Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2020 03/2021 7,500 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 03/2020 06/2020 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 03/2020 03/2021 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 03/2020 03/2021 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 03/2020 03/2021 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 03/2020 03/2021 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 03/2020 03/2021 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2020 03/2020 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2020 03/2021 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2020 03/2020 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2020 03/2021 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2020 03/2020 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2020 03/2021 3,950 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 03/2020 03/2021 3,400 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2020 03/2020 3,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2020 03/2021 3,200 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 03/2020 03/2021 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 03/2020 03/2021 3,400 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 03/2020 03/2021 2,300 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2020 03/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2020 03/2021 3,200 USD 20.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 03/2020 03/2021 2,300 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 130 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 170 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2022 260 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 270 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2024 12/2024 320 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2027 420 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2028 12/2030 570 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2020 03/2020 210 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2020 12/2020 300 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2021 03/2021 400 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 03/2020 06/2020 20,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 03/2020 06/2020 20,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 03/2020 03/2021 2,800 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 03/2020 03/2021 2,800 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 03/2020 03/2021 2,800 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 03/2020 03/2021 4,500 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 03/2020 03/2021 4,500 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 03/2020 03/2020 33,000 USD 35.000%
CME EQUITY INDEX S&P 500 FUTURES SP 06/2020 06/2020 33,000 USD 25.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2020 12/2024 33,000 USD 20.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 03/2020 06/2020 13,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 03/2020 06/2020 13,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 03/2020 06/2020 20,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 03/2020 03/2021 4,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 03/2020 03/2021 385,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 03/2020 03/2021 385,000 JPY 35.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 01/2020 12/2026 6,600 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 01/2020 12/2026 6,600 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 01/2020 12/2026 6,600 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 03/2020 06/2020 13,000 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 03/2020 03/2021 2,550 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 03/2020 03/2021 3,200 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 03/2020 03/2021 3,600 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 03/2020 03/2021 3,550 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 03/2020 03/2021 4,100 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 03/2020 03/2021 1,650 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 03/2020 03/2021 1,400 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 03/2020 03/2021 1,700 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 03/2020 03/2021 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 03/2020 03/2021 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 03/2020 03/2021 3,500 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 03/2020 03/2021 2,550 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 03/2020 03/2021 3,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 03/2020 03/2021 3,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 03/2020 03/2021 3,550 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 03/2020 03/2021 4,100 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 03/2020 03/2021 1,650 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 03/2020 03/2021 1,400 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 03/2020 03/2021 1,400 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 03/2020 03/2021 1,700 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 03/2020 03/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 03/2020 03/2021 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 03/2020 06/2020 3,500 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 03/2020 03/2021 3,500 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2020 03/2020 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2020 06/2020 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2020 09/2020 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2020 12/2020 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2021 03/2021 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2021 06/2021 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2021 09/2021 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2021 12/2021 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2022 03/2022 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 04/2022 06/2022 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2022 09/2022 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 10/2022 12/2022 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2023 06/2023 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2023 12/2023 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2024 06/2024 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2024 12/2024 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2025 06/2025 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2025 12/2025 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2026 06/2026 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2026 12/2026 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2027 06/2027 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2027 12/2027 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2028 06/2028 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2028 12/2028 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 01/2029 06/2029 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 07/2029 01/2030 40,035 USD 0.07
