Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 03/2020 03/2020 % 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 04/2020 04/2020 22,500 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 05/2020 03/2023 25,000 USD 0.05
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 03/2020 03/2020 % 0.065
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 04/2020 04/2020 28,956 USD 0.065
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 05/2020 05/2020 35,500 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 06/2020 01/2021 32,500 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 02/2021 12/2025 29,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 03/2020 03/2020 % 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 04/2020 04/2020 4,200 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 05/2020 03/2023 4,000 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 03/02/2020 03/31/2020 % 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 04/01/2020 04/30/2020 6,640 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1%BRGS FOB ARA (PLATTS)FUT VL 03/2020 03/2023 29,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 03/02/2020 03/31/2020 % 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 04/01/2020 04/30/2020 5,168 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 05/04/2020 06/30/2020 5,350 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 03/02/2020 03/31/2020 % 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 04/01/2020 04/01/2020 5,059 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 04/02/2020 04/02/2020 5,312 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 04/03/2020 04/03/2020 5,591 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 04/06/2020 04/06/2020 5,902 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 04/07/2020 04/30/2020 6,250 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 03/02/2020 03/31/2020 % 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 04/01/2020 06/30/2020 5,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 03/2020 03/2020 % 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 04/2020 04/2020 3,735 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 05/2020 03/2023 4,150 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 03/02/2020 03/31/2020 % 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 04/01/2020 04/30/2020 26,088 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 05/01/2020 06/30/2020 27,500 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 03/02/2020 03/31/2020 % 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 04/01/2020 04/30/2020 30,832 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 05/01/2020 06/30/2020 32,500 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 03/02/2020 03/31/2020 % 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 04/01/2020 04/30/2020 29,409 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 05/01/2020 06/30/2020 31,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 03/02/2020 03/31/2020 % 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 04/01/2020 06/30/2020 5,100 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 03/2020 03/2020 % 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 04/2020 04/2020 3,420 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 05/2020 03/2023 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 03/2020 03/2020 % 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 04/2020 04/2020 3,825 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 05/2020 03/2023 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED FUT Z4 03/2020 03/2024 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 03/2020 03/2020 % 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 04/2020 04/2020 23,400 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 05/2020 03/2024 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2020 04/2020 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2020 05/2020 1,900 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2020 06/2020 750 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2020 08/2020 700 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2020 09/2020 800 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2020 10/2020 850 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2020 11/2020 500 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2020 12/2020 400 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2021 02/2022 250 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2022 03/2022 220 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2022 10/2022 150 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2022 02/2023 125 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2023 11/2023 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 04/2020 04/2020 1,900 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 05/2020 05/2020 2,700 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 06/2020 08/2020 1,450 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 07/2020 07/2020 1,350 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 09/2020 09/2020 1,700 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2020 10/2020 1,300 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2020 11/2020 825 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2020 04/2021 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2021 01/2021 450 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2021 02/2021 700 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 03/2021 03/2021 650 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 04/2020 04/2020 2,700 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 05/2020 05/2020 3,950 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 06/2020 09/2020 2,100 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2020 07/2020 2,150 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 08/2020 08/2020 2,300 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 10/2020 10/2020 1,700 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2020 03/2021 1,000 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 12/2020 04/2021 800 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 01/2021 02/2021 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2020 04/2020 5,250 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2020 05/2020 6,000 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2020 06/2020 4,200 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2020 07/2020 3,800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2020 08/2020 3,300 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2020 09/2020 2,600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2020 10/2020 1,900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2020 11/2020 1,300 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2020 02/2021 1,150 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2021 01/2021 1,200 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 03/2021 03/2021 1,100 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2021 04/2021 925 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2021 05/2021 1,050 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2021 06/2021 1,700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 06/2022 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2022 12/2022 175 USD 10.