Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM ELECTRICITY PALO VERDE DAY AHEAD PEAK DAILY FIX VDP 03/04/2020 03/31/2020 750 USD 0.08
NYM ELECTRICITY NEPOOL MAINE 5MW D AH O EAK W2 02/2020 02/2020 15 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH O EAK W2 03/2020 03/2020 45 USD 0.025
NYM ELECTRICITY NEPOOL MAINE 5MW D AH O EAK W2 04/2020 12/2025 30 USD 0.025
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 02/2020 02/2020 10 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 03/2020 03/2020 25 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 04/2020 12/2020 10 USD 0.05
NYM ELECTRICITY PJM APS ZONE DA OFF-PEAK W4 01/2021 01/2026 7 USD 0.05
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 02/2020 02/2020 9 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 03/2020 03/2020 20 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 04/2020 05/2020 15 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 06/2020 12/2020 9 USD 0.025
NYM ELECTRICITY PJM PSEG DA OFF-PEAK W6 01/2021 01/2026 7 USD 0.025
NYM ELECTRICITY PJM WESTERN HUB RT OP DAILY WOR 02/11/2020 03/01/2020 180 USD 0.2
NYM ELECTRICITY PJM WESTERN HUB RT OP DAILY WOR 03/02/2020 03/31/2020 100 USD 0.2
NYM ELECTRICITY PJM AECO DA OFF-PEAK X1 02/2020 02/2020 9 USD 0.05
NYM ELECTRICITY PJM AECO DA OFF-PEAK X1 03/2020 05/2020 25 USD 0.05
NYM ELECTRICITY PJM AECO DA OFF-PEAK X1 06/2020 01/2026 10 USD 0.05
NYM ELECTRICITY PJM AECO DA PEAK Y1 02/2020 02/2020 186 USD 0.05
NYM ELECTRICITY PJM AECO DA PEAK Y1 03/2020 03/2020 450 USD 0.05
NYM ELECTRICITY PJM AECO DA PEAK Y1 04/2020 01/2026 200 USD 0.05
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 03/2020 03/2020 400 USD 0.15
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 04/2020 04/2020 250 USD 0.1
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 05/2020 06/2020 140 USD 0.08
NYM ELECTRICITY PJM AD HUB 5MW REAL TIME PK Z9 07/2020 12/2025 90 USD 0.05
NYM ELECTRICITY NYISO ZONE A DA OP DAILY ZAO 02/12/2020 03/02/2020 200 USD 0.2
NYM ELECTRICITY NYISO ZONE A DA OP DAILY ZAO 03/03/2020 03/31/2020 60 USD 0.2
NYM ELECTRICITY NYISO ZONE G DA OP DAILY ZGO 02/12/2020 03/02/2020 200 USD 0.2
NYM ELECTRICITY NYISO ZONE G DA OP DAILY ZGO 03/03/2020 03/31/2020 60 USD 0.2
NYM ELECTRICITY NYISO ZONE J DA OP DAILY ZJO 02/12/2020 03/02/2020 200 USD 0.2
NYM ELECTRICITY NYISO ZONE J DA OP DAILY ZJO 03/03/2020 03/31/2020 60 USD 0.2
NYM ENVIRONMENTAL IN DELIVERY MONTH EUA FUTURES 6T 02/2020 03/2020 2,300 EUR 35.000%
NYM ENVIRONMENTAL IN DELIVERY MONTH EUA FUTURES 6T 04/2020 12/2025 2,300 EUR 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2017 FUTURES C7C 02/2020 03/2020 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2017 FUTURES C7C 04/2020 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2018 FUTURES C8C 02/2020 03/2020 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2018 FUTURES C8C 04/2020 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2019 FUTURES C9C 02/2020 03/2020 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2019 FUTURES C9C 04/2020 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2020 FUTURES CC0 02/2020 03/2020 600 USD 35.000%
NYM ENVIRONMENTAL CBL CCA VINTAGE 2020 FUTURES CC0 04/2020 12/2020 600 USD 15.000%
NYM ENVIRONMENTAL CALIFORNIA LOW CARBON FUEL STANDARD LCF 02/2020 02/2020 1,250 USD 35.000%
NYM ENVIRONMENTAL CALIFORNIA LOW CARBON FUEL STANDARD LCF 03/2020 01/2022 1,250 USD 15.000%
NYM ENVIRONMENTAL CARBON RGGI EMISSION RJ 02/2020 12/2023 300 USD 35.000%
NYM ETHANOL CHICAGO ETHANOL 1 MTH SYN CAL SPD 1CE 02/2020 02/2020 4,079 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 1 MTH SYN CAL SPD 1CE 03/2020 03/2020 1,050 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 1 MTH SYN CAL SPD 1CE 04/2020 12/2022 750 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 1 MTH SYN CAL SPD 1CE 08/2020 08/2020 1,100 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 2 MTH SYN CAL SPD 2CE 02/2020 02/2020 3,479 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 2 MTH SYN CAL SPD 2CE 03/2020 03/2020 1,800 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 2 MTH SYN CAL SPD 2CE 04/2020 06/2020 750 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 2 MTH SYN CAL SPD 2CE 07/2020 08/2020 1,050 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 2 MTH SYN CAL SPD 2CE 09/2020 12/2020 1,000 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 3 MTH SYN CAL SPD 3CE 02/2020 02/2020 3,479 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 3 MTH SYN CAL SPD 3CE 03/2020 03/2020 1,800 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 3 MTH SYN CAL SPD 3CE 04/2020 05/2020 750 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 3 MTH SYN CAL SPD 3CE 06/2020 08/2020 1,050 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 3 MTH SYN CAL SPD 3CE 09/2020 11/2020 1,000 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 6 MTH SYN CAL SPD 6CE 02/2020 02/2020 3,479 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 6 MTH SYN CAL SPD 6CE 03/2020 03/2020 1,750 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 6 MTH SYN CAL SPD 6CE 04/2020 08/2020 1,050 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL 6 MTH SYN CAL SPD 6CE 09/2020 09/2020 1,000 USD 15.000%
