Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2021 06/2021 11,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2021 09/2021 11,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2021 06/2022 11,000 USD 26.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 05/03/2021 05/28/2021 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 05/03/2021 05/17/2021 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 06/2021 06/2022 10,000 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2021 06/2021 11,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2021 09/2021 11,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2021 06/2022 11,000 USD 26.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2021 06/2021 11,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2021 09/2021 11,000 USD 40.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2021 06/2022 11,000 USD 26.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2021 06/2021 11,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2021 09/2021 11,000 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2021 06/2022 11,000 USD 26.000%
CME EQUITY INDEX ETHER FUTURES ETH 05/2021 05/2021 70,870 USD 60.000%
CME EQUITY INDEX ETHER FUTURES ETH 06/2021 06/2021 71,440 USD 60.000%
CME EQUITY INDEX ETHER FUTURES ETH 07/2021 07/2021 71,985 USD 60.000%
CME EQUITY INDEX ETHER FUTURES ETH 08/2021 08/2021 72,460 USD 60.000%
CME EQUITY INDEX ETHER FUTURES ETH 09/2021 09/2021 72,860 USD 60.000%
CME EQUITY INDEX ETHER FUTURES ETH 10/2021 10/2021 73,260 USD 60.000%
CME EQUITY INDEX ETHER FUTURES ETH 12/2021 12/2021 74,630 USD 60.000%
CME EQUITY INDEX ETHER FUTURES ETH 12/2022 12/2022 83,430 USD 60.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 06/2021 06/2022 13,500 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 06/2021 06/2022 4,000 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 05/2021 03/2022 2,400 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 06/2021 06/2022 3,200 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 05/2021 03/2022 2,400 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 06/2021 06/2022 4,000 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 06/2021 06/2022 4,000 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 06/2021 06/2022 3,200 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 05/2021 03/2022 2,400 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 06/2021 06/2022 3,200 USD 15.000%
CME EQUITY INDEX NASDAQ VELES CALIFORNIA WATER INDEX H2O 05/2021 03/2023 1,500 USD 60.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 06/2021 12/2021 19,260 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 06/2021 06/2022 3,500 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 06/2021 06/2022 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 06/2021 06/2021 650 USD 45.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2021 06/2022 650 USD 30.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 05/2021 05/2021 2,022 USD 60.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 06/2021 06/2021 2,030 USD 60.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 07/2021 07/2021 2,043 USD 60.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 08/2021 08/2021 2,060 USD 60.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 09/2021 09/2021 2,079 USD 60.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 10/2021 10/2021 2,096 USD 60.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 12/2021 12/2021 2,108 USD 60.000%
CME EQUITY INDEX MICRO BITCOIN FUTURES MBT 12/2022 12/2022 2,209 USD 60.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 06/2021 06/2022 13,500 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2021 06/2021 1,100 USD 45.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2021 09/2021 1,100 USD 40.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2021 06/2022 1,100 USD 26.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 06/2021 06/2021 1,600 USD 45.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2021 06/2022 1,600 USD 30.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 05/2021 12/2026 800,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2021 06/2021 10,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2021 06/2022 10,500 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2021 06/2021 10,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2021 06/2022 10,500 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2021 06/2021 10,500 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2021 06/2022 10,500 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 05/2021 12/2026 800,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 05/2021 12/2026 800,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 06/2021 12/2026 8,000 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 06/2021 12/2026 8,000 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 06/2021 12/2026 8,000 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2021 06/2021 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2021 06/2022 16,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2021 06/2021 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2021 06/2022 16,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 06/2021 06/2021 16,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 09/2021 09/2021 16,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2021 06/2021 16,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2021 06/2022 16,000 USD 30.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 06/2021 09/2021 16,000 USD 0.09
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 06/2021 06/2021 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 09/2021 09/2021 16,000 USD 30.000%
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 06/2021 06/2022 7,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 06/2021 06/2022 7,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 06/2021 06/2022 7,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 06/2021 06/2022 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 06/2021 06/2022 4,700 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2021 06/2021 7,100 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2021 06/2022 7,100 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2021 06/2021 7,100 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2021 06/2022 7,100 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2021 06/2021 7,100 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2021 06/2022 7,100 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 06/2021 06/2022 7,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 06/2021 06/2022 7,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2021 06/2021 6,500 USD 45.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2021 06/2022 6,500 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 06/2021 06/2022 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 06/2021 06/2022 7,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 06/2021 06/2022 4,700 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 06/2021 06/2022 7,500 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 06/2021 06/2021 6,500 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 09/2021 09/2021 6,500 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2021 06/2021 6,500 USD 45.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2021 06/2022 6,500 USD 30.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 06/2021 06/2022 4,700 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 450 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2022 550 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2024 700 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2031 900 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2021 06/2021 900 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2021 06/2022 1,350 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 06/2021 09/2021 35,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 06/2021 09/2021 35,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 06/2021 06/2022 3,400 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 06/2021 06/2022 3,400 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 06/2021 06/2022 3,400 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 06/2021 06/2022 8,500 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 06/2021 06/2022 8,500 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 06/2021 06/2021 55,000 USD 45.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2021 09/2021 55,000 USD 40.000%