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 04/2020 05/2020 8,350 USD 40.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 06/2020 06/2020 8,350 USD 35.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 08/2020 08/2020 8,350 USD 30.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 10/2020 02/2021 8,350 USD 26.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 04/2021 12/2025 8,350 USD 25.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 03/2020 07/2020 1,700 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 08/2020 12/2021 1,700 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 03/2020 04/2020 250 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 05/2020 03/2021 300 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 04/2021 12/2022 300 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 03/2020 12/2022 5,500 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 03/2020 12/2022 5,500 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 04/2020 07/2020 1,700 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 08/2020 03/2025 1,700 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 03/2020 03/2020 % 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 04/2020 04/2020 560 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 05/2020 03/2025 700 USD 30.000%
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 03/2020 09/2021 300 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 03/2020 04/2020 450 USD 30.000%
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 05/2020 12/2022 585 USD 30.000%
CMX METALS NORTH EURO HOT-ROLLED COIL STEEL EHR 03/2020 07/2020 375 EUR 35.000%
CMX METALS NORTH EURO HOT-ROLLED COIL STEEL EHR 08/2020 03/2021 375 EUR 20.000%
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 04/03/2020 06/06/2030 80 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 04/03/2020 04/05/2030 80 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 03/2020 05/2020 8,350 USD 40.000%
CMX METALS COMEX 100 GOLD FUTURES GC 06/2020 06/2020 8,350 USD 35.000%
CMX METALS COMEX 100 GOLD FUTURES GC 08/2020 08/2020 8,350 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 10/2020 02/2021 8,350 USD 26.000%
CMX METALS COMEX 100 GOLD FUTURES GC 04/2021 12/2025 8,350 USD 25.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 06/2020 06/2020 8,350 USD 35.000%
CMX METALS GOLD KILO FUTURES GCK 04/2020 08/2020 1,900 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 10/2020 12/2020 1,900 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 02/2021 02/2021 1,900 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 06/2020 06/2020 8,350 USD 35.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 08/2020 08/2020 8,350 USD 30.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2020 02/2021 8,350 USD 26.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 06/2020 07/2020 5,750 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 04/06/2020 04/14/2020 7,200 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 05/2020 06/2020 3,900 USD 0.038
CMX METALS U.S. MIDWEST DOM STEEL PREM(CRU)FUT HDG 04/2020 07/2020 675 USD 35.000%
CMX METALS U.S. MIDWEST DOM STEEL PREM(CRU)FUT HDG 08/2020 12/2023 675 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 03/2020 07/2020 3,750 USD 35.000%
CMX METALS COMEX COPPER FUTURES HG 08/2020 11/2020 3,750 USD 30.000%
CMX METALS COMEX COPPER FUTURES HG 12/2020 03/2025 3,750 USD 20.000%
CMX METALS COPPER SPOT TAS HG0 04/2020 04/2020 3,750 USD 35.000%
CMX METALS COPPER LONDON TAM HGF 05/2020 05/2020 3,750 USD 35.000%
CMX METALS COPPER LONDON MARKER HGK 05/2020 05/2020 3,750 USD 35.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2020 03/2020 168 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 04/2020 04/2020 2,857 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 05/2020 07/2020 3,750 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 08/2020 10/2020 3,750 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 11/2020 02/2022 3,750 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2022 03/2022 3,423 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 05/2022 05/2022 3,393 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 07/2022 03/2025 1,900 USD 0.02
CMX METALS COPPER TAS HGT 05/2020 07/2020 3,750 USD 35.000%
CMX METALS COPPER TAS HGT 09/2020 09/2020 3,750 USD 30.000%
CMX METALS COPPER TAS HGT 12/2020 12/2020 3,750 USD 20.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 03/2020 07/2020 480 USD 35.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 08/2020 12/2023 480 USD 20.000%
CMX METALS LEAD FUTURES LED 04/2020 04/2020 1,750 USD 35.000%
CMX METALS LEAD FUTURES LED 05/2020 06/2020 1,750 USD 30.000%
CMX METALS LEAD FUTURES LED 07/2020 09/2020 1,750 USD 25.000%
CMX METALS LEAD FUTURES LED 10/2020 03/2021 1,750 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 04/03/2020 04/30/2020 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 05/01/2020 04/08/2025 2 USD 0.03
CMX METALS MICRO GOLD FUTURES MGC 04/2020 04/2020 835 USD 40.000%
CMX METALS MICRO GOLD FUTURES MGC 06/2020 06/2020 835 USD 35.000%
CMX METALS MICRO GOLD FUTURES MGC 08/2020 08/2020 835 USD 30.000%
CMX METALS MICRO GOLD FUTURES MGC 10/2020 02/2021 835 USD 26.000%
CMX METALS MICRO GOLD FUTURES MGC 04/2021 02/2022 835 USD 25.000%
CMX METALS MICRO GOLD TAS MGT 06/2020 06/2020 835 USD 35.000%
CMX METALS MICRO GOLD TAS MGT 08/2020 08/2020 835 USD 30.000%
CMX METALS MICRO GOLD TAS MGT 12/2020 12/2020 835 USD 26.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 03/2020 12/2022 375 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 05/2020 07/2020 1,875 USD 35.000%
CMX METALS E-MINI COPPER FUTURES QC 08/2020 11/2020 1,875 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 12/2020 03/2025 1,875 USD 20.000%
CMX METALS COMEX MINY SILVER FUTURES QI 05/2020 05/2020 4,500 USD 45.000%
CMX METALS COMEX MINY SILVER FUTURES QI 07/2020 07/2020 4,500 USD 40.000%
CMX METALS COMEX MINY SILVER FUTURES QI 09/2020 03/2021 4,500 USD 25.000%
CMX METALS COMEX MINY SILVER FUTURES QI 05/2021 01/2022 4,500 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 06/2020 06/2020 4,175 USD 35.000%
CMX METALS E-MINI GOLD FUTURES QO 08/2020 08/2020 4,175 USD 30.000%
CMX METALS E-MINI GOLD FUTURES QO 10/2020 02/2021 4,175 USD 26.000%
CMX METALS E-MINI GOLD FUTURES QO 04/2021 02/2022 4,175 USD 25.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 03/2020 06/2020 19,000 CNH 35.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 08/2020 02/2021 19,000 CNH 20.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 03/2020 06/2020 2,700 USD 35.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 08/2020 02/2021 2,700 USD 20.000%
CMX METALS U.S. MIDWEST SHREDDED SCRAP (PLATTS SHR 04/2020 03/2022 700 USD 30.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 03/2020 05/2020 9,000 USD 45.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 06/2020 07/2020 9,000 USD 40.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 09/2020 03/2021 9,000 USD 25.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 05/2021 12/2024 9,000 USD 20.000%