NYM ETHANOL CHICAGO ETHANOL FUT CU 02/2020 02/2020 620 USD 30.000%
NYM ETHANOL CHICAGO ETHANOL FUT CU 03/2020 03/2020 2,800 USD 25.000%
NYM ETHANOL CHICAGO ETHANOL FUT CU 04/2020 08/2020 2,500 USD 20.000%
NYM ETHANOL CHICAGO ETHANOL FUT CU 09/2020 01/2023 2,150 USD 20.000%
NYM ETHANOL NEW YORK ETHANOL FUT EZ 02/2020 02/2020 3,000 USD 0.05
NYM ETHANOL NEW YORK ETHANOL FUT EZ 03/2020 01/2023 2,800 USD 0.05
NYM ETHANOL METHANOL T2 FOB RDAM (ICIS) FUTURES MT2 02/2020 02/2020 1,800 EUR 25.000%
NYM ETHANOL METHANOL T2 FOB RDAM (ICIS) FUTURES MT2 03/2020 12/2021 1,300 EUR 25.000%
NYM ETHANOL METHANOL FOBHOUSTON (ARGUS) MTH 02/2020 03/2020 4,000 USD 25.000%
NYM ETHANOL METHANOL FOBHOUSTON (ARGUS) MTH 04/2020 12/2021 3,000 USD 25.000%
NYM ETHANOL ETHANOL(PL) T2 FOB RTRDM INCL Z1 02/2020 02/2020 506 EUR 0.025
NYM ETHANOL ETHANOL(PL) T2 FOB RTRDM INCL Z1 03/2020 01/2023 1,900 EUR 0.025
NYM ETHANOL ETHANOL T2 INCL DUTY BALMO Z1B 02/03/2020 02/28/2020 1,309 EUR 0.025
NYM ETHANOL ETHANOL T2 INCL DUTY BALMO Z1B 03/02/2020 04/30/2020 2,000 EUR 0.025
NYM FREIGHT FREIGHT ROUTE TD22 (BALTIC) FUTURE ACB 02/2020 02/2020 9,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD22 (BALTIC) FUTURE ACB 03/2020 03/2020 7,400 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD22 (BALTIC) FUTURE ACB 04/2020 04/2020 7,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD22 (BALTIC) FUTURE ACB 05/2020 10/2020 5,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD22 (BALTIC) FUTURE ACB 11/2020 12/2025 2,700 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD25 (BALTIC) FUTURE AEB 02/2020 02/2020 9,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD25 (BALTIC) FUTURE AEB 03/2020 03/2020 7,400 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD25 (BALTIC) FUTURE AEB 04/2020 04/2020 7,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD25 (BALTIC) FUTURE AEB 05/2020 10/2020 5,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD25 (BALTIC) FUTURE AEB 11/2020 12/2025 2,700 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG1 (BALTIC) FU BF1 02/2020 02/2020 19,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG1 (BALTIC) FU BF1 03/2020 03/2020 18,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG1 (BALTIC) FU BF1 04/2020 08/2020 15,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG1 (BALTIC) FU BF1 09/2020 01/2022 13,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG2 (BALTIC) FU BF2 02/2020 02/2020 23,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG2 (BALTIC) FU BF2 03/2020 03/2020 21,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG2 (BALTIC) FU BF2 04/2020 04/2020 19,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG2 (BALTIC) FU BF2 05/2020 08/2020 16,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG2 (BALTIC) FU BF2 09/2020 01/2022 15,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG3(BALTIC) FUT BF3 02/2020 02/2020 22,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG3(BALTIC) FUT BF3 03/2020 03/2020 19,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG3(BALTIC) FUT BF3 04/2020 04/2020 17,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG3(BALTIC) FUT BF3 05/2020 08/2020 15,000 USD 25.000%
NYM FREIGHT LNG FREIGHT ROUTE BLNG3(BALTIC) FUT BF3 09/2020 01/2022 13,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE LIQUID GAS BALMO FLB 02/03/2020 02/28/2020 1,705 USD 0.05
NYM FREIGHT FREIGHT ROUTE LIQUID GAS BALMO FLB 03/02/2020 04/30/2020 3,750 USD 0.05
NYM FREIGHT FREIGHT ROUTE LIQUID PETROLEUM GAS FLP 02/2020 02/2020 6,800 USD 0.05
NYM FREIGHT FREIGHT ROUTE LIQUID PETROLEUM GAS FLP 03/2020 03/2020 6,800 USD 0.025
NYM FREIGHT FREIGHT ROUTE LIQUID PETROLEUM GAS FLP 04/2020 06/2020 4,900 USD 0.025
NYM FREIGHT FREIGHT ROUTE LIQUID PETROLEUM GAS FLP 07/2020 12/2022 4,900 USD 2.500%
NYM FREIGHT FREIGHT ROUTE TC14 (BALTIC) FUTURES FRC 02/2020 03/2020 5,800 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC14 (BALTIC) FUTURES FRC 04/2020 12/2025 2,500 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC12 (BALTIC) FUT FRS 02/2020 02/2020 9,000 USD 8.000%
NYM FREIGHT FREIGHT ROUTE TC12 (BALTIC) FUT FRS 03/2020 03/2020 6,000 USD 8.000%
NYM FREIGHT FREIGHT ROUTE TC12 (BALTIC) FUT FRS 04/2020 01/2022 5,000 USD 8.000%
NYM FREIGHT FREIGHT ROUTE TD20 BALTIC BALMO FUT T2B 02/03/2020 02/28/2020 568 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD20 BALTIC BALMO FUT T2B 03/02/2020 04/30/2020 1,250 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD20 (BALTIC) FUTURES T2D 02/2020 02/2020 5,500 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD20 (BALTIC) FUTURES T2D 03/2020 04/2020 5,200 USD 0.025
NYM FREIGHT FREIGHT ROUTE TD20 (BALTIC) FUTURES T2D 05/2020 06/2020 1,800 USD 0.025
NYM FREIGHT FREIGHT ROUTE TD20 (BALTIC) FUTURES T2D 07/2020 12/2025 1,250 USD 0.025
NYM FREIGHT MINI FREIGHT ROUTE TD20 (BALTIC) DA T2M 02/14/2020 05/29/2020 300 USD 0.08
