Outrights/Vol Scans for Margins

Start Period End Period
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 CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2019 09/2019 2,164 USD 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2019 08/2019 1,320 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2019 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 CINCINNATI COOLING SEASONAL STRIP F K3K 09/2019 09/2019 1,450 USD 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2019 08/2019 908 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2019 09/2019 149 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 NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2019 09/2019 1,446 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2019 08/2019 834 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2019 09/2019 338 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 2,643 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2019 08/2019 1,473 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2019 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 COOLING SEASONAL STRIP KQK 09/2019 09/2019 1,664 USD 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2019 08/2019 1,006 USD 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2019 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 COOLING SEASONAL STRIP F KSK 09/2019 09/2019 1,202 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2019 08/2019 676 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2018 01/2019 1,450 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2019 07/2019 1,450 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2019 08/2019 1,450 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2019 03/2020 1,200 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2020 12/2022 1,050 USD 7.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2018 01/2019 500 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2019 05/2019 500 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2019 08/2019 480 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2019 09/2019 475 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 10/2019 12/2022 475 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 01/2019 01/2019 1,250 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 03/2019 01/2020 900 USD 15.000%
CBT AGRICULTURE SOYBEAN CRUSH COMBO 31 01/2019 05/2020 11,154 USD 25.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2019 03/2019 220 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 12/2018 12/2022 300 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2019 03/2019 100 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2018 12/2018 130 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2019 12/2019 275 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 12/2018 11/2019 425 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 12/2018 12/2022 300 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 12/2018 12/2022 300 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 12/2018 02/2020 350 USD 25.000%
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS HALF BCH 12/15/2018 11/30/2019 475 USD 0.05
CBT AGRICULTURE BLACK SEA WHEAT FUTURES BSW 12/2018 05/2019 3,000 USD 0.06
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 12/2018 02/2020 425 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS HALF BWH 12/15/2018 11/30/2019 315 USD 0.05
CBT AGRICULTURE CORN FUTURES C 12/2018 03/2019 800 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 05/2019 09/2019 800 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 12/2019 12/2019 680 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 03/2020 12/2022 680 USD 9.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2019 07/2019 200 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2018 12/2018 230 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2019 12/2019 450 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2018 12/2018 310 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2019 12/2019 550 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2019 07/2019 330 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2019 07/2019 600 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2019 07/2019 125 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 12/2018 12/2018 30 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 01/2019 05/2019 40 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2019 07/2019 45 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 08/2019 08/2019 60 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 09/2019 10/2019 55 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 12/2019 12/2019 70 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2019 03/2019 330 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2018 12/2018 465 USD 25.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2019 12/2019 500 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2019 07/2019 330 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2019 07/2019 625 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA SWAP DFL 12/2018 11/2019 900 USD 0.08
CBT AGRICULTURE DAP FOB TAMPA SWAP DFT 12/2018 11/2019 1,750 USD 0.08
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 12/2018 03/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 12/2018 03/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 12/2018 03/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 12/2018 03/2019 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 12/2018 03/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 12/2018 03/2019 800 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 12/2018 03/2019 800 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 12/2018 03/2019 800 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2018 12/2018 180 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2019 03/2019 170 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2019 09/2019 160 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2019 07/2019 190 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2019 12/2019 240 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2019 03/2019 230 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2018 12/2018 550 USD 25
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2019 12/2019 600 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 03/2019 03/2019 1,300 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 05/2019 05/2019 1,250 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2019 07/2019 1,200 USD 16.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2019 01/2019 405 USD 25.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2020 01/2020 375 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2018 03/2019 1,300 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2019 05/2019 1,250 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2019 09/2019 1,200 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2019 12/2019 1,050 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2020 07/2021 1,050 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2019 12/2019 750 USD 0.05
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2018 03/2019 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2019 05/2019 250 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2019 09/2019 240 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2019 12/2019 210 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2020 07/2021 210 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2019 12/2019 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 12/2018 12/2018 400 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2019 01/2019 230 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 03/2019 12/2019 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2019 07/2019 300 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2019 08/2019 320 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 09/2019 09/2019 240 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2018 05/2019 725 USD 13.000%
CBT AGRICULTURE OATS FUTURES O 07/2019 09/2021 625 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2018 12/2018 100 USD 25
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2019 12/2019 200 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2019 08/2019 105 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2019 09/2019 105 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2018 07/2019 100 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2019 05/2019 85 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2019 09/2019 210 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2019 12/2019 140 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2019 05/2019 1,025 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2019 07/2019 925 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2019 09/2019 900 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2019 12/2020 840 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2019 03/2019 405 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2019 01/2019 2,050 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2019 03/2019 2,050 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2019 07/2019 1,940 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2019 08/2019 1,880 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2019 09/2019 1,800 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2019 11/2019 1,480 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 03/2020 1,420 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 11/2022 1,370 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2019 01/2019 750 USD 0.25
