Outrights/Vol Scans for Margins

Start Period End Period
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2019 07/2019 1,200 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2019 10/2019 1,200 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2019 01/2020 1,200 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2020 09/2020 1,000 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2020 12/2022 900 USD 7.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2019 07/2019 490 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 08/2019 10/2019 490 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2019 01/2020 470 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2020 12/2022 465 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 05/2019 07/2019 1,000 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 09/2019 07/2020 750 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2020 03/2020 325 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 06/2019 12/2023 250 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2020 03/2020 175 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2019 12/2019 225 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 05/2019 04/2020 350 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 06/2019 12/2023 250 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 06/2019 12/2023 250 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 05/2019 07/2020 220 USD 25.000%
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS HALF BCH 05/15/2019 04/30/2020 475 USD 0.05
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 05/2019 07/2020 300 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS HALF BWH 05/15/2019 04/30/2020 315 USD 0.05
CBT AGRICULTURE CORN FUTURES C 05/2019 07/2019 760 USD 28.000%
CBT AGRICULTURE CORN FUTURES C 09/2019 05/2020 760 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 07/2020 03/2021 640 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 05/2021 12/2022 640 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2019 07/2019 120 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2019 12/2019 375 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2019 12/2019 400 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2019 07/2019 375 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2019 07/2019 550 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2019 07/2019 70 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 05/2019 05/2019 % 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2019 05/2020 35 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2020 03/2020 330 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2019 12/2019 465 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2019 07/2019 350 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 05/2019 04/2020 900 USD 0.08
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 05/2019 08/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 05/2019 08/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 05/2019 08/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 05/2019 08/2019 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 05/2019 08/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 06/2019 09/2019 700 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 05/2019 09/2019 700 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 06/2019 09/2019 700 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2019 05/2019 % 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2019 07/2019 375 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2019 09/2019 170 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2019 05/2020 160 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2020 03/2020 190 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2020 03/2020 330 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2019 12/2019 550 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2019 07/2019 1,350 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 09/2019 12/2019 1,350 USD 16.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2020 01/2020 345 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2019 07/2019 1,350 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2019 12/2019 1,350 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2020 05/2020 1,200 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2020 07/2021 1,200 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2019 09/2019 725 USD 0.05
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 12/2019 12/2019 750 USD 0.05
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2019 07/2019 270 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2019 12/2019 270 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2020 05/2020 240 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2020 07/2021 240 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2019 09/2019 919 USD 0.05
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 12/2019 12/2019 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2019 05/2019 % 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2019 07/2019 325 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2019 12/2019 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2020 01/2020 205 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 03/2020 05/2020 175 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 05/2019 09/2019 725 USD 13.000%
CBT AGRICULTURE OATS FUTURES O 12/2019 09/2021 625 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2019 12/2019 65 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2019 08/2019 65 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2019 09/2019 45 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2019 05/2019 % 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2019 03/2020 90 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2020 05/2020 125 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2019 12/2019 949 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2020 05/2020 882 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2020 12/2020 828 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2020 03/2020 345 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2019 07/2019 1,870 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2019 08/2019 1,870 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2019 11/2019 1,770 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 01/2020 1,720 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2020 03/2020 1,640 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 05/2020 1,380 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 08/2020 1,320 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 11/2022 1,280 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 550 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2019 07/2019 1,870 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2019 08/2019 1,870 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 09/2019 11/2019 1,770 USD 15.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2020 03/2020 400 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2019 07/2019 555 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2019 11/2019 345 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2019 08/2019 345 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2019 07/2019 405 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2019 11/2019 500 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2019 12/2019 300 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2019 08/2019 300 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2019 09/2019 250 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2019 07/2019 350 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 455 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT SWAP UFG 05/2019 04/2020 3,500 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 05/2019 10/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 11/2019 04/2021 1,800 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 05/2019 04/2020 1,000 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 05/2019 05/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 06/2019 04/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 05/2019 07/2019 1,350 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2019 12/2019 1,350 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2020 05/2020 1,200 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2020 07/2021 1,200 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2019 12/2019 625 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2019 05/2019 % 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2019 07/2019 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2019 05/2020 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2019 12/2019 205 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2020 03/2020 250 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2019 07/2019 152 USD 28.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2019 05/2020 152 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2020 03/2021 128 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2021 12/2022 128 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2019 07/2019 374 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2019 08/2019 374 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2019 11/2019 354 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 01/2020 344 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2020 03/2020 328 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 05/2020 276 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 08/2020 264 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 11/2022 256 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2019 07/2019 270 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2019 12/2019 270 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 05/2020 240 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2020 07/2021 240 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2019 07/2019 760 USD 28.