Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 03/2022 03/2022 3,425 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 04/2022 04/2022 3,375 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 05/2022 05/2022 3,325 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 06/2022 06/2022 3,275 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 07/2022 01/2024 3,225 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 12/2019 12/2019 4,400 USD 40.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 01/2020 01/2020 4,300 USD 25.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 02/2020 02/2020 4,250 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 03/2020 03/2020 4,200 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 04/2020 04/2020 4,150 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 05/2020 05/2020 4,100 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 06/2020 06/2020 4,050 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 07/2020 07/2020 3,975 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 08/2020 08/2020 3,900 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 09/2020 09/2020 3,875 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 10/2020 10/2020 3,850 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 11/2020 11/2020 3,825 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 12/2020 12/2020 3,800 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 01/2021 01/2021 3,775 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 02/2021 02/2021 3,750 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 03/2021 03/2021 3,725 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 04/2021 04/2021 3,700 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 05/2021 06/2021 3,650 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 07/2021 07/2021 3,600 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 08/2021 08/2021 3,550 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 09/2021 10/2021 3,500 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 11/2021 11/2021 3,450 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 12/2021 01/2023 3,400 USD 12.000%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE 0.5% (PLATTS) S53 11/2019 11/2019 12,241 USD 7.000%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE 0.5% (PLATTS) S53 12/2019 12/2022 22,000 USD 2.500%
NYM REFINED PRODUCTS SING MARINE FUEL 0.5% PLATT BALMO S5B 11/01/2019 11/21/2019 24,685 USD 25.000%
NYM REFINED PRODUCTS SING MARINE FUEL 0.5% PLATT BALMO S5B 12/02/2019 01/24/2020 37,500 USD 25.000%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE FUEL 0.5% (PLA S5F 11/2019 11/2019 17,766 USD 7.000%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE FUEL 0.5% (PLA S5F 12/2019 12/2019 40,000 USD 2.500%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE FUEL 0.5% (PLA S5F 01/2020 12/2022 39,000 USD 2.500%
NYM REFINED PRODUCTS MINI SINGAPORE FOB MARINE FUEL 0.5% S5M 11/2019 11/2019 1,776 USD 7.000%
NYM REFINED PRODUCTS MINI SINGAPORE FOB MARINE FUEL 0.5% S5M 12/2019 12/2019 4,000 USD 2.500%
NYM REFINED PRODUCTS MINI SINGAPORE FOB MARINE FUEL 0.5% S5M 01/2020 12/2022 3,900 USD 2.500%
NYM REFINED PRODUCTS MICRO SINGAPORE FOB MARINE FUEL 0.5 S5O 11/2019 11/2019 177 USD 7.000%
NYM REFINED PRODUCTS MICRO SINGAPORE FOB MARINE FUEL 0.5 S5O 12/2019 12/2019 400 USD 2.500%
NYM REFINED PRODUCTS MICRO SINGAPORE FOB MARINE FUEL 0.5 S5O 01/2020 12/2022 390 USD 2.500%
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 12/2019 12/2019 25,500 USD 0.1
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 01/2020 05/2020 25,000 USD 0.04
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 06/2020 10/2020 24,000 USD 0.02
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 11/2020 01/2027 24,000 USD 0.01
NYM REFINED PRODUCTS MINI SINGAPORE FOB MAR FUEL 0.5% (P SBM 11/01/2019 11/21/2019 2,468 USD 25.000%
NYM REFINED PRODUCTS MINI SINGAPORE FOB MAR FUEL 0.5% (P SBM 12/02/2019 01/24/2020 3,750 USD 25.000%
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 11/2019 11/2019 16,500 USD 0.07
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 12/2019 12/2019 49,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 01/2020 01/2020 39,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 02/2020 12/2024 33,500 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL FUT SG 11/2019 11/2019 1,733 USD 0.08
NYM REFINED PRODUCTS SINGAPORE GASOIL FUT SG 12/2019 04/2020 4,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL FUT SG 05/2020 12/2021 3,500 USD 0.03
NYM REFINED PRODUCTS SYNTHET GULF COAST GASOLINE CLNDR F SGS 11/2019 11/2019 2,166 USD 0.05
NYM REFINED PRODUCTS SYNTHET GULF COAST GASOLINE CLNDR F SGS 12/2019 12/2019 4,500 USD 0.04
NYM REFINED PRODUCTS SYNTHET GULF COAST GASOLINE CLNDR F SGS 01/2020 04/2023 4,100 USD 0.025
NYM REFINED PRODUCTS SYNTHETI SINGAPORE JET KEROSENE FUT SKS 11/2019 11/2019 1,950 USD 0.08
NYM REFINED PRODUCTS SYNTHETI SINGAPORE JET KEROSENE FUT SKS 12/2019 04/2020 4,500 USD 0.025
NYM REFINED PRODUCTS SYNTHETI SINGAPORE JET KEROSENE FUT SKS 05/2020 12/2023 4,000 USD 0.03
NYM REFINED PRODUCTS SINGAPORE NAPHTHA FUT SP 11/2019 12/2021 3,500 USD 0.025
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 11/2019 11/2019 4,875 USD 7.000%
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 12/2019 12/2019 9,000 USD 2.500%
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 01/2020 12/2022 7,800 USD 2.500%
NYM REFINED PRODUCTS SING FOB MFUEL 0.5%VS EUR FOB MFUEL SRB 11/01/2019 11/21/2019 6,714 USD 25.000%
NYM REFINED PRODUCTS SING FOB MFUEL 0.5%VS EUR FOB MFUEL SRB 12/02/2019 01/24/2020 10,200 USD 25.000%
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 11/2019 11/2019 1,733 USD 0.08
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 12/2019 04/2020 4,000 USD 0.025
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 05/2020 12/2023 3,500 USD 0.03
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 11/2019 11/2019 1,885 USD 0.08
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 12/2019 12/2019 3,900 USD 0.04
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 01/2020 05/2020 3,600 USD 0.03
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 06/2020 12/2023 2,950 USD 0.03