NYM FREIGHT FREIGHT ROUTE TD3C (PLATTS) BALMO F T3B 02/03/2020 02/28/2020 500 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD3C (PLATTS) BALMO F T3B 03/02/2020 04/30/2020 1,100 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC14 BALTIC BALMO FUT T4B 02/03/2020 02/28/2020 1,535 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC14 BALTIC BALMO FUT T4B 03/02/2020 04/30/2020 3,375 USD 0.05
NYM FREIGHT MINI FREIGHT ROUTE TC14 (BALTIC) DA T4D 02/14/2020 05/29/2020 500 USD 0.08
NYM FREIGHT FREIGHT ROUTE TC15 BALTIC BALMO FUT T5B 02/03/2020 02/28/2020 1,478 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC15 BALTIC BALMO FUT T5B 03/02/2020 04/30/2020 3,250 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC15 (BALTIC) FUTURES T5C 02/2020 02/2020 7,500 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC15 (BALTIC) FUTURES T5C 03/2020 03/2020 7,500 USD 0.025
NYM FREIGHT FREIGHT ROUTE TC15 (BALTIC) FUTURES T5C 04/2020 12/2022 6,500 USD 0.025
NYM FREIGHT FREIGHT ROUTE TC6 BALTIC BALMO FUT T6B 02/03/2020 02/28/2020 511 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC6 BALTIC BALMO FUT T6B 03/02/2020 04/30/2020 1,125 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD8 BALTIC BALMO FU T8B 02/03/2020 02/28/2020 454 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD8 BALTIC BALMO FU T8B 03/02/2020 04/30/2020 1,000 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC9 BALTIC BALMO FUT T9B 02/03/2020 02/28/2020 909 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC9 BALTIC BALMO FUT T9B 03/02/2020 04/30/2020 2,000 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC12 BALTIC BALMO FUT TB2 02/03/2020 02/28/2020 1,137 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC12 BALTIC BALMO FUT TB2 03/02/2020 04/30/2020 2,500 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC6 (BALTIC) FUT TC6 02/2020 02/2020 2,500 USD 0.08
NYM FREIGHT FREIGHT ROUTE TC6 (BALTIC) FUT TC6 03/2020 01/2022 2,000 USD 0.08
NYM FREIGHT FREIGHT ROUTE TC7 (BALTIC) FUTURES TC7 02/2020 12/2025 20,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TC9 (BALTIC) FUTURES TC9 02/2020 02/2020 4,000 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC9 (BALTIC) FUTURES TC9 03/2020 03/2020 3,500 USD 0.025
NYM FREIGHT FREIGHT ROUTE TC9 (BALTIC) FUTURES TC9 04/2020 01/2023 2,000 USD 0.025
NYM FREIGHT FREIGHT ROUTE TD3C (PLATTS) FUTURES TD3 02/2020 12/2022 6,000 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD8 (BALTIC) FUTURES TD8 02/2020 02/2020 5,200 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD8 (BALTIC) FUTURES TD8 03/2020 03/2020 5,200 USD 0.025
NYM FREIGHT FREIGHT ROUTE TD8 (BALTIC) FUTURES TD8 04/2020 06/2020 4,500 USD 0.025
NYM FREIGHT FREIGHT ROUTE TD8 (BALTIC) FUTURES TD8 07/2020 12/2022 3,500 USD 0.025
NYM FREIGHT FREIGHT ROUTE TD19 (BALTIC) FUTURES TDM 02/2020 12/2025 7,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD19 (BALTIC) FUTURES TDM 03/2020 03/2020 8,000 USD 25.000%
NYM FREIGHT TC5 RAS TANURA TO YOKOHAMA 55K MT TH 02/2020 02/2020 10,000 USD 0.025
NYM FREIGHT TC5 RAS TANURA TO YOKOHAMA 55K MT TH 03/2020 04/2020 8,200 USD 0.025
NYM FREIGHT TC5 RAS TANURA TO YOKOHAMA 55K MT TH 05/2020 07/2020 3,500 USD 0.025
NYM FREIGHT TC5 RAS TANURA TO YOKOHAMA 55K MT TH 08/2020 12/2025 2,250 USD 0.025
NYM FREIGHT FREIGHT ROUTE TC5 (PLATTS) BALMO FU THB 02/03/2020 02/28/2020 682 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC5 (PLATTS) BALMO FU THB 03/02/2020 04/30/2020 1,500 USD 0.05
NYM FREIGHT TD7 NORTH SEA TO CONTINENT 80K MT TK 02/2020 02/2020 3,300 USD 5.000%
NYM FREIGHT TD7 NORTH SEA TO CONTINENT 80K MT TK 03/2020 01/2023 1,500 USD 5.000%
NYM FREIGHT FREIGHT ROUTE TD7 BALTIC BALMO FUT TKB 02/03/2020 02/28/2020 682 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD7 BALTIC BALMO FUT TKB 03/02/2020 04/30/2020 1,500 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD3C FUTURES TL 02/2020 02/2020 7,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD3C FUTURES TL 03/2020 03/2020 5,000 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD3C FUTURES TL 04/2020 07/2020 2,500 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD3C FUTURES TL 08/2020 02/2022 1,200 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD3C FUTURES TL 03/2022 12/2025 600 USD 25.000%
NYM FREIGHT FREIGHT ROUTE TD3C BALTIC BALMO FUT TLB 02/03/2020 02/28/2020 591 USD 0.05
NYM FREIGHT FREIGHT ROUTE TD3C BALTIC BALMO FUT TLB 03/02/2020 04/30/2020 1,300 USD 0.05
NYM FREIGHT MINI FREIGHT ROUTE TD3C (BALTIC) DA TLD 02/14/2020 05/29/2020 250 USD 25.000%
NYM FREIGHT TC2 ROTTERDAM TO USAC 37K MT TM 02/2020 02/2020 6,000 USD 0.08
NYM FREIGHT TC2 ROTTERDAM TO USAC 37K MT TM 03/2020 03/2020 5,500 USD 0.08
NYM FREIGHT TC2 ROTTERDAM TO USAC 37K MT TM 04/2020 04/2020 4,000 USD 0.08
NYM FREIGHT TC2 ROTTERDAM TO USAC 37K MT TM 05/2020 12/2025 2,000 USD 0.08
NYM FREIGHT FREIGHT ROUTE TC2 BALTIC BALMO FUT TMB 02/03/2020 02/28/2020 1,364 USD 0.05
NYM FREIGHT FREIGHT ROUTE TC2 BALTIC BALMO FUT TMB 03/02/2020 04/30/2020 3,000 USD 0.05
NYM FREIGHT MINI FREIGHT ROUTE TC2 (BALTIC) DAI TMD 02/14/2020 05/29/2020 550 USD 0.08
NYM FREIGHT USGC TO CHINA (PLATTS) DIRTY FREIGH USC 02/2020 03/2020 10,250 USD 25.000%
