Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/25/2020 11/25/2020 18,667 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 11/26/2020 11/30/2020 28,000 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/01/2020 12/01/2020 26,977 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/02/2020 12/02/2020 26,928 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/03/2020 12/03/2020 26,875 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/04/2020 12/04/2020 26,815 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/07/2020 12/07/2020 26,750 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/08/2020 12/08/2020 26,676 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/09/2020 12/09/2020 26,593 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 12/10/2020 01/29/2021 26,500 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 11/2020 11/2020 3,200 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 12/2020 12/2020 23,000 USD 0.03
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 01/2021 05/2021 22,000 USD 0.02
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 06/2021 12/2025 20,000 USD 0.02
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 11/2020 11/2020 5,000 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 12/2020 12/2025 30,000 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 11/2020 11/2020 4,666 USD 0.08
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 12/2020 12/2020 24,000 USD 0.04
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 01/2021 05/2021 22,000 USD 0.03
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 06/2021 12/2025 20,000 USD 0.03
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 11/2020 11/2020 4,166 USD 0.08
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 12/2020 10/2023 25,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 11/2020 11/2020 28,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 12/2020 04/2021 28,000 USD 0.04
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 05/2021 10/2023 24,000 USD 0.04
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 11/02/2020 11/30/2020 204 USD 0.08
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 12/01/2020 12/31/2020 500 USD 0.08
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 11/2020 11/2020 1,300 USD 0.05
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 12/2020 12/2023 25,000 USD 0.05
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UP5 11/2020 11/2020 4,445 USD 7.000%
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UP5 12/2020 12/2023 24,130 USD 2.500%
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UPB 11/02/2020 11/20/2020 15,554 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL 0.5% BARGES (PLATT UPB 12/01/2020 01/22/2021 38,100 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 11/2020 11/2020 3,083 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 12/2020 12/2020 18,500 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 01/2021 12/2023 17,000 USD 25.000%
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 11/2020 11/2020 4,166 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 12/2020 10/2023 25,000 USD 0.05
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 11/2020 11/2020 1,000 USD 0.065
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 12/2020 12/2020 19,000 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 01/2021 08/2021 17,500 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 09/2021 12/2025 15,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 11/2020 11/2020 1,400 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 12/2020 10/2023 4,000 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 11/02/2020 11/30/2020 2,857 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 12/01/2020 12/31/2020 7,000 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1%BRGS FOB ARA (PLATTS)FUT VL 11/2020 10/2023 38,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 11/02/2020 11/30/2020 2,184 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 12/01/2020 01/29/2021 5,350 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/02/2020 11/02/2020 290 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/03/2020 11/03/2020 305 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/04/2020 11/04/2020 322 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/05/2020 11/05/2020 341 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/06/2020 11/06/2020 362 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/09/2020 11/09/2020 386 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/10/2020 11/10/2020 414 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/11/2020 11/11/2020 446 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/12/2020 11/12/2020 483 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/13/2020 11/13/2020 526 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/16/2020 11/16/2020 580 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/17/2020 11/17/2020 644 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/18/2020 11/18/2020 725 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/19/2020 11/19/2020 828 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/20/2020 11/20/2020 966 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/23/2020 11/23/2020 1,160 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/24/2020 11/24/2020 1,450 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/25/2020 11/25/2020 1,933 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 11/27/2020 11/30/2020 2,900 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 12/01/2020 12/31/2020 2,750 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 11/02/2020 11/30/2020 2,886 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 12/01/2020 01/29/2021 5,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 11/2020 11/2020 553 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 12/2020 10/2023 4,150 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 11/02/2020 11/30/2020 11,226 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 