CME FX EUR/USD 1MO REALIZED VOL. FUT 16E 02/2020 04/2020 2,600 USD 0.04
CME FX EUR/USD 3MO REALIZED VOL. FUT 36E 03/2020 09/2020 2,500 USD 0.05
CME FX AD/CD FUTURES AC 03/2020 06/2021 2,400 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 01/2020 04/2020 1,200 USD 15.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 05/2020 12/2024 1,200 USD 13.000%
CME FX AD/JY FUTURES AJ 03/2020 06/2021 400,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 03/2020 06/2021 2,500 NZD 0.02
CME FX BPSF FUTURE BF 03/2020 06/2021 6,200 CHF 0.05
CME FX BRITISH POUND FUTURES BP 01/2020 04/2020 2,400 USD 35.000%
CME FX BRITISH POUND FUTURES BP 05/2020 12/2024 2,400 USD 25.000%
CME FX BRAZILIAN REAL FUTURES BR 02/2020 01/2021 1,250 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 02/2021 01/2022 1,400 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 02/2022 01/2025 1,550 USD 0.04
CME FX BPJY FUTURE BY 03/2020 06/2021 600,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 01/2020 05/2020 900 USD 15.000%
CME FX CANADIAN DOLLAR FUTURES C1 06/2020 12/2024 900 USD 10.000%
CME FX EC/AD CROSS RATE FUTURES CA 03/2020 06/2021 3,000 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 03/2020 06/2021 2,300 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 02/2020 12/2021 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 02/2020 12/2021 4,400 USD 0.07
CME FX EC/NKR FUTURES CN 03/2020 06/2021 20,250 NOK 0.02
CME FX USD/CNH FUTURES CNH 02/2020 01/2021 12,500 CNH 0.08
CME FX USD/CNH FUTURES CNH 02/2021 12/2022 15,000 CNH 0.08
CME FX CD/JY FUTURES CY 03/2020 06/2021 360,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 03/2020 06/2021 4,200 USD 0.04
CME FX SWISS FRANC FUTURES E1 03/2020 09/2020 3,100 USD 15.000%
CME FX SWISS FRANC FUTURES E1 12/2020 12/2024 3,100 USD 14.000%
CME FX E-MINI EURO FX FUTURE E7 03/2020 03/2020 900 USD 22.000%
CME FX E-MINI EURO FX FUTURE E7 06/2020 06/2020 900 USD 15.000%
CME FX EURO FUTURE EC 01/2020 04/2020 1,800 USD 22.000%
CME FX EURO FUTURE EC 05/2020 12/2024 1,800 USD 15.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 03/2020 06/2021 3,200 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 03/2020 06/2021 4,800 USD 0.04
CME FX JAPANESE YEN FUTURES J1 01/2020 04/2020 2,150 USD 25.000%
CME FX JAPANESE YEN FUTURES J1 05/2020 12/2024 2,150 USD 18.000%
CME FX E-MINI J-YEN FUTURE J7 03/2020 03/2020 1,075 USD 25.000%
CME FX E-MINI J-YEN FUTURE J7 06/2020 06/2020 1,075 USD 18.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 03/2020 06/2021 1,600 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 03/2020 06/2021 20,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 02/2020 06/2021 2,700 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 03/2020 03/2020 120 USD 15.000%
CME FX MICRO AUD/USD FUTURES M6A 06/2020 06/2020 120 USD 13.000%
CME FX MICRO GBP/USD FUTURES M6B 03/2020 03/2020 240 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 06/2020 06/2020 240 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 03/2020 03/2020 180 USD 22.000%
CME FX MICRO EUR/USD FUTURES M6E 06/2020 06/2020 180 USD 15.000%
CME FX MICRO CAD/USD FUTURES MCD 03/2020 03/2020 90 USD 15.000%
CME FX MICRO CAD/USD FUTURES MCD 06/2020 06/2020 90 USD 10.000%
CME FX MICRO INR/USD FUTURE MIR 01/2020 12/2020 320 USD 0.08
CME FX MICRO JPY/USD MJY 03/2020 03/2020 215 USD 25.000%
CME FX MICRO JPY/USD MJY 06/2020 06/2020 215 USD 18.000%
CME FX MICRO USD/CNH FUTURES MNH 02/2020 01/2021 1,250 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 01/2020 06/2021 1,200 USD 25.000%
CME FX MICRO CHF/USD FUTURES MSF 03/2020 06/2020 310 USD 15.000%
CME FX NEW ZEALAND FUTURES NE 03/2020 06/2021 1,200 USD 15.000%
CME FX POLISH ZLOTY FUTURES PZ 03/2020 06/2021 3,200 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 03/2020 06/2021 1,300 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 01/2020 12/2021 1,650 USD 0.04
CME FX EURO FX/SF FUTURES RF 03/2020 06/2021 2,500 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 02/2020 12/2022 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 02/2020 06/2021 3,400 EUR 0.03
CME FX EURO FX/BP FUTURE RP 01/2020 06/2021 3,100 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 01/2020 01/2021 1,750 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 03/2021 12/2021 1,950 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 03/2022 12/2024 2,250 USD 0.06
CME FX EURO FX/JY FUTURE RY 03/2020 06/2021 280,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 03/2020 06/2021 5,000 USD 0.02
CME FX INR/USD FUTURE SIR 01/2020 12/2021 1,600 USD 0.08
CME FX SFJY FUTURES SJ 03/2020 06/2021 700,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 03/2020 06/2021 11,500 USD 45.000%