CME EQUITY INDEX S&P 500 FUTURES SP 12/2021 12/2025 55,000 USD 26.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 06/2021 09/2021 20,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 06/2021 09/2021 20,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 06/2021 09/2021 35,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 06/2021 06/2022 8,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 06/2021 06/2022 575,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 06/2021 06/2022 575,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 06/2021 06/2021 6,500 USD 45.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 09/2021 09/2021 6,500 USD 30.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 05/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 05/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 05/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 06/2021 09/2021 20,000 USD 0.04
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 05/2021 05/2021 15,500 USD 45.000%
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 06/2021 07/2021 15,500 USD 30.000%
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 06/2021 06/2022 4,600 USD 35.000%
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 06/2021 06/2022 4,000 USD 35.000%
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 06/2021 06/2022 6,700 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 06/2021 06/2022 6,700 USD 35.000%
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 06/2021 06/2022 3,500 USD 35.000%
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 06/2021 06/2022 3,250 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 06/2021 06/2022 4,300 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 06/2021 06/2022 6,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 06/2021 06/2022 5,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 06/2021 06/2022 4,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 06/2021 06/2022 4,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 06/2021 06/2022 6,700 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 06/2021 06/2022 6,700 USD 35.000%
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 06/2021 06/2022 3,500 USD 35.000%
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 06/2021 06/2022 3,250 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 06/2021 06/2022 3,250 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 06/2021 06/2022 4,300 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 06/2021 06/2022 6,500 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 06/2021 09/2021 5,000 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 06/2021 06/2022 5,000 USD 35.000%
CME FX AD/CD FUTURES AC 06/2021 09/2022 2,500 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 05/2021 07/2021 1,800 USD 40.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 08/2021 03/2026 1,800 USD 35.000%
CME FX AD/JY FUTURES AJ 06/2021 09/2022 450,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 06/2021 09/2022 2,400 NZD 0.02
CME FX BPSF FUTURE BF 06/2021 09/2022 5,400 CHF 0.05
CME FX BRITISH POUND FUTURES BP 05/2021 07/2021 2,150 USD 35.000%
CME FX BRITISH POUND FUTURES BP 08/2021 03/2026 2,150 USD 25.000%
CME FX BRAZILIAN REAL FUTURES BR 05/2021 05/2022 1,250 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 06/2022 05/2023 1,300 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 06/2023 05/2026 1,400 USD 0.04
CME FX BPJY FUTURE BY 06/2021 09/2022 550,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 05/2021 08/2021 1,100 USD 25.000%
CME FX CANADIAN DOLLAR FUTURES C1 09/2021 03/2026 1,100 USD 20.000%
CME FX EC/AD CROSS RATE FUTURES CA 06/2021 09/2022 3,300 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 06/2021 09/2022 2,500 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 05/2021 03/2023 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 05/2021 03/2023 2,500 USD 0.07
CME FX EC/NKR FUTURES CN 06/2021 09/2022 47,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 05/2021 04/2022 11,000 CNH 0.08
CME FX USD/CNH FUTURES CNH 05/2022 03/2024 12,500 CNH 0.08
CME FX CD/JY FUTURES CY 06/2021 09/2022 400,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 06/2021 09/2022 6,700 USD 0.04
CME FX SWISS FRANC FUTURES E1 06/2021 12/2021 3,300 USD 25.000%
CME FX SWISS FRANC FUTURES E1 03/2022 03/2026 3,300 USD 20.000%
CME FX E-MINI EURO FX FUTURE E7 06/2021 06/2021 1,100 USD 35.000%
CME FX E-MINI EURO FX FUTURE E7 09/2021 09/2021 1,100 USD 25.000%
CME FX EURO FUTURE EC 05/2021 07/2021 2,200 USD 35.000%
CME FX EURO FUTURE EC 08/2021 03/2026 2,200 USD 25.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 06/2021 09/2022 3,600 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 06/2021 09/2022 9,500 USD 0.04
CME FX JAPANESE YEN FUTURES J1 05/2021 03/2026 2,250 USD 33.000%
CME FX E-MINI J-YEN FUTURE J7 06/2021 09/2021 1,125 USD 33.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 06/2021 09/2022 3,100 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 06/2021 09/2022 20,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 05/2021 09/2022 2,500 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 06/2021 06/2021 180 USD 40.000%
CME FX MICRO AUD/USD FUTURES M6A 09/2021 09/2021 180 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 06/2021 06/2021 215 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 09/2021 09/2021 215 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 06/2021 06/2021 220 USD 35.000%
CME FX MICRO EUR/USD FUTURES M6E 09/2021 09/2021 220 USD 25.000%
CME FX MICRO CAD/USD FUTURES MCD 06/2021 06/2021 110 USD 25.000%
CME FX MICRO CAD/USD FUTURES MCD 09/2021 09/2021 110 USD 20.000%
CME FX MICRO INR/USD FUTURE MIR 05/2021 04/2022 320 USD 0.08
CME FX MICRO JPY/USD MJY 06/2021 09/2021 225 USD 33.000%
CME FX MICRO USD/CNH FUTURES MNH 05/2021 04/2022 1,100 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 05/2021 09/2022 1,400 USD 35.000%
CME FX MICRO CHF/USD FUTURES MSF 06/2021 09/2021 330 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 06/2021 09/2022 1,900 USD 25.000%
CME FX POLISH ZLOTY FUTURES PZ 06/2021 09/2022 4,200 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 06/2021 09/2022 2,000 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 05/2021 03/2023 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 06/2021 09/2022 2,700 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 05/2021 03/2024 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 05/2021 09/2022 3,200 EUR 0.03