12/01/2020 01/29/2021 27,500 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 11/02/2020 11/30/2020 13,268 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 12/01/2020 01/29/2021 32,500 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 11/02/2020 11/30/2020 12,655 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 12/01/2020 01/29/2021 31,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 11/02/2020 11/30/2020 2,944 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 12/01/2020 01/29/2021 5,100 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 11/2020 11/2020 633 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 12/2020 10/2023 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 11/2020 11/2020 708 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 12/2020 10/2023 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED FUT Z4 11/2020 10/2024 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 11/2020 11/2020 4,333 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 12/2020 10/2024 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2020 11/2020 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2020 12/2020 750 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2021 01/2021 325 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2021 04/2022 300 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2022 05/2022 275 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2022 06/2022 250 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2022 02/2023 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2023 07/2023 175 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 08/2023 09/2023 125 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2023 11/2023 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2020 11/2020 750 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2020 12/2020 950 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2021 01/2021 550 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2021 05/2021 500 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 06/2021 06/2021 400 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 07/2021 12/2021 350 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2020 11/2020 950 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 12/2020 12/2020 1,100 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 01/2021 01/2021 750 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 02/2021 03/2021 700 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 04/2021 04/2021 600 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 05/2021 05/2021 675 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 06/2021 06/2021 550 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2021 07/2021 450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 08/2021 12/2021 400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2020 11/2020 1,300 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2020 12/2020 1,400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2021 01/2021 1,050 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2021 03/2021 1,000 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2021 04/2021 900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2021 05/2021 850 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2021 06/2021 750 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2021 07/2021 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2021 09/2021 600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2021 01/2022 550 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2022 12/2022 450 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2023 06/2023 325 USD 10.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 11/2020 01/2021 11,500 USD 40.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 02/2021 02/2021 11,500 USD 35.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 04/2021 04/2021 11,500 USD 30.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 06/2021 10/2021 11,500 USD 26.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 12/2021 06/2026 11,500 USD 25.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 11/2020 02/2021 1,900 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 03/2021 12/2021 1,900 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 11/2020 11/2020 275 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 12/2020 10/2021 335 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 11/2021 12/2022 270 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 11/2020 12/2022 2,750 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 11/2020 12/2022 5,500 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 11/2020 03/2021 1,300 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 04/2021 11/2025 1,300 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 11/2020 11/2020 113 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 12/2020 10/2021 950 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 11/2021 10/2025 850 USD 30.000%
CMX METALS U.S. MIDWEST #1 BUSHELING FERROUS S BUS 12/2020 11/2022 475 USD 0.08
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 11/2020 04/2022 280 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 11/2020 11/2020 450 USD 30.000%
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 12/2020 12/2022 500 USD 30.000%
CMX METALS NORTH EURO HOT-ROLLED COIL STEEL EHR 11/2020 02/2021 450 EUR 35.000%
CMX METALS NORTH EURO HOT-ROLLED COIL STEEL EHR 03/2021 10/2021 450 EUR 20.000%
CMX METALS HMS 80/20 FERROUS SCRAP, CFR TURKEY FSF 11/2020 11/2020 66 USD 0.08
CMX METALS HMS 80/20 FERROUS SCRAP, CFR TURKEY FSF 12/2020 10/2022 500 USD 0.08
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 11/24/2020 01/31/2031 100 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 11/24/2020 12/02/2030 100 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 11/2020 01/2021 11,500 USD 40.000%
CMX METALS COMEX 100 GOLD FUTURES GC 02/2021 02/2021 11,500 USD 35.000%
CMX METALS COMEX 100 GOLD FUTURES GC 04/2021 04/2021 11,500 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 06/2021 10/2021 11,500 USD 26.000%