CMX METALS MICRO SILVER FUTURES SIL 03/2020 05/2020 1,800 USD 45.000%
CMX METALS MICRO SILVER FUTURES SIL 06/2020 07/2020 1,800 USD 40.000%
CMX METALS MICRO SILVER FUTURES SIL 09/2020 03/2021 1,800 USD 25.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 05/2020 05/2020 9,000 USD 45.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 07/2020 07/2020 9,000 USD 40.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 09/2020 12/2020 9,000 USD 25.000%
CMX METALS LONDON SPOT SILVER FUTURES SSP 04/06/2020 04/14/2020 8,000 USD 0.05
CMX METALS ZINC FUTURES ZNC 03/2020 07/2020 3,300 USD 35.000%
CMX METALS ZINC FUTURES ZNC 08/2020 09/2020 3,300 USD 30.000%
CMX METALS ZINC FUTURES ZNC 10/2020 03/2021 3,300 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2020 04/2020 2,150 USD 40.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 06/2020 06/2020 2,150 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 08/2020 08/2021 2,150 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 04/2020 04/2020 4,050 USD 40.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 05/2020 05/2020 4,050 USD 30.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 08/2020 09/2020 4,050 USD 27.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 10/2020 03/2021 4,050 USD 21.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 03/2020 04/2020 790 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 05/2020 07/2020 2,160 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 08/2020 08/2020 1,490 USD 32.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 09/2020 09/2020 1,260 USD 26.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 10/2020 03/2022 1,155 USD 26.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 03/2020 04/2020 670 USD 40.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 05/2020 07/2020 2,250 USD 34.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 08/2020 03/2022 2,330 USD 23.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 03/2020 03/2020 % 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 04/2020 04/2020 1,891 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 05/2020 03/2025 1,550 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 03/2020 03/2020 % 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 04/2020 04/2020 1,891 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 05/2020 03/2025 1,550 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2020 04/2020 630 USD 40.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2020 07/2020 2,000 USD 38.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 08/2020 08/2020 1,420 USD 33.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 09/2020 09/2020 1,420 USD 28.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 10/2020 03/2022 1,330 USD 28.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 03/2020 04/2020 620 USD 40.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 05/2020 08/2020 1,940 USD 34.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 09/2020 03/2022 1,240 USD 24.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 03/2020 04/2020 800 USD 40.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 05/2020 08/2020 2,050 USD 33.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 09/2020 03/2022 2,050 USD 32.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 03/2020 04/2020 840 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 05/2020 05/2020 1,150 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 06/2020 03/2021 1,660 USD 19.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 04/2021 03/2022 1,480 USD 12.000%
CME AGRICULTURE GSCI ER FUTURES GA 04/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 04/2020 06/2020 7,500 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 04/2020 06/2020 7,500 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 05/2020 05/2020 4,050 USD 30.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 08/2020 08/2020 4,050 USD 27.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 04/2020 06/2020 7,500 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 04/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 04/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2020 06/2020 2,500 USD 25.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2020 08/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 10/2020 10/2020 2,200 USD 17.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2020 12/2020 1,850 USD 17.000%
CME AGRICULTURE MLK MID FUTURES JQ 03/2020 04/2020 310 USD 40.000%
CME AGRICULTURE MLK MID FUTURES JQ 05/2020 08/2020 970 USD 34.000%
CME AGRICULTURE MLK MID FUTURES JQ 09/2020 03/2022 620 USD 24.000%
CME AGRICULTURE LUMBER110 FUTURES LB 03/2020 05/2020 3,500 USD 20.000%
CME AGRICULTURE LUMBER110 FUTURES LB 07/2020 05/2021 3,300 USD 20.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 06/2020 06/2020 2,150 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 08/2020 02/2021 2,150 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 04/2020 2,500 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 05/2020 2,500 USD 30.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2020 06/2020 2,500 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2020 08/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2020 10/2020 2,200 USD 17.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2020 07/2021 1,850 USD 17.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 03/2020 04/2020 1,400 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 05/2020 05/2020 2,400 USD 36.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 06/2020 07/2020 3,000 USD 33.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 08/2020 03/2022 3,000 USD 24.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 03/2020 02/2022 1,200 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 03/2020 03/2020 % 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 04/2020 04/2020 741 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 05/2020 02/2022 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 03/2020 03/2021 1,200 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2020 04/2020 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2020 06/2020 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2020 08/2020 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2020 10/2020 375 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 04/2020 04/2020 1,700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 06/2020 06/2020 800 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 08/2020 08/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 04/2020 04/2020 1,700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 06/2020 06/2020 950 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 03/2020 07/2020 1,800 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 03/2020 07/2020 1,300 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 03/2020 07/2020 1,300 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 