NYM REFINED PRODUCTS GASOIL 0.1% CARGOES CIF NEW TW 11/2019 10/2022 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CARGOES CIF NWE S TY 11/2019 11/2019 11,266 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CARGOES CIF NWE S TY 12/2019 10/2022 26,000 USD 0.05
NYM REFINED PRODUCTS DIESEL 10PPM BARGES FOB BALMO U7 11/01/2019 11/29/2019 23,039 USD 0.05
NYM REFINED PRODUCTS DIESEL 10PPM BARGES FOB BALMO U7 12/02/2019 01/31/2020 35,000 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/01/2019 11/01/2019 8,925 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/04/2019 11/04/2019 9,394 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/05/2019 11/05/2019 9,916 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/06/2019 11/06/2019 10,500 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/07/2019 11/07/2019 11,156 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/08/2019 11/08/2019 11,900 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/11/2019 11/11/2019 12,750 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/12/2019 11/12/2019 13,731 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/13/2019 11/13/2019 14,874 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/14/2019 11/14/2019 16,228 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/15/2019 11/15/2019 17,850 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/18/2019 11/18/2019 19,833 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/19/2019 11/19/2019 22,312 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/20/2019 11/29/2019 25,500 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/02/2019 12/02/2019 25,190 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/03/2019 12/03/2019 25,175 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/04/2019 12/04/2019 25,157 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/05/2019 12/05/2019 25,138 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/06/2019 12/06/2019 25,117 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/09/2019 12/09/2019 25,093 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/10/2019 12/10/2019 25,066 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/11/2019 12/11/2019 25,035 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/12/2019 01/31/2020 25,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 11/2019 11/2019 20,600 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 12/2019 12/2019 50,000 USD 0.03
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 01/2020 05/2020 45,000 USD 0.02
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 06/2020 12/2024 32,000 USD 0.02
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 11/2019 11/2019 20,800 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 12/2019 04/2020 45,500 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 05/2020 12/2024 36,000 USD 0.025
NYM REFINED PRODUCTS GULF COAST UNL 87 M2 ARGUS FUT UGG 11/2019 10/2022 3,250 USD 0.06
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 11/2019 11/2019 18,850 USD 0.08
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 12/2019 12/2019 39,000 USD 0.04
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 01/2020 05/2020 36,000 USD 0.03
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 06/2020 12/2024 29,500 USD 0.03
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 11/2019 11/2019 19,500 USD 0.08
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 12/2019 10/2022 45,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 11/2019 11/2019 28,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 12/2019 04/2020 28,000 USD 0.04
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 05/2020 10/2022 24,000 USD 0.04
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 11/01/2019 11/27/2019 316 USD 0.08
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 11/29/2019 11/29/2019 % 0.08
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 12/02/2019 12/31/2019 500 USD 0.08
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 11/2019 11/2019 12,000 USD 0.05
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 12/2019 04/2020 40,000 USD 0.05
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 05/2020 12/2022 36,000 USD 0.05
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UP5 11/2019 11/2019 14,308 USD 7.000%
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UP5 12/2019 12/2022 30,480 USD 2.500%
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UPB 11/01/2019 11/21/2019 25,080 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UPB 12/02/2019 01/24/2020 38,100 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 11/2019 11/2019 3,683 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 12/2019 12/2019 8,500 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 01/2020 12/2022 8,250 USD 25.000%
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 11/2019 11/2019 10,833 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 12/2019 10/2022 25,000 USD 0.05
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 11/2019 11/2019 15,000 USD 0.065
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 12/2019 12/2019 46,000 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 01/2020 08/2020 35,000 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 09/2020 12/2024 29,500 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 11/2019 11/2019 2,240 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 12/2019 10/2022 4,000 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 11/01/2019 11/27/2019 4,427 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 12/02/2019 12/31/2019 7,000 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% ROTTERDAM BARGES FUT VL 11/2019 10/2022 24,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 11/01/2019 11/29/2019 2,698 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 12/02/2019 01/31/2020 4,100 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/01/2019 11/01/2019 2,273 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/04/2019 11/04/2019 2,399 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/05/2019 11/05/2019 2,540 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/06/2019 11/06/2019 2,700 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/07/2019 11/07/2019 2,880 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/08/2019 