Start Period | End Period | ||||||||
---|---|---|---|---|---|---|---|---|---|
CBT | AGRICULTURE | SOYBEAN MEAL TAS FUTURES | ZMT | 03/2021 | 03/2021 | 2,100 USD | 30.000% | ||
CBT | AGRICULTURE | SOYBEAN MEAL TAS FUTURES | ZMT | 05/2021 | 05/2021 | 2,100 USD | 25.000% | ||
CBT | AGRICULTURE | SOYBEAN MEAL TAS FUTURES | ZMT | 07/2021 | 07/2021 | 2,075 USD | 25.000% | ||
CBT | AGRICULTURE | SOYBEAN MEAL TAS FUTURES | ZMT | 08/2021 | 08/2021 | 2,050 USD | 25.000% | ||
CBT | AGRICULTURE | SOYBEAN MEAL TAS FUTURES | ZMT | 12/2021 | 12/2021 | 1,700 USD | 11.000% | ||
CBT | AGRICULTURE | NEW CROP SOYBEAN SYNT CAL SP | ZSC | 03/2021 | 05/2021 | 450 USD | 25.000% | ||
CBT | AGRICULTURE | NEW CROP SOYBEAN SYNT CAL SP | ZSC | 07/2021 | 07/2021 | 600 USD | 25.000% | ||
CBT | AGRICULTURE | NEW CROP SOYBEAN SYNT CAL SP | ZSC | 08/2021 | 09/2021 | 825 USD | 25.000% | ||
CBT | AGRICULTURE | NEW CROP SOYBEAN SYNT CAL SP | ZSC | 11/2021 | 01/2022 | 300 USD | 25.000% | ||
CBT | AGRICULTURE | NEW CROP SOYBEAN SYNT CAL SP | ZSC | 03/2022 | 03/2022 | 275 USD | 25.000% | ||
CBT | AGRICULTURE | CHICAGO SRW WHEAT TAS FUTURE | ZWT | 03/2021 | 03/2021 | 1,900 USD | 24.000% | ||
CBT | AGRICULTURE | CHICAGO SRW WHEAT TAS FUTURE | ZWT | 05/2021 | 05/2021 | 1,850 USD | 17.000% | ||
CBT | AGRICULTURE | CHICAGO SRW WHEAT TAS FUTURE | ZWT | 07/2021 | 07/2021 | 1,750 USD | 17.000% | ||
CBT | AGRICULTURE | CHICAGO SRW WHEAT TAS FUTURE | ZWT | 09/2021 | 09/2021 | 1,625 USD | 17.000% | ||
CBT | AGRICULTURE | CHICAGO SRW WHEAT TAS FUTURE | ZWT | 12/2021 | 12/2021 | 1,550 USD | 17.000% | ||
CBT | AGRICULTURE | CHICAGO SRW WHEAT TAS FUTURE | ZWT | 03/2022 | 03/2022 | 1,500 USD | 10.000% | ||
CBT | EQUITY INDEX | DJ US REAL ESTATE SYNTHEIC | DJR | 03/2021 | 12/2021 | 2,300 USD | 35.000% | ||
CBT | EQUITY INDEX | DOW JONES TOT RTURN MARKER | DRM | 03/2021 | 03/2021 | 9,000 USD | 35.000% | ||
CBT | EQUITY INDEX | DOW JONES TOT RTURN MARKER | DRM | 06/2021 | 03/2022 | 9,000 USD | 30.000% | ||
CBT | EQUITY INDEX | DOW JONES TOT RTURN FUT | DTR | 03/2021 | 03/2021 | 9,000 USD | 35.000% | ||
CBT | EQUITY INDEX | DOW JONES TOT RTURN FUT | DTR | 06/2021 | 03/2022 | 9,000 USD | 30.000% | ||
CBT | EQUITY INDEX | BTIC ON DOW JONES TOT RTURN FUT | DTT | 03/2021 | 03/2021 | 9,000 USD | 35.000% | ||
CBT | EQUITY INDEX | BTIC ON DOW JONES TOT RTURN FUT | DTT | 06/2021 | 03/2022 | 9,000 USD | 30.000% | ||
CBT | EQUITY INDEX | DJ US REAL ESTATE INDEX | JR | 03/2021 | 12/2021 | 2,300 USD | 35.000% | ||
CBT | EQUITY INDEX | MICRO E-MINI DOW JONES AVE FUTURE | MYM | 03/2021 | 03/2021 | 900 USD | 45.000% | ||
CBT | EQUITY INDEX | MICRO E-MINI DOW JONES AVE FUTURE | MYM | 06/2021 | 12/2021 | 900 USD | 30.000% | ||
CBT | EQUITY INDEX | DJ US REAL ESTATE BTIC | REX | 03/2021 | 12/2021 | 2,300 USD | 35.000% | ||
CBT | EQUITY INDEX | E-MINI DOW ($5) FUTURES | YM | 03/2021 | 03/2021 | 9,000 USD | 45.000% | ||
CBT | EQUITY INDEX | E-MINI DOW ($5) FUTURES | YM | 06/2021 | 12/2021 | 9,000 USD | 30.000% | ||
CBT | EQUITY INDEX | E-MINI DJIA FUTURES MARKER | YMI | 03/2021 | 03/2021 | 9,000 USD | 45.000% | ||
CBT | EQUITY INDEX | E-MINI DJIA FUTURES MARKER | YMI | 06/2021 | 12/2021 | 9,000 USD | 30.000% | ||
CBT | EQUITY INDEX | BTIC ON E-MINI DJIA FUTURES | YMT | 03/2021 | 03/2021 | 9,000 USD | 45.000% | ||
CBT | EQUITY INDEX | BTIC ON E-MINI DJIA FUTURES | YMT | 06/2021 | 12/2021 | 9,000 USD | 30.000% | ||
CBT | ETHANOL | DENATURED FUEL ETHANOL FWD MTH FUT | 71 | 02/2021 | 02/2021 | 79 USD | 0.06 | ||
CBT | ETHANOL | DENATURED FUEL ETHANOL FWD MTH FUT | 71 | 03/2021 | 03/2021 | 1,391 USD | 0.06 | ||
