Outrights/Vol Scans for Margins

Start Period End Period
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 09/2019 09/2019 7,000 USD 2.500%
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 10/2019 12/2022 5,800 USD 2.500%
NYM REFINED PRODUCTS SING FOB MFUEL 0.5%VS EUR FOB MFUEL SRB 08/01/2019 08/23/2019 4,849 USD 25.000%
NYM REFINED PRODUCTS SING FOB MFUEL 0.5%VS EUR FOB MFUEL SRB 09/03/2019 10/24/2019 6,750 USD 25.000%
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 08/2019 08/2019 1,703 USD 0.08
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 09/2019 01/2020 3,300 USD 0.025
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 02/2020 12/2023 3,150 USD 0.03
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 08/2019 08/2019 1,445 USD 0.08
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 09/2019 09/2019 2,800 USD 0.04
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 10/2019 02/2020 2,550 USD 0.03
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 03/2020 12/2023 2,025 USD 0.03
NYM REFINED PRODUCTS GASOIL 0.1% CARGOES CIF NEW TW 08/2019 07/2022 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CARGOES CIF NWE S TY 08/2019 08/2019 13,419 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CARGOES CIF NWE S TY 09/2019 07/2022 26,000 USD 0.05
NYM REFINED PRODUCTS DIESEL 10PPM BARGES FOB BALMO U7 08/01/2019 08/30/2019 25,144 USD 0.05
NYM REFINED PRODUCTS DIESEL 10PPM BARGES FOB BALMO U7 09/02/2019 10/31/2019 35,000 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/01/2019 08/01/2019 11,589 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/02/2019 08/02/2019 12,143 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/05/2019 08/05/2019 12,750 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/06/2019 08/06/2019 13,420 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/07/2019 08/07/2019 14,167 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/08/2019 08/08/2019 14,996 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/09/2019 08/09/2019 15,937 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/12/2019 08/12/2019 17,000 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/13/2019 08/13/2019 18,214 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/14/2019 08/14/2019 19,614 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/15/2019 08/15/2019 21,249 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/16/2019 08/16/2019 23,182 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 08/19/2019 08/30/2019 25,500 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/02/2019 09/03/2019 25,175 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/04/2019 09/04/2019 25,157 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/05/2019 09/05/2019 25,138 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/06/2019 09/06/2019 25,117 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/09/2019 09/09/2019 25,093 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/10/2019 09/10/2019 25,066 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/11/2019 09/11/2019 25,035 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 09/12/2019 10/31/2019 25,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 08/2019 08/2019 16,451 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 09/2019 09/2019 33,000 USD 0.03
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 10/2019 02/2020 29,000 USD 0.02
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 03/2020 12/2024 24,500 USD 0.02
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 08/2019 08/2019 17,290 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 09/2019 01/2020 30,500 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 02/2020 12/2024 28,000 USD 0.025
NYM REFINED PRODUCTS GULF COAST UNL 87 M2 ARGUS FUT UGG 08/2019 07/2022 3,250 USD 0.06
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 08/2019 08/2019 14,451 USD 0.08
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 09/2019 09/2019 28,000 USD 0.04
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 10/2019 02/2020 25,500 USD 0.03
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 03/2020 12/2024 20,250 USD 0.03
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 08/2019 08/2019 16,000 USD 0.08
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 09/2019 07/2022 31,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 08/2019 08/2019 28,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 09/2019 01/2020 28,000 USD 0.04
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 02/2020 07/2022 24,000 USD 0.04
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 08/01/2019 08/30/2019 359 USD 0.08
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 09/03/2019 09/30/2019 500 USD 0.08
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 08/2019 08/2019 13,906 USD 0.05
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 09/2019 01/2020 34,000 USD 0.05
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 02/2020 12/2022 33,500 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 08/2019 08/2019 12,096 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 09/2019 07/2022 25,000 USD 0.05
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 08/2019 08/2019 12,679 USD 0.065
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 09/2019 09/2019 28,500 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 10/2019 05/2020 25,500 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 06/2020 12/2024 24,500 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 08/2019 08/2019 2,438 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 09/2019 07/2022 4,000 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 08/01/2019 08/30/2019 4,130 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 09/03/2019 09/30/2019 5,750 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% ROTTERDAM BARGES FUT VL 08/2019 07/2022 24,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 08/01/2019 08/30/2019 2,851 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 09/02/2019 10/31/2019 4,100 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/01/2019 08/01/2019 2,090 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/02/2019 08/02/2019 2,190 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/05/2019 08/05/2019 2,300 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/06/2019 08/06/2019 2,420 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/07/2019 08/07/2019 2,555 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/08/2019 08/08/2019 2,705 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/09/2019 08/09/2019 2,875 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/12/2019 08/12/2019 3,066 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/13/2019 08/13/2019 3,285 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/14/2019 08/14/2019 3,538 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/15/2019 08/15/2019 3,833 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/16/2019 08/16/2019 4,181 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 08/19/2019 09/30/2019 4,600 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 08/01/2019 08/30/2019 3,810 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 09/02/2019 10/31/2019 5,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 