CMX METALS COMEX 100 GOLD FUTURES GC 12/2021 06/2026 11,500 USD 25.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 12/2020 12/2020 11,500 USD 40.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 02/2021 02/2021 11,500 USD 35.000%
CMX METALS GOLD KILO FUTURES GCK 12/2020 04/2021 2,500 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 06/2021 08/2021 2,500 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 10/2021 10/2021 2,500 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2020 12/2020 11,500 USD 40.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 02/2021 02/2021 11,500 USD 35.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 04/2021 04/2021 11,500 USD 30.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 06/2021 08/2021 11,500 USD 26.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2021 12/2021 11,500 USD 25.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 12/2020 02/2021 9,750 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 11/25/2020 12/02/2020 10,000 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 12/2020 03/2021 11,400 USD 0.038
CMX METALS U.S. MIDWEST DOM STEEL PREM(CRU)FUT HDG 11/2020 03/2021 450 USD 35.000%
CMX METALS U.S. MIDWEST DOM STEEL PREM(CRU)FUT HDG 04/2021 12/2023 450 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 11/2020 03/2021 4,200 USD 35.000%
CMX METALS COMEX COPPER FUTURES HG 04/2021 07/2021 4,200 USD 30.000%
CMX METALS COMEX COPPER FUTURES HG 08/2021 12/2025 4,200 USD 20.000%
CMX METALS COPPER SPOT TAS HG0 11/2020 12/2020 4,200 USD 35.000%
CMX METALS COPPER LONDON TAM HGF 12/2020 03/2021 4,200 USD 35.000%
CMX METALS COPPER LONDON MARKER HGK 12/2020 03/2021 4,200 USD 35.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 11/2020 11/2020 210 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2020 02/2021 4,200 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2021 05/2021 4,200 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 06/2021 09/2022 4,200 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2022 12/2022 3,801 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2023 09/2025 1,900 USD 0.02
CMX METALS COPPER TAS HGT 12/2020 03/2021 4,200 USD 35.000%
CMX METALS COPPER TAS HGT 05/2021 07/2021 4,200 USD 30.000%
CMX METALS COPPER TAS HGT 09/2021 09/2021 4,200 USD 20.000%
CMX METALS U.S. MIDWEST DOMESTIC HOT-ROLLED CO HR 11/2020 12/2020 375 USD 30.000%
CMX METALS U.S. MIDWEST DOMESTIC HOT-ROLLED CO HR 01/2021 06/2021 550 USD 30.000%
CMX METALS U.S. MIDWEST DOMESTIC HOT-ROLLED CO HR 07/2021 12/2023 450 USD 30.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 11/2020 02/2021 600 USD 35.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 03/2021 12/2023 600 USD 20.000%
CMX METALS LEAD FUTURES LED 11/2020 12/2020 2,100 USD 35.000%
CMX METALS LEAD FUTURES LED 01/2021 02/2021 2,100 USD 30.000%
CMX METALS LEAD FUTURES LED 03/2021 05/2021 2,100 USD 25.000%
CMX METALS LEAD FUTURES LED 06/2021 11/2021 2,100 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 11/24/2020 12/31/2020 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 01/04/2021 12/03/2025 2 USD 0.03
CMX METALS MICRO GOLD FUTURES MGC 12/2020 12/2020 1,150 USD 40.000%
CMX METALS MICRO GOLD FUTURES MGC 02/2021 02/2021 1,150 USD 35.000%
CMX METALS MICRO GOLD FUTURES MGC 04/2021 04/2021 1,150 USD 30.000%
CMX METALS MICRO GOLD FUTURES MGC 06/2021 10/2021 1,150 USD 26.000%
CMX METALS MICRO GOLD FUTURES MGC 12/2021 10/2022 1,150 USD 25.000%
CMX METALS MICRO GOLD TAS MGT 12/2020 12/2020 1,150 USD 40.000%
CMX METALS MICRO GOLD TAS MGT 02/2021 02/2021 1,150 USD 35.000%
CMX METALS MICRO GOLD TAS MGT 04/2021 04/2021 1,150 USD 30.000%
CMX METALS MICRO GOLD TAS MGT 06/2021 06/2021 1,150 USD 26.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 11/2020 12/2022 250 USD 30.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 12/2020 07/2021 300 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 12/2020 03/2021 2,100 USD 35.000%
CMX METALS E-MINI COPPER FUTURES QC 04/2021 07/2021 2,100 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 08/2021 09/2025 2,100 USD 20.000%
CMX METALS COMEX MINY SILVER FUTURES QI 12/2020 01/2021 7,500 USD 45.000%
CMX METALS COMEX MINY SILVER FUTURES QI 03/2021 03/2021 7,500 USD 35.000%
CMX METALS COMEX MINY SILVER FUTURES QI 05/2021 12/2021 7,500 USD 25.000%
CMX METALS COMEX MINY SILVER FUTURES QI 01/2022 09/2022 7,500 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 12/2020 12/2020 5,750 USD 40.000%
CMX METALS E-MINI GOLD FUTURES QO 02/2021 02/2021 5,750 USD 35.000%
CMX METALS E-MINI GOLD FUTURES QO 04/2021 04/2021 5,750 USD 30.000%
CMX METALS E-MINI GOLD FUTURES QO 06/2021 10/2021 5,750 USD 26.000%
CMX METALS E-MINI GOLD FUTURES QO 12/2021 10/2022 5,750 USD 25.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 11/2020 01/2021 25,000 CNH 35.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 02/2021 10/2021 25,000 CNH 20.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 11/2020 01/2021 3,700 USD 35.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 02/2021 10/2021 3,700 USD 20.000%
CMX METALS U.S. MIDWEST SHREDDED SCRAP (PLATTS SHR 12/2020 11/2022 700 USD 30.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 11/2020 01/2021 15,000 USD 45.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 02/2021 02/2021 15,000 USD 40.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 03/2021 03/2021 15,000 USD 35.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 05/2021 12/2021 15,000 USD 25.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 01/2022 07/2025 15,000 USD 20.000%
CMX METALS MICRO SILVER FUTURES SIL 11/2020 01/2021 3,000 USD 45.000%
CMX METALS MICRO SILVER FUTURES SIL 02/2021 02/2021 3,000 USD 40.000%
CMX METALS MICRO SILVER FUTURES SIL 03/2021 03/2021 3,000 USD 35.000%
CMX METALS MICRO SILVER FUTURES SIL 05/2021 09/2021 3,000 USD 25.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 12/2020 12/2020 15,000 USD 45.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 03/2021 03/2021 15,000 USD 35.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 05/2021 12/2021 15,000 USD 25.000%
