Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 01/2021 02/2021 17,400 USD 30.000%
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 12/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 12/2020 12/2021 4,500 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 12/2020 12/2021 7,500 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 12/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 12/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 12/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 12/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 12/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 12/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 12/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 12/2020 12/2021 6,000 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 12/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 12/2020 12/2021 4,500 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 12/2020 12/2021 7,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 12/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 12/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 12/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 12/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 12/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 12/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 12/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 12/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 12/2020 03/2021 6,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 12/2020 12/2021 6,000 USD 25.000%
CME FX AD/CD FUTURES AC 12/2020 03/2022 3,000 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 12/2020 02/2021 1,800 USD 40.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 03/2021 09/2025 1,800 USD 35.000%
CME FX AD/JY FUTURES AJ 12/2020 03/2022 500,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 12/2020 03/2022 2,400 NZD 0.02
CME FX BPSF FUTURE BF 12/2020 03/2022 6,000 CHF 0.05
CME FX BRITISH POUND FUTURES BP 12/2020 02/2021 3,000 USD 35.000%
CME FX BRITISH POUND FUTURES BP 03/2021 09/2025 3,000 USD 25.000%
CME FX BRAZILIAN REAL FUTURES BR 12/2020 11/2021 1,500 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 12/2021 11/2022 1,550 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 12/2022 11/2025 1,700 USD 0.04
CME FX BPJY FUTURE BY 12/2020 03/2022 720,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 12/2020 03/2021 1,450 USD 25.000%
CME FX CANADIAN DOLLAR FUTURES C1 04/2021 09/2025 1,450 USD 20.000%
CME FX EC/AD CROSS RATE FUTURES CA 12/2020 03/2022 4,500 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 12/2020 03/2022 3,100 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 12/2020 09/2022 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 12/2020 09/2022 2,800 USD 0.07
CME FX EC/NKR FUTURES CN 12/2020 03/2022 52,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 12/2020 11/2021 12,500 CNH 0.08
CME FX USD/CNH FUTURES CNH 12/2021 12/2023 15,000 CNH 0.08
CME FX CD/JY FUTURES CY 12/2020 03/2022 550,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 12/2020 03/2022 6,700 USD 0.04
CME FX SWISS FRANC FUTURES E1 12/2020 06/2021 4,100 USD 25.000%
CME FX SWISS FRANC FUTURES E1 09/2021 09/2025 4,100 USD 20.000%
CME FX E-MINI EURO FX FUTURE E7 12/2020 12/2020 1,300 USD 35.000%
CME FX E-MINI EURO FX FUTURE E7 03/2021 03/2021 1,300 USD 25.000%
CME FX EURO FUTURE EC 12/2020 02/2021 2,600 USD 35.000%
CME FX EURO FUTURE EC 03/2021 09/2025 2,600 USD 25.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 12/2020 03/2022 4,200 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 12/2020 03/2022 7,000 USD 0.04
CME FX JAPANESE YEN FUTURES J1 12/2020 09/2025 3,600 USD 33.000%
CME FX E-MINI J-YEN FUTURE J7 12/2020 03/2021 1,800 USD 33.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 12/2020 03/2022 4,400 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 12/2020 03/2022 27,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 12/2020 06/2022 3,000 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 12/2020 12/2020 180 USD 40.000%
CME FX MICRO AUD/USD FUTURES M6A 03/2021 03/2021 180 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 12/2020 12/2020 300 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 03/2021 03/2021 300 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 12/2020 12/2020 260 USD 35.000%
CME FX MICRO EUR/USD FUTURES M6E 03/2021 03/2021 260 USD 25.000%
CME FX MICRO CAD/USD FUTURES MCD 12/2020 03/2021 145 USD 25.000%
CME FX MICRO INR/USD FUTURE MIR 11/2020 11/2021 360 USD 0.08
CME FX MICRO JPY/USD MJY 12/2020 03/2021 360 USD 33.000%
CME FX MICRO USD/CNH FUTURES MNH 12/2020 11/2021 1,250 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 12/2020 06/2022 1,800 USD 35.000%
CME FX MICRO CHF/USD FUTURES MSF 12/2020 03/2021 410 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 12/2020 03/2022 1,700 USD 25.000%
CME FX POLISH ZLOTY FUTURES PZ 12/2020 03/2022 4,200 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 12/2020 03/2022 2,000 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 12/2020 12/2022 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 12/2020 03/2022 3,000 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 12/2020 12/2023 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 12/2020 06/2022 3,200 EUR 0.03
CME FX EURO FX/BP FUTURE RP 12/2020 03/2022 3,800 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 12/2020 09/2025 3,000 USD 0.06
CME FX EURO FX/JY FUTURE RY 12/2020 03/2022 350,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 12/2020 03/2022 5,500 USD 0.02
CME FX INR/USD FUTURE SIR 11/2020 09/2022 1,800 USD 0.08
CME FX SFJY FUTURES SJ 12/2020 03/2022 850,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 12/2020 03/2022 10,000 USD 45.000%
CME FX NKR/USD FUTURES UN 12/2020 03/2022 9,500 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 12/2020 03/2022 2,700 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 12/2020 12/2022 135,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2020 02/2021 225 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2021 05/2021 250 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 06/2021 265 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2021 09/2021 275 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2021 12/2021 285 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2022 03/2022 285 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2022 12/2022 300 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2023 09/2023 320 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2023 03/2024 350 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2024 09/2024 410 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 06/2025 425 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2025 12/2025 475 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2026 12/2026 525 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2027 09/2030 525 USD 17.