04/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 03/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 04/2020 07/2020 1,600 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 06/2020 06/2021 5,800 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 06/2020 06/2021 6,000 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 06/2020 06/2021 8,600 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 06/2020 06/2021 7,500 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 06/2020 06/2021 10,500 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 06/2020 06/2021 5,300 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 06/2020 06/2021 7,000 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 06/2020 06/2021 8,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 06/2020 06/2021 12,500 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 06/2020 06/2021 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 06/2020 06/2021 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 06/2020 06/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 06/2020 06/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 06/2020 06/2021 17,000 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 06/2020 06/2021 17,000 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 04/2020 04/2020 12,095 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2020 05/2020 12,219 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 06/2020 06/2020 12,260 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 07/2020 07/2020 12,268 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 08/2020 08/2020 12,276 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 09/2020 09/2020 12,301 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2020 12/2020 12,450 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2021 12/2021 13,885 USD 70.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 06/2020 06/2021 17,000 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 06/2020 06/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 06/2020 06/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 06/2020 06/2021 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 06/2020 06/2021 1,850 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 06/2020 06/2021 2,600 EUR 20.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX MARKE EGI 06/2020 06/2021 12,600 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 ESG INDEX EGT 06/2020 06/2021 12,600 USD 35.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 06/2020 06/2021 3,600 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 06/2020 06/2021 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 06/2020 06/2021 17,000 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 06/2020 03/2021 180,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 04/17/2020 06/19/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 04/01/2020 04/30/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 04/01/2020 04/15/2020 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 06/2020 06/2021 12,600 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 06/2020 06/2021 17,000 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 06/2020 06/2021 3,350 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 06/2020 06/2021 2,200 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 06/2020 06/2021 2,150 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 06/2020 06/2021 2,200 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 06/2020 06/2021 3,350 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 06/2020 06/2021 3,350 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 06/2020 06/2021 2,150 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 06/2020 06/2021 2,200 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 06/2020 06/2021 2,150 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 04/2020 10/2020 18,230 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 06/2020 06/2021 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 06/2020 06/2021 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 06/2020 06/2020 710 USD 45.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2020 06/2021 710 USD 30.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 06/2020 06/2021 17,000 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2020 06/2020 1,200 USD 45.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2020 09/2020 1,200 USD 30.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2020 06/2021 1,200 USD 25.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 06/2020 06/2020 1,500 USD 45.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2020 06/2021 1,500 USD 30.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 04/2020 12/2025 900,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2020 06/2020 5,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2020 06/2021 5,500 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2020 06/2020 5,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2020 06/2021 5,500 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2020 06/2020 5,500 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2020 06/2021 5,500 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 04/2020 12/2025 900,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 04/2020 12/2025 900,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 06/2020 12/2025 9,000 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 06/2020 12/2025 9,000 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 06/2020 12/2025 9,000 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 09/2020 09/2020 15,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 06/2020 09/2020 8,650 USD 0.09
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 09/2020 09/2020 15,000 USD 30.000%
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 06/2020 06/2021 4,550 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 06/2020 06/2021 4,550 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 06/2020 06/2021 4,550 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 06/2020 06/2021 7,800 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 06/2020 06/2021 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2020 06/2020 4,600 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2020 06/2021 4,600 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2020 06/2020 4,600 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2020 06/2021 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2020 06/2020 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2020 06/2021 4,600 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 06/2020 06/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 06/2020 06/2021 8,100 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2020 06/2020 7,100 USD 45.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2020 06/2021 7,100 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 06/2020 06/2021 7,800 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 06/2020 06/2021 8,100 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 06/2020 06/2021 5,600 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 06/2020 06/2021 1,500 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 06/2020 06/2020 7,100 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 09/2020 09/2020 7,100 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2020 06/2020 7,100 USD 45.