11/08/2019 3,085 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/11/2019 11/11/2019 3,322 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/12/2019 11/12/2019 3,600 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/13/2019 11/13/2019 3,927 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/14/2019 11/14/2019 4,320 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/15/2019 11/15/2019 4,800 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/18/2019 11/18/2019 5,400 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/19/2019 11/19/2019 6,171 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/20/2019 11/27/2019 7,200 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 12/02/2019 12/31/2019 5,750 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 11/01/2019 11/29/2019 3,651 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 12/02/2019 01/31/2020 5,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 11/2019 11/2019 1,660 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 12/2019 10/2022 4,150 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 11/01/2019 11/29/2019 18,102 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 12/02/2019 01/31/2020 27,500 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 11/01/2019 11/29/2019 21,394 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 12/02/2019 01/31/2020 32,500 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 11/01/2019 11/29/2019 20,406 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 12/02/2019 01/31/2020 31,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 11/01/2019 11/29/2019 3,724 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 12/02/2019 01/31/2020 5,100 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 11/2019 11/2019 1,646 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 12/2019 10/2022 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 11/2019 11/2019 1,841 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 12/2019 10/2022 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED FUT Z4 11/2019 10/2023 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 11/2019 11/2019 11,266 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 12/2019 10/2023 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2019 11/2019 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2019 12/2019 700 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2020 01/2020 450 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2020 02/2020 375 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2020 03/2020 300 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2020 04/2020 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2020 06/2021 180 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2021 11/2021 140 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2021 01/2022 120 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2022 05/2022 100 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2022 09/2022 80 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2022 11/2022 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2019 11/2019 700 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2019 12/2019 1,100 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2020 01/2020 875 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2020 02/2020 675 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 03/2020 03/2020 450 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 04/2020 04/2020 400 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 05/2020 06/2020 350 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 07/2020 11/2020 325 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 08/2020 10/2020 300 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2019 01/2020 1,100 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 12/2019 12/2019 1,450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 02/2020 02/2020 850 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 03/2020 03/2020 750 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 04/2020 06/2020 475 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2020 07/2020 420 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 08/2020 11/2020 400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2019 11/2019 1,800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2019 12/2019 1,900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2020 01/2020 1,725 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2020 02/2020 1,350 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 03/2020 03/2020 975 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2020 04/2020 800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2020 05/2020 750 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2020 06/2020 775 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2020 07/2020 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2020 12/2020 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2020 09/2020 625 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2020 11/2020 600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2021 06/2021 550 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 12/2021 450 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2022 06/2022 180 USD 10.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 11/2019 02/2020 1,700 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 03/2020 12/2020 1,700 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 11/2019 11/2019 250 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 12/2019 10/2020 300 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 11/2020 12/2021 300 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 11/2019 12/2021 5,500 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 11/2019 12/2021 8,000 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 11/2019 02/2020 1,800 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 03/2020 10/2024 1,800 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 11/2019 11/2019 230 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 12/2019 10/2024 575 USD 30.000%
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 11/2019 04/2021 150 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 11/2019 12/2021 375 USD 30.000%