CME FX NKR/USD FUTURES UN 03/2020 06/2021 5,500 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 03/2020 06/2021 2,000 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 01/2020 12/2021 75,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 02/2020 04/2020 300 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 05/2020 07/2020 440 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2020 09/2020 470 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2020 03/2021 500 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 09/2022 500 USD 17.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2022 03/2023 460 USD 17.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2023 06/2024 430 USD 17.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2024 12/2029 400 USD 17.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 02/2020 05/2020 300 USD 30.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 06/2020 01/2021 470 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 12/2019 01/2020 150 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 03/2020 11/2020 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2019 03/2020 205 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2020 06/2020 255 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2020 09/2020 285 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2020 03/2021 315 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 09/2021 355 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2021 03/2023 385 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2023 09/2024 405 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2020 03/2020 320 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2020 06/2020 210 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2020 09/2020 130 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2020 12/2020 120 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 01/2020 03/2020 500 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 04/2020 04/2020 550 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 05/2020 05/2020 600 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 06/2020 06/2020 700 USD 8.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2020 01/2021 800 USD 8.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2019 12/2019 300 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2020 03/2020 420 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2020 06/2020 530 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2020 12/2020 530 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 06/2029 530 USD 25.000%
CME OTC FX AUDJYC FWD AUDJYC 01/17/2020 01/29/2020 3,680 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 01/30/2020 02/19/2020 3,740 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 02/20/2020 03/18/2020 3,815 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 03/19/2020 04/22/2020 3,900 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 04/23/2020 05/20/2020 3,980 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 05/21/2020 06/23/2020 4,060 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 06/24/2020 07/21/2020 4,140 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 07/22/2020 10/22/2020 4,365 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 10/23/2020 01/21/2021 4,600 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 01/22/2021 01/21/2022 5,500 JPY 0.05
CME OTC FX AUDUSC FWD AUDUSC 01/17/2020 01/29/2020 2,450 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 01/30/2020 02/20/2020 2,465 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 02/21/2020 03/19/2020 2,490 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 03/20/2020 04/22/2020 2,520 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 04/23/2020 05/22/2020 2,545 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 05/25/2020 06/23/2020 2,570 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 06/24/2020 07/23/2020 2,600 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 07/24/2020 10/22/2020 2,675 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 10/23/2020 01/21/2021 2,760 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 01/22/2021 01/21/2022 3,120 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 01/17/2020 01/29/2020 2,450 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 01/30/2020 02/20/2020 2,465 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 02/21/2020 03/19/2020 2,490 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 03/20/2020 04/22/2020 2,520 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 04/23/2020 05/22/2020 2,545 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 05/25/2020 06/23/2020 2,570 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 06/24/2020 07/23/2020 2,600 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 07/24/2020 10/22/2020 2,675 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 10/23/2020 01/21/2021 2,760 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 01/22/2021 01/25/2022 3,120 USD 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 01/17/2020 01/29/2020 2,685 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 01/30/2020 02/19/2020 2,765 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 02/20/2020 03/18/2020 2,870 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 03/19/2020 04/22/2020 2,985 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 04/23/2020 05/20/2020 3,100 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 05/21/2020 06/23/2020 3,200 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 06/24/2020 07/21/2020 3,325 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 07/22/2020 10/22/2020 3,650 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 10/23/2020 01/21/2021 4,000 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 01/22/2021 01/21/2022 5,260 JPY 0.05
CME OTC FX EURADC FWD EURADC 01/17/2020 01/29/2020 2,530 EUR 0.05
CME OTC FX EURADC FWD EURADC 01/30/2020 02/20/2020 2,600 EUR 0.05
CME OTC FX EURADC FWD EURADC 02/21/2020 03/19/2020 2,680 EUR 0.05
CME OTC FX EURADC FWD EURADC 03/20/2020 04/22/2020 2,775 EUR 0.05
CME OTC FX EURADC FWD EURADC 04/23/2020 05/20/2020 2,870 EUR 0.05
CME OTC FX EURADC FWD EURADC 05/21/2020 06/23/2020 2,960 EUR 0.05
CME OTC FX EURADC FWD EURADC 06/24/2020 07/23/2020 3,050 EUR 0.05
CME OTC FX EURADC FWD EURADC 07/24/2020 10/22/2020 3,315 EUR 0.05
CME OTC FX EURADC FWD EURADC 10/23/2020 01/21/2021 3,600 EUR 0.05
CME OTC FX EURADC FWD EURADC 01/22/2021 01/21/2022 4,630 EUR 0.05