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 12/2020 11/2021 375 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 11/2020 12/2020 175 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 02/2021 12/2021 200 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2020 09/2020 125 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2020 12/2020 150 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2021 03/2021 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 06/2021 180 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2021 09/2021 185 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2021 12/2021 190 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 03/2022 195 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2022 06/2022 200 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2022 12/2022 225 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2023 06/2023 250 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2023 12/2023 300 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2024 06/2024 325 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2024 09/2024 345 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2024 12/2024 375 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2025 03/2025 400 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2025 06/2025 425 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2020 12/2020 270 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2021 09/2021 180 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2020 11/2020 200 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 12/2020 12/2020 275 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 01/2021 01/2021 300 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 02/2021 04/2021 300 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 05/2021 11/2021 320 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2020 09/2020 160 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2020 03/2021 200 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 09/2021 200 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 03/2022 210 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 09/2022 230 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2022 09/2023 240 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2023 03/2025 250 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2025 03/2030 260 USD 25.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 11/2020 02/2026 2,100 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 11/2020 02/2026 1,300 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 11/2020 02/2026 2,100 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 11/2020 02/2026 1,700 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 11/2020 02/2026 2,100 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 11/2020 02/2026 2,100 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 11/2020 02/2026 2,500 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 11/2020 02/2026 1,350 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 11/2020 02/2026 2,000 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 11/2020 02/2026 1,800 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 11/2020 02/2026 1,700 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2020 02/2021 1,002 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2021 04/2021 720 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2021 10/2021 1,092 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2021 12/2021 1,041 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2022 01/2022 1,044 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2022 02/2022 861 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2022 03/2022 630 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2022 04/2022 654 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2022 10/2022 828 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2022 11/2022 1,086 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2022 01/2023 984 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2023 02/2023 864 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2023 10/2023 15.0% 30
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0X 03/2021 03/2021 1,022 GBP 25.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2021 02/2021 3.1% 25.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2020 04/2021 798 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2020 10/2023 1,164 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2021 02/2021 987 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2021 10/2021 1,224 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2021 11/2021 1,326 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2021 12/2021 1,104 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2022 01/2022 1,218 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2022 02/2022 975 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2022 03/2022 951 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2022 04/2022 633 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2022 10/2022 945 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2022 02/2023 1,035 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2023 03/2023 1,038 EUR 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2X 03/2021 03/2021 3.8% 25.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2021 02/2021 799 EUR 25.000%
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2021 10/2021 428 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2022 04/2022 860 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 05/2022 05/2022 830 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 06/2022 06/2022 1,012 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 07/2022 07/2022 1,252 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 08/2022 08/2022 1,218 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 09/2022 09/2022 992 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 10/2022 10/2022 748 GBP 30
CME WEATHER LONDON CDD MONTHLY FUTURES G0 04/2023 10/2023 10.0% 30
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0K 09/2021 09/2021 1.7% 25.000%
CME WEATHER LONDON COOLING SEASONAL STRIP FUTUR G0N 08/2021 08/2021 1.7% 25.000%
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2021 10/2021 243 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2022 04/2022 329 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 05/2022 07/2022 560 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 08/2022 08/2022 555 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 09/2022 09/2022 453 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 10/2022 10/2022 361 EUR 30
CME WEATHER AMSTERDAM MONTHLY CDD FUTURES G2 04/2023 10/2023 5.0% 30
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2K 09/2021 09/2021 1.6% 25.000%
CME WEATHER AMSTERDAM COOLING SEASONAL STRIP FU G2N 08/2021 08/2021 1.6% 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 11/2020 12/2020 648,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 01/2021 02/2021 134,250 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 03/2021 03/2021 229,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 04/2021 04/2021 334,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 05/2021 05/2021 460,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 06/2021 06/2021 507,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 07/2021 07/2021 625,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 08/2021 08/2021 645,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 09/2021 09/2021 540,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 10/2021 10/2021 438,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 11/2021 11/2021 303,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 12/2021 12/2021 193,500 JPY 25.000%
