E-MICRO AUD/USD FUTURES M6A 12/2019 12/2019 135 USD 10.000%
CME FX E-MICRO GBP/USD FUTURES M6B 09/2019 09/2019 210 USD 30.000%
CME FX E-MICRO GBP/USD FUTURES M6B 12/2019 12/2019 210 USD 20.000%
CME FX E-MICRO EUR/USD FUTURES M6E 09/2019 09/2019 200 USD 22.000%
CME FX E-MICRO EUR/USD FUTURES M6E 12/2019 12/2019 200 USD 15.000%
CME FX E-MICRO CAD/USD FUTURES MCD 09/2019 09/2019 100 USD 15.000%
CME FX E-MICRO CAD/USD FUTURES MCD 12/2019 12/2019 100 USD 10.000%
CME FX E-MICRO INR/USD FUTURE MIR 07/2019 06/2020 320 USD 0.08
CME FX E-MICRO JPY/USD MJY 09/2019 09/2019 180 USD 20.000%
CME FX E-MICRO JPY/USD MJY 12/2019 12/2019 180 USD 12.000%
CME FX E-MICRO USD/CNH FUTURES MNH 07/2019 07/2020 950 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 07/2019 12/2020 1,000 USD 25.000%
CME FX E-MICRO CHF/USD FUTURES MSF 09/2019 12/2019 235 USD 15.000%
CME FX NEW ZEALAND FUTURES NE 09/2019 12/2020 1,200 USD 15.000%
CME FX POLISH ZLOTY FUTURES PZ 09/2019 12/2020 3,200 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 09/2019 12/2020 1,500 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 07/2019 06/2021 1,400 USD 0.04
CME FX EURO FX/SF FUTURES RF 09/2019 12/2020 2,000 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 07/2019 06/2022 2,000 USD 0.04
CME FX EURORENMINBI FUTURE RME 07/2019 12/2020 2,700 EUR 0.03
CME FX EURO FX/BP FUTURE RP 07/2019 12/2020 2,900 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 07/2019 07/2020 1,600 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 09/2020 06/2021 1,800 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 09/2021 06/2024 2,100 USD 0.06
CME FX EURO FX/JY FUTURE RY 09/2019 12/2020 350,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 09/2019 12/2020 5,800 USD 0.02
CME FX INR/USD FUTURE SIR 07/2019 06/2021 1,600 USD 0.08
CME FX SFJY FUTURES SJ 09/2019 12/2020 650,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 09/2019 12/2020 14,000 USD 45.000%
CME FX NKR/USD FUTURES UN 09/2019 12/2020 5,300 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 09/2019 12/2020 1,800 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 07/2019 06/2021 75,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 07/2019 10/2019 240 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 11/2019 01/2020 310 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2020 03/2020 385 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2020 09/2020 385 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2020 03/2021 410 USD 17.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 06/2021 425 USD 17.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2021 09/2024 435 USD 17.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 06/2029 415 USD 17.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 07/2019 11/2019 175 USD 30.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 12/2019 07/2020 300 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 06/2019 08/2019 150 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 09/2019 11/2019 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2019 09/2019 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2019 12/2019 220 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2020 03/2020 250 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2020 09/2020 275 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2020 03/2021 310 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 09/2022 320 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2022 03/2024 340 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2019 09/2019 375 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2019 12/2019 260 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2020 03/2020 190 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2020 06/2020 150 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2019 07/2019 280 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 08/2019 08/2019 325 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 09/2019 09/2019 380 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 10/2019 10/2019 425 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2019 11/2019 460 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 12/2019 12/2019 520 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 01/2020 01/2020 620 USD 8.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2019 06/2019 170 USD 11.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2019 09/2019 210 USD 11.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2019 12/2019 330 USD 11.000%

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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