Outrights/Vol Scans for Margins

Start Period End Period
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2022 12/2022 800 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2021 12/2021 500 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2022 07/2022 475 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2022 12/2022 335 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2021 12/2021 305 USD 30.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2022 03/2022 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2022 05/2022 265 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2022 07/2022 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2022 09/2022 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2022 12/2022 240 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2023 03/2023 210 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2023 05/2023 195 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2023 07/2023 175 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2023 12/2024 175 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2022 01/2022 530 USD 30.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2022 03/2022 530 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2022 07/2022 530 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2022 08/2022 530 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2022 09/2022 510 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2022 11/2022 500 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2023 01/2023 480 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2023 03/2023 470 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2023 05/2023 440 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2023 07/2023 420 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2023 08/2023 400 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2023 11/2025 380 USD 12.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2021 12/2021 375 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2022 03/2022 365 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2022 05/2022 355 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2022 07/2022 340 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2022 09/2022 320 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2022 12/2022 300 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2023 05/2023 285 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2023 07/2024 260 USD 10.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2021 12/2021 1,525 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2022 03/2022 1,450 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2022 05/2022 1,325 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2022 07/2022 1,300 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2022 09/2022 1,250 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2022 12/2022 1,200 USD 13.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2021 12/2021 2,150 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 01/2022 01/2022 1,950 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 03/2022 03/2022 1,850 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 05/2022 05/2022 1,800 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2022 12/2022 1,600 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2021 12/2021 1,775 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 01/2022 01/2022 1,650 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 03/2022 03/2022 1,600 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 05/2022 05/2022 1,550 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2022 12/2022 1,225 USD 13.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2022 01/2022 950 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 03/2022 05/2022 825 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2022 11/2022 500 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2021 12/2021 1,875 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2022 03/2022 1,825 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2022 05/2022 1,775 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2022 07/2022 1,700 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2022 09/2022 1,600 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2022 12/2022 1,500 USD 10.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 12/2021 12/2021 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 03/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 12/2021 12/2021 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 03/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 12/2021 12/2021 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 03/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 12/2021 09/2022 2,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2021 12/2021 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2022 12/2022 9,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2021 12/2021 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2022 12/2022 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2021 12/2021 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2022 12/2022 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 12/2021 09/2022 2,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2021 12/2021 900 USD 40.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 03/2022 09/2022 900 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 12/2021 09/2022 2,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2021 12/2021 9,000 USD 40.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2022 09/2022 9,000 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2021 12/2021 9,000 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2022 09/2022 9,000 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2021 12/2021 9,000 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2022 09/2022 9,000 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 11/2021 11/2021 103 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 12/2021 12/2021 1,889 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 01/2022 10/2024 2,075 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 11/2024 11/2024 311 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 12/2021 12/2021 4,300 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 01/2022 11/2024 4,150 USD 25.000%
CBT INTEREST RATES MICRO 10-YEAR YIELD FUTURES 10Y 11/2021 01/2022 200 USD 40.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 12/2021 06/2022 3,500 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 12/2021 06/2022 1,500 USD 50.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 12/2021 06/2022 925 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2021 12/2021 500 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2022 06/2022 575 USD 50.000%
CBT INTEREST RATES MICRO 2-YEAR YIELD FUTURES 2YY 11/2021 01/2022 160 USD 40.000%
CBT INTEREST RATES MICRO 30-YEAR YIELD FUTURES 30Y 11/2021 01/2022 200 USD 40.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 12/2021 06/2022 850 USD 50.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2021 12/2021 160 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2022 01/2022 210 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2022 02/2022 250 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2022 03/2022 275 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2022 04/2022 300 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2022 06/2022 320 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2022 07/2022 375 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2022 08/2022 380 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2022 09/2022 470 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2022 10/2022 510 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2022 11/2022 540 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2022 01/2023 575 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2023 04/2023 610 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2023 07/2024 650 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2024 08/2024 655 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2024 11/2026 660 USD 25.000%
CBT INTEREST RATES MICRO 5-YEAR YIELD FUTURES 5YY 11/2021 01/2022 200 USD 40.000%
CBT INTEREST RATES 30-YEAR SOFR MAC SWAP FUTURES B1S 12/2021 06/2022 5,000 USD 40.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 12/2021 03/2022 5,000 USD 0.04
CBT INTEREST RATES 20-YEAR SOFR MAC SWAP FUTURES E1S 12/2021 06/2022 3,300 USD 40.000%
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 12/2021 03/2022 3,300 USD 0.04
CBT INTEREST RATES 5-YEAR SOFR MAC SWAP FUTURES F1S 12/2021 06/2022 1,020 USD 40.000%
