Outrights/Vol Scans for Margins

Start Period End Period
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2022 09/2022 740 USD 26.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2022 12/2022 730 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2023 03/2023 720 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2023 05/2023 700 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2023 07/2023 640 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2023 09/2023 600 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2023 12/2023 540 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2024 07/2024 500 USD 10.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2022 07/2022 2,500 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2022 09/2022 2,500 USD 25.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2022 12/2022 2,300 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2023 03/2023 1,900 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2023 05/2023 1,700 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2023 07/2023 1,500 USD 16.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 07/2022 07/2022 2,800 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2022 08/2022 2,750 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 09/2022 09/2022 2,650 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 10/2022 10/2022 2,400 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2022 12/2022 2,300 USD 12.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 07/2022 07/2022 2,000 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2022 08/2022 1,900 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 09/2022 09/2022 1,850 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 10/2022 10/2022 1,750 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2022 12/2022 1,700 USD 13.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2022 07/2022 1,400 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2022 08/2022 900 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 09/2022 09/2022 825 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2022 11/2022 600 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2023 07/2023 500 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2022 07/2022 3,750 USD 30.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2022 09/2022 3,700 USD 26.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2022 12/2022 3,650 USD 19.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2023 03/2023 3,600 USD 19.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2023 05/2023 3,500 USD 19.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2023 07/2023 3,200 USD 10.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 09/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 09/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 09/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 09/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 09/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2022 09/2022 800 USD 40.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2022 06/2023 800 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 09/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2022 06/2023 8,000 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2022 06/2023 8,000 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2022 06/2023 8,000 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 06/2022 06/2022 103 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2022 07/2022 1,827 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2022 08/2022 2,084 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 09/2022 06/2025 2,075 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 07/2022 08/2022 4,300 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 09/2022 07/2025 4,150 USD 25.000%
CBT INTEREST RATES MICRO 10-YEAR YIELD FUTURES 10Y 06/2022 08/2022 240 USD 40.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 06/2022 03/2023 3,800 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 06/2022 03/2023 1,800 USD 50.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2022 03/2023 1,400 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2022 09/2022 1,050 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2022 03/2023 1,100 USD 50.000%
CBT INTEREST RATES MICRO 2-YEAR YIELD FUTURES 2YY 06/2022 08/2022 330 USD 40.000%
CBT INTEREST RATES MICRO 30-YEAR YIELD FUTURES 30Y 06/2022 08/2022 240 USD 40.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 06/2022 03/2023 1,550 USD 50.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2022 07/2022 650 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2022 08/2022 1,050 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2022 09/2022 1,150 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2022 10/2022 1,200 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2022 06/2027 1,260 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2023 07/2023 1,350 USD 25.000%
CBT INTEREST RATES MICRO 5-YEAR YIELD FUTURES 5YY 06/2022 08/2022 320 USD 40.000%
CBT INTEREST RATES 30-YEAR SOFR MAC SWAP FUTURES B1S 09/2022 03/2023 5,000 USD 40.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 09/2022 12/2022 5,000 USD 0.04
CBT INTEREST RATES 20-YEAR SOFR MAC SWAP FUTURES E1S 09/2022 03/2023 3,300 USD 40.000%
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 09/2022 12/2022 3,300 USD 0.04
CBT INTEREST RATES 5-YEAR SOFR MAC SWAP FUTURES F1S 09/2022 03/2023 1,225 USD 40.000%
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 09/2022 12/2022 1,225 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS BSBY SWAP FUT KXA 06/2022 03/2023 250 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS BSBY SWAP FUT KXB 06/2022 03/2023 1,520 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS BSBY SWAP FUT KXC 06/2022 03/2023 775 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS BSBY SWAP FUT KXD 06/2022 03/2023 1,050 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS BSBY SWAP FUT KXT 06/2022 03/2023 550 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS BSBY SWAP FUT KXW 06/2022 03/2023 1,100 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS BSBY SWAP FUT KXY 06/2022 03/2023 1,800 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 80 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 95 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 155 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 230 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 335 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 425 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 475 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 550 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 625 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 700 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 750 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 800 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 925 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 06/2019 1,000 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2019 09/2019 1,050 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2019 12/2019 1,100 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2020 03/2020 1,150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2020 06/2020 1,200 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2020 12/2020 1,225 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2021 03/2021 1,250 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2021 06/2021 1,275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2021 09/2021 1,300 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2021 12/2021 1,375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2022 03/2022 1,450 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2022 06/2022 1,520 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2022 03/2023 1,550 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 10 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 50 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 120 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 190 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 09/2020 250 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2020 12/2020 325 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2021 03/2021 400 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2021 06/2021 450 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2021 09/2021 525 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2021 12/2021 585 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2022 03/2022 650 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2022 06/2022 720 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2022 03/2023 775 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 25 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 60 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 130 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 190 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 250 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 320 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2020 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2020 06/2020 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2020 09/2020 525 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2020 12/2020 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2021 03/2021 650 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2021 06/2021 700 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2021 