CME OTC FX EUR/GBC FWD EURBPC 01/17/2020 01/29/2020 1,965 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 01/30/2020 02/20/2020 2,010 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 02/21/2020 03/19/2020 2,080 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 03/20/2020 04/22/2020 2,150 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 04/23/2020 05/20/2020 2,215 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 05/21/2020 06/23/2020 2,285 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 06/24/2020 07/23/2020 2,350 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 07/24/2020 10/22/2020 2,550 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 10/23/2020 01/21/2021 2,750 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 01/22/2021 01/21/2022 3,530 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 01/21/2020 01/29/2020 1,965 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 01/30/2020 02/20/2020 2,010 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 02/21/2020 03/19/2020 2,080 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 03/20/2020 04/22/2020 2,150 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 04/23/2020 05/20/2020 2,215 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 05/21/2020 06/23/2020 2,285 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 06/24/2020 07/23/2020 2,350 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 07/24/2020 10/22/2020 2,550 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 10/23/2020 01/21/2021 2,750 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 01/22/2021 01/25/2022 3,530 GBP 0.05
CME OTC FX EUR/JYC FWD EURJYC 01/17/2020 01/29/2020 3,180 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 01/30/2020 02/20/2020 3,240 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 02/21/2020 03/18/2020 3,320 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 03/19/2020 04/22/2020 3,400 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 04/23/2020 05/21/2020 3,500 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 05/22/2020 06/23/2020 3,585 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 06/24/2020 07/21/2020 3,675 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 07/22/2020 10/22/2020 3,920 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 10/23/2020 01/21/2021 4,200 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 01/22/2021 01/21/2022 5,200 JPY 0.05
CME OTC FX EURSFC FWD EURSFC 01/17/2020 01/29/2020 7,165 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 01/30/2020 02/20/2020 7,210 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 02/21/2020 03/19/2020 7,275 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 03/20/2020 04/22/2020 7,340 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 04/23/2020 05/19/2020 7,400 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 05/20/2020 06/23/2020 7,475 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 06/24/2020 07/23/2020 7,540 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 07/24/2020 10/22/2020 7,730 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 10/23/2020 01/21/2021 7,925 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 01/22/2021 01/21/2022 8,670 EUR 0.05
CME OTC FX EURUSC FWD EURUSC 01/17/2020 01/29/2020 2,320 USD 0.05
CME OTC FX EURUSC FWD EURUSC 01/30/2020 02/20/2020 2,340 USD 0.05
CME OTC FX EURUSC FWD EURUSC 02/21/2020 03/19/2020 2,370 USD 0.05
CME OTC FX EURUSC FWD EURUSC 03/20/2020 04/22/2020 2,400 USD 0.05
CME OTC FX EURUSC FWD EURUSC 04/23/2020 05/22/2020 2,430 USD 0.05
CME OTC FX EURUSC FWD EURUSC 05/25/2020 06/23/2020 2,460 USD 0.05
CME OTC FX EURUSC FWD EURUSC 06/24/2020 07/23/2020 2,490 USD 0.05
CME OTC FX EURUSC FWD EURUSC 07/24/2020 10/22/2020 2,580 USD 0.05
CME OTC FX EURUSC FWD EURUSC 10/23/2020 01/21/2021 2,670 USD 0.05
CME OTC FX EURUSC FWD EURUSC 01/22/2021 01/21/2022 3,020 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 01/17/2020 01/29/2020 2,320 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 01/30/2020 02/20/2020 2,340 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 02/21/2020 03/19/2020 2,370 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 03/20/2020 04/22/2020 2,400 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 04/23/2020 05/22/2020 2,430 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 05/25/2020 06/23/2020 2,460 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 06/24/2020 07/23/2020 2,490 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 07/24/2020 10/22/2020 2,580 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 10/23/2020 01/21/2021 2,670 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 01/22/2021 01/25/2022 3,020 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 01/16/2020 01/31/2020 1,640 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 02/03/2020 02/24/2020 1,650 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 02/25/2020 03/23/2020 1,660 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 03/24/2020 04/24/2020 1,675 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 04/27/2020 05/22/2020 1,685 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 05/26/2020 06/25/2020 1,700 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 06/26/2020 07/27/2020 1,710 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 07/28/2020 10/26/2020 1,750 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 10/27/2020 01/25/2021 1,780 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 01/26/2021 01/21/2022 1,960 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 01/21/2020 01/29/2020 1,640 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 01/30/2020 02/20/2020 1,650 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 02/21/2020 03/19/2020 1,660 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 03/20/2020 04/22/2020 1,675 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 04/23/2020 05/21/2020 1,685 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 05/22/2020 06/23/2020 1,700 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 06/24/2020 07/23/2020 1,710 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 07/24/2020 10/22/2020 1,750 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 10/23/2020 01/21/2021 1,780 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 01/22/2021 01/25/2022 1,960 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 01/17/2020 01/29/2020 3,050 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 01/30/2020 02/20/2020 3,100 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 02/21/2020 03/19/2020 3,170 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 03/20/2020 04/22/2020 3,240 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 04/23/2020 05/22/2020 3,310 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 05/25/2020 06/23/2020 3,375 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 06/24/2020 07/23/2020 3,450 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 07/24/2020 