Outrights/Vol Scans for Margins

Start Period End Period
CME WEATHER ATLANTA HDD FUTURE H1 10/2021 02/2022 1,540 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 HEATING SEASONAL STRIP FUTU H1X 03/2020 03/2020 2,135 USD 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2020 02/2020 1,393 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2019 02/2020 1,318 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2020 03/2020 1,205 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2020 04/2020 870 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2020 11/2020 2,204 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2020 12/2020 2,144 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 01/2021 01/2021 2,214 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2021 02/2021 2,182 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 HEATING SEASONAL STRIP FUTU H2X 03/2020 03/2020 2,979 USD 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2020 02/2020 1,930 USD 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2019 02/2020 924 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2020 03/2020 807 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2020 04/2020 507 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2020 11/2020 1,896 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2020 12/2020 1,845 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2021 01/2021 1,911 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2021 02/2021 1,866 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2021 03/2021 2,370 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 HEATING SEASONAL STRIP F H3X 03/2020 03/2020 2,812 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2019 02/2020 1,047 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2020 03/2020 945 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2020 04/2020 711 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2020 11/2020 2,040 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2020 12/2020 2,034 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2021 01/2021 2,052 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2021 02/2021 2,061 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2021 03/2021 2,304 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 HEATING SEASONAL STRIP FUT H4X 03/2020 03/2020 1,718 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2020 02/2020 1,130 USD 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2019 02/2020 346 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2020 03/2020 231 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2020 04/2020 77 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2020 01/2022 1,052 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2020 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 02/2022 02/2022 999 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2022 03/2022 1,585 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2022 04/2022 356 USD 30
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2020 03/2020 2,249 USD 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2020 02/2020 1,542 USD 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2019 02/2020 1,130 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2020 03/2020 1,048 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2020 04/2020 24 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2020 11/2020 2,008 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2020 12/2020 1,989 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2021 01/2021 2,035 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2021 02/2021 2,019 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 01/2022 2,004 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2022 02/2022 1,985 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 HEATING SEASONAL STRIP HQX 03/2020 03/2020 4,550 USD 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2020 02/2020 2,973 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2019 02/2020 453 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2020 03/2020 424 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2020 04/2020 492 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2020 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 HEATING SEASONAL STRIP F HSX 03/2020 03/2020 1,362 USD 250
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2020 02/2020 927 USD 250
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2019 09/2019 262 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2019 10/2019 359 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2020 07/2020 747 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2020 08/2020 792 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2020 09/2020 666 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2020 10/2020 270 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2021 10/2021 271 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2022 04/2022 257 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2022 05/2022 268 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2022 06/2022 890 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2022 07/2022 1,172 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2022 08/2022 1,182 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2019 09/2019 1,524 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2020 08/2020 833 USD 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2019 09/2019 194 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2019 10/2019 451 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2020 07/2020 843 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2020 08/2020 863 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2020 09/2020 754 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2020 10/2020 362 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2021 10/2021 219 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2022 04/2022 258 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 05/2022 05/2022 997 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2022 06/2022 1,070 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2022 07/2022 1,359 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2022 08/2022 1,471 USD 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2019 09/2019 1,727 USD 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2020 08/2020 1,033 USD 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2019 09/2019 76 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2019 10/2019 128 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2020 07/2020 609 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2020 08/2020 546 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2020 09/2020 1,027 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2020 10/2020 151 USD 30.000%
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 CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2019 09/2019 2,164 USD 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2020 08/2020 1,242 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2019 09/2019 141 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2019 10/2019 365 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2020 07/2020 973 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2020 08/2020 935 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2020 09/2020 820 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2020 10/2020 269 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2021 10/2021 160 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2022 04/2022 32 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 05/2022 06/2022 1,997 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 07/2022 07/2022 2,183 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2022 08/2022 2,208 USD 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2019 09/2019 1,450 USD 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2020 08/2020 864 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2019 08/2022 970 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2019 10/2019 231 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2020 06/2020 956 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2020 07/2020 961 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2020 08/2020 913 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2020 09/2020 1,037 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2020 10/2020 447 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 NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2019 09/2019 1,400 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2020 08/2020 904 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2019 08/2022 912 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2019 10/2019 570 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2020 07/2020 900 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2020 08/2020 890 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2020 09/2020 934 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2020 10/2020 408 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2021 10/2021 360 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2019 09/2019 2,731 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2020 08/2020 1,441 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2019 09/2019 51 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2019 10/2019 9 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2020 10/2021 47 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2022 04/2022 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 COOLING SEASONAL STRIP KQK 09/2019 09/2019 1,664 USD 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2020 08/2020 884 USD 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2019 09/2019 264 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2019 10/2019 62 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2020 07/2020 999 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2020 08/2020 1,166 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2020 09/2020 1,193 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2020 10/2020 168 USD 25.000%