CME FX EURO FX/BP FUTURE RP 05/2021 09/2022 3,200 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 05/2021 03/2026 2,100 USD 0.06
CME FX EURO FX/JY FUTURE RY 06/2021 09/2022 300,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 06/2021 09/2022 5,300 USD 0.02
CME FX INR/USD FUTURE SIR 05/2021 03/2023 1,600 USD 0.08
CME FX SFJY FUTURES SJ 06/2021 09/2022 700,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 06/2021 09/2022 16,000 USD 45.000%
CME FX NKR/USD FUTURES UN 06/2021 09/2022 8,200 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 06/2021 09/2022 2,700 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 05/2021 03/2023 110,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 05/2021 07/2021 200 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 08/2021 10/2021 225 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2021 12/2021 230 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2022 03/2022 235 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2022 06/2022 245 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2022 09/2022 290 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2022 12/2022 335 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2023 03/2023 345 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2023 06/2023 360 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2023 09/2023 365 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2023 12/2023 380 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2024 03/2024 410 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2024 06/2024 440 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2024 09/2024 455 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 12/2024 470 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2025 03/2025 490 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2025 06/2025 510 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2025 09/2025 530 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2025 12/2025 550 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2026 03/2026 560 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2026 06/2027 575 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2027 03/2031 600 USD 20.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 05/2021 04/2022 375 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 03/2021 06/2021 175 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 08/2021 12/2021 200 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2021 03/2021 125 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 06/2021 150 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2021 09/2021 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2021 12/2021 180 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 03/2022 200 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2022 06/2022 225 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2022 09/2022 230 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2022 12/2022 235 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2023 06/2023 265 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2023 12/2023 295 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2024 03/2024 330 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2024 06/2024 345 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2024 09/2024 350 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2024 12/2024 360 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2025 03/2025 390 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2025 06/2025 425 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2025 09/2025 450 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2025 12/2025 465 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2021 06/2021 225 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2021 03/2022 270 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 04/2021 05/2021 200 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 06/2021 06/2021 300 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2021 07/2021 300 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 08/2021 09/2021 300 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 10/2021 10/2021 315 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2021 05/2022 325 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 03/2021 160 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 06/2021 175 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 09/2021 200 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 03/2022 210 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 06/2022 220 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 09/2022 250 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2022 12/2022 280 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 03/2023 320 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2023 06/2023 370 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2023 09/2023 400 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2023 03/2024 460 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2024 09/2030 500 USD 25.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 05/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 05/2021 02/2026 1,300 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 05/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 05/2021 02/2026 1,700 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 05/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 05/2021 02/2026 2,100 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 05/2021 02/2026 2,500 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 05/2021 02/2026 1,350 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 05/2021 02/2026 2,000 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 05/2021 02/2026 1,800 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 05/2021 02/2026 1,700 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2021 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 11/2023 1,170 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2023 12/2023 1,122 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2024 01/2024 1,020 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2024 02/2024 936 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2024 03/2024 930 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2024 04/2024 15.0% 30
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0X 03/2022 03/2022 1,056 GBP 25.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2022 02/2022 3.1% 25.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2021 04/2021 1,037 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 HDD MONTHLY FUTURES D2 04/2023 10/2023 1,164 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2023 11/2023 1,239 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2023 12/2023 1,278 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2024 01/2024 1,353 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2024 03/2024 666 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2024 04/2024 15.0% 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2X 03/2022 03/2022 3.8% 25.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2022 02/2022 3.8% 25.