Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2020 01/2020 % 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 03/2020 03/2020 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2020 12/2020 150 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2020 10/2020 205 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2021 01/2021 135 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 03/2020 05/2020 650 USD 13.000%
CBT AGRICULTURE OATS FUTURES O 07/2020 09/2022 575 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2020 12/2020 130 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2020 08/2020 65 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2020 09/2020 45 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2020 03/2020 140 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2020 07/2020 125 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2020 09/2020 250 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2020 12/2020 225 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2020 07/2020 1,012 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2020 09/2020 945 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2020 12/2020 895 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2021 12/2021 846 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2020 03/2020 275 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 03/2020 1,500 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 05/2020 1,500 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 08/2020 1,450 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 09/2020 1,400 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2020 11/2020 1,325 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2021 01/2021 1,250 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2021 03/2021 1,200 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2021 05/2021 1,175 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2021 11/2023 1,125 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 555 USD 0.25
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2021 01/2021 600 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2020 03/2020 1,500 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 05/2020 05/2020 1,500 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2020 08/2020 1,450 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2020 11/2020 1,325 USD 10.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2020 03/2020 425 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 600 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2020 11/2020 375 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 275 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 300 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2020 11/2020 600 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2020 12/2020 300 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2020 08/2020 225 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2020 09/2020 205 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 275 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2020 11/2020 425 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 01/2020 06/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 07/2020 12/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 01/2020 12/2020 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 01/2020 03/2020 1,400 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 01/2020 12/2020 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 01/2020 06/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 07/2020 12/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 01/2020 01/2020 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 02/2020 12/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 03/2020 03/2020 1,250 USD 28.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2020 07/2020 1,250 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2020 12/2020 1,100 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2021 07/2022 1,100 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2020 12/2020 525 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2020 12/2020 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 09/2020 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 175 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2020 03/2020 200 USD 33.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2020 09/2020 200 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2020 12/2020 178 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2021 09/2021 156 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2021 12/2023 156 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 03/2020 300 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 05/2020 300 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 08/2020 290 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 09/2020 280 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2020 11/2020 265 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2021 01/2021 250 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2021 03/2021 240 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2021 05/2021 235 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2021 11/2023 225 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 03/2020 250 USD 28.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2020 07/2020 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2020 12/2020 220 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2021 07/2022 220 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2020 03/2020 1,000 USD 33.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2020 09/2020 1,000 USD 24.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2020 12/2020 890 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 03/2020 03/2020 615 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 05/2020 07/2020 615 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2020 12/2020 580 USD 8.500%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 03/2020 03/2020 1,020 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 05/2020 07/2020 1,020 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2020 12/2020 820 USD 7.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2020 01/2020 % 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 03/2020 03/2020 225 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 05/2020 01/2021 200 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2020 03/2020 1,250 USD 28.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2020 07/2020 1,250 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2020 12/2020 1,100 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 03/2020 12/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2020 03/2020 5,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2020 03/2021 5,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2020 03/2020 5,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2020 03/2021 5,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2020 03/2020 5,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2020 03/2021 5,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 03/2020 12/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 03/2020 03/2020 550 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 06/2020 12/2020 550 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 03/2020 12/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2020 03/2020 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2020 12/2020 5,500 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2020 03/2020 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 06/2020 12/2020 5,500 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2020 03/2020 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 06/2020 12/2020 5,500 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 01/2020 01/2020 461 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 02/2020 02/2020 1,011 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 03/2020 12/2022 1,000 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 01/2020 02/2020 2,150 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 03/2020 03/2020 2,000 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 04/2020 01/2023 2,000 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 03/2020 09/2020 2,800 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 03/2020 09/2020 1,150 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 03/2020 09/2020 700 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2020 03/2020 540 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2020 09/2020 570 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 03/2020 09/2020 600 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 370 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 02/2020 435 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 03/2020 460 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 04/2020 540 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 05/2020 620 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 06/2020 660 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 07/2020 700 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 09/2020 750 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2020 12/2022 820 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 03/2020 06/2020 4,800 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 03/2020 06/2020 3,600 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 03/2020 06/2020 975 USD 0.04
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 255 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 310 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 370 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 415 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 465 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 535 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 585 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 635 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 680 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 745 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 760 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 815 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 890 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 925 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 990 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 1,035 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 1,075 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 1,120 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 1,160 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 1,220 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 1,270 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 09/2020 1,300 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 40 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 80 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 140 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 205 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 265 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 405 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 440 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 495 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 550 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 610 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 09/2020 660 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 03/2016 85 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 135 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 200 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 260 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 315 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 375 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 425 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 475 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 650 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 700 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 750 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 800 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2020 850 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 09/2020 4,300 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 09/2020 1,950 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 09/2020 2,350 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 09/2020 3,100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 30 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 75 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 130 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 275 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 325 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 380 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 09/2020 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 30 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 80 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 125 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 185 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 245 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 300 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 355 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 410 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 460 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 505 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 550 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 610 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 660 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 710 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 760 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 800 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 850 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 880 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 925 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 09/2020 975 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 725 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 775 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 875 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 925 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 975 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,025 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,075 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,125 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,175 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,225 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,275 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,375 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,450 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 1,525 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,575 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,625 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 09/2020 1,700 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 03/2020 06/2020 1,700 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 03/2020 06/2020 1,300 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 03/2020 06/2020 450 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 03/2020 09/2020 1,800 USD 25.000%
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 03/2020 03/2020 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 03/2020 09/2020 4,500 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 03/2020 03/2020 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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    • 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.

Contacts

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+1 312 648 5470
efsadmin@cmegroup.com

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chfin@cmegroup.com

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+1 312 930 3444

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General Clearing Division
+1 312 930 3170

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