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 COOLING SEASONAL STRIP F KSK 09/2019 09/2019 1,202 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2020 08/2020 1,441 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2019 10/2019 1,320 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2019 03/2020 1,320 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2020 05/2020 1,320 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2020 12/2020 1,120 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2021 12/2022 1,020 USD 7.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2019 10/2019 565 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2019 01/2020 565 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2020 05/2020 545 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2020 07/2020 540 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 08/2020 12/2022 540 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 09/2019 11/2019 750 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 01/2020 11/2020 600 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2020 03/2020 575 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 09/2019 12/2023 210 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2020 03/2020 225 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2019 12/2019 350 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 09/2019 08/2020 400 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 09/2019 12/2023 210 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 09/2019 12/2023 210 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 09/2019 11/2020 350 USD 25.000%
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS HALF BCH 09/15/2019 08/31/2020 475 USD 0.05
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 11/2019 10/2020 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 09/2019 11/2020 330 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS HALF BWH 09/15/2019 08/31/2020 315 USD 0.05
CBT AGRICULTURE CORN FUTURES C 09/2019 12/2019 1,150 USD 28.000%
CBT AGRICULTURE CORN FUTURES C 03/2020 07/2020 1,150 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 09/2020 09/2020 880 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 12/2020 07/2021 880 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 09/2021 12/2022 880 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2020 07/2020 650 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2019 12/2019 800 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2019 12/2019 425 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2020 07/2020 350 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2020 07/2020 650 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2020 07/2020 110 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 09/2019 09/2020 35 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2020 03/2020 350 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2019 12/2019 465 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2020 07/2020 425 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2020 07/2020 625 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA SWAP DFL 09/2019 12/2019 900 USD 0.08
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 09/2019 08/2020 900 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 09/2019 12/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 09/2019 12/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 09/2019 12/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 09/2019 12/2019 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 09/2019 12/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 09/2019 12/2019 575 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 09/2019 12/2019 575 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 09/2019 12/2019 575 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2019 09/2019 375 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2019 12/2019 170 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2020 03/2020 160 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2020 05/2020 220 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2020 09/2020 240 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2020 03/2020 320 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2019 12/2019 700 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 12/2019 12/2019 1,450 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 03/2020 03/2020 1,450 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 05/2020 07/2020 1,300 USD 16.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2020 01/2020 345 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2019 12/2019 1,450 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2020 03/2020 1,450 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2020 09/2020 1,300 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2020 07/2022 1,300 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 12/2019 09/2020 750 USD 0.05
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2019 12/2019 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2020 03/2020 290 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2020 09/2020 260 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2020 07/2022 260 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 12/2019 09/2020 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 09/2019 09/2019 325 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2019 03/2020 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2020 05/2020 205 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2020 09/2020 175 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 09/2019 03/2020 650 USD 13.000%
CBT AGRICULTURE OATS FUTURES O 05/2020 09/2022 575 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2019 12/2019 65 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2020 08/2020 100 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2019 09/2019 45 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2020 09/2020 100 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2019 03/2020 125 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2020 05/2020 100 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2020 07/2020 275 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2020 09/2020 400 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2019 03/2020 1,170 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2020 07/2020 1,102 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2020 07/2021 981 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2020 03/2020 345 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2019 11/2019 1,990 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 03/2020 1,890 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 05/2020 1,840 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 07/2020 1,760 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2020 08/2020 1,500 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 11/2020 1,440 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2021 11/2022 1,400 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 550 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2019 11/2019 1,990 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2020 03/2020 1,890 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 05/2020 05/2020 1,840 USD 15.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2020 03/2020 495 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 500 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2019 11/2019 345 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 250 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 325 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2019 11/2019 555 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2019 12/2019 300 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2020 08/2020 250 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2019 09/2019 325 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2020 09/2020 200 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 300 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 455 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 09/2019 02/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 03/2020 08/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 09/2019 08/2020 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 09/2019 02/2020 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 03/2020 03/2020 1,800 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 09/2019 08/2020 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 09/2019 02/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 03/2020 08/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 09/2019 09/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 10/2019 08/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 09/2019 12/2019 1,450 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2020 03/2020 1,450 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2020 09/2020 1,300 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2020 07/2022 1,300 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2019 12/2019 700 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2019 09/2019 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2019 12/2019 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2020 03/2020 205 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 05/2020 250 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 325 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2020 09/2020 150 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2019 12/2019 230 USD 28.