08/2019 08/2019 1,874 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 09/2019 07/2022 4,150 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 08/01/2019 08/30/2019 19,756 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 09/02/2019 10/31/2019 27,500 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 08/01/2019 08/30/2019 23,348 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 09/02/2019 10/31/2019 32,500 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 08/01/2019 08/30/2019 22,271 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 09/02/2019 10/31/2019 31,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 08/01/2019 08/30/2019 3,886 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 09/02/2019 10/31/2019 5,100 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 08/2019 08/2019 1,961 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 09/2019 07/2022 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 08/2019 08/2019 2,193 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 09/2019 07/2022 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED FUT Z4 08/2019 07/2023 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 08/2019 08/2019 13,419 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 09/2019 07/2023 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 08/2019 08/2019 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2019 09/2019 750 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2019 10/2019 420 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2019 11/2019 375 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2019 12/2019 250 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2020 01/2020 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2020 03/2021 180 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2021 08/2021 140 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2021 10/2021 120 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2021 02/2022 100 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2022 06/2022 80 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2022 11/2022 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 08/2019 08/2019 750 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 09/2019 09/2019 1,100 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2019 10/2019 800 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2019 11/2019 675 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2019 12/2019 450 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2020 01/2020 320 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2020 02/2020 300 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 03/2020 08/2020 250 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 08/2019 10/2019 1,100 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 09/2019 09/2019 1,450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2019 11/2019 850 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 12/2019 12/2019 600 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 01/2020 06/2020 420 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2020 08/2020 400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2019 08/2019 1,800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2019 09/2019 1,900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2019 10/2019 1,400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2019 11/2019 1,050 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2019 12/2019 900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2020 12/2020 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2021 06/2021 500 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 12/2021 280 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2022 06/2022 80 USD 10.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 08/2019 11/2019 1,500 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 12/2019 12/2020 1,500 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 08/2019 08/2019 250 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 09/2019 07/2020 250 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 08/2020 12/2021 280 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 08/2019 12/2021 7,500 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 08/2019 12/2021 10,000 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 08/2019 11/2019 2,100 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 12/2019 07/2024 2,100 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 08/2019 08/2019 350 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 09/2019 07/2020 725 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 08/2020 07/2024 750 USD 30.000%
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 08/2019 01/2021 150 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 08/2019 12/2021 450 USD 30.000%
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 08/15/2019 10/16/2029 48 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 08/15/2019 08/16/2029 48 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 08/2019 08/2019 4,500 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 09/2019 10/2019 4,500 USD 25.000%
CMX METALS COMEX 100 GOLD FUTURES GC 12/2019 02/2020 4,500 USD 20.000%
CMX METALS COMEX 100 GOLD FUTURES GC 04/2020 06/2025 4,500 USD 15.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 08/2019 08/2019 4,500 USD 30.000%
CMX METALS GOLD KILO FUTURES GCK 08/2019 02/2020 1,239 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 04/2020 06/2020 1,239 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 08/2020 08/2020 1,239 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2019 02/2020 4,500 USD 20.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 04/2020 06/2020 4,500 USD 15.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 10/2019 12/2019 3,376 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 08/16/2019 08/22/2019 4,900 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 09/2019 12/2019 1,800 USD 0.038
CMX METALS COMEX COPPER FUTURES HG 08/2019 08/2019 2,700 USD 25.000%
CMX METALS COMEX COPPER FUTURES HG 09/2019 11/2019 2,700 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 12/2019 07/2024 2,700 USD 15.000%
CMX METALS COPPER SPOT TAS HG0 08/2019 08/2019 2,700 USD 25.000%
CMX METALS COPPER LONDON TAM HGF 09/2019 09/2019 2,700 USD 20.000%
CMX METALS COPPER LONDON MARKER HGK 09/2019 09/2019 2,700 USD 20.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 08/2019 08/2019 1,104 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 09/2019 11/2019 2,700 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2019 02/2020 2,700 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2020 06/2021 2,700 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 07/2021 09/2021 2,443 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2021 07/2024 1,900 USD 0.02
CMX METALS COPPER TAS HGT 09/2019 09/2019 2,700 USD 20.000%
CMX METALS COPPER TAS HGT 12/2019 05/2020 2,700 USD 15.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 08/2019 11/2019 480 USD 35.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 12/2019 12/2022 480 USD 20.000%
CMX METALS LEAD FUTURES LED 08/2019 08/2019 1,750 USD 35.000%
CMX METALS LEAD FUTURES LED 09/2019 10/2019 1,750 USD 30.000%