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 04/2021 10/2021 428 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 04/2022 04/2022 860 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 05/2022 05/2022 830 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 06/2022 06/2022 1,012 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 07/2022 07/2022 1,252 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 08/2022 08/2022 1,218 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 09/2022 09/2022 992 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 10/2022 10/2022 748 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 04/2023 04/2024 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 CAT FUTURES G2 04/2021 10/2021 243 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 04/2022 04/2022 329 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 05/2022 07/2022 560 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 08/2022 08/2022 555 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 09/2022 09/2022 453 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 10/2022 10/2022 361 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 04/2023 04/2024 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 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 PACIFIC RIM INDEX FUT CAT G6 01/2022 01/2022 150,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 02/2022 02/2022 241,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 03/2022 03/2022 294,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 04/2022 04/2022 30.0% 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 03/2022 03/2022 4.0% 25.000%
CME WEATHER TOKYO CAT DEC-PACIFIC RIM SEASONAL G6Z 02/2022 02/2022 4.0% 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2021 04/2024 10.0% 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 LAS VEGAS HEATING SEASONAL STRIP FU H0X 03/2022 03/2022 4.5% 250
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2022 02/2022 4.5% 250
CME WEATHER ATLANTA HDD FUTURE H1 04/2021 04/2021 583 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2021 01/2022 1,540 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2021 11/2023 2,615 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 03/2023 03/2023 500 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2023 04/2023 625 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2023 12/2023 1,950 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 01/2024 01/2024 2,035 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2024 02/2024 1,365 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2024 03/2024 510 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2024 04/2024 610 USD 30
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1X 03/2022 03/2022 2,000 USD 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2022 02/2022 1,644 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 04/2021 04/2021 1,109 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 HDD FUTURE H2 10/2023 12/2023 2,838 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 01/2024 01/2024 2,160 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2024 02/2024 2,133 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2024 03/2024 1,178 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2024 04/2024 1,172 USD 30
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2X 03/2022 03/2022 2.8% 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2022 02/2022 2.8% 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2021 04/2021 1,035 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 HDD FUTURE H3 10/2023 10/2023 2,436 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2023 02/2024 1,830 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2024 03/2024 873 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2024 04/2024 1,095 USD 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2022 03/2022 3.4% 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2022 02/2022 1,994 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2021 04/2024 15.0% 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 HDD FUTURE H4 11/2023 12/2023 1,926 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2024 01/2024 1,935 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2024 02/2024 1,965 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2024 03/2024 1,830 USD 30.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4X 03/2022 03/2022 1,497 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2022 02/2022 2.2% 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2021 04/2024 27.0% 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2021 01/2022 1,183 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2022 02/2022 1,124 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2022 03/2022 1,783 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2022 04/2022 400 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2022 10/2022 821 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2022 11/2022 2,285 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2022 01/2023 2,279 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2023 02/2023 1,021 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2023 03/2023 746 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2023 04/2023 2,792 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2023 11/2023 2,463 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2023 12/2023 2,808 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 01/2024 01/2024 2,403 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2024 02/2024 3,997 USD 30
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2022 03/2022 5.0% 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2022 02/2022 5.0% 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 04/2021 10/2025 20.0% 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 11/2021 11/2023 2,132 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 12/2021 12/2023 3,120 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2022 01/2023 2,952 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 02/2022 02/2023 2,372 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 03/2022 03/2023 2,108 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 04/2022 04/2023 1,512 USD 25.000%
CME WEATHER CME-PORTLAND HDD NOV STRIP H7X 03/2022 03/2022 2,421 USD 25.000%
CME WEATHER CME-PORTLAND HDD DEC STRIP H7Z 02/2022 02/2022 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2021 04/2021 1,096 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 02/2022 02/2022 2,796 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 MONTH HDD FUTURES HQ 12/2022 10/2023 2,751 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2023 11/2023 3,056 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2023 12/2023 3,014 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2024 01/2024 2,823 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2024 03/2024 994 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2024 04/2024 1,101 USD 30
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2022 03/2022 3.5% 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2022 02/2022 3.5% 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2021 04/2024 13.0% 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

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.

Read more about performance bonds/margin

Subscribe to Notices

To stay up-to-date with performance bond requirements and compliance concerns with the changing regulatory environment.

Subscribe

Quick Links

    • 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

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2021 CME Group Inc. All rights reserved.

Disclaimer  |  Privacy Policy  |  Cookie Policy  |  Terms of Use  |  Data Terms of Use  |  Modern Slavery Act Transparency Statement  |  Report a Security Concern