CME WEATHER TOKYO CAT MAY-PACIFIC RIM SEASONAL G6K 09/2021 09/2021 4.0% 25.000%
CME WEATHER TOKYO CAT JUL-PACIFIC RIM SEASONAL G6N 08/2021 08/2021 163,700 JPY 25.000%
CME WEATHER TOKYO CAT NOV-PACIFIC RIM SEASONAL G6X 03/2021 03/2021 4.0% 25.000%
CME WEATHER TOKYO CAT DEC-PACIFIC RIM SEASONAL G6Z 02/2021 02/2021 4.0% 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2020 02/2021 100 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2021 03/2021 76 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2021 04/2021 46 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2021 10/2021 28 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2021 11/2021 464 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 12/2021 12/2021 916 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 01/2022 01/2022 910 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2022 02/2022 976 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2022 03/2022 324 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2022 04/2022 32 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2022 10/2022 150 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2022 01/2023 600 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2023 02/2023 650 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2023 10/2023 10.0% 30
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0X 03/2021 03/2021 4.5% 250
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2021 02/2021 4.5% 250
CME WEATHER ATLANTA HDD FUTURE H1 11/2020 11/2020 1,135 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2020 10/2023 2,615 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 01/2021 01/2021 495 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2021 02/2021 2,345 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2021 03/2021 1,550 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2021 03/2023 500 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2021 01/2022 1,540 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2022 02/2022 2,340 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2022 03/2022 1,575 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2022 04/2022 410 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2022 10/2022 2,480 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 11/2022 11/2022 2,265 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2022 01/2023 2,305 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2023 02/2023 1,385 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2023 04/2023 625 USD 30
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1X 03/2021 03/2021 4.9% 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2021 02/2021 4.9% 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 11/2020 11/2020 1,467 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2020 12/2020 2,781 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 01/2021 01/2021 3,351 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2021 10/2023 2,838 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2021 03/2021 2,322 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2021 04/2021 1,926 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2021 01/2022 2,201 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2022 02/2022 2,268 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2022 03/2022 2,592 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2022 04/2022 1,251 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2022 10/2022 2,922 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 11/2022 11/2022 2,992 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2022 01/2023 2,989 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2023 02/2023 2,611 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2023 04/2023 2,868 USD 30
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2X 03/2021 03/2021 2.8% 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2021 02/2021 2.8% 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2020 11/2020 1,434 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2020 12/2020 2,445 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2021 01/2021 2,910 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2021 10/2023 2,436 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2021 03/2021 1,830 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2021 04/2021 1,485 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2021 01/2022 1,875 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2022 02/2022 1,935 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2022 03/2022 2,220 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2022 04/2022 762 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2022 10/2022 2,628 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2022 01/2023 2,616 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2023 02/2023 2,418 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2023 04/2023 2,670 USD 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2021 03/2021 3.4% 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2021 02/2021 1,766 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2020 11/2020 1,077 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2020 12/2020 2,229 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2021 01/2021 2,715 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2021 02/2021 2,325 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2021 03/2021 1,926 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2021 04/2021 1,422 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2021 02/2022 2,037 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2022 03/2022 2,265 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2022 04/2022 978 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2022 10/2022 2,235 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2022 11/2022 2,505 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2022 01/2023 2,502 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2023 02/2023 1,974 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2023 03/2023 1,635 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2023 04/2023 477 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2023 10/2023 2,301 USD 30.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4X 03/2021 03/2021 1,507 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2021 02/2021 2.2% 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2020 11/2020 740 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2020 10/2023 2,189 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 01/2021 01/2021 951 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2021 02/2021 1,061 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2021 03/2021 576 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2021 04/2021 749 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2021 01/2022 1,052 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2022 02/2022 999 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2022 03/2022 1,584 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2022 04/2022 356 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2022 10/2022 730 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2022 11/2022 2,031 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2022 01/2023 2,026 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2023 02/2023 908 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2023 03/2023 663 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2023 04/2023 2,482 USD 30