CMX METALS LEAD FUTURES LED 11/2019 01/2020 1,750 USD 25.000%
CMX METALS LEAD FUTURES LED 02/2020 07/2020 1,750 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 08/15/2019 08/30/2019 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 09/03/2019 08/19/2024 2 USD 0.03
CMX METALS 10 TROY OZ GOLD FUTURES MGC 08/2019 08/2019 450 USD 30.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 10/2019 10/2019 450 USD 25.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 12/2019 02/2020 450 USD 20.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 04/2020 06/2021 450 USD 15.000%
CMX METALS E-MICRO GOLD TAS MGT 12/2019 02/2020 450 USD 20.000%
CMX METALS E-MICRO GOLD TAS MGT 04/2020 04/2020 450 USD 15.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 08/2019 12/2021 350 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 09/2019 11/2019 1,350 USD 20.000%
CMX METALS E-MINI COPPER FUTURES QC 12/2019 07/2024 1,350 USD 15.000%
CMX METALS COMEX MINY SILVER FUTURES QI 09/2019 12/2019 2,050 USD 20.000%
CMX METALS COMEX MINY SILVER FUTURES QI 01/2020 07/2021 2,050 USD 13.000%
CMX METALS E-MINI GOLD FUTURES QO 10/2019 10/2019 2,250 USD 25.000%
CMX METALS E-MINI GOLD FUTURES QO 12/2019 02/2020 2,250 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 04/2020 06/2021 2,250 USD 15.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 08/2019 08/2019 4,100 USD 25.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 09/2019 12/2019 4,100 USD 20.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 01/2020 07/2024 4,100 USD 13.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 08/2019 08/2019 820 USD 25.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 09/2019 12/2019 820 USD 20.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 01/2020 07/2020 820 USD 13.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 09/2019 12/2019 4,100 USD 20.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 03/2020 05/2020 4,100 USD 13.000%
CMX METALS LONDON SPOT SILVER FUTURES SSP 08/16/2019 08/22/2019 5,900 USD 0.05
CMX METALS ZINC FUTURES ZNC 08/2019 11/2019 3,300 USD 35.000%
CMX METALS ZINC FUTURES ZNC 12/2019 01/2020 3,300 USD 30.000%
CMX METALS ZINC FUTURES ZNC 02/2020 07/2020 3,300 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 08/2019 08/2019 1,500 USD 42.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 10/2019 10/2019 1,500 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 12/2019 12/2020 1,500 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 08/2019 08/2019 2,800 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 09/2019 05/2020 2,800 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 08/2019 08/2019 600 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 09/2019 11/2019 1,200 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 12/2019 04/2020 1,000 USD 10.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 05/2020 07/2021 775 USD 10.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 08/2019 08/2019 319 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 09/2019 07/2024 500 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 08/2019 08/2019 319 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 09/2019 07/2024 500 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 08/2019 08/2019 450 USD 35.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 09/2019 11/2019 850 USD 25.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 12/2019 12/2019 650 USD 18.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 01/2020 01/2020 550 USD 13.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 02/2020 07/2021 450 USD 13.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 08/2019 08/2019 450 USD 30.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 09/2019 12/2019 950 USD 20.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 01/2020 06/2020 600 USD 15.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 07/2020 07/2021 400 USD 15.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 08/2019 08/2019 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 09/2019 12/2019 725 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 01/2020 07/2021 700 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 08/2019 08/2019 625 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 09/2019 09/2019 800 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 10/2019 07/2020 1,100 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 08/2020 07/2021 1,100 USD 10.000%
CME AGRICULTURE GSCI ER FUTURES GA 08/2019 12/2019 900 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 08/2019 10/2019 4,500 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 08/2019 11/2019 4,500 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 09/2019 10/2019 2,800 USD 20.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 08/2019 11/2019 4,500 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 08/2019 11/2019 900 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 08/2019 12/2019 900 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 10/2019 10/2019 2,200 USD 55.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2019 12/2019 2,200 USD 20.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 02/2020 02/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2020 04/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2020 06/2020 2,200 USD 16.000%
CME AGRICULTURE MLK MID FUTURES JQ 08/2019 08/2019 225 USD 30.000%
CME AGRICULTURE MLK MID FUTURES JQ 09/2019 12/2019 475 USD 20.000%
CME AGRICULTURE MLK MID FUTURES JQ 01/2020 06/2020 300 USD 15.000%
CME AGRICULTURE MLK MID FUTURES JQ 07/2020 07/2021 200 USD 15.000%
CME AGRICULTURE LUMBER110 FUTURES LB 07/2019 09/2019 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 11/2019 09/2020 2,100 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 10/2019 10/2019 1,500 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 12/2019 06/2020 1,500 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2019 10/2019 2,200 USD 55.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2019 12/2019 2,200 USD 20.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2020 02/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 05/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2020 06/2020 2,200 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2020 07/2020 1,850 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2020 02/2021 1,850 USD 15.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 08/2019 08/2019 525 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 09/2019 09/2019 900 USD 30.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 10/2019 11/2019 1,400 USD 23.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 12/2019 07/2021 1,400 USD 13.