CBT | ETHANOL | DENATURED FUEL ETHANOL FWD MTH FUT | 71 | 04/2021 | 01/2024 | 1,375 USD | 0.06 | ||
CBT | ETHANOL | DENATURED FUEL ETHANOL FWD MTH FUT | 71 | 02/2024 | 02/2024 | 206 USD | 0.06 | ||
CBT | ETHANOL | ETHANOL FUTURES | EH | 03/2021 | 03/2021 | 3,000 USD | 25.000% | ||
CBT | ETHANOL | ETHANOL FUTURES | EH | 04/2021 | 02/2024 | 2,750 USD | 25.000% | ||
CBT | INTEREST RATES | 30 YR U.S. TREASURY BOND FUTURES | 17 | 03/2021 | 09/2021 | 4,000 USD | 50.000% | ||
CBT | INTEREST RATES | 10Y TREASURY NOTE FUTURES | 21 | 03/2021 | 09/2021 | 1,400 USD | 42.000% | ||
CBT | INTEREST RATES | 5 YR TREASURY NOTE FUTURES | 25 | 03/2021 | 09/2021 | 625 USD | 40.000% | ||
CBT | INTEREST RATES | 2 YEAR TREASURY NOTE FUTURES | 26 | 03/2021 | 03/2021 | 325 USD | 40.000% | ||
CBT | INTEREST RATES | 2 YEAR TREASURY NOTE FUTURES | 26 | 06/2021 | 09/2021 | 380 USD | 40.000% | ||
CBT | INTEREST RATES | 3 YEAR TREASURY NOTE FUTURE | 3YR | 03/2021 | 09/2021 | 450 USD | 40.000% | ||
CBT | INTEREST RATES | 30 DAY FED FUND FUTURES | 41 | 02/2021 | 02/2021 | 180 USD | 40.000% | ||
CBT | INTEREST RATES | 30 DAY FED FUND FUTURES | 41 | 03/2021 | 03/2021 | 225 USD | 35.000% | ||
CBT | INTEREST RATES | 30 DAY FED FUND FUTURES | 41 | 04/2021 | 05/2021 | 275 USD | 35.000% | ||
CBT | INTEREST RATES | 30 DAY FED FUND FUTURES | 41 | 06/2021 | 03/2022 | 275 USD | 25.000% | ||
CBT | INTEREST RATES | 30 DAY FED FUND FUTURES | 41 | 04/2022 | 08/2022 | 315 USD | 25.000% | ||
CBT | INTEREST RATES | 30 DAY FED FUND FUTURES | 41 | 09/2022 | 02/2026 | 335 USD | 25.000% | ||
CBT | INTEREST RATES | 30-YEAR SOFR MAC SWAP FUTURES | B1S | 03/2021 | 09/2021 | 6,000 USD | 40.000% | ||
CBT | INTEREST RATES | 30-YEAR USD MAC SWAP FUTURES | B1U | 03/2021 | 06/2021 | 6,000 USD | 0.04 | ||
CBT | INTEREST RATES | 20-YEAR SOFR MAC SWAP FUTURES | E1S | 03/2021 | 09/2021 | 3,600 USD | 40.000% | ||
CBT | INTEREST RATES | 20-YEAR USD MAC SWAP FUTURES | E1U | 03/2021 | 06/2021 | 3,600 USD | 0.04 | ||
CBT | INTEREST RATES | 5-YEAR SOFR MAC SWAP FUTURES | F1S | 03/2021 | 09/2021 | 590 USD | 40.000% | ||
CBT | INTEREST RATES | 5-YEAR USD MAC SWAP FUTURES | F1U | 03/2021 | 06/2021 | 590 USD | 0.04 | ||
CBT | INTEREST RATES | 5-YEAR TREASURY INVOICE SWAP SPREAD | FYA | 03/2021 | 03/2021 | 50 USD | 0.05 | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 03/2014 | 03/2014 | 125 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 06/2014 | 06/2014 | 150 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 09/2014 | 09/2014 | 175 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 12/2014 | 12/2014 | 200 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 03/2015 | 03/2015 | 225 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 06/2015 | 06/2015 | 250 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 09/2015 | 09/2015 | 275 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 12/2015 | 12/2015 | 300 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 03/2016 | 03/2016 | 325 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 06/2016 | 06/2016 | 350 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 09/2016 | 09/2016 | 375 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 12/2016 | 12/2016 | 400 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 03/2017 | 03/2017 | 450 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 06/2017 | 06/2017 | 500 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 09/2017 | 09/2017 | 550 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 12/2017 | 12/2017 | 600 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 03/2018 | 03/2018 | 650 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 06/2018 | 06/2018 | 700 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 09/2018 | 09/2018 | 750 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 12/2018 | 12/2018 | 800 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 03/2019 | 03/2019 | 850 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 06/2019 | 06/2019 | 900 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 09/2019 | 09/2019 | 950 USD | 30.