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2019 12/2019 760 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 07/2019 07/2019 490 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2019 09/2019 490 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2019 12/2019 470 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 07/2019 07/2019 1,200 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2019 09/2019 1,200 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 05/2019 05/2019 % 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2019 07/2019 275 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2019 03/2020 265 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 05/2020 05/2020 175 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2019 07/2019 1,350 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2019 12/2019 1,350 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 06/2019 03/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2019 06/2019 5,900 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2019 06/2020 5,900 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2019 06/2019 5,900 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2019 06/2020 5,900 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2019 06/2019 5,900 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2019 06/2020 5,900 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 06/2019 03/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 06/2019 06/2019 590 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2019 03/2020 590 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 06/2019 03/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2019 06/2019 5,900 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2019 03/2020 5,900 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 06/2019 06/2019 5,900 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2019 03/2020 5,900 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 06/2019 06/2019 5,900 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2019 03/2020 5,900 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 05/2019 05/2019 191 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 06/2019 06/2019 657 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2019 07/2019 628 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2019 04/2022 625 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 06/2019 06/2019 1,400 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 07/2019 07/2019 1,300 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 08/2019 05/2022 1,250 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 06/2019 12/2019 2,400 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 06/2019 12/2019 1,050 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2019 12/2019 620 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2019 06/2019 400 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2019 12/2019 460 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 06/2019 12/2019 500 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2019 05/2019 160 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2019 06/2019 160 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2019 07/2019 175 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2019 08/2019 185 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2019 09/2019 230 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 280 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 11/2019 335 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2019 12/2019 360 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 400 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 02/2020 430 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 04/2020 470 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 05/2020 480 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 06/2020 510 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 07/2020 550 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 04/2022 580 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 06/2019 09/2019 3,000 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 06/2019 09/2019 2,350 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 06/2019 09/2019 700 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 06/2019 06/2019 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 250 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 285 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 325 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 365 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 405 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 445 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 485 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 525 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 565 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 605 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 645 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 685 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 725 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 765 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 805 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 845 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 885 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 925 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 965 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 12/2019 1,000 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2016 06/2016 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2016 09/2016 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2016 12/2016 80 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 115 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 150 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 185 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 220 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 255 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 290 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 325 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 360 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 395 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 12/2019 430 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 03/2016 115 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 150 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 190 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 230 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 270 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 310 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 350 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 390 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 430 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 470 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 510 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 12/2019 590 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 12/2019 3,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 12/2019 1,750 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 12/2019 2,100 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 12/2018 2,100 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2019 12/2019 2,350 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2017 06/2017 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2017 09/2017 25 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2017 12/2017 50 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 150 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 250 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 300 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 12/2019 350 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2014 06/2014 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2014 09/2014 25 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2014 12/2014 50 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 100 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 200 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 300 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 350 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 500 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 09/2017 550 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 03/2018 600 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 09/2018 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 03/2019 675 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 12/2019 680 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 590 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 630 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 670 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 710 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 790 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 830 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 870 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 910 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 990 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,030 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,070 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,110 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,190 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,230 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,270 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,310 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,390 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,430 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,470 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,510 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 12/2019 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 06/2019 09/2019 1,500 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 06/2019 09/2019 1,200 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 06/2019 09/2019 400 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 06/2019 12/2019 1,300 USD 25.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 06/2019 06/2019 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 06/2019 06/2019 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 06/2019 06/2019 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 06/2019 06/2019 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 06/2019 12/2019 3,450 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 06/2019 06/2019 50 USD 0.05
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2019 06/2019 1,500 USD 30.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 08/2019 08/2019 1,500 USD 20.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 10/2019 10/2020 1,500 USD 18.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 05/2019 05/2019 2,800 USD 21.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 08/2019 04/2020 2,800 USD 17.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 05/2019 05/2019 600 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 06/2019 08/2019 1,200 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 09/2019 01/2020 1,000 USD 10.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 02/2020 04/2021 850 USD 10.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 05/2019 05/2019 290 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 06/2019 04/2024 500 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 05/2019 04/2024 575 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2019 05/2019 450 USD 35.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 06/2019 08/2019 850 USD 20.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 09/2019 09/2019 650 USD 15.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 10/2019 10/2019 550 USD 10.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2019 04/2021 450 USD 10.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 05/2019 05/2019 375 USD 30.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 06/2019 09/2019 950 USD 20.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 10/2019 03/2020 600 USD 15.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 04/2020 04/2021 350 USD 15.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 05/2019 05/2019 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 06/2019 09/2019 800 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 10/2019 04/2021 775 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 05/2019 05/2019 550 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 06/2019 06/2019 800 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 07/2019 04/2020 1,100 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 05/2020 04/2021 1,100 USD 10.000%