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 08/2019 06/2021 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 08/2019 08/2019 354 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 09/2019 06/2021 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 08/2019 07/2020 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2019 08/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2019 10/2019 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2019 12/2019 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2020 02/2020 375 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 08/2019 08/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 10/2019 10/2019 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2019 12/2019 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 08/2019 08/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 10/2019 10/2019 800 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 08/2019 11/2019 1,100 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 08/2019 11/2019 900 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 08/2019 11/2019 900 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 08/2019 11/2019 1,050 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 08/2019 11/2019 1,050 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 08/2019 11/2019 1,050 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 09/2019 12/2019 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 09/2019 12/2019 3,200 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 09/2019 12/2019 3,300 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 09/2019 12/2019 3,250 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 09/2019 12/2019 3,800 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 09/2019 12/2019 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 09/2019 12/2019 1,950 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 09/2019 09/2020 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 09/2019 12/2019 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 09/2019 09/2020 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 09/2019 09/2020 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 09/2019 09/2020 9,250 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 09/2019 09/2020 9,250 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 08/2019 08/2019 19,879 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 09/2019 09/2019 20,036 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 10/2019 10/2019 20,184 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2019 12/2019 20,415 USD 90.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 09/2019 12/2019 9,250 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 09/2019 09/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 09/2019 09/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 09/2019 09/2020 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 09/2019 09/2020 1,550 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 09/2019 09/2020 2,600 EUR 20.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 09/2019 09/2020 2,200 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 09/2019 09/2020 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 09/2019 09/2020 7,700 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 09/2019 06/2020 96,000 JPY 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2019 09/2019 6,300 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2019 12/2019 6,300 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2020 09/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 09/2019 09/2020 7,700 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 09/2019 09/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 09/2019 09/2020 1,850 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 09/2019 09/2020 1,800 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 09/2019 09/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 09/2019 09/2020 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 09/2019 09/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 09/2019 09/2020 1,800 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 09/2019 09/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 09/2019 09/2020 1,800 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 08/2019 04/2020 17,670 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 09/2019 09/2020 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 09/2019 09/2020 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2019 09/2019 325 USD 35.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 12/2019 09/2020 325 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 09/2019 09/2020 7,700 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2019 09/2019 630 USD 35.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2019 12/2019 630 USD 25.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2020 09/2020 630 USD 20.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2019 09/2019 760 USD 40.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 12/2019 09/2020 760 USD 20.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 09/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2019 09/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 12/2019 09/2020 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2019 09/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 12/2019 09/2020 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2019 09/2019 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 12/2019 09/2020 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 09/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 09/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 09/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 09/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 09/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2019 09/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 12/2019 09/2020 7,600 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2019 09/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 12/2019 09/2020 7,600 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2019 09/2019 7,600 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 12/2019 09/2020 7,600 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 09/2019 12/2019 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 09/2019 09/2020 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 09/2019 09/2020 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 09/2019 09/2020 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 09/2019 09/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 09/2019 09/2020 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2019 09/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 12/2019 09/2020 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2019 09/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 12/2019 09/2020 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2019 09/2019 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 12/2019 09/2020 3,950 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 09/2019 09/2020 3,600 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2019 09/2019 3,250 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 12/2019 09/2020 3,250 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 09/2019 09/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 09/2019 09/2020 3,600 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 09/2019 09/2020 2,100 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 09/2019 09/2020 1,500 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2019 09/2019 3,250 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 12/2019 09/2020 3,250 USD 20.