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SWAP FUTURES | LIB | 12/2019 | 09/2021 | 1,000 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 03/2018 | 03/2018 | 10 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 06/2018 | 06/2018 | 30 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 09/2018 | 09/2018 | 50 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 12/2018 | 12/2018 | 70 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 03/2019 | 03/2019 | 90 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 06/2019 | 06/2019 | 110 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 09/2019 | 09/2019 | 130 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 12/2019 | 12/2019 | 160 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 03/2020 | 03/2020 | 200 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 06/2020 | 06/2020 | 230 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 09/2020 | 09/2020 | 260 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 12/2020 | 12/2020 | 295 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 03/2021 | 03/2021 | 335 USD | 30.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SWAP FUTURES | LIC | 06/2021 | 09/2021 | 360 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 03/2017 | 03/2017 | 30 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 06/2017 | 06/2017 | 60 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 09/2017 | 09/2017 | 95 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 12/2017 | 12/2017 | 115 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 03/2018 | 03/2018 | 135 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 06/2018 | 06/2018 | 150 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 09/2018 | 09/2018 | 175 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 12/2018 | 12/2018 | 200 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 03/2019 | 03/2019 | 225 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 06/2019 | 06/2019 | 245 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 09/2019 | 09/2019 | 260 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 12/2019 | 12/2019 | 275 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 03/2020 | 03/2020 | 325 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 06/2020 | 06/2020 | 375 USD | 30.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SWAP FUTURES | LID | 09/2020 | 09/2021 | 450 USD | 30.000% | ||
CBT | INTEREST RATES | 30-YEAR ERIS SWAP FUTURES | LIE | 09/2012 | 09/2021 | 6,000 USD | 30.000% | ||
CBT | INTEREST RATES | 12-YEAR ERIS SWAP FUTURES | LII | 09/2015 | 09/2021 | 2,000 USD | 30.000% | ||
CBT | INTEREST RATES | 15-YEAR ERIS SWAP FUTURES | LIL | 09/2015 | 09/2021 | 2,700 USD | 30.000% | ||
