Outrights/Vol Scans for Margins

Start Period End Period
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2021 12/2021 460 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2022 03/2022 450 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2022 05/2022 430 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2022 07/2022 405 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2022 09/2022 385 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2022 12/2022 360 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2023 03/2023 350 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2023 07/2024 340 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 12/2021 09/2022 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2021 07/2021 % 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2021 08/2021 825 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 09/2021 05/2022 550 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2022 08/2022 350 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 07/2021 12/2021 1,025 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 03/2022 09/2023 850 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2021 12/2021 800 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2021 08/2021 2,450 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2022 08/2022 400 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2021 09/2021 725 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2021 07/2021 % 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2021 07/2022 950 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2021 12/2021 600 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2022 03/2022 450 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2022 05/2022 300 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2021 09/2021 2,585 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2021 12/2021 2,070 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2022 03/2022 1,957 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2022 05/2022 1,878 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2022 07/2022 1,822 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2022 09/2022 1,755 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2022 12/2022 1,620 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2023 03/2023 1,518 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2023 05/2023 1,395 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2023 07/2023 1,372 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2022 03/2022 925 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2021 08/2021 5,000 USD 30.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2021 09/2021 5,000 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2021 01/2022 5,000 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2022 03/2022 5,000 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2022 05/2022 4,800 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2022 07/2022 4,700 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2022 08/2022 4,500 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2022 09/2022 4,350 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2022 11/2022 4,000 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2023 01/2023 3,850 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2023 03/2023 3,750 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2023 07/2023 3,650 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2023 11/2024 3,550 USD 12.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2022 01/2022 2,400 USD 0.25
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 08/2021 09/2021 5,000 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 11/2021 11/2021 4,800 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 01/2022 01/2022 4,700 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 02/2022 01/2023 4,300 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2021 08/2021 5,000 USD 30.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 09/2021 09/2021 5,000 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2021 01/2022 5,000 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2022 03/2022 5,000 USD 12.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2022 03/2022 2,000 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2021 07/2021 2,425 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2022 07/2022 1,700 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2021 11/2021 950 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2021 08/2021 1,500 USD 25.000%
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2022 08/2022 925 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2021 07/2021 1,500 USD 5.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2022 07/2022 1,200 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2021 11/2021 2,350 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2021 12/2021 975 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2021 08/2021 1,475 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2022 08/2022 850 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2021 09/2021 1,050 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2021 07/2021 1,275 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2022 07/2022 950 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2021 11/2021 1,600 USD 25.000%
CBT AGRICULTURE THAILAND LONG GRAIN WHITE RICE TRF 07/2021 06/2022 800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 07/2021 06/2022 4,200 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 07/2021 06/2022 3,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 07/2021 06/2022 2,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 07/2021 06/2022 2,600 USD 0.06
CBT AGRICULTURE UAN FOB NOLA FUTURES UNO 07/2021 06/2022 2,600 USD 6.000%
CBT AGRICULTURE UKRAINIAN WHEAT (PLATTS) FUTURES UWF 07/2021 09/2022 700 USD 25.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2021 09/2021 2,300 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2021 12/2021 2,250 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2022 03/2022 2,200 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2022 05/2022 2,100 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2022 07/2022 2,000 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2022 09/2022 1,900 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2022 12/2022 1,800 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2023 03/2023 1,750 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2023 07/2024 1,600 USD 10.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2021 12/2021 800 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2021 07/2021 % 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2021 09/2021 350 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2021 12/2021 300 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2022 03/2022 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2022 05/2022 225 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2022 07/2022 400 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2021 09/2021 480 USD 30.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2021 12/2021 470 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2022 03/2022 430 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2022 05/2022 415 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2022 07/2022 410 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2022 09/2022 400 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2022 12/2022 360 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2023 03/2023 325 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2023 05/2023 300 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2023 07/2023 290 USD 11.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2023 12/2024 285 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2021 08/2021 1,000 USD 30.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2021 09/2021 1,000 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2021 01/2022 1,000 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2022 03/2022 1,000 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2022 05/2022 960 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2022 07/2022 940 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2022 08/2022 900 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2022 09/2022 870 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2022 11/2022 800 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2023 01/2023 770 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2023 03/2023 750 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2023 07/2023 730 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2023 11/2024 710 USD 12.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2021 09/2021 460 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2021 12/2021 450 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2022 03/2022 440 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2022 05/2022 420 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2022 07/2022 400 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2022 09/2022 380 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2022 12/2022 360 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2023 03/2023 350 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2023 07/2024 320 USD 10.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2021 09/2021 2,400 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2021 12/2021 2,350 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2022 03/2022 2,150 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2022 05/2022 2,075 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2022 07/2022 2,050 USD 20.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2021 08/2021 3,100 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 09/2021 09/2021 3,000 USD 20.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 10/2021 10/2021 2,800 USD 20.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2021 12/2021 2,725 USD 20.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2021 08/2021 3,300 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 09/2021 09/2021 3,200 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 10/2021 12/2021 3,000 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2021 07/2021 % 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2021 11/2021 825 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2022 08/2022 500 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2021 09/2021 2,300 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2021 12/2021 2,250 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2022 03/2022 2,200 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2022 05/2022 2,100 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2022 07/2022 2,000 USD 17.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 09/2021 09/2021 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 12/2021 12/2027 9,000 USD 30.