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2021 03/2021 5.0% 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2021 02/2021 5.0% 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 11/2020 11/2023 2,132 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 12/2020 12/2023 3,120 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2021 01/2023 2,952 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 02/2021 02/2023 2,372 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 03/2021 03/2023 2,108 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 04/2021 04/2023 1,512 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 10/2021 10/2023 1,100 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2024 10/2025 20.0% 25.000%
CME WEATHER CME-PORTLAND HDD NOV STRIP H7X 03/2021 03/2021 2,524 USD 25.000%
CME WEATHER CME-PORTLAND HDD DEC STRIP H7Z 02/2021 02/2021 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2020 11/2020 1,680 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2020 10/2023 2,751 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2021 01/2021 3,056 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2021 02/2022 2,796 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2021 03/2021 2,073 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2021 04/2021 1,737 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2021 11/2021 2,004 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2021 12/2021 2,817 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2022 01/2022 3,180 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2022 03/2022 2,411 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2022 04/2022 1,187 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2022 10/2022 1,911 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2022 11/2022 2,178 USD 30
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2021 03/2021 3.5% 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2021 02/2021 3.5% 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2020 11/2020 934 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2020 10/2023 1,342 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2021 02/2021 455 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2021 03/2021 448 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2021 04/2021 367 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2021 10/2021 84 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2021 11/2021 861 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2021 12/2021 1,308 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2022 01/2022 1,194 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 02/2022 02/2022 1,261 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2022 03/2022 908 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2022 04/2022 292 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2022 10/2022 237 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2022 04/2023 1,334 USD 30
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSX 03/2021 03/2021 3.2% 250
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2021 02/2021 919 USD 250
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2021 10/2021 396 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2022 04/2022 375 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2022 05/2022 392 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2022 06/2022 1,300 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2022 07/2022 1,712 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2022 08/2022 1,728 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2022 09/2022 1,064 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2022 10/2022 238 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2023 05/2023 1,397 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2023 06/2023 1,296 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2023 10/2023 9.5% 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2021 09/2021 2.3% 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2021 08/2021 2.3% 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2021 10/2021 281 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2022 04/2022 332 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 05/2022 05/2022 1,282 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2022 06/2022 1,376 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2022 07/2022 1,746 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2022 08/2022 1,890 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2022 09/2022 1,876 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2022 10/2022 576 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2023 05/2023 1,476 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2023 06/2023 1,304 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2023 10/2023 18.0% 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2021 09/2021 4.8% 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2021 08/2021 4.8% 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2021 10/2021 82 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2022 04/2022 24 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2022 05/2022 157 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2022 06/2022 1,740 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2022 07/2022 2,146 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2022 08/2022 1,421 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2022 09/2022 841 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2022 10/2022 70 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2023 04/2023 1,131 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2023 05/2023 1,943 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2023 06/2023 1,584 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2023 07/2023 1,636 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2023 08/2023 783 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2023 09/2023 540 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2023 10/2023 29.0% 30.