NYM FREIGHT USGC TO CHINA (PLATTS) DIRTY FREIGH USC 04/2020 04/2020 6,100 USD 25.000%
NYM FREIGHT USGC TO CHINA (PLATTS) DIRTY FREIGH USC 05/2020 07/2020 4,000 USD 25.000%
NYM FREIGHT USGC TO CHINA (PLATTS) DIRTY FREIGH USC 08/2020 12/2025 3,000 USD 25.000%
NYM FREIGHT USGC TO UK CONTINENT (PLATTS) DIRTY USE 02/2020 12/2025 7,500 USD 25.000%
NYM FREIGHT CROSS NORTH SEA DRTY FRT 80K BALMO XUB 02/03/2020 02/28/2020 4,000 USD 25.000%
NYM FREIGHT CROSS NORTH SEA DRTY FRT 80K BALMO XUB 03/02/2020 04/30/2020 2,500 USD 25.000%
NYM FREIGHT CROSS NORTH SEA DRTY FRGHT 80KT FUT XUK 02/2020 02/2020 3,200 USD 25.000%
NYM FREIGHT CROSS NORTH SEA DRTY FRGHT 80KT FUT XUK 03/2020 03/2020 3,000 USD 25.000%
NYM FREIGHT CROSS NORTH SEA DRTY FRGHT 80KT FUT XUK 04/2020 04/2020 2,700 USD 25.000%
NYM FREIGHT CROSS NORTH SEA DRTY FRGHT 80KT FUT XUK 05/2020 08/2020 2,400 USD 25.000%
NYM FREIGHT CROSS NORTH SEA DRTY FRGHT 80KT FUT XUK 09/2020 12/2022 2,100 USD 25.000%
NYM METALS U.S. MIDWEST BUSHELING SCRAP BUS 03/2020 07/2020 400 USD 0.08
NYM METALS U.S. MIDWEST BUSHELING SCRAP BUS 08/2020 02/2022 425 USD 0.08
NYM METALS HVYMELT SCRP GRD 1/2 CFR TRKEY FUT FSF 02/2020 02/2020 86 USD 0.08
NYM METALS HVYMELT SCRP GRD 1/2 CFR TRKEY FUT FSF 03/2020 01/2022 500 USD 0.08
NYM METALS NYMEX HOT ROLLED STEEL FUTURES HR 02/2020 02/2020 425 USD 30.000%
NYM METALS NYMEX HOT ROLLED STEEL FUTURES HR 03/2020 08/2020 475 USD 30.000%
NYM METALS NYMEX HOT ROLLED STEEL FUTURES HR 09/2020 12/2023 680 USD 30.000%
NYM METALS PALLADIUM FUTURES NYMEX PA 02/2020 03/2020 22,000 USD 30.000%
NYM METALS PALLADIUM FUTURES NYMEX PA 04/2020 04/2020 21,500 USD 20.000%
NYM METALS PALLADIUM FUTURES NYMEX PA 05/2020 03/2021 20,000 USD 20.000%
NYM METALS MICRO PALLADIUM FUTURES PAM 02/2020 03/2020 2,200 USD 30.000%
NYM METALS MICRO PALLADIUM FUTURES PAM 04/2020 04/2020 2,150 USD 20.000%
NYM METALS MICRO PALLADIUM FUTURES PAM 05/2020 03/2021 2,000 USD 20.000%
NYM METALS PALLADIUM TAS PAT 03/2020 03/2020 22,000 USD 30.000%
NYM METALS PALLADIUM TAS PAT 06/2020 06/2020 20,000 USD 20.000%
NYM METALS PLATINUM FUTURES NYMEX PL 02/2020 03/2020 2,200 USD 30.000%
NYM METALS PLATINUM FUTURES NYMEX PL 04/2020 04/2021 2,200 USD 20.000%
NYM METALS PLATINUM FUTURES TAS PLT 04/2020 07/2020 2,200 USD 20.000%
NYM METALS PLATINUM/PALLADIUM SPREAD FUTURES PPS 03/2020 04/2020 2,905 USD 0.08
NYM METALS PLATINUM/PALLADIUM SPREAD FUTURES PPS 06/2020 06/2020 2,905 USD 0.04
NYM METALS ASIAN IRON ORE FUTURES TIC 02/2020 02/2020 603 USD 0.06
NYM METALS ASIAN IRON ORE FUTURES TIC 03/2020 12/2022 3,500 USD 0.03
NYM METALS IRON ORE FUTURES TIO 02/2020 02/2020 451 USD 35.000%
NYM METALS IRON ORE FUTURES TIO 03/2020 05/2020 3,750 USD 20.000%
NYM METALS IRON ORE FUTURES TIO 06/2020 10/2020 3,000 USD 15.000%
NYM METALS IRON ORE FUTURES TIO 11/2020 12/2023 2,750 USD 15.000%
NYM METALS URANIUM FUTURES UX 02/2020 02/2025 360 USD 30.000%
NYM NATURAL GAS COLUMB GULF MAINLINE NG BASIS 5Z 03/2020 07/2020 185 USD 0.1
NYM NATURAL GAS COLUMB GULF MAINLINE NG BASIS 5Z 08/2020 12/2021 125 USD 0.08
NYM NATURAL GAS NAT GAS CALENDAR FUT STRP SYNTHETIC 8P 01/2021 01/2021 2,133 USD 5.000%
NYM NATURAL GAS NAT GAS CALENDAR FUT STRP SYNTHETIC 8P 01/2022 01/2022 1,664 USD 5.000%
NYM NATURAL GAS NAT GAS CALENDAR FUT STRP SYNTHETIC 8P 01/2023 01/2023 1,683 USD 5.000%
NYM NATURAL GAS NAT GAS CALENDAR FUT STRP SYNTHETIC 8P 01/2024 01/2031 1,692 USD 5.000%
NYM NATURAL GAS NAT GAS SUMMER FUT STRP SYNTHETIC 8R 04/2020 04/2020 1,996 USD 10.000%
NYM NATURAL GAS NAT GAS SUMMER FUT STRP SYNTHETIC 8R 04/2021 04/2021 1,008 USD 10.000%
NYM NATURAL GAS NAT GAS SUMMER FUT STRP SYNTHETIC 8R 04/2022 04/2022 938 USD 10.000%
NYM NATURAL GAS NAT GAS SUMMER FUT STRP SYNTHETIC 8R 04/2023 04/2029 987 USD 10.000%
NYM NATURAL GAS NAT GAS WINTER FUT STRP SYNTHETIC 8U 11/2020 11/2020 1,375 USD 0.1
NYM NATURAL GAS NAT GAS WINTER FUT STRP SYNTHETIC 8U 11/2021 11/2021 750 USD 0.1
NYM NATURAL GAS NAT GAS WINTER FUT STRP SYNTHETIC 8U 11/2022 11/2022 690 USD 0.1
NYM NATURAL GAS NAT GAS WINTER FUT STRP SYNTHETIC 8U 11/2023 11/2029 705 USD 0.1
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 01/2020 02/2021 600 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 02/2020 03/2021 625 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 03/2020 03/2020 650 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 04/2020 04/2020 675 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 05/2020 10/2020 425 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 06/2020 09/2020 375 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 07/2020 08/2020 400 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 11/2020 12/2020 550 USD 10.000%
NYM NATURAL GAS 5 MO SYN SPRD NATURAL GAS FUTURE DE 01/2021 01/2021 575 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 02/2020 03/2020 % 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 04/2020 04/2020 400 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 05/2020 05/2020 240 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 06/2020 06/2020 210 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 07/2020 07/2020 140 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 08/2020 10/2022 120 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 10/2020 10/2020 175 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 11/2020 02/2021 150 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 03/2021 03/2021 530 USD 10.000%
