Outrights/Vol Scans for Margins

Start Period End Period
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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