09/2021 750 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2021 12/2021 825 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2022 03/2022 875 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2022 06/2022 900 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2022 03/2023 1,050 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2012 09/2013 4,000 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2013 06/2017 4,600 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2017 03/2023 5,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2015 06/2017 1,700 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2017 03/2018 1,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 06/2018 09/2018 1,900 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 12/2018 06/2019 2,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2019 03/2023 2,100 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2015 06/2016 2,200 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2016 06/2017 2,300 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2017 09/2018 2,500 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 12/2018 03/2023 2,650 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 09/2015 09/2016 2,800 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 12/2016 09/2017 2,900 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 12/2017 03/2019 3,000 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 06/2019 03/2023 3,300 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 09/2020 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2020 12/2020 45 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2021 03/2021 120 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2021 06/2021 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2021 09/2021 250 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2021 12/2021 350 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2022 03/2022 425 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2022 06/2022 500 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2022 09/2022 600 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2022 03/2023 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 10 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 50 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 130 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 190 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 320 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 525 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 600 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 09/2020 750 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2020 12/2020 800 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2021 03/2021 850 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2021 06/2021 900 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2021 09/2021 950 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2021 12/2021 975 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2022 03/2022 1,050 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2022 06/2022 1,125 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2022 03/2023 1,225 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2012 09/2012 300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 340 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 400 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 520 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 730 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 780 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 870 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,060 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,120 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,190 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,600 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 1,700 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 06/2020 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2020 12/2020 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2021 06/2021 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2021 12/2021 1,900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2022 03/2023 1,950 USD 30.000%
CBT INTEREST RATES 10-YEAR SOFR MAC SWAP FUTURES N1S 09/2022 03/2023 1,950 USD 40.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 09/2022 12/2022 1,950 USD 0.04
CBT INTEREST RATES 7-YEAR SOFR MAC SWAP FUTURES S1S 09/2022 03/2023 1,550 USD 40.000%
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 09/2022 12/2022 1,550 USD 0.04
CBT INTEREST RATES 2-YEAR SOFR MAC SWAP FUTURES T1S 09/2022 03/2023 650 USD 40.000%
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 09/2022 12/2022 650 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 06/2022 03/2023 2,750 USD 50.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES ULTRA 10-YR U S TREA TAS FUT TNT 09/2022 09/2022 2,750 USD 50.000%
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 20-YEAR U.S. TREASURY BOND FUTURES TWE 06/2022 03/2023 4,800 USD 50.000%
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 09/2022 09/2022 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 06/2022 03/2023 6,500 USD 50.000%
CBT INTEREST RATES ULTRA U.S TRES BOND TAS FUT UBT 09/2022 09/2022 6,500 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 09/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 09/2021 09/2021 15 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2021 12/2021 50 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 03/2022 03/2022 100 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 06/2022 06/2022 180 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 09/2022 09/2022 275 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2022 03/2023 325 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2020 12/2020 1,250 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 03/2021 03/2021 1,275 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 06/2021 06/2021 1,300 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 09/2021 09/2021 1,375 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2021 12/2021 1,450 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 03/2022 03/2022 1,520 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 06/2022 03/2023 1,550 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2020 12/2020 400 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2021 03/2021 450 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 06/2021 06/2021 525 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 09/2021 09/2021 585 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2021 12/2021 650 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2022 03/2022 720 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 06/2022 03/2023 775 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2020 12/2020 650 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 03/2021 03/2021 700 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 06/2021 06/2021 750 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 09/2021 09/2021 825 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2021 12/2021 875 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 03/2022 03/2022 900 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 06/2022 03/2023 1,050 USD 40.000%
CBT INTEREST RATES 30-YEAR ERIS SOFR SWAP FUTURES YIE 12/2020 03/2023 5,000 USD 40.000%
CBT INTEREST RATES 12-YEAR ERIS SOFR SWAP FUTURES YII 12/2020 03/2023 2,100 USD 40.000%
CBT INTEREST RATES 15-YEAR ERIS SOFR SWAP FUTURES YIL 12/2020 03/2023 2,650 USD 40.000%
CBT INTEREST RATES 20-YEAR ERIS SOFR SWAP FUTURES YIO 12/2020 03/2023 3,300 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 12/2020 12/2020 120 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 03/2021 03/2021 200 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 06/2021 06/2021 250 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 09/2021 09/2021 350 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 12/2021 12/2021 425 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 03/2022 03/2022 500 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 06/2022 06/2022 600 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 09/2022 03/2023 650 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 12/2020 12/2020 850 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 03/2021 03/2021 900 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 06/2021 06/2021 950 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 09/2021 09/2021 975 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 12/2021 12/2021 1,050 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 03/2022 03/2022 1,125 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 06/2022 03/2023 1,225 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 12/2020 12/2020 1,800 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 03/2021 06/2021 1,850 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 09/2021 12/2021 1,900 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 03/2022 03/2023 1,950 USD 40.000%
CBT INTEREST RATES U.S. TREA BOND TAS FUT ZBT 09/2022 09/2022 3,800 USD 50.000%
CBT INTEREST RATES 5 YEAR TAS FUTURES ZFT 09/2022 09/2022 1,400 USD 50.000%
CBT INTEREST RATES 10 YR TREA NOTE TAS FUTURES ZNS 09/2022 09/2022 1,800 USD 50.000%
CBT INTEREST RATES 2 YEAR TAS FUTURES ZTT 09/2022 09/2022 1,050 USD 50.000%

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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