Outrights/Vol Scans for Margins

Start Period End Period
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2020 08/2020 904 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 05/2020 06/2020 900 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 07/2020 07/2020 1,350 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2020 04/2023 1,382 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2020 09/2020 934 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2020 10/2020 408 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2021 10/2021 360 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2022 08/2022 912 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2022 09/2022 1,118 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2022 10/2022 338 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2020 09/2020 2,844 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2020 08/2020 1,503 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 05/2020 05/2024 80 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2020 06/2023 252 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 07/2020 07/2023 716 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 08/2020 08/2023 812 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 09/2020 09/2023 296 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 10/2020 10/2023 8 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 04/2021 04/2024 12 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2024 10/2025 20.0% 25.000%
CME WEATHER CME-PORTLAND CDD MAY STRIP FUTURE K7K 09/2020 09/2020 4.0% 25.000%
CME WEATHER CME-PORTLAND CDD JUL STRIP FUTURE K7N 08/2020 08/2020 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 05/2020 10/2021 47 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2020 04/2023 803 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2022 10/2022 21.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 05/2022 05/2022 80 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2022 06/2022 651 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2022 07/2022 1,349 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 08/2022 08/2022 786 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2022 09/2022 471 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2020 09/2020 1,382 USD 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2020 08/2020 884 USD 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2020 07/2020 999 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2020 08/2020 1,166 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2020 09/2020 1,193 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2020 10/2020 168 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2021 10/2021 242 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2022 04/2022 150 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2022 07/2022 1,320 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2022 08/2022 1,628 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2022 09/2022 1,026 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2022 10/2022 146 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2023 04/2023 22.0% 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSK 09/2020 09/2020 1,400 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2020 08/2020 1,441 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2020 07/2020 1,100 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2020 10/2020 1,100 USD 17.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2020 01/2021 990 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2021 09/2021 790 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2021 12/2023 700 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2020 07/2020 775 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 08/2020 10/2020 775 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2020 01/2021 735 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2021 05/2021 695 USD 8.500%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2021 12/2023 655 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 05/2020 07/2020 1,540 USD 25.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 09/2020 07/2021 1,300 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2021 03/2021 725 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 06/2020 12/2024 420 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2021 03/2021 475 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2020 12/2020 525 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 05/2020 04/2021 410 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 06/2020 12/2024 420 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 06/2020 12/2024 420 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 05/2020 07/2021 350 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 06/2020 06/2020 % 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 07/2020 07/2020 474 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 08/2020 06/2021 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 05/2020 07/2021 365 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 05/2020 07/2020 900 USD 30.000%
CBT AGRICULTURE CORN FUTURES C 09/2020 03/2021 900 USD 22.000%
CBT AGRICULTURE CORN FUTURES C 05/2021 05/2021 790 USD 22.000%
CBT AGRICULTURE CORN FUTURES C 07/2021 03/2022 680 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 05/2022 12/2023 680 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2020 07/2020 250 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2020 12/2020 800 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2020 12/2020 375 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2020 07/2020 425 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2020 07/2020 650 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2020 07/2020 95 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 05/2020 05/2020 % 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2020 03/2021 45 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 05/2021 05/2021 55 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2021 03/2021 400 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2020 12/2020 450 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2020 07/2020 475 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2020 07/2020 775 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 05/2020 04/2021 1,150 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 05/2020 08/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 05/2020 08/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 05/2020 08/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 05/2020 08/2020 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 05/2020 08/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 05/2020 09/2020 800 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 05/2020 09/2020 800 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 05/2020 09/2020 800 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2020 05/2020 % 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2020 07/2020 400 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2020 09/2020 225 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2020 12/2020 205 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2021 05/2021 200 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2021 03/2021 325 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2020 12/2020 700 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2020 07/2020 1,450 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 09/2020 12/2020 1,450 USD 20.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2021 01/2021 475 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2020 07/2020 1,450 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2020 12/2020 1,450 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2021 05/2021 1,250 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2021 07/2022 1,250 USD 12.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2020 09/2020 725 USD 0.05
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 12/2020 12/2020 750 USD 0.05
CBT AGRICULTURE MAP CFR BRAZIL FUTURES MFC 05/2020 04/2021 1,800 USD 25.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2020 07/2020 290 USD 24.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2020 12/2020 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2021 05/2021 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2021 07/2022 250 USD 12.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2020 09/2020 919 USD 0.05
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 12/2020 12/2020 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2020 05/2020 % 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2020 07/2020 475 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2020 08/2020 400 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 09/2020 05/2021 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2021 03/2021 250 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 05/2020 09/2020 650 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2020 09/2022 575 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2020 12/2020 130 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2020 08/2020 85 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2020 09/2020 55 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2020 05/2020 % 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2020 07/2020 150 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2020 12/2020 125 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2021 03/2021 250 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2021 05/2021 225 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2020 12/2020 1,046 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2021 03/2021 967 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2021 05/2021 918 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2021 12/2021 868 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2021 03/2021 450 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 07/2020 1,500 USD 30.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2020 08/2020 1,500 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 09/2020 1,450 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2020 11/2020 1,400 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2021 01/2021 1,400 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2021 03/2021 1,325 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2021 05/2021 1,250 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2021 07/2021 1,200 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2021 08/2021 1,175 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2021 11/2023 1,125 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2021 01/2021 700 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2020 07/2020 1,500 USD 30.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2020 08/2020 1,500 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 09/2020 09/2020 1,450 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2020 11/2020 1,400 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2021 01/2021 1,400 USD 10.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2021 03/2021 575 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 1,000 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2020 11/2020 400 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 350 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 425 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2020 11/2020 725 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2020 12/2020 625 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2020 08/2020 600 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2020 09/2020 300 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 975 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2020 11/2020 600 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 05/2020 10/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 11/2020 04/2021 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 05/2020 04/2021 3,500 USD 25.000%