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 11/18/2019 01/18/2030 48 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 11/18/2019 11/19/2029 48 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 11/2019 11/2019 4,500 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 12/2019 01/2020 4,500 USD 25.000%
CMX METALS COMEX 100 GOLD FUTURES GC 02/2020 04/2020 4,500 USD 20.000%
CMX METALS COMEX 100 GOLD FUTURES GC 06/2020 06/2025 4,500 USD 15.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 12/2019 12/2019 4,500 USD 25.000%
CMX METALS GOLD KILO FUTURES GCK 11/2019 04/2020 1,239 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 06/2020 08/2020 1,239 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 10/2020 10/2020 1,239 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2019 12/2019 4,500 USD 25.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 02/2020 04/2020 4,500 USD 20.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 06/2020 06/2020 4,500 USD 15.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 12/2019 01/2020 3,376 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 11/19/2019 11/25/2019 4,900 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 12/2019 02/2020 1,800 USD 0.038
CMX METALS COMEX COPPER FUTURES HG 11/2019 11/2019 2,700 USD 25.000%
CMX METALS COMEX COPPER FUTURES HG 12/2019 02/2020 2,700 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 03/2020 09/2024 2,700 USD 15.000%
CMX METALS COPPER SPOT TAS HG0 11/2019 11/2019 2,700 USD 25.000%
CMX METALS COPPER LONDON TAM HGF 12/2019 12/2019 2,700 USD 20.000%
CMX METALS COPPER LONDON MARKER HGK 12/2019 12/2019 2,700 USD 20.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 11/2019 11/2019 810 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2019 02/2020 2,700 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2020 05/2020 2,700 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 06/2020 09/2021 2,700 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2021 12/2021 2,454 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2022 09/2024 1,900 USD 0.02
CMX METALS COPPER TAS HGT 12/2019 12/2019 2,700 USD 20.000%
CMX METALS COPPER TAS HGT 03/2020 07/2020 2,700 USD 15.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 11/2019 02/2020 480 USD 35.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 03/2020 12/2022 480 USD 20.000%
CMX METALS LEAD FUTURES LED 11/2019 11/2019 1,750 USD 35.000%
CMX METALS LEAD FUTURES LED 12/2019 01/2020 1,750 USD 30.000%
CMX METALS LEAD FUTURES LED 02/2020 04/2020 1,750 USD 25.000%
CMX METALS LEAD FUTURES LED 05/2020 10/2020 1,750 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 11/18/2019 11/29/2019 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 12/02/2019 12/31/2019 2 USD 0.05
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 01/02/2020 11/20/2024 2 USD 0.03
CMX METALS MICRO GOLD FUTURES MGC 12/2019 12/2019 450 USD 25.000%
CMX METALS MICRO GOLD FUTURES MGC 02/2020 04/2020 450 USD 20.000%
CMX METALS MICRO GOLD FUTURES MGC 06/2020 08/2021 450 USD 15.000%
CMX METALS MICRO GOLD TAS MGT 12/2019 12/2019 450 USD 25.000%
CMX METALS MICRO GOLD TAS MGT 02/2020 04/2020 450 USD 20.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 11/2019 12/2021 350 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 12/2019 02/2020 1,350 USD 20.000%
CMX METALS E-MINI COPPER FUTURES QC 03/2020 09/2024 1,350 USD 15.000%
CMX METALS COMEX MINY SILVER FUTURES QI 12/2019 03/2020 2,600 USD 24.000%
CMX METALS COMEX MINY SILVER FUTURES QI 05/2020 09/2021 2,600 USD 18.000%
CMX METALS E-MINI GOLD FUTURES QO 12/2019 12/2019 2,250 USD 25.000%
CMX METALS E-MINI GOLD FUTURES QO 02/2020 04/2020 2,250 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 06/2020 08/2021 2,250 USD 15.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 12/2019 02/2020 13,000 CNH 35.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 04/2020 10/2020 13,000 CNH 20.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 12/2019 02/2020 1,800 USD 35.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 04/2020 10/2020 1,800 USD 20.000%
CMX METALS U.S. MIDWEST SHREDDED SCRAP (PLATTS SHR 12/2019 11/2021 700 USD 30.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 11/2019 11/2019 5,200 USD 29.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 12/2019 03/2020 5,200 USD 24.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 05/2020 07/2024 5,200 USD 18.000%
CMX METALS MICRO SILVER FUTURES SIL 11/2019 11/2019 1,040 USD 29.000%
CMX METALS MICRO SILVER FUTURES SIL 12/2019 03/2020 1,040 USD 24.000%
CMX METALS MICRO SILVER FUTURES SIL 05/2020 09/2020 1,040 USD 18.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 12/2019 03/2020 5,200 USD 24.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 05/2020 07/2020 5,200 USD 18.000%
CMX METALS LONDON SPOT SILVER FUTURES SSP 11/19/2019 11/25/2019 5,900 USD 0.05
CMX METALS ZINC FUTURES ZNC 11/2019 02/2020 3,300 USD 35.000%
CMX METALS ZINC FUTURES ZNC 03/2020 04/2020 3,300 USD 30.000%
CMX METALS ZINC FUTURES ZNC 05/2020 10/2020 3,300 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 10/2019 12/2019 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 02/2020 02/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2020 04/2021 1,800 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 11/2019 11/2019 3,375 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 01/2020 10/2020 3,375 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 11/2019 11/2019 600 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 12/2019 02/2020 1,200 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 03/2020 07/2020 1,000 USD 10.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 08/2020 10/2021 775 USD 10.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 11/2019 11/2019 261 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 12/2019 10/2024 500 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 11/2019 11/2019 261 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 12/2019 10/2024 500 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2019 11/2019 630 USD 40.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 12/2019 02/2020 1,480 USD 30.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2020 03/2020 850 USD 22.