10/21/2020 3,650 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 10/22/2020 01/20/2021 3,860 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 01/21/2021 01/21/2022 4,800 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 01/16/2020 01/29/2020 3,740 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 01/30/2020 02/19/2020 3,800 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 02/20/2020 03/19/2020 3,860 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 03/20/2020 04/22/2020 3,930 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 04/23/2020 05/21/2020 4,000 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 05/22/2020 06/23/2020 4,100 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 06/24/2020 07/23/2020 4,150 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 07/24/2020 10/22/2020 4,350 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 10/23/2020 01/21/2021 4,550 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 01/22/2021 01/21/2022 5,800 USD 0.05
CME OTC FX USD/CAC FWD USDCAC 01/17/2020 01/30/2020 1,810 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 01/31/2020 02/21/2020 1,835 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 02/24/2020 03/20/2020 1,870 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 03/23/2020 04/23/2020 1,905 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 04/24/2020 05/21/2020 1,940 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 05/22/2020 06/24/2020 1,980 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 06/25/2020 07/24/2020 2,015 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 07/27/2020 10/23/2020 2,120 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 10/26/2020 01/22/2021 2,235 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 01/25/2021 01/21/2022 2,730 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 01/17/2020 01/30/2020 1,810 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 01/31/2020 02/21/2020 1,835 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 02/24/2020 03/20/2020 1,870 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 03/23/2020 04/23/2020 1,905 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 04/24/2020 05/21/2020 1,940 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 05/22/2020 06/24/2020 1,980 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 06/25/2020 07/24/2020 2,015 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 07/27/2020 10/23/2020 2,120 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 10/26/2020 01/22/2021 2,235 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 01/25/2021 01/25/2022 2,730 CAD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 01/17/2020 01/29/2020 2,835 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 01/30/2020 02/20/2020 2,890 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 02/21/2020 03/19/2020 2,965 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 03/20/2020 04/22/2020 3,045 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 04/23/2020 05/22/2020 3,125 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 05/25/2020 06/23/2020 3,200 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 06/24/2020 07/23/2020 3,285 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 07/24/2020 10/22/2020 3,510 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 10/23/2020 01/21/2021 3,750 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 01/22/2021 01/21/2022 4,650 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 01/16/2020 02/20/2020 2,790 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 02/21/2020 03/20/2020 2,890 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 03/23/2020 04/21/2020 3,000 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 04/22/2020 05/20/2020 3,110 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 05/22/2020 06/18/2020 3,220 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 06/19/2020 07/20/2020 3,320 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 07/21/2020 10/16/2020 3,630 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 10/19/2020 01/14/2021 3,950 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 01/15/2021 01/21/2022 4,280 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 01/17/2020 01/22/2020 3,740 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 01/23/2020 02/20/2020 3,800 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 02/21/2020 03/19/2020 3,860 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 03/20/2020 04/22/2020 3,930 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 04/23/2020 05/22/2020 4,000 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 05/25/2020 06/22/2020 4,100 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 06/23/2020 07/23/2020 4,150 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 07/24/2020 10/22/2020 4,350 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 10/23/2020 01/21/2021 4,550 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 01/22/2021 01/21/2022 5,800 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 01/16/2020 01/29/2020 2,350 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 01/30/2020 02/20/2020 2,400 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 02/21/2020 03/18/2020 2,480 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 03/19/2020 04/22/2020 2,550 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 04/23/2020 05/21/2020 2,630 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 05/22/2020 06/23/2020 2,710 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 06/24/2020 07/23/2020 2,800 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 07/24/2020 10/22/2020 3,020 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 10/23/2020 01/21/2021 3,270 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 01/22/2021 01/21/2022 4,400 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 01/17/2020 01/29/2020 2,270 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 01/30/2020 02/20/2020 2,285 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 02/21/2020 03/19/2020 2,310 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 03/20/2020 04/22/2020 2,340 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 04/23/2020 05/22/2020 2,365 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 05/25/2020 06/23/2020 2,390 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 