Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2022 10/2022 1,911 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 11/2019 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 MONTHLY HDD FUTURES HS 10/2022 10/2022 237 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 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 K0 LAS VEGAS CDD FUTURES K0 09/2022 09/2022 728 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2022 10/2022 163 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2020 09/2020 1,500 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 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 K1 ATLANTA CDD FUTURES K1 09/2022 09/2022 1,459 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2022 10/2022 449 USD 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2020 09/2020 2,241 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 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 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 CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2020 09/2020 1,832 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 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 K3 CINCINNATI CDD FUTURES K3 09/2022 09/2022 2,004 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2022 10/2022 340 USD 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2020 09/2020 1,624 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 04/2020 06/2020 956 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2020 09/2022 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 K4 NEW YORK CDD FUTURES K4 05/2022 08/2022 970 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2022 10/2022 140 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2020 09/2020 1,398 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 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 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 DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2020 09/2020 2,844 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 04/2020 10/2021 47 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2022 10/2022 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 MONTHLY CDD FUTURES KQ 09/2022 09/2022 471 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2020 09/2020 1,382 USD 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2020 08/2020 884 USD 250
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 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 COOLING SEASONAL STRIP F KSK 09/2020 09/2020 1,400 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 12/2019 12/2019 1,020 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2020 05/2020 1,020 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2020 08/2020 1,020 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2020 03/2021 820 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2021 12/2022 720 USD 7.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2019 12/2019 565 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2020 05/2020 565 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2020 08/2020 545 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2020 12/2022 540 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 11/2019 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 550 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 12/2019 12/2023 210 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2020 03/2020 200 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2019 12/2019 325 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 11/2019 10/2020 400 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 12/2019 12/2023 210 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 12/2019 12/2023 210 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 11/2019 01/2021 350 USD 25.000%
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS HALF BCH 11/15/2019 10/31/2020 475 USD 0.05
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 12/2019 12/2019 158 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 01/2020 11/2020 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 11/2019 01/2021 330 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS HALF BWH 11/15/2019 10/31/2020 315 USD 0.05
CBT AGRICULTURE CORN FUTURES C 12/2019 12/2019 1,000 USD 33.000%
CBT AGRICULTURE CORN FUTURES C 03/2020 09/2020 1,000 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 12/2020 07/2021 780 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 09/2021 12/2022 780 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2020 07/2020 475 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2019 12/2019 600 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 400 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 65 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 12/2019 10/2020 35 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2020 03/2020 330 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 450 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 11/2019 12/2019 900 USD 0.08
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 11/2019 10/2020 900 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 11/2019 02/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 11/2019 02/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 11/2019 02/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 11/2019 02/2020 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 11/2019 02/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 11/2019 02/2020 700 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 11/2019 02/2020 700 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 11/2019 02/2020 700 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2019 12/2019 375 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2020 03/2020 170 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2020 05/2020 160 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2020 07/2020 220 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2020 12/2020 240 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2020 03/2020 275 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2019 12/2019 650 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 05/2020 1,450 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2020 07/2020 1,300 USD 16.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2020 01/2020 275 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2019 12/2019 1,450 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2020 05/2020 1,450 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2020 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 12/2019 241 USD 0.05
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2020 09/2020 750 USD 0.05
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2019 12/2019 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2020 05/2020 290 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2020 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 12/2019 306 USD 0.05
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2020 09/2020 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 12/2019 12/2019 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2020 09/2020 150 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2020 08/2020 205 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2020 10/2020 135 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2019 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 70 USD 25
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2020 12/2020 100 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2020 08/2020 60 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2020 09/2020 50 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2019 12/2019 140 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2020 05/2020 125 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 225 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2019 05/2020 1,102 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2020 09/2020 1,035 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2020 07/2021 936 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2020 03/2020 275 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2019 11/2019 1,690 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 01/2020 1,690 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2020 05/2020 1,590 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 07/2020 1,540 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2020 08/2020 1,460 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 09/2020 1,350 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2020 01/2021 1,290 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2021 11/2022 1,250 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 675 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2020 01/2020 1,690 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2020 05/2020 1,590 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2020 07/2020 1,540 USD 10.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2020 08/2020 1,460 USD 10.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2020 11/2020 1,290 USD 9.000%
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 550 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2019 11/2019 275 USD 0.25