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2021 09/2021 10.0% 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2021 08/2021 10.0% 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2021 10/2021 175 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2022 04/2022 35 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 05/2022 06/2022 2,184 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 07/2022 07/2022 2,387 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2022 08/2022 2,415 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2022 09/2022 2,191 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2022 10/2022 371 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2023 05/2023 2,562 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 06/2023 07/2023 2,345 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2023 08/2023 2,079 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2023 10/2023 35.0% 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2021 09/2021 5.8% 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2021 08/2021 835 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2021 10/2021 159 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2022 04/2022 927 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2022 08/2022 970 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2022 09/2022 960 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2022 10/2022 140 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2023 04/2023 1,248 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2023 05/2023 2,242 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 06/2023 06/2023 1,920 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2023 07/2023 1,944 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2023 08/2023 1,028 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2023 09/2023 908 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2023 10/2023 24.0% 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2021 09/2021 5.0% 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2021 08/2021 5.0% 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2021 10/2021 360 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2022 08/2022 912 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2022 09/2022 1,118 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2022 10/2022 338 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2023 07/2023 1,382 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2023 08/2023 1,282 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2023 10/2023 10.0% 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2021 09/2021 5.5% 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2021 08/2021 1,413 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 04/2021 04/2024 12 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 05/2021 05/2024 80 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2021 06/2023 252 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 07/2021 07/2023 716 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 08/2021 08/2023 812 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 09/2021 09/2023 296 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 10/2021 10/2023 8 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2024 10/2025 20.0% 25.000%
CME WEATHER CME-PORTLAND CDD MAY STRIP FUTURE K7K 09/2021 09/2021 4.0% 25.000%
CME WEATHER CME-PORTLAND CDD JUL STRIP FUTURE K7N 08/2021 08/2021 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2021 10/2021 47 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2022 10/2023 21.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 05/2022 05/2022 80 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2022 06/2022 651 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2022 07/2022 1,349 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 08/2022 08/2022 786 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2022 09/2022 471 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2023 05/2023 803 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2023 06/2023 924 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2021 09/2021 8.7% 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2021 08/2021 8.7% 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2021 10/2021 242 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2022 04/2022 150 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2022 07/2022 1,320 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2022 08/2022 1,628 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2022 09/2022 1,026 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2022 10/2022 146 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2023 10/2023 22.0% 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSK 09/2021 09/2021 5.5% 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2021 08/2021 5.5% 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2020 12/2020 1,450 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2021 01/2021 1,450 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2021 03/2021 1,350 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2021 05/2021 1,325 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2021 07/2021 1,225 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2021 08/2021 1,150 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2021 09/2021 1,100 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2021 10/2021 1,050 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2021 03/2022 975 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2022 12/2023 875 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2020 12/2020 850 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2021 01/2021 850 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2021 03/2021 800 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2021 05/2021 775 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2021 08/2021 750 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2021 09/2021 725 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 10/2021 10/2021 700 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2021 12/2023 650 USD 10.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 11/2020 01/2021 2,800 USD 25.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 03/2021 03/2021 1,900 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 05/2021 01/2022 1,400 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2021 03/2021 525 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 12/2020 12/2024 360 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2021 03/2021 200 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2020 12/2021 275 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 11/2020 10/2021 560 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 12/2020 12/2024 360 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 12/2020 12/2024 360 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 11/2020 01/2022 400 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 01/2021 01/2021 466 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 02/2021 12/2021 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 11/2020 01/2022 390 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 12/2020 12/2020 850 USD 30.000%

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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    • 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.

Contacts

Clearing Fees
+1 312 648 5470
efsadmin@cmegroup.com

Risk Management, PC-SPAN Hotline
+1 312 648 3888
Clearing.riskmanagement@cmegroup.com

CME Clearing Financial Unit
+1 312 207 2594
chfin@cmegroup.com

Clearing System Password Help
+1 312 930 3444

Deliveries
+1 312 930 3172

General Clearing Division
+1 312 930 3170

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