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 700 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2019 01/2019 2,050 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2019 03/2019 2,050 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 05/2019 05/2019 1,940 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2019 11/2019 1,480 USD 9.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2019 03/2019 600 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2019 07/2019 700 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2019 11/2019 375 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2019 08/2019 405 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2019 07/2019 465 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2019 11/2019 700 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2018 12/2018 475 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2019 12/2019 450 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2019 08/2019 500 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2019 09/2019 350 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2019 07/2019 520 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 450 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT SWAP UFG 12/2018 11/2019 3,500 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 12/2018 05/2019 1,400 USD %
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 06/2019 11/2020 1,800 USD %
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 12/2018 11/2019 900 USD 0.06
CBT AGRICULTURE UREA (PRILLED BULK) FOB YUZHNY SWAP UFZ 12/2018 05/2019 1,700 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 12/2018 12/2018 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 01/2019 11/2019 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 12/2018 03/2019 1,250 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2019 05/2019 1,250 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2019 07/2019 1,050 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2019 12/2019 1,000 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2020 07/2021 1,000 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2018 12/2018 625 USD 25.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2019 12/2019 575 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2018 12/2018 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2019 09/2019 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2019 05/2019 205 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2019 07/2019 250 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2019 12/2019 150 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2018 03/2019 160 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2019 09/2019 160 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2019 12/2019 136 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2020 12/2022 136 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2019 01/2019 410 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2019 03/2019 410 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2019 07/2019 388 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2019 08/2019 376 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2019 09/2019 360 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2019 11/2019 296 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 03/2020 284 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 11/2022 274 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2018 03/2019 250 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2019 05/2019 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2019 07/2019 210 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2019 12/2019 200 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 07/2021 200 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2019 03/2019 800 USD 24.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2019 07/2019 800 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2019 12/2019 680 USD 20.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 01/2019 01/2019 500 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 03/2019 05/2019 500 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2019 12/2019 475 USD 8.500%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 01/2019 01/2019 1,450 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 03/2019 05/2019 1,450 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2019 12/2019 1,200 USD 7.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2019 01/2019 375 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 03/2019 09/2019 325 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2019 11/2019 250 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2019 03/2019 1,250 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2019 05/2019 1,250 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2019 07/2019 1,050 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 12/2018 09/2019 1,000 USD 0.04
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2019 03/2019 4,750 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2019 03/2020 4,750 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2019 03/2019 4,750 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2019 03/2020 4,750 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2019 03/2019 4,750 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2019 03/2020 4,750 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 12/2018 09/2019 1,000 USD 0.04
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 12/2018 09/2019 1,000 USD 0.04
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2018 12/2018 5,600 USD 40.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2019 09/2019 5,600 USD 30.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2018 12/2018 5,600 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2019 09/2019 5,600 USD 30.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2018 12/2018 5,600 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2019 09/2019 5,600 USD 30.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 12/2018 12/2018 437 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 01/2019 01/2019 789 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 02/2019 02/2019 711 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 03/2019 11/2021 700 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 12/2018 01/2019 1,750 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 02/2019 02/2019 1,550 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 03/2019 12/2021 1,400 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 12/2018 06/2019 2,550 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 12/2018 06/2019 1,050 USD 30.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 12/2018 06/2019 680 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2018 12/2018 490 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2019 06/2019 550 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 12/2018 06/2019 550 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2018 12/2018 160 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2019 01/2019 160 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2019 03/2019 195 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2019 04/2019 260 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2019 05/2019 300 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2019 06/2019 340 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2019 07/2019 370 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2019 08/2019 430 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2019 09/2019 470 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 510 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 01/2020 530 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 03/2020 560 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 04/2020 580 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 07/2020 605 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 11/2021 635 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 12/2018 06/2019 3,600 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 12/2018 06/2019 3,400 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 12/2018 06/2019 700 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 12/2018 12/2018 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 06/2019 1,000 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2016 06/2019 250 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 06/2019 300 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 06/2019 3,600 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 06/2019 1,750 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 06/2019 2,100 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 06/2019 2,100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2016 06/2019 200 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2013 06/2019 300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 06/2019 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 12/2018 06/2019 1,350 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 12/2018 06/2019 1,400 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 12/2018 06/2019 400 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 12/2018 06/2019 1,550 USD 30.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 12/2018 12/2018 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 12/2018 12/2018 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 12/2018 12/2018 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 12/2018 12/2018 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 12/2018 06/2019 3,650 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 12/2018 12/2018 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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