NYM NATURAL GAS 1 MO SYN SPRD NATURAL GAS FUTURES DG 04/2021 03/2025 100 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 01/2020 02/2020 % 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 03/2020 03/2020 400 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 04/2020 04/2020 600 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 05/2020 10/2020 275 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 06/2020 06/2020 210 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 07/2020 07/2020 170 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 08/2020 08/2020 140 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 09/2020 11/2020 200 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 12/2020 01/2021 175 USD 10.000%
NYM NATURAL GAS NAT GAS HENRY HUB 2 MONTH CAL FUT DJ 02/2021 03/2021 550 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 01/2020 02/2021 625 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 02/2020 03/2021 650 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 03/2020 03/2020 675 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 04/2020 04/2020 700 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 05/2020 06/2020 475 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 07/2020 07/2020 400 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 08/2020 09/2020 450 USD 10.000%
NYM NATURAL GAS 6 MO SYN SPRD NATURAL GAS FUTURES DM 10/2020 01/2021 600 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 01/2020 01/2020 % 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 02/2020 02/2020 400 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 03/2020 03/2020 600 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 04/2020 04/2020 625 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 05/2020 10/2020 300 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 06/2020 06/2020 240 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 07/2020 12/2020 200 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 09/2020 09/2020 275 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 11/2020 11/2020 225 USD 10.000%
NYM NATURAL GAS 3 MO SYN SPRD NATURAL GAS FUTURE DS 01/2021 03/2021 550 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 02/2020 08/2020 800 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 03/2020 03/2020 825 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 04/2020 05/2020 940 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 06/2020 06/2020 900 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 09/2020 06/2021 650 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 11/2020 04/2021 750 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 05/2021 05/2021 700 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 07/2021 08/2021 550 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 09/2021 01/2022 500 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 02/2022 02/2022 470 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 03/2022 03/2022 440 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 04/2022 06/2022 400 USD 10.000%
NYM NATURAL GAS 12 MO SYN SPRD NATURAL GAS FUTURES DZ 07/2022 03/2025 340 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 03/2020 03/2020 1,050 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 04/2020 04/2020 650 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 05/2020 05/2020 330 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 06/2020 06/2020 300 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 07/2020 07/2020 275 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 08/2020 08/2020 350 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 09/2020 11/2020 325 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 12/2020 01/2021 550 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 02/2021 02/2021 575 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 03/2021 03/2021 600 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 04/2021 12/2021 180 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 01/2022 11/2022 150 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 12/2022 12/2022 175 USD 10.000%
NYM NATURAL GAS NATGAS FIN CSO 4 MONTH COMBO G44 01/2023 03/2023 200 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 03/2020 03/2020 1,500 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 04/2020 04/2020 400 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 05/2020 05/2020 240 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 06/2020 06/2020 210 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 07/2020 07/2020 140 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 08/2020 10/2022 120 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 10/2020 10/2020 175 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 11/2020 02/2021 150 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 03/2021 03/2021 530 USD 10.000%