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 12/2021 03/2022 1,020 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 12/2021 12/2021 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 80 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 95 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 110 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 180 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 220 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 260 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 325 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 405 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 460 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 520 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 590 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 635 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 820 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 900 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 06/2019 960 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2019 09/2019 1,020 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2019 12/2019 1,050 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2020 03/2020 1,110 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2020 06/2020 1,150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2020 09/2020 1,180 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2020 12/2020 1,240 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2021 03/2021 1,310 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2021 06/2021 1,390 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2021 09/2021 1,460 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2021 06/2022 1,520 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 10 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 30 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 70 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 105 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 140 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 200 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 09/2020 250 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2020 12/2020 305 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2021 03/2021 350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2021 06/2021 400 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2021 09/2021 450 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2021 12/2021 500 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2022 06/2022 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 25 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 45 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 75 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 90 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 130 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 180 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 230 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 275 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 335 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2020 370 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2020 06/2020 425 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2020 09/2020 470 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2020 12/2020 525 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2021 03/2021 560 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2021 06/2022 670 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2012 09/2013 4,000 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2013 06/2017 4,600 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2017 06/2022 5,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2015 06/2022 2,000 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2015 06/2022 2,650 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 09/2015 06/2022 3,300 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 03/2020 25 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2020 06/2020 35 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 09/2020 60 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2020 12/2020 100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2021 03/2021 135 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2021 06/2021 160 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2021 09/2021 220 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2021 12/2021 270 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2022 03/2022 310 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2022 06/2022 335 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 30 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 50 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 65 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 100 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 135 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 185 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 230 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 280 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 345 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 420 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 480 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 510 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 570 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 610 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 09/2020 660 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2020 12/2020 725 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2021 03/2021 775 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2021 06/2021 840 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2021 09/2021 900 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2021 06/2022 1,020 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2012 09/2012 300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 340 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 430 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 470 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 560 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 625 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 690 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 810 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 870 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,060 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,120 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,190 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,310 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,380 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,440 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,560 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,620 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,690 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,810 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 06/2022 2,000 USD 30.000%
CBT INTEREST RATES 10-YEAR SOFR MAC SWAP FUTURES N1S 12/2021 06/2022 2,000 USD 40.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 12/2021 03/2022 2,000 USD 0.04
CBT INTEREST RATES 7-YEAR SOFR MAC SWAP FUTURES S1S 12/2021 06/2022 1,520 USD 40.000%
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 12/2021 03/2022 1,520 USD 0.04
CBT INTEREST RATES 2-YEAR SOFR MAC SWAP FUTURES T1S 12/2021 06/2022 310 USD 40.000%
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 12/2021 03/2022 310 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 12/2021 06/2022 2,450 USD 50.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 12/2021 12/2021 50 USD 0.05
CBT INTEREST RATES ULTRA 10-YR U S TREA TAS FUT TNT 12/2021 03/2022 2,450 USD 50.000%
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 12/2021 12/2021 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 12/2021 12/2021 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 12/2021 12/2021 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 12/2021 06/2022 6,500 USD 50.000%
CBT INTEREST RATES ULTRA U.S TRES BOND TAS FUT UBT 12/2021 03/2022 6,500 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 12/2021 12/2021 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2020 12/2020 60 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 03/2021 03/2021 80 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 06/2021 06/2022 100 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2020 06/2022 1,320 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2020 12/2020 330 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2021 03/2021 405 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 06/2021 06/2022 445 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2020 06/2022 670 USD 40.000%
CBT INTEREST RATES 30-YEAR ERIS SOFR SWAP FUTURES YIE 12/2020 06/2022 5,000 USD 40.000%
CBT INTEREST RATES 12-YEAR ERIS SOFR SWAP FUTURES YII 12/2020 06/2022 2,000 USD 40.000%
CBT INTEREST RATES 15-YEAR ERIS SOFR SWAP FUTURES YIL 12/2020 06/2022 2,650 USD 40.000%
CBT INTEREST RATES 20-YEAR ERIS SOFR SWAP FUTURES YIO 12/2020 06/2022 3,300 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 12/2020 12/2020 220 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 03/2021 03/2021 310 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 06/2021 06/2022 335 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 12/2020 06/2022 1,020 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 12/2020 06/2022 2,000 USD 40.000%
CBT INTEREST RATES U.S. TREA BOND TAS FUT ZBT 12/2021 03/2022 3,500 USD 50.000%
CBT INTEREST RATES 5 YEAR TAS FUTURES ZFT 12/2021 03/2022 925 USD 50.000%
CBT INTEREST RATES 10 YR TREA NOTE TAS FUTURES ZNS 12/2021 03/2022 1,500 USD 50.000%
CBT INTEREST RATES 2 YEAR TAS FUTURES ZTT 12/2021 12/2021 500 USD 50.000%
CBT INTEREST RATES 2 YEAR TAS FUTURES ZTT 03/2022 03/2022 575 USD 50.000%

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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