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 04/2020 04/2020 725 USD 16.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2020 10/2021 660 USD 16.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 11/2019 11/2019 620 USD 35.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 12/2019 03/2020 1,440 USD 25.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 04/2020 09/2020 760 USD 15.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 10/2020 10/2021 500 USD 15.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 11/2019 11/2019 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 12/2019 03/2020 725 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 04/2020 10/2021 700 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 11/2019 11/2019 840 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 12/2019 12/2019 970 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 01/2020 10/2020 1,100 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 11/2020 10/2021 1,100 USD 10.000%
CME AGRICULTURE GSCI ER FUTURES GA 11/2019 03/2020 900 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 11/2019 02/2020 4,500 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 11/2019 02/2020 4,500 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 01/2020 03/2020 3,375 USD 20.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 11/2019 02/2020 4,500 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 11/2019 03/2020 900 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 11/2019 03/2020 900 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2019 12/2019 2,200 USD 40.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 02/2020 02/2020 2,200 USD 25.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2020 04/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2020 06/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2020 07/2020 2,200 USD 16.000%
CME AGRICULTURE MLK MID FUTURES JQ 11/2019 11/2019 310 USD 35.000%
CME AGRICULTURE MLK MID FUTURES JQ 12/2019 03/2020 720 USD 25.000%
CME AGRICULTURE MLK MID FUTURES JQ 04/2020 09/2020 380 USD 15.000%
CME AGRICULTURE MLK MID FUTURES JQ 10/2020 10/2021 250 USD 15.000%
CME AGRICULTURE LUMBER110 FUTURES LB 11/2019 01/2020 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 03/2020 01/2021 2,100 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 12/2019 12/2019 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 02/2020 02/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 04/2020 08/2020 1,800 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2019 12/2019 2,200 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2020 02/2020 2,200 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 04/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 06/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2020 07/2020 2,200 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2020 08/2020 1,850 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2020 04/2021 1,850 USD 15.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 11/2019 11/2019 525 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 12/2019 12/2019 900 USD 30.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 01/2020 02/2020 1,400 USD 28.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 03/2020 10/2021 1,400 USD 15.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 11/2019 09/2021 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 11/2019 11/2019 290 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 12/2019 09/2021 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 11/2019 10/2020 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2019 10/2019 % 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2019 12/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2020 02/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2020 04/2020 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 10/2019 10/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2019 12/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2020 02/2020 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 10/2019 12/2019 1,450 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 11/2019 02/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 11/2019 02/2020 1,100 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 11/2019 02/2020 1,100 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 11/2019 02/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 11/2019 02/2020 1,350 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 11/2019 02/2020 1,350 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 12/2019 03/2020 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 12/2019 03/2020 3,200 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 12/2019 03/2020 3,300 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 12/2019 03/2020 3,250 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 12/2019 03/2020 3,800 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 12/2019 03/2020 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 12/2019 03/2020 1,700 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 12/2019 12/2020 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 12/2019 03/2020 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 12/2019 12/2020 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 12/2019 12/2020 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 12/2019 12/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 12/2019 12/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 12/2019 12/2020 9,250 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 12/2019 12/2020 9,250 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 11/2019 11/2019 15,004 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2019 12/2019 15,078 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 01/2020 01/2020 15,207 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2020 03/2020 15,429 USD 90.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 12/2019 03/2020 9,250 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 12/2019 12/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 12/2019 12/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 12/2019 12/2020 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 12/2019 12/2020 1,550 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 12/2019 12/2020 2,600 EUR 20.