CBT | INTEREST RATES | 20-YEAR ERIS SWAP FUTURES | LIO | 09/2015 | 09/2021 | 3,600 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 03/2019 | 03/2019 | 10 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 06/2019 | 06/2019 | 30 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 09/2019 | 09/2019 | 45 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 12/2019 | 12/2019 | 65 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 03/2020 | 03/2020 | 90 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 06/2020 | 06/2020 | 115 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 09/2020 | 09/2020 | 140 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 12/2020 | 12/2020 | 180 USD | 30.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SWAP FUTURE | LIT | 03/2021 | 09/2021 | 240 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 03/2016 | 03/2016 | 5 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 06/2016 | 06/2016 | 35 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 09/2016 | 09/2016 | 60 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 12/2016 | 12/2016 | 85 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 03/2017 | 03/2017 | 100 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 06/2017 | 06/2017 | 120 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 09/2017 | 09/2017 | 140 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 12/2017 | 12/2017 | 160 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 03/2018 | 03/2018 | 180 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 06/2018 | 06/2018 | 215 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 09/2018 | 09/2018 | 250 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 12/2018 | 12/2018 | 285 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 03/2019 | 03/2019 | 320 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 06/2019 | 06/2019 | 355 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 09/2019 | 09/2019 | 390 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 12/2019 | 12/2019 | 425 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 03/2020 | 03/2020 | 460 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 06/2020 | 06/2020 | 495 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 09/2020 | 09/2020 | 520 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 12/2020 | 12/2020 | 555 USD | 30.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SWAP FUTURES | LIW | 03/2021 | 09/2021 | 590 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2012 | 09/2012 | 400 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 12/2012 | 12/2012 | 450 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 03/2013 | 03/2013 | 500 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 06/2013 | 06/2013 | 525 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2013 | 09/2013 | 550 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 12/2013 | 12/2013 | 600 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 03/2014 | 03/2014 | 625 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 06/2014 | 06/2014 | 675 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2014 | 09/2014 | 725 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 12/2014 | 12/2014 | 750 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 03/2015 | 03/2015 | 800 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 06/2015 | 06/2015 | 850 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2015 | 09/2015 | 900 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 12/2015 | 12/2015 | 950 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 03/2016 | 03/2016 | 1,000 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 06/2016 | 06/2016 | 1,050 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2016 | 09/2016 | 1,100 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 12/2016 | 12/2016 | 1,150 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 03/2017 | 03/2017 | 1,200 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 06/2017 | 06/2017 | 1,250 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2017 | 09/2017 | 1,300 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 | 1,400 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 06/2018 | 06/2018 | 1,450 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2018 | 09/2018 | 1,500 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 12/2018 | 12/2018 | 1,550 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 03/2019 | 03/2019 | 1,600 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 06/2019 | 06/2019 | 1,640 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SWAP FUTURES | LIY | 09/2019 | 09/2021 | 1,650 USD | 30.000% | ||
CBT | INTEREST RATES | 10-YEAR SOFR MAC SWAP FUTURES | N1S | 03/2021 | 09/2021 | 1,650 USD | 40.000% | ||
CBT | INTEREST RATES | 10-YEAR USD MAC SWAP FUTURES | N1U | 03/2021 | 06/2021 | 1,650 USD | 0.04 | ||
CBT | INTEREST RATES | 7-YEAR SOFR MAC SWAP FUTURES | S1S | 03/2021 | 09/2021 | 1,000 USD | 40.000% | ||
CBT | INTEREST RATES | 7-YEAR USD MAC SWAP FUTURES | S1U | 03/2021 | 06/2021 | 1,000 USD | 0.04 | ||
CBT | INTEREST RATES | 2-YEAR SOFR MAC SWAP FUTURES | T1S | 03/2021 | 09/2021 | 240 USD | 40.000% | ||
CBT | INTEREST RATES | 2-YEAR USD MAC SWAP FUTURES | T1U | 03/2021 | 06/2021 | 240 USD | 0.04 | ||
CBT | INTEREST RATES | ULTRA 10-YEAR U S TREASURY NOTE FUT | TN | 03/2021 | 09/2021 | 2,200 USD | 40.000% | ||
CBT | INTEREST RATES | ULTRA 10-YEAR TREASURY INVOICE SWAP | TNA | 03/2021 | 03/2021 | 50 USD | 0.05 | ||
CBT | INTEREST RATES | 2-YEAR TREASURY INVOICE SWAP SPREAD | TVA | 03/2021 | 03/2021 | 50 USD | 0.05 | ||
CBT | INTEREST RATES | 10-YEAR TREASURY INVOICE SWAP SPRD | TYA | 03/2021 | 03/2021 | 50 USD | 0.05 | ||
CBT | INTEREST RATES | ULTRA TREASURY INVOICE SWAP SPREAD | UBA | 03/2021 | 03/2021 | 50 USD | 0.05 | ||
CBT | INTEREST RATES | LONG TERM U.S. TREASURY BOND FUTURE | UBE | 03/2021 | 09/2021 | 7,900 USD | 50.000% | ||
CBT | INTEREST RATES | 30-YEAR TREASURY INVOICE SWAP SPRD | UTA | 03/2021 | 03/2021 | 50 USD | 0.05 | ||
CBT | INTEREST RATES | 1-YEAR ERIS SOFR SWAP FUTURES | YIA | 12/2020 | 12/2020 | 100 USD | 40.000% | ||
CBT | INTEREST RATES | 1-YEAR ERIS SOFR SWAP FUTURES | YIA | 03/2021 | 09/2021 | 125 USD | 40.000% | ||
CBT | INTEREST RATES | 7-YEAR ERIS SOFR SWAP FUTURES | YIB | 12/2020 | 09/2021 | 1,000 USD | 40.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SOFR SWAP FUTURES | YIC | 12/2020 | 12/2020 | 335 USD | 40.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SOFR SWAP FUTURES | YIC | 03/2021 | 09/2021 | 360 USD | 40.000% | ||
CBT | INTEREST RATES | 4-YEAR ERIS SOFR SWAP FUTURES | YID | 12/2020 | 09/2021 | 450 USD | 40.000% | ||
CBT | INTEREST RATES | 30-YEAR ERIS SOFR SWAP FUTURES | YIE | 12/2020 | 09/2021 | 6,000 USD | 40.000% | ||
CBT | INTEREST RATES | 12-YEAR ERIS SOFR SWAP FUTURES | YII | 12/2020 | 09/2021 | 2,000 USD | 40.000% | ||
CBT | INTEREST RATES | 15-YEAR ERIS SOFR SWAP FUTURES | YIL | 12/2020 | 09/2021 | 2,700 USD | 40.000% | ||
CBT | INTEREST RATES | 20-YEAR ERIS SOFR SWAP FUTURES | YIO | 12/2020 | 09/2021 | 3,600 USD | 40.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SOFR SWAP FUTURES | YIT | 12/2020 | 12/2020 | 180 USD | 40.000% | ||
CBT | INTEREST RATES | 2-YEAR ERIS SOFR SWAP FUTURES | YIT | 03/2021 | 09/2021 | 240 USD | 40.000% | ||
CBT | INTEREST RATES | 5-YEAR ERIS SOFR SWAP FUTURES | YIW | 12/2020 | 09/2021 | 590 USD | 40.000% | ||
CBT | INTEREST RATES | 10-YEAR ERIS SOFR SWAP FUTURES | YIY | 12/2020 | 09/2021 | 1,650 USD | 40.000% |
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.
To stay up-to-date with performance bond requirements and compliance concerns with the changing regulatory environment.
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