NYM NATURAL GAS NATURAL GAS 1 M CLNDR FIN COMBO G8 04/2021 03/2024 100 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 03/2020 03/2020 1,225 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 04/2020 04/2020 600 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 05/2020 10/2020 275 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 06/2020 06/2020 210 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 07/2020 07/2020 170 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 08/2020 03/2023 140 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 09/2020 11/2020 200 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 12/2020 02/2023 175 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 02/2021 03/2021 550 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 04/2021 12/2021 120 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 04/2022 01/2023 100 USD 10.000%
NYM NATURAL GAS NATURAL GAS 2 M CLNDR FIN COMBO G9 09/2022 10/2022 160 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 03/2020 03/2020 1,100 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 04/2020 05/2020 940 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 06/2020 06/2020 900 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 07/2020 08/2020 800 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 09/2020 06/2021 650 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 11/2020 04/2021 750 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 05/2021 05/2021 700 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 07/2021 08/2021 550 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 09/2021 01/2022 500 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 02/2022 02/2022 470 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 03/2022 03/2022 440 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 04/2022 06/2022 400 USD 10.000%
NYM NATURAL GAS NATURAL GAS 12M CLNDR FIN COMBO H6 07/2022 03/2023 340 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 03/2020 03/2020 1,050 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 04/2020 04/2020 700 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 05/2020 06/2020 475 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 07/2020 07/2020 400 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 08/2020 09/2020 450 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 10/2020 01/2021 600 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 02/2021 02/2021 625 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 03/2021 03/2021 650 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 04/2021 05/2021 350 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 06/2021 03/2023 250 USD 10.000%
NYM NATURAL GAS NATURAL GAS 6 M CLNDR FIN COMBO H7 07/2021 08/2021 325 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 03/2020 03/2020 1,050 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 04/2020 04/2020 675 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 05/2020 10/2020 425 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 06/2020 09/2020 375 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 07/2020 08/2020 400 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 11/2020 12/2020 550 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 01/2021 01/2021 575 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 02/2021 02/2021 600 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 03/2021 03/2021 625 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 04/2021 09/2021 300 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 10/2021 01/2023 200 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 02/2023 02/2023 225 USD 10.000%
NYM NATURAL GAS NATURAL GAS 5 M CLNDR FIN COMBO H8 03/2023 03/2023 250 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 03/2020 03/2020 1,050 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 04/2020 04/2020 625 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 05/2020 10/2020 300 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 06/2020 06/2020 240 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 07/2020 02/2023 200 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 09/2020 09/2020 275 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 11/2020 11/2020 225 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 01/2021 03/2021 550 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 04/2021 11/2021 140 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 08/2021 10/2022 150 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 12/2021 01/2023 175 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 04/2022 12/2022 120 USD 10.000%
NYM NATURAL GAS NATURAL GAS 3 M CLNDR FIN COMBO H9 03/2023 03/2023 180 USD 10.000%
NYM NATURAL GAS HENRY HUB BASIS FUT HB 03/2020 03/2020 25 USD 25.000%
NYM NATURAL GAS HENRY HUB BASIS FUT HB 04/2020 09/2020 20 USD 25.000%