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX MARKE EGI 12/2019 12/2019 4,800 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 ESG INDEX EGT 12/2019 12/2020 4,800 USD 35.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 12/2019 12/2020 2,200 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 12/2019 12/2020 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 12/2019 12/2020 7,200 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 12/2019 09/2020 96,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 11/15/2019 02/21/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 11/15/2019 12/06/2019 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 11/15/2019 11/27/2019 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 12/2019 12/2020 4,800 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 12/2019 12/2020 7,200 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 12/2019 12/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 12/2019 12/2020 1,850 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 12/2019 12/2020 1,800 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 12/2019 12/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 12/2019 12/2020 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 12/2019 12/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 12/2019 12/2020 1,800 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 12/2019 12/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 12/2019 12/2020 1,800 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 12/2019 06/2020 17,760 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 12/2019 12/2020 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 12/2019 12/2020 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 12/2019 12/2019 300 USD 35.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2020 12/2020 300 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 12/2019 12/2020 7,200 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2019 12/2019 630 USD 35.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2020 03/2020 630 USD 25.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2020 12/2020 630 USD 20.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 12/2019 12/2019 720 USD 40.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2020 12/2020 720 USD 20.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 12/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 12/2019 12/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2020 12/2020 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 12/2019 12/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2020 12/2020 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 12/2019 12/2019 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2020 12/2020 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 12/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 12/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 12/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 12/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 12/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 12/2019 12/2019 7,200 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2020 12/2020 7,200 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 12/2019 12/2019 7,200 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2020 12/2020 7,200 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 12/2019 12/2019 7,200 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2020 12/2020 7,200 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 12/2019 03/2020 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 12/2019 12/2020 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 12/2019 12/2020 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 12/2019 12/2020 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 12/2019 12/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 12/2019 12/2020 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 12/2019 12/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2020 12/2020 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 12/2019 12/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2020 12/2020 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 12/2019 12/2019 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2020 12/2020 3,950 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 12/2019 12/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 12/2019 12/2020 3,400 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 12/2019 12/2019 3,000 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2020 12/2020 3,000 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 12/2019 12/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 12/2019 12/2020 3,400 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 12/2019 12/2020 2,100 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 12/2019 12/2020 1,500 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 12/2019 12/2019 3,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2020 12/2020 3,000 USD 20.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 12/2019 12/2020 2,100 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2019 12/2019 130 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 170 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 260 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2022 270 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 320 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2024 12/2026 420 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2027 12/2029 570 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 12/2019 12/2019 210 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2020 09/2020 300 USD 0.035

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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    • CME CORE

    • CME CORE is an interactive margin calculator that enables users to calculate and evaluate initial margin requirements for all CME Group Products, and execute OTC efficiency analysis through additional analytics.

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