Outrights/Vol Scans for Margins

Start Period End Period
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2020 08/2020 350 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 SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2021 07/2021 175 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 07/2020 09/2020 1,000 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2020 09/2022 625 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 AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2021 08/2021 150 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 07/2020 07/2020 175 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2020 09/2020 150 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2020 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 NEW CROP CORN SYNT CAL SP PYC 07/2021 07/2021 285 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2020 09/2020 1,125 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2020 12/2020 1,100 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2021 03/2021 1,000 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2021 05/2021 945 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2021 07/2022 890 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2021 03/2021 375 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 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 850 USD 0.25
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 SOYBEAN TAS FUTURE SBT 03/2021 03/2021 1,325 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 JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2021 07/2021 500 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2020 11/2020 350 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 325 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 425 USD 5.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2021 07/2021 325 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 AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2021 08/2021 350 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 SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2021 07/2021 350 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 07/2020 12/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 01/2021 06/2021 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 07/2020 06/2021 3,500 USD 25.000%
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 07/2020 06/2021 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 07/2020 12/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 01/2021 06/2021 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 07/2020 07/2020 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 08/2020 06/2021 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 07/2020 07/2020 1,350 USD 28.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2020 09/2020 1,350 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2020 12/2020 1,300 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2021 05/2021 1,100 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2021 07/2022 1,100 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 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 WHEAT NEW CROP SYNT CAL WZC 07/2021 07/2021 250 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2020 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 07/2020 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 07/2020 07/2020 270 USD 28.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2020 09/2020 270 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2020 12/2020 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2021 05/2021 220 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2021 07/2022 220 USD 12.000%
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 CORN TAS FUTURE ZCT 07/2021 07/2021 680 USD 13.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2020 10/2020 700 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2020 12/2020 675 USD 15.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2020 10/2020 1,000 USD 17.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2020 12/2020 900 USD 10.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2020 07/2021 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 09/2020 09/2020 1,350 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2020 12/2020 1,300 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2021 05/2021 1,100 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2021 07/2021 1,100 USD 12.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 09/2020 06/2021 3,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2020 09/2020 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2020 09/2021 9,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2020 09/2020 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2020 09/2021 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2020 09/2020 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2020 09/2021 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 09/2020 06/2021 3,500 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2020 09/2020 1,070 USD 45.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2020 06/2021 1,070 USD 40.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 09/2020 06/2021 3,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2020 09/2020 10,700 USD 45.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2020 06/2021 10,700 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2020 09/2020 10,700 USD 45.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2020 06/2021 10,700 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2020 09/2020 10,700 USD 45.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2020 06/2021 10,700 USD 40.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2020 07/2020 1,193 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2020 08/2020 1,642 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 09/2020 06/2023 1,625 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 07/2020 08/2020 3,500 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 09/2020 07/2023 3,250 USD 25.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 09/2020 03/2021 5,000 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 09/2020 03/2021 1,700 USD 42.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2020 03/2021 700 USD 40.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2020 09/2020 400 USD 40.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2020 03/2021 485 USD 40.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 06/2020 03/2021 575 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 07/2020 400 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 08/2020 500 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2020 10/2020 575 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2020 04/2021 575 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2021 01/2022 590 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2022 06/2023 615 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 09/2020 12/2020 9,200 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 09/2020 12/2020 5,100 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 09/2020 12/2020 1,150 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 180 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 250 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 300 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 325 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 425 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 475 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 525 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 575 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 625 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 675 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 725 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 775 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 825 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 875 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 03/2021 1,350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 20 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 55 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 90 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 125 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 165 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 215 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 265 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 320 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 370 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 420 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 475 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 525 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 03/2021 665 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 50 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 100 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 145 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 180 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 215 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 250 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 280 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 320 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 350 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 500 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2021 710 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 03/2021 9,200 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 03/2021 2,550 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 03/2021 3,800 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 03/2021 5,100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 45 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 90 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 135 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 185 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 240 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 03/2020 300 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2020 06/2020 360 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 03/2021 460 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 55 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 90 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 135 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 190 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 235 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 280 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 340 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 395 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 490 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 530 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 590 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 640 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 750 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 810 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 860 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 920 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 970 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 03/2021 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 700 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,050 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,100 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,450 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 03/2021 2,200 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 09/2020 12/2020 2,200 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 09/2020 12/2020 1,350 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 09/2020 12/2020 460 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 09/2020 03/2021 2,700 USD 40.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 09/2020 09/2020 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 09/2020 03/2021 10,600 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 09/2020 09/2020 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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