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2020 11/2020 250 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 375 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 425 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2019 11/2019 555 USD 25.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2020 11/2020 500 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2019 12/2019 275 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2020 12/2020 375 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 09/2020 09/2020 225 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 350 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 375 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2020 11/2020 350 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 11/2019 04/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 05/2020 10/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 11/2019 10/2020 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 11/2019 03/2020 1,400 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 11/2019 10/2020 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 11/2019 04/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 05/2020 10/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 11/2019 11/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 12/2019 10/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 12/2019 12/2019 1,450 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2020 05/2020 1,450 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2020 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 625 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2019 12/2019 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2020 03/2020 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 05/2020 205 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 250 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2020 09/2020 325 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2019 12/2019 200 USD 33.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2020 09/2020 200 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2020 07/2021 156 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2021 12/2022 156 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2019 11/2019 338 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 01/2020 338 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2020 05/2020 318 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 07/2020 308 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2020 08/2020 292 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 09/2020 270 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2020 01/2021 258 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2021 11/2022 250 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2019 12/2019 290 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 05/2020 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2020 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 1,000 USD 33.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2020 09/2020 1,000 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2019 12/2019 565 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 01/2020 03/2020 565 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2019 12/2019 1,020 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 01/2020 03/2020 1,020 USD 11.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2019 11/2019 225 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2020 09/2020 200 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2020 11/2020 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 05/2020 1,450 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2020 09/2020 1,300 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 12/2019 09/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2019 12/2019 5,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2020 12/2020 5,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2019 12/2019 5,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2020 12/2020 5,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2019 12/2019 5,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2020 12/2020 5,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 12/2019 09/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2019 12/2019 500 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 03/2020 09/2020 500 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 12/2019 09/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2019 12/2019 5,000 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2020 09/2020 5,000 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2019 12/2019 5,000 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2020 09/2020 5,000 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2019 12/2019 5,000 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2020 09/2020 5,000 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 11/2019 11/2019 825 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 12/2019 12/2019 1,310 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 01/2020 10/2022 1,300 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 11/2019 12/2019 2,750 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 01/2020 01/2020 2,600 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 02/2020 11/2022 2,600 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 12/2019 06/2020 3,000 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 12/2019 06/2020 1,300 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 12/2019 06/2020 800 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2019 12/2019 640 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2020 06/2020 670 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 12/2019 06/2020 700 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 11/2019 370 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2019 12/2019 435 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 460 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 02/2020 540 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 03/2020 620 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 04/2020 660 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 05/2020 700 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 07/2020 750 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 10/2022 820 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 12/2019 03/2020 4,800 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 12/2019 03/2020 3,600 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 12/2019 03/2020 1,150 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 12/2019 12/2019 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 06/2020 1,600 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2016 12/2016 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 90 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 165 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 240 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 310 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 410 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 475 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 520 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 580 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 645 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 720 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 06/2020 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 06/2020 1,025 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 06/2020 4,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 06/2020 2,250 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 06/2020 2,600 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 06/2020 3,600 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2017 12/2017 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 35 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 85 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 150 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 235 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 325 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 390 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 460 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 06/2020 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2014 12/2014 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 35 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 95 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 220 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 290 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 360 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 425 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 490 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 545 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 600 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 655 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 725 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 790 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 845 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 900 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 955 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 1,010 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 1,050 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 1,095 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 06/2020 1,150 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 1,020 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 1,060 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 1,110 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,265 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,320 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,360 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,425 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,440 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,475 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,525 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,725 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,925 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 06/2020 1,975 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 12/2019 03/2020 1,975 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 12/2019 03/2020 1,600 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 12/2019 03/2020 540 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 12/2019 06/2020 1,750 USD 25.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 12/2019 06/2020 4,800 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 12/2019 12/2019 50 USD 0.05

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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