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2020 07/2020 230 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2020 09/2020 176 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2020 07/2021 176 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2021 12/2022 176 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2019 11/2019 398 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 03/2020 378 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 05/2020 368 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 07/2020 352 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2020 08/2020 300 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 11/2020 288 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2021 11/2022 280 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2019 12/2019 290 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 03/2020 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2020 09/2020 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2020 07/2022 260 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2019 12/2019 1,150 USD 28.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2020 07/2020 1,150 USD 24.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2020 09/2020 880 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 10/2019 10/2019 565 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2019 01/2020 565 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 10/2019 10/2019 1,320 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2019 01/2020 1,320 USD 11.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 09/2019 09/2019 275 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2019 07/2020 265 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2020 09/2020 175 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2019 12/2019 1,450 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2020 03/2020 1,450 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2020 09/2020 1,300 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 09/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 09/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2019 09/2019 550 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2019 06/2020 550 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 09/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2019 06/2020 5,500 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2019 06/2020 5,500 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2019 06/2020 5,500 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 09/2019 09/2019 756 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 10/2019 10/2019 1,309 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 11/2019 08/2022 1,300 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 09/2019 10/2019 2,750 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 11/2019 11/2019 2,600 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 12/2019 09/2022 2,600 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 09/2019 03/2020 3,000 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 09/2019 03/2020 1,300 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 09/2019 03/2020 800 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2019 09/2019 640 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2019 03/2020 670 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 09/2019 03/2020 700 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2019 09/2019 465 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 545 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 11/2019 585 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2019 12/2019 630 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 675 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 02/2020 720 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 03/2020 750 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 05/2020 780 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 06/2020 820 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 07/2020 840 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 08/2020 860 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2020 08/2022 900 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 09/2019 03/2020 4,800 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 09/2019 03/2020 3,600 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 09/2019 03/2020 1,250 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 09/2019 09/2019 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 310 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 380 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 455 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 515 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 575 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 660 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 725 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 780 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 840 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 920 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 940 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 1,000 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 1,050 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 1,100 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 1,140 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 1,220 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 1,280 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 1,320 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 1,375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 1,435 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 1,500 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 1,560 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 03/2020 1,600 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2016 09/2016 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2016 12/2016 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 90 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 165 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 240 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 310 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 410 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 475 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 520 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 580 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 645 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 720 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 03/2020 780 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 03/2016 100 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 160 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 240 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 310 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 380 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 515 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 575 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 660 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 725 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 780 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 840 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 900 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 960 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 03/2020 1,025 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 03/2020 4,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 03/2020 2,500 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 03/2020 3,000 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 03/2020 3,600 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2017 09/2017 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2017 12/2017 35 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 85 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 150 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 235 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 325 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 390 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 460 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 03/2020 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2014 09/2014 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2014 12/2014 35 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 95 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 340 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 410 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 480 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 525 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 575 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 670 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 770 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 835 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 890 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 950 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 1,020 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 1,070 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 1,120 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 1,180 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 03/2020 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 875 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 1,070 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 1,125 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 1,185 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 1,240 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,355 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,455 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,590 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,640 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,660 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,720 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,775 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,885 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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