CME AGRICULTURE GSCI ER FUTURES GA 05/2019 09/2019 1,100 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 06/2019 08/2019 5,000 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 06/2019 08/2019 5,000 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 08/2019 09/2019 2,800 USD 17.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 05/2019 08/2019 5,000 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 06/2019 09/2019 1,100 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 06/2019 09/2019 1,100 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2019 06/2019 2,200 USD 55.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2019 07/2019 2,200 USD 20.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 08/2019 08/2019 2,200 USD 19.000%
CME AGRICULTURE MLK MID FUTURES JQ 05/2019 05/2019 187 USD 30.000%
CME AGRICULTURE MLK MID FUTURES JQ 06/2019 09/2019 475 USD 20.000%
CME AGRICULTURE MLK MID FUTURES JQ 10/2019 03/2020 300 USD 15.000%
CME AGRICULTURE MLK MID FUTURES JQ 04/2020 04/2021 175 USD 15.000%
CME AGRICULTURE LUMBER110 FUTURES LB 05/2019 07/2019 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 09/2019 07/2020 1,850 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 06/2019 06/2019 1,500 USD 30.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 08/2019 08/2019 1,500 USD 20.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 10/2019 10/2019 1,500 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2019 06/2019 2,200 USD 55.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2019 07/2019 2,200 USD 20.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2019 08/2019 2,200 USD 19.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2019 12/2019 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2020 02/2020 2,200 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 04/2020 1,850 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 10/2020 1,850 USD 15.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 05/2019 05/2019 525 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 06/2019 06/2019 900 USD 25.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 07/2019 08/2019 1,400 USD 20.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 09/2019 04/2021 1,400 USD 8.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 05/2019 03/2021 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 05/2019 05/2019 290 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 06/2019 03/2021 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 05/2019 04/2020 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2019 04/2019 % 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2019 06/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2019 08/2019 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2019 10/2019 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 04/2019 04/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 06/2019 06/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 08/2019 08/2019 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 04/2019 06/2019 1,450 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 05/2019 08/2019 1,250 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 05/2019 08/2019 1,200 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 05/2019 08/2019 1,200 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 05/2019 08/2019 1,350 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 05/2019 08/2019 1,350 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 05/2019 08/2019 1,350 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 06/2019 09/2019 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 06/2019 09/2019 3,500 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 06/2019 09/2019 3,700 USD 0.035
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 06/2019 09/2019 3,250 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 06/2019 09/2019 3,800 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 06/2019 09/2019 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 06/2019 09/2019 1,950 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 06/2019 09/2019 3,800 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 06/2019 09/2019 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 06/2019 06/2020 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 06/2019 06/2020 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 06/2019 06/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 06/2019 06/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 06/2019 06/2020 9,250 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 06/2019 06/2020 9,250 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2019 05/2019 14,708 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 06/2019 06/2019 14,736 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 07/2019 07/2019 14,773 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 09/2019 09/2019 14,828 USD 90.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 06/2019 09/2019 9,250 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 06/2019 06/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 06/2019 06/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 06/2019 06/2020 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 06/2019 06/2020 1,550 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 06/2019 06/2020 2,600 EUR 20.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 06/2019 06/2020 2,200 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 06/2019 06/2020 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 06/2019 06/2020 8,500 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 06/2019 03/2020 112,000 JPY 0.08
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2019 06/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2019 09/2019 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2019 06/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2019 06/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2019 09/2019 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2019 06/2020 6,300 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2019 06/2019 6,300 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2019 09/2019 6,300 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2019 06/2020 6,300 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2019 06/2019 6,300 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2019 09/2019 6,300 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2019 06/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 06/2019 06/2020 8,500 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 06/2019 06/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 06/2019 06/2020 1,850 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 06/2019 06/2020 1,800 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 06/2019 06/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 06/2019 06/2020 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 06/2019 06/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 06/2019 06/2020 1,800 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 06/2019 06/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 06/2019 06/2020 1,800 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 06/2019 12/2019 16,830 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 06/2019 06/2020 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 06/2019 06/2020 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 06/2019 06/2019 355 USD 35.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2019 06/2020 355 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 06/2019 06/2020 8,500 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2019 06/2019 630 USD 35.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2019 09/2019 630 USD 25.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2019 06/2020 630 USD 20.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 06/2019 06/2019 760 USD 40.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2019 06/2020 760 USD 20.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 06/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2019 06/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2019 06/2020 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2019 06/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2019 06/2020 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2019 06/2019 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2019 06/2020 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 06/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 06/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 06/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 06/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 06/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2019 06/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2019 06/2020 7,600 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2019 06/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2019 06/2020 7,600 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2019 06/2019 7,600 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2019 06/2020 7,600 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 06/2019 09/2019 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 06/2019 06/2020 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 06/2019 06/2020 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 06/2019 06/2020 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 06/2019 06/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 06/2019 06/2020 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2019 06/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2019 06/2020 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2019 06/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2019 06/2020 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2019 06/2019 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2019 06/2020 3,950 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 06/2019 06/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 06/2019 06/2020 3,600 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2019 06/2019 3,550 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2019 06/2020 3,550 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 06/2019 06/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 06/2019 06/2020 3,600 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 06/2019 06/2020 2,100 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 06/2019 06/2020 1,500 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2019 06/2019 3,550 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2019 06/2020 3,550 USD 20.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 06/2019 06/2020 2,100 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2019 12/2019 185 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 225 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2022 335 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 405 USD 0.035

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

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