06/24/2020 07/23/2020 2,420 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 07/24/2020 10/22/2020 2,500 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 10/23/2020 01/21/2021 2,570 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 01/22/2021 01/21/2022 2,920 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 01/17/2020 01/29/2020 2,640 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 01/30/2020 02/20/2020 2,710 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 02/21/2020 03/19/2020 2,800 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 03/20/2020 04/22/2020 2,900 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 04/23/2020 05/22/2020 3,000 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 05/25/2020 06/23/2020 3,100 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 06/24/2020 07/23/2020 3,200 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 07/24/2020 10/21/2020 3,470 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 10/22/2020 01/21/2021 3,770 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 01/22/2021 01/21/2022 4,900 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 01/17/2020 01/29/2020 3,070 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 01/30/2020 02/20/2020 3,170 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 02/21/2020 03/19/2020 3,300 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 03/20/2020 04/22/2020 3,440 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 04/23/2020 05/22/2020 3,580 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 05/25/2020 06/22/2020 3,720 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 06/23/2020 07/23/2020 3,860 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 07/24/2020 10/21/2020 4,240 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 10/22/2020 01/21/2021 4,650 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 01/22/2021 01/21/2022 6,200 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 01/17/2020 01/29/2020 2,070 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 01/30/2020 02/20/2020 2,130 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 02/21/2020 03/19/2020 2,210 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 03/20/2020 04/22/2020 2,300 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 04/23/2020 05/20/2020 2,380 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 05/22/2020 06/23/2020 2,460 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 06/24/2020 07/23/2020 2,550 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 07/24/2020 10/22/2020 2,800 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 10/23/2020 01/21/2021 3,100 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 01/22/2021 01/21/2022 4,600 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 01/17/2020 01/29/2020 1,600 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 01/30/2020 02/18/2020 1,670 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 02/20/2020 03/19/2020 1,770 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 03/20/2020 04/22/2020 1,880 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 04/23/2020 05/22/2020 1,990 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 05/26/2020 06/23/2020 2,100 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 06/24/2020 07/23/2020 2,230 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 07/24/2020 10/22/2020 2,600 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 10/23/2020 01/21/2021 3,000 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 01/22/2021 01/21/2022 3,800 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 01/17/2020 01/28/2020 2,190 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 01/29/2020 02/19/2020 2,290 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 02/20/2020 03/18/2020 2,435 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 03/19/2020 04/21/2020 2,585 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 04/22/2020 05/22/2020 2,735 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 05/25/2020 06/23/2020 2,885 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 06/24/2020 07/22/2020 3,035 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 07/23/2020 10/21/2020 3,460 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 10/22/2020 01/20/2021 3,910 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 01/21/2021 01/21/2022 5,600 USD 0.05
CME OTC FX USD/JYC FWD USDJYC 01/17/2020 01/29/2020 1,900 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 01/30/2020 02/20/2020 1,950 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 02/21/2020 03/18/2020 2,000 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 03/19/2020 04/22/2020 2,070 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 04/23/2020 05/20/2020 2,130 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 05/21/2020 06/23/2020 2,200 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 06/24/2020 07/21/2020 2,260 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 07/22/2020 10/22/2020 2,430 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 10/23/2020 01/21/2021 2,620 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 01/22/2021 01/21/2022 3,320 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 01/17/2020 01/29/2020 1,900 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 01/30/2020 02/20/2020 1,950 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 02/21/2020 03/18/2020 2,000 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 03/19/2020 04/22/2020 2,070 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 04/23/2020 05/20/2020 2,130 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 05/21/2020 06/23/2020 2,200 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 06/24/2020 07/21/2020 2,260 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 07/22/2020 10/22/2020 2,430 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 10/23/2020 01/21/2021 2,620 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 01/22/2021 01/25/2022 3,320 JPY 0.05
CME OTC FX USD KOREAN WON USDKRW 01/17/2020 01/29/2020 1,990 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.

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.

© 2020 CME Group Inc. All rights reserved.

Disclaimer | Privacy Policy | Cookie Policy | Terms of Use | Data Terms of Use | Modern Slavery Act Transparency Statement