Outrights/Vol Scans for Margins

Start Period End Period
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 825 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 875 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 1,000 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 1,050 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 1,100 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 1,150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 1,200 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 1,250 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 1,300 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 03/2021 1,350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 20 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 55 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 90 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 125 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 165 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 215 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 265 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 320 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 370 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 420 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 475 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 525 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 03/2021 665 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 50 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 100 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 145 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 180 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 215 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 250 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 280 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 320 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 350 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 500 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2021 710 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 03/2021 9,200 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 03/2021 2,550 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 03/2021 3,800 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 03/2021 5,100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 45 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 90 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 135 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 185 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 240 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 03/2020 300 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2020 06/2020 360 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 03/2021 460 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 45 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 75 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 110 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 160 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 200 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 230 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 290 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 330 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 380 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 410 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 500 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 530 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 580 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 625 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 675 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 750 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 800 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 03/2021 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 700 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 800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,050 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,100 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,700 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 09/2019 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2019 03/2021 1,900 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 09/2020 12/2020 1,900 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 09/2020 12/2020 1,350 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 09/2020 12/2020 460 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 09/2020 03/2021 2,500 USD 40.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 09/2020 03/2021 10,000 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 09/2020 09/2020 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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