NYM NATURAL GAS HENRY HUB BASIS FUT HB 10/2020 12/2021 12 USD 25.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 03/2020 04/2020 1,500 USD 25.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 05/2020 05/2020 1,225 USD 17.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 06/2020 06/2020 1,050 USD 15.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 07/2020 07/2020 1,050 USD 12.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 08/2020 10/2020 1,050 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 11/2020 03/2021 1,100 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 04/2021 10/2021 575 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 11/2021 03/2022 600 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 04/2022 10/2022 535 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 11/2022 03/2023 550 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS (H.HUB LTD) FUT HH 04/2023 12/2032 565 USD 10.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 03/2020 04/2020 1,500 USD 25.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 05/2020 05/2020 1,225 USD 17.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 06/2020 06/2020 1,050 USD 15.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 07/2020 07/2020 1,050 USD 12.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 08/2020 10/2020 1,050 USD 10.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 11/2020 03/2021 1,100 USD 10.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 04/2021 10/2021 575 USD 10.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 11/2021 03/2022 600 USD 10.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 04/2022 10/2022 535 USD 10.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 11/2022 03/2023 550 USD 10.000%
NYM NATURAL GAS EUROPEAN MARKER HENRY HUB (NG) HHE 04/2023 12/2023 565 USD 10.000%
NYM NATURAL GAS HH TAS NYMEX NATURAL GAS FUTURES HHT 03/2020 04/2020 1,500 USD 25.000%
NYM NATURAL GAS HH TAS NYMEX NATURAL GAS FUTURES HHT 05/2020 05/2020 1,225 USD 17.000%
NYM NATURAL GAS HH TAS NYMEX NATURAL GAS FUTURES HHT 06/2020 06/2020 1,050 USD 15.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 03/2020 04/2020 1,500 USD 25.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 05/2020 05/2020 1,225 USD 17.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 06/2020 06/2020 1,050 USD 15.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 07/2020 07/2020 1,050 USD 12.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 08/2020 10/2020 1,050 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 11/2020 03/2021 1,100 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 04/2021 10/2021 575 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 11/2021 03/2022 600 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 04/2022 10/2022 535 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 11/2022 03/2023 550 USD 10.000%
NYM NATURAL GAS NYMEX NATURAL GAS FUTURES HP 04/2023 12/2025 565 USD 10.000%
NYM NATURAL GAS HENRY HUB INDEX FUT IN 02/2020 02/2020 248 USD 0.035
NYM NATURAL GAS HENRY HUB INDEX FUT IN 03/2020 03/2020 500 USD 0.035
NYM NATURAL GAS HENRY HUB INDEX FUT IN 04/2020 10/2020 50 USD 0.035
NYM NATURAL GAS LNG JAPAN/KOREA MARKER (PLATTS) BAC JKB 03/2020 05/2020 5,000 USD 25.000%
NYM NATURAL GAS LNG JAPAN/KOREA MARKER (PLATTS) BAC JKB 06/2020 08/2020 4,500 USD 25.000%
NYM NATURAL GAS LNG JAPAN/KOREA MARKER (PLATTS) BAC JKB 09/2020 12/2022 4,250 USD 25.000%
NYM NATURAL GAS LNG JAPAN/KOREA MARKER (PLATTS) FRO JKF 04/2020 04/2020 4,900 USD 25.000%
NYM NATURAL GAS LNG JAPAN/KOREA MARKER (PLATTS) FRO JKF 05/2020 05/2020 4,600 USD 25.000%
NYM NATURAL GAS LNG JAPAN/KOREA MARKER (PLATTS) FRO JKF 06/2020 08/2020 4,450 USD 25.000%
NYM NATURAL GAS LNG JAPAN/KOREA MARKER (PLATTS) FRO JKF 09/2020 12/2022 3,500 USD 25.000%
NYM NATURAL GAS LNG JAPAN KOREA MARKER PLATTS FUT JKM 03/2020 05/2020 3,500 USD 25.000%
NYM NATURAL GAS LNG JAPAN KOREA MARKER PLATTS FUT JKM 06/2020 08/2020 3,300 USD 25.000%
NYM NATURAL GAS LNG JAPAN KOREA MARKER PLATTS FUT JKM 09/2020 12/2025 2,600 USD 25.000%
NYM NATURAL GAS LNG DES JAPAN (RIM) FUTURES JNG 03/2020 03/2020 % 0.08
NYM NATURAL GAS LNG DES JAPAN (RIM) FUTURES JNG 04/2020 04/2020 3,448 USD 0.08
NYM NATURAL GAS LNG DES JAPAN (RIM) FUTURES JNG 05/2020 12/2023 5,000 USD 0.08
NYM NATURAL GAS GULF COAST LNG EXPORT FUTURES LNG 01/2020 04/2020 13,000 USD 25.000%
NYM NATURAL GAS GULF COAST LNG EXPORT FUTURES LNG 05/2020 06/2020 8,000 USD 25.000%
NYM NATURAL GAS GULF COAST LNG EXPORT FUTURES LNG 07/2020 09/2020 5,900 USD 25.000%
NYM NATURAL GAS GULF COAST LNG EXPORT FUTURES LNG 10/2020 04/2022 4,500 USD 25.000%
NYM NATURAL GAS NBD NATURAL GAS DAILY FUTURE NBD 02/21/2020 02/27/2020 110 GBP 0.08
NYM NATURAL GAS NBD NATURAL GAS DAILY FUTURE NBD 02/28/2020 03/31/2020 100 GBP 0.08
NYM NATURAL GAS UK NBP NATURAL GAS FRONT MTH FUT NBP 03/2020 03/2020 4,300 USD 25.000%
NYM NATURAL GAS UK NBP NATURAL GAS FRONT MTH FUT NBP 04/2020 04/2020 3,900 USD 25.000%
NYM NATURAL GAS UK NBP NATURAL GAS FRONT MTH FUT NBP 05/2020 12/2023 3,700 USD 25.000%
NYM NATURAL GAS MICHIGAN BASIS NF 03/2020 06/2020 400 USD 25.000%
NYM NATURAL GAS MICHIGAN BASIS NF 07/2020 02/2021 280 USD 25.000%