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2020 06/2021 7,100 USD 30.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 06/2020 06/2021 5,600 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 1,000 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 1,750 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2024 2,000 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2030 2,100 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2020 06/2020 1,900 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2020 06/2021 2,400 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 06/2020 09/2020 38,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 06/2020 09/2020 38,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 06/2020 06/2021 2,800 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 06/2020 06/2021 2,800 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 06/2020 06/2021 2,800 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 06/2020 06/2021 5,400 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 06/2020 06/2021 5,400 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 06/2020 06/2020 60,000 USD 45.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2020 09/2020 60,000 USD 30.000%
CME EQUITY INDEX S&P 500 FUTURES SP 12/2020 12/2024 60,000 USD 25.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 06/2020 09/2020 23,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 06/2020 09/2020 23,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 06/2020 09/2020 38,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 06/2020 06/2021 5,400 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 06/2020 06/2021 825,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 06/2020 06/2021 825,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 06/2020 06/2020 7,100 USD 45.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 09/2020 09/2020 7,100 USD 30.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 04/2020 12/2026 12,500 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 04/2020 12/2026 12,500 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 04/2020 12/2026 12,500 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 06/2020 09/2020 23,000 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 06/2020 06/2021 5,800 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 06/2020 06/2021 6,000 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 06/2020 06/2021 8,600 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 06/2020 06/2021 7,500 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 06/2020 06/2021 10,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 06/2020 06/2021 5,300 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 06/2020 06/2021 4,500 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 06/2020 06/2021 7,000 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 06/2020 06/2021 8,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 06/2020 06/2021 12,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 06/2020 06/2021 6,800 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 06/2020 06/2021 5,800 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 06/2020 06/2021 6,000 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 06/2020 06/2021 8,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 06/2020 06/2021 7,500 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 06/2020 06/2021 10,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 06/2020 06/2021 5,300 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 06/2020 06/2021 4,500 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 06/2020 06/2021 4,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 06/2020 06/2021 7,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 06/2020 06/2021 8,500 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 06/2020 06/2021 12,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 06/2020 09/2020 6,800 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 06/2020 06/2021 6,800 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2020 06/2020 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2020 09/2020 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2020 12/2020 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2021 03/2021 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2021 06/2021 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2021 09/2021 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2021 12/2021 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2022 03/2022 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2022 06/2022 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2022 09/2022 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2022 12/2022 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2023 03/2023 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2023 09/2023 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2023 03/2024 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2024 09/2024 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2024 03/2025 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2025 09/2025 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2025 03/2026 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2026 09/2026 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2026 03/2027 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2027 09/2027 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2027 03/2028 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2028 09/2028 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2028 03/2029 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2029 09/2029 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2029 04/2030 40,035 USD 0.07
CME FX AD/CD FUTURES AC 06/2020 09/2021 3,600 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 04/2020 06/2020 1,800 USD 40.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 07/2020 03/2025 1,800 USD 35.000%
CME FX AD/JY FUTURES AJ 06/2020 09/2021 550,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 06/2020 09/2021 2,500 NZD 0.02
CME FX BPSF FUTURE BF 06/2020 09/2021 7,000 CHF 0.05
CME FX BRITISH POUND FUTURES BP 04/2020 06/2020 2,700 USD 35.000%
CME FX BRITISH POUND FUTURES BP 07/2020 03/2025 2,700 USD 25.000%
CME FX BRAZILIAN REAL FUTURES BR 04/2020 04/2021 1,300 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 05/2021 04/2022 1,550 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 05/2022 04/2025 1,700 USD 0.04
CME FX BPJY FUTURE BY 06/2020 09/2021 780,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 04/2020 07/2020 1,550 USD 25.000%
CME FX CANADIAN DOLLAR FUTURES C1 09/2020 03/2025 1,550 USD 20.000%
CME FX EC/AD CROSS RATE FUTURES CA 06/2020 09/2021 5,000 AUD 0.02

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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