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 09/2021 09/2021 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 12/2021 12/2027 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 09/2021 09/2021 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 12/2021 12/2027 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 09/2021 06/2022 2,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2021 09/2021 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2021 09/2022 9,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2021 09/2021 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2021 09/2022 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2021 09/2021 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2021 09/2022 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 09/2021 06/2022 2,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2021 09/2021 900 USD 40.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2021 06/2022 900 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 09/2021 06/2022 2,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2021 09/2021 9,000 USD 40.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2021 06/2022 9,000 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2021 09/2021 9,000 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2021 06/2022 9,000 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2021 09/2021 9,000 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2021 06/2022 9,000 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2021 07/2021 511 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2021 08/2021 2,085 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 09/2021 06/2024 2,075 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 08/2021 08/2021 4,300 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 09/2021 07/2024 4,150 USD 25.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 09/2021 03/2022 3,500 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 09/2021 03/2022 1,525 USD 50.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 09/2021 03/2022 800 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2021 09/2021 310 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2021 03/2022 340 USD 50.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 09/2021 03/2022 550 USD 50.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2021 07/2021 180 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2021 08/2021 250 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2021 10/2021 300 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2021 06/2022 315 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2022 08/2022 330 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2022 11/2022 350 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2022 01/2023 375 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2023 07/2023 400 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2023 06/2026 440 USD 25.000%
CBT INTEREST RATES 30-YEAR SOFR MAC SWAP FUTURES B1S 09/2021 03/2022 5,400 USD 40.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 09/2021 12/2021 5,400 USD 0.04
CBT INTEREST RATES 20-YEAR SOFR MAC SWAP FUTURES E1S 09/2021 03/2022 3,200 USD 40.000%
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 09/2021 12/2021 3,200 USD 0.04
CBT INTEREST RATES 5-YEAR SOFR MAC SWAP FUTURES F1S 09/2021 03/2022 760 USD 40.000%
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 09/2021 12/2021 760 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 09/2021 09/2021 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 95 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 110 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 130 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 175 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 200 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 240 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 265 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 290 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 330 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 360 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 400 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 450 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 490 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 530 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 580 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 620 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 670 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 06/2019 710 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2019 09/2019 760 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2019 12/2019 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2020 03/2020 900 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2020 06/2020 950 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2020 03/2022 1,050 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 10 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 30 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 60 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 80 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 95 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 130 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 160 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 09/2020 200 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2020 12/2020 230 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2021 03/2021 260 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2021 06/2021 290 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2021 09/2021 330 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2021 03/2022 380 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 25 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 45 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 75 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 90 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 110 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 150 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 175 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 220 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 240 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2020 280 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2020 06/2020 300 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2020 09/2020 350 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2020 12/2020 420 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2021 03/2022 550 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2012 09/2013 3,600 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2013 06/2017 4,500 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2017 03/2022 5,400 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2015 03/2022 2,000 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2015 03/2022 2,400 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 09/2015 03/2022 3,200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 25 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 03/2020 35 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2020 06/2020 50 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 09/2020 70 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2020 12/2020 90 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2021 03/2021 105 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2021 06/2021 140 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2021 03/2022 220 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 30 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 45 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 65 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 75 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 95 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 120 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 155 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 170 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 210 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 290 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 360 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 490 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 09/2020 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2020 12/2020 580 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2021 03/2021 620 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2021 06/2021 670 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2021 03/2022 760 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2012 09/2012 350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 375 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 425 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 475 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 525 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 575 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 700 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,050 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,100 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 03/2022 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR SOFR MAC SWAP FUTURES N1S 09/2021 03/2022 1,600 USD 40.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 09/2021 12/2021 1,600 USD 0.04
CBT INTEREST RATES 7-YEAR SOFR MAC SWAP FUTURES S1S 09/2021 03/2022 1,050 USD 40.000%
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 09/2021 12/2021 1,050 USD 0.04
CBT INTEREST RATES 2-YEAR SOFR MAC SWAP FUTURES T1S 09/2021 03/2022 220 USD 40.000%
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 09/2021 12/2021 220 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 09/2021 03/2022 2,450 USD 50.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 09/2021 09/2021 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 09/2021 09/2021 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 09/2021 09/2021 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 09/2021 09/2021 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 09/2021 03/2022 6,500 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 09/2021 09/2021 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 03/2022 100 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2020 03/2022 1,050 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 03/2022 380 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2020 03/2022 550 USD 40.000%
CBT INTEREST RATES 30-YEAR ERIS SOFR SWAP FUTURES YIE 12/2020 03/2022 5,400 USD 40.000%
CBT INTEREST RATES 12-YEAR ERIS SOFR SWAP FUTURES YII 12/2020 03/2022 2,000 USD 40.000%
CBT INTEREST RATES 15-YEAR ERIS SOFR SWAP FUTURES YIL 12/2020 03/2022 2,400 USD 40.000%
CBT INTEREST RATES 20-YEAR ERIS SOFR SWAP FUTURES YIO 12/2020 03/2022 3,200 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 12/2020 12/2020 140 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 03/2021 03/2022 220 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 12/2020 03/2022 760 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 12/2020 03/2022 1,600 USD 40.000%

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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