Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 02/2020 12/2022 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 01/2020 01/2020 2,056 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 02/2020 12/2022 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED FUT Z4 01/2020 12/2023 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 01/2020 01/2020 12,580 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 02/2020 12/2023 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2020 01/2020 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2020 02/2020 700 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2020 03/2020 450 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2020 04/2020 375 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2020 05/2020 300 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2020 06/2020 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2020 08/2021 180 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2021 01/2022 140 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2022 03/2022 120 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2022 07/2022 100 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 08/2022 11/2022 80 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2022 11/2023 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2020 01/2020 700 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2020 02/2020 1,100 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 03/2020 03/2020 875 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 04/2020 04/2020 675 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 05/2020 05/2020 450 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 06/2020 06/2020 400 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 07/2020 08/2020 350 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 09/2020 01/2021 325 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2020 12/2020 300 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 01/2020 03/2020 1,100 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 02/2020 02/2020 1,450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 04/2020 04/2020 850 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 05/2020 05/2020 750 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 06/2020 08/2020 475 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 09/2020 09/2020 420 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 10/2020 01/2021 400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2020 01/2020 1,800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2020 02/2020 1,900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 03/2020 03/2020 1,725 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2020 04/2020 1,350 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2020 05/2020 975 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2020 06/2020 800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2020 07/2020 750 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2020 08/2020 775 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2020 09/2020 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2020 02/2021 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2020 11/2020 625 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2020 12/2022 600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2021 06/2021 550 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 12/2021 475 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2022 06/2022 280 USD 10.000%

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

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    • CME CORE 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.

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