Outrights/Vol Scans for Margins

Start Period End Period
CBT AGRICULTURE SOYBEAN FUTURES S 09/2019 11/2019 1,890 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 01/2020 1,840 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2020 03/2020 1,760 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 05/2020 1,500 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 08/2020 1,440 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 11/2022 1,400 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 1,990 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2019 08/2019 1,990 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 09/2019 11/2019 1,890 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 JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 500 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 JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 275 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 SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 275 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 455 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 07/2019 12/2019 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 01/2020 06/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 07/2019 06/2020 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT SWAP UFG 06/2019 06/2020 3,500 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 06/2019 11/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 12/2019 06/2021 1,800 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 06/2019 05/2020 1,000 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 07/2019 12/2019 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 01/2020 06/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 06/2019 06/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 07/2019 05/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 07/2019 07/2019 1,450 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2019 12/2019 1,450 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2020 05/2020 1,300 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2020 07/2021 1,300 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 07/2019 07/2019 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2019 09/2019 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 05/2020 250 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 150 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2019 07/2019 200 USD 28.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2019 05/2020 200 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2020 03/2021 176 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2021 12/2022 176 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2019 07/2019 398 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2019 08/2019 398 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2019 11/2019 378 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 01/2020 368 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2020 03/2020 352 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 05/2020 300 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 08/2020 288 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 11/2022 280 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2019 07/2019 290 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2019 12/2019 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 05/2020 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2020 07/2021 260 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2019 07/2019 1,000 USD 28.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2019 12/2019 1,000 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 1,320 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2019 09/2019 1,320 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2019 12/2019 1,320 USD 7.000%
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 07/2020 175 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2019 07/2019 1,450 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2019 12/2019 1,450 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 06/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2019 09/2020 5,500 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 06/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 06/2019 09/2019 550 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2019 06/2020 550 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 06/2019 06/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2019 06/2020 5,500 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 06/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2019 06/2020 5,500 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 06/2019 09/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2019 06/2020 5,500 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 06/2019 06/2019 240 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2019 07/2019 1,156 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2019 08/2019 1,106 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 09/2019 05/2022 1,100 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 07/2019 07/2019 2,400 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 08/2019 08/2019 2,300 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 09/2019 06/2022 2,200 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 06/2019 03/2020 2,400 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 06/2019 03/2020 1,050 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2019 12/2019 660 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2019 06/2019 450 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2019 12/2019 500 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 06/2019 12/2019 550 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2019 06/2019 210 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2019 07/2019 220 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2019 08/2019 225 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2019 09/2019 280 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 360 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 11/2019 440 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2019 12/2019 520 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 580 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 02/2020 630 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 03/2020 680 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 05/2022 700 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 06/2019 12/2019 2,600 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 06/2019 12/2019 2,100 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 06/2019 12/2019 650 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 06/2019 09/2019 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 205 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 235 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 265 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 295 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 325 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 360 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 395 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 430 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 465 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 500 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 535 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 570 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 605 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 640 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 675 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 710 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 745 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 780 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 815 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 03/2020 850 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2016 09/2016 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2016 12/2016 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 80 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 115 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 150 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 185 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 220 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 255 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 290 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 325 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 360 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 395 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 03/2020 430 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 03/2016 100 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 125 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 150 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 190 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 230 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 270 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 310 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 350 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 390 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 430 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 470 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 510 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2020 530 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 03/2020 2,600 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 03/2020 1,600 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 03/2020 1,900 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 03/2020 2,100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2017 09/2017 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2017 12/2017 20 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 40 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 75 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 115 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 165 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 215 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 265 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 03/2020 315 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2014 09/2014 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2014 12/2014 25 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 50 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 75 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 125 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 180 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 225 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 260 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 295 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 330 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 365 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 435 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 470 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 505 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 575 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 610 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 06/2019 645 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 03/2020 650 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 530 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 560 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 590 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 620 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 680 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 710 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 740 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 770 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 840 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 880 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 920 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 960 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,040 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,080 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,120 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,160 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,240 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,280 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,320 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,360 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2020 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 06/2019 12/2019 1,400 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 06/2019 12/2019 850 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 06/2019 12/2019 315 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 06/2019 03/2020 1,300 USD 25.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 06/2019 09/2019 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 06/2019 09/2019 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 06/2019 09/2019 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 06/2019 09/2019 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 06/2019 03/2020 3,450 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 06/2019 09/2019 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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+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