NYM NATURAL GAS MICHIGAN BASIS NF 03/2021 12/2021 220 USD 25.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 01/2020 04/2020 1,500 USD 25.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 05/2020 05/2020 1,225 USD 17.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 06/2020 06/2020 1,050 USD 15.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 07/2020 07/2020 1,050 USD 12.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 08/2020 10/2020 1,050 USD 10.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 11/2020 03/2021 1,100 USD 10.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 04/2021 10/2021 575 USD 10.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 11/2021 03/2022 600 USD 10.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 04/2022 10/2022 535 USD 10.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 11/2022 03/2023 550 USD 10.000%
NYM NATURAL GAS NATURAL GAS HENRY HUB FUTURE NG 04/2023 12/2032 565 USD 10.000%
NYM NATURAL GAS NATURAL GAS TRADE AT SETTLEMENT NGT 03/2020 04/2020 1,500 USD 25.000%
NYM NATURAL GAS NATURAL GAS TRADE AT SETTLEMENT NGT 05/2020 05/2020 1,225 USD 17.000%
NYM NATURAL GAS NATURAL GAS TRADE AT SETTLEMENT NGT 06/2020 06/2020 1,050 USD 15.000%
NYM NATURAL GAS NATURAL GAS TRADE AT SETTLEMENT NGT 07/2020 07/2020 1,050 USD 12.000%
NYM NATURAL GAS NATURAL GAS TRADE AT SETTLEMENT NGT 08/2020 10/2020 1,050 USD 10.000%
NYM NATURAL GAS NATURAL GAS TRADE AT SETTLEMENT NGT 11/2020 03/2021 1,100 USD 10.000%
NYM NATURAL GAS HOUSTON SHIP CHANNEL BASIS FUT NH 03/2020 03/2020 355 USD 25.000%
NYM NATURAL GAS HOUSTON SHIP CHANNEL BASIS FUT NH 04/2020 12/2021 250 USD 25.000%
NYM NATURAL GAS SAN JUAN BASIS FUT NJ 03/2020 08/2020 775 USD 25.000%
NYM NATURAL GAS SAN JUAN BASIS FUT NJ 09/2020 12/2021 700 USD 25.000%
NYM NATURAL GAS SUMAS BASIS FUT NK 03/2020 03/2020 5,250 USD 0.025
NYM NATURAL GAS SUMAS BASIS FUT NK 04/2020 07/2020 3,200 USD 0.025
NYM NATURAL GAS SUMAS BASIS FUT NK 08/2020 04/2021 700 USD 0.025
NYM NATURAL GAS SUMAS BASIS FUT NK 05/2021 12/2021 655 USD 0.025
NYM NATURAL GAS NGPL MIDCONTINENT BASIS FUT NL 03/2020 08/2020 625 USD 25.000%
NYM NATURAL GAS NGPL MIDCONTINENT BASIS FUT NL 09/2020 12/2021 405 USD 25.000%
NYM NATURAL GAS HENRY HUB FUT NN 03/2020 04/2020 375 USD 25.000%
NYM NATURAL GAS HENRY HUB FUT NN 05/2020 05/2020 306 USD 17.000%
NYM NATURAL GAS HENRY HUB FUT NN 06/2020 06/2020 262 USD 15.000%
NYM NATURAL GAS HENRY HUB FUT NN 07/2020 07/2020 262 USD 12.000%
NYM NATURAL GAS HENRY HUB FUT NN 08/2020 10/2020 262 USD 10.000%
NYM NATURAL GAS HENRY HUB FUT NN 11/2020 03/2021 275 USD 10.000%
NYM NATURAL GAS HENRY HUB FUT NN 04/2021 10/2021 143 USD 10.000%
NYM NATURAL GAS HENRY HUB FUT NN 11/2021 03/2022 150 USD 10.000%
NYM NATURAL GAS HENRY HUB FUT NN 04/2022 10/2022 133 USD 10.000%
NYM NATURAL GAS HENRY HUB FUT NN 11/2022 03/2023 137 USD 10.000%
NYM NATURAL GAS HENRY HUB FUT NN 04/2023 12/2032 141 USD 10.000%
NYM NATURAL GAS HENRY HUB FUT TRADE AT SETTLEMENT NNT 03/2020 04/2020 375 USD 25.000%
NYM NATURAL GAS HENRY HUB FUT TRADE AT SETTLEMENT NNT 05/2020 05/2020 306 USD 17.000%
NYM NATURAL GAS HENRY HUB FUT TRADE AT SETTLEMENT NNT 06/2020 06/2020 262 USD 15.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 03/2020 04/2020 375 USD 25.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 05/2020 05/2020 306 USD 17.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 06/2020 06/2020 262 USD 15.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 07/2020 07/2020 262 USD 12.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 08/2020 10/2020 262 USD 10.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 11/2020 03/2021 275 USD 10.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 04/2021 10/2021 143 USD 10.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 11/2021 03/2022 150 USD 10.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 04/2022 10/2022 133 USD 10.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 11/2022 03/2023 137 USD 10.000%
NYM NATURAL GAS HENRY HUB PENULTIMATE NP 04/2023 12/2032 141 USD 10.000%
NYM NATURAL GAS NORTHWEST PIPELINE BASIS FUT NR 03/2020 08/2020 1,600 USD 25.000%
NYM NATURAL GAS NORTHWEST PIPELINE BASIS FUT NR 09/2020 12/2021 500 USD 25.000%
NYM NATURAL GAS WAHA TEXAS BASIS FUT NW 03/2020 03/2020 2,900 USD 25.000%
NYM NATURAL GAS WAHA TEXAS BASIS FUT NW 04/2020 12/2021 1,800 USD 25.000%
NYM NATURAL GAS TEXAS EASTERN ZONE M-3 BASIS FUT NX 03/2020 03/2020 2,500 USD 25.000%
NYM NATURAL GAS TEXAS EASTERN ZONE M-3 BASIS FUT NX 04/2020 04/2020 2,050 USD 25.000%
NYM NATURAL GAS TEXAS EASTERN ZONE M-3 BASIS FUT NX 05/2020 10/2020 1,250 USD 25.000%
NYM NATURAL GAS TEXAS EASTERN ZONE M-3 BASIS FUT NX 11/2020 12/2021 650 USD 15.000%

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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    • CME CORE

    • CME CORE is an interactive margin calculator that enables users to calculate and evaluate initial margin requirements for all CME Group Products, and execute OTC efficiency analysis through additional analytics.

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