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 05/2020 04/2021 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 05/2020 10/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 11/2020 04/2021 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 05/2020 05/2020 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 06/2020 04/2021 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 05/2020 07/2020 1,425 USD 28.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2020 12/2020 1,425 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2021 05/2021 1,250 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2021 07/2022 1,250 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2020 12/2020 700 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 05/2020 % 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 350 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2020 03/2021 225 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2021 05/2021 275 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2020 07/2020 180 USD 30.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2020 03/2021 180 USD 22.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2021 05/2021 158 USD 22.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2021 03/2022 136 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2022 12/2023 136 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 07/2020 300 USD 30.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2020 08/2020 300 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 09/2020 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2020 11/2020 280 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2021 01/2021 280 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2021 03/2021 265 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2021 05/2021 250 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2021 07/2021 240 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2021 08/2021 235 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2021 11/2023 225 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2020 07/2020 285 USD 28.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2020 12/2020 285 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2021 05/2021 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2021 07/2022 250 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2020 07/2020 900 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2020 03/2021 900 USD 22.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2021 05/2021 790 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 07/2020 07/2020 775 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2020 09/2020 775 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2020 12/2020 735 USD 15.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 07/2020 07/2020 1,100 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2020 09/2020 1,100 USD 17.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2020 12/2020 990 USD 10.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 05/2020 05/2020 % 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2020 08/2020 200 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 09/2020 05/2021 225 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2021 01/2021 250 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 03/2021 03/2021 300 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2020 07/2020 1,425 USD 28.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2020 12/2020 1,425 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2021 05/2021 1,250 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 06/2020 03/2021 3,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2020 06/2020 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2020 06/2021 9,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2020 06/2020 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2020 06/2021 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2020 06/2020 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2020 06/2021 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 06/2020 03/2021 3,500 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 06/2020 06/2020 1,070 USD 45.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2020 03/2021 1,070 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 06/2020 03/2021 3,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2020 06/2020 10,700 USD 45.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2020 03/2021 10,700 USD 30.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 06/2020 06/2020 10,700 USD 45.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2020 03/2021 10,700 USD 30.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 06/2020 06/2020 10,700 USD 45.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2020 03/2021 10,700 USD 30.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 05/2020 05/2020 217 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 06/2020 06/2020 2,045 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2020 04/2023 2,025 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 06/2020 06/2020 4,350 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 07/2020 05/2023 4,050 USD 25.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 06/2020 12/2020 5,500 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 06/2020 12/2020 1,800 USD 42.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2020 12/2020 850 USD 40.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2020 06/2020 475 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2020 12/2020 550 USD 50.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 06/2020 12/2020 625 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 05/2020 450 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 06/2020 575 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 08/2020 650 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2020 02/2021 650 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2021 11/2021 675 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2021 04/2023 700 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 06/2020 09/2020 10,300 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 06/2020 09/2020 5,800 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 06/2020 09/2020 1,150 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 06/2020 06/2020 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 220 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 300 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 350 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 400 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 450 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 500 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 550 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 600 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 650 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 700 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 750 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 800 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 900 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 950 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 09/2020 1,350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 20 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 60 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 100 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 140 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 185 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 245 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 305 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 365 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 425 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 485 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 545 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 605 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 09/2020 665 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 60 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 110 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 160 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 200 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 240 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 280 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 320 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 360 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 500 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 650 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 09/2020 710 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 09/2020 10,300 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 09/2020 2,800 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 09/2020 4,200 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 09/2020 5,800 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 50 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 150 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 260 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 325 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 03/2020 390 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2020 09/2020 460 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 60 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 100 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 210 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 260 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 310 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 375 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 435 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 500 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 590 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 710 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 770 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 830 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 890 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 950 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 1,010 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 1,070 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 09/2020 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 1,050 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 1,100 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,700 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 2,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 2,050 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 2,100 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 09/2019 2,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2019 09/2020 2,200 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 06/2020 09/2020 2,200 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 06/2020 09/2020 1,350 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 06/2020 09/2020 460 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 06/2020 12/2020 3,200 USD 30.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 06/2020 06/2020 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 06/2020 06/2020 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 06/2020 06/2020 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 06/2020 06/2020 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 06/2020 12/2020 11,500 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 06/2020 06/2020 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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