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 09/2019 09/2020 2,100 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2019 12/2019 160 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 200 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 290 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2022 300 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 350 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2024 12/2026 450 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2027 12/2029 550 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2019 09/2019 235 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 12/2019 06/2020 280 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2020 09/2020 400 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 09/2019 12/2019 18,750 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 09/2019 12/2019 18,750 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 09/2019 09/2020 2,800 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 09/2019 09/2020 2,800 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 09/2019 09/2020 2,800 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 09/2019 09/2020 4,500 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 09/2019 09/2020 4,500 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 09/2019 09/2019 31,500 USD 35.000%
CME EQUITY INDEX S&P 500 FUTURES SP 12/2019 12/2019 31,500 USD 25.000%
CME EQUITY INDEX S&P 500 FUTURES SP 03/2020 12/2023 31,500 USD 20.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 09/2019 12/2019 12,750 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 09/2019 12/2019 12,750 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 09/2019 12/2019 18,750 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 09/2019 09/2020 4,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 09/2019 09/2020 385,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 09/2019 09/2020 385,000 JPY 35.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 08/2019 12/2025 6,300 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 08/2019 12/2025 6,300 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 08/2019 12/2025 6,300 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 09/2019 12/2019 12,750 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 09/2019 09/2020 2,550 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 09/2019 09/2020 3,200 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 09/2019 09/2020 3,300 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 09/2019 09/2020 3,250 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 09/2019 09/2020 3,800 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 09/2019 09/2020 1,650 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 09/2019 09/2020 1,600 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 09/2019 09/2020 1,950 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 09/2019 09/2020 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 09/2019 09/2020 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 09/2019 09/2020 3,200 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 09/2019 09/2020 2,550 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 09/2019 09/2020 3,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 09/2019 09/2020 3,300 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 09/2019 09/2020 3,250 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 09/2019 09/2020 3,800 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 09/2019 09/2020 1,650 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 09/2019 12/2019 1,600 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 09/2019 09/2020 1,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 09/2019 09/2020 1,950 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 09/2019 09/2020 3,500 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 09/2019 09/2020 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 09/2019 12/2019 3,200 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 09/2019 09/2020 3,200 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2019 10/2019 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2019 01/2020 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2020 04/2020 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2020 07/2020 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2020 10/2020 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2020 01/2021 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2021 04/2021 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2021 07/2021 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2021 10/2021 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2021 01/2022 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2022 04/2022 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2022 07/2022 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2022 01/2023 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2023 07/2023 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2023 01/2024 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2024 07/2024 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2024 01/2025 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2025 07/2025 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2025 01/2026 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2026 07/2026 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2026 01/2027 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2027 07/2027 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2027 01/2028 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2028 07/2028 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2028 01/2029 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2029 08/2029 40,035 USD 0.07
CME FX EUR/USD 1MO REALIZED VOL. FUT 16E 09/2019 11/2019 2,600 USD 0.04
CME FX EUR/USD 3MO REALIZED VOL. FUT 36E 09/2019 03/2020 2,500 USD 0.05
CME FX AD/CD FUTURES AC 09/2019 12/2020 2,400 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 08/2019 11/2019 1,350 USD 15.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 12/2019 06/2024 1,350 USD 10.000%
CME FX AD/JY FUTURES AJ 09/2019 12/2020 400,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 09/2019 12/2020 2,500 NZD 0.02
CME FX BPSF FUTURE BF 09/2019 12/2020 5,250 CHF 0.05
CME FX BRITISH POUND FUTURES BP 08/2019 11/2019 2,100 USD 30.000%
CME FX BRITISH POUND FUTURES BP 12/2019 06/2024 2,100 USD 20.000%
CME FX BRAZILIAN REAL FUTURES BR 09/2019 08/2020 1,125 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 09/2020 08/2021 1,275 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 09/2021 08/2024 1,425 USD 0.04
CME FX BPJY FUTURE BY 09/2019 12/2020 565,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 08/2019 11/2019 1,000 USD 15.000%
CME FX CANADIAN DOLLAR FUTURES C1 12/2019 06/2024 1,000 USD 10.000%
CME FX EC/AD CROSS RATE FUTURES CA 09/2019 12/2020 3,000 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 09/2019 12/2020 2,800 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 09/2019 06/2021 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 09/2019 06/2021 2,000 USD 0.07
CME FX EC/NKR FUTURES CN 09/2019 12/2020 20,250 NOK 0.02
CME FX USD/CNH FUTURES CNH 08/2019 08/2020 12,000 CNH 0.08

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