CMX METALS LONDON SPOT SILVER FUTURES SSP 11/25/2020 12/02/2020 11,000 USD 0.05
CMX METALS IRON ORE 58% FE, LOW ALUMINA, CFR C TIC 11/2020 11/2020 466 USD 0.06
CMX METALS IRON ORE 58% FE, LOW ALUMINA, CFR C TIC 12/2020 12/2022 3,500 USD 0.03
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 11/2020 11/2020 187 USD 35.000%
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 12/2020 02/2021 3,250 USD 20.000%
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 03/2021 07/2021 2,750 USD 15.000%
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 08/2021 12/2023 2,500 USD 15.000%
CMX METALS UXC URANIUM U3O8 FUTURES UX 11/2020 10/2025 475 USD 30.000%
CMX METALS ZINC FUTURES ZNC 11/2020 03/2021 3,500 USD 35.000%
CMX METALS ZINC FUTURES ZNC 04/2021 05/2021 3,500 USD 30.000%
CMX METALS ZINC FUTURES ZNC 06/2021 11/2021 3,500 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 12/2020 12/2020 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 02/2021 02/2021 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2021 08/2021 1,800 USD 23.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 10/2021 04/2022 1,800 USD 20.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 11/2020 01/2021 3,375 USD 40.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 03/2021 03/2021 3,375 USD 30.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 04/2021 05/2021 3,375 USD 27.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 08/2021 11/2021 3,375 USD 25.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 11/2020 11/2020 1,460 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 12/2020 12/2020 3,080 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 01/2021 02/2021 3,000 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 03/2021 04/2021 2,100 USD 32.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 05/2021 09/2021 1,200 USD 26.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 10/2021 10/2022 900 USD 26.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 11/2020 11/2020 1,420 USD 47.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 12/2020 12/2020 2,220 USD 34.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 01/2021 02/2021 2,200 USD 34.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 03/2021 07/2021 2,100 USD 23.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 08/2021 01/2022 1,700 USD 23.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 02/2022 10/2022 1,550 USD 23.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 11/2020 11/2020 280 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 12/2020 10/2025 1,750 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 11/2020 11/2020 280 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 12/2020 10/2025 1,750 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2020 11/2020 1,560 USD 48.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 12/2020 12/2020 3,300 USD 50.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 01/2021 02/2021 3,300 USD 38.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2021 04/2021 1,800 USD 33.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2021 09/2021 1,400 USD 28.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 10/2021 10/2022 1,000 USD 28.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 11/2020 11/2020 1,200 USD 48.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 12/2020 12/2020 2,600 USD 54.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 01/2021 03/2021 2,910 USD 47.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 04/2021 09/2021 1,500 USD 28.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 10/2021 01/2022 1,000 USD 24.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 02/2022 10/2022 900 USD 24.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 11/2020 11/2020 940 USD 48.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 12/2020 03/2021 1,760 USD 33.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 04/2021 07/2021 1,500 USD 32.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 08/2021 10/2022 1,400 USD 32.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 11/2020 11/2020 700 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 12/2020 12/2020 1,000 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 01/2021 04/2021 1,200 USD 26.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 05/2021 10/2021 1,100 USD 19.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 11/2021 10/2022 1,000 USD 12.000%
CME AGRICULTURE GSCI ER FUTURES GA 12/2020 03/2021 900 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 12/2020 02/2021 5,000 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 12/2020 02/2021 5,000 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 01/2021 01/2021 3,375 USD 40.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 03/2021 03/2021 3,375 USD 30.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 12/2020 02/2021 5,000 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 12/2020 03/2021 900 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 12/2020 03/2021 900 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2020 12/2020 2,850 USD 40.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 02/2021 02/2021 2,850 USD 30.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2021 04/2021 2,850 USD 25.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2021 06/2021 2,530 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2021 07/2021 2,200 USD 17.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 08/2021 08/2021 1,850 USD 17.000%
CME AGRICULTURE MLK MID FUTURES JQ 11/2020 11/2020 600 USD 48.000%
CME AGRICULTURE MLK MID FUTURES JQ 12/2020 12/2020 1,300 USD 54.000%
CME AGRICULTURE MLK MID FUTURES JQ 01/2021 03/2021 1,455 USD 47.000%
CME AGRICULTURE MLK MID FUTURES JQ 04/2021 09/2021 750 USD 28.000%
CME AGRICULTURE MLK MID FUTURES JQ 10/2021 01/2022 500 USD 24.000%
CME AGRICULTURE MLK MID FUTURES JQ 02/2022 10/2022 450 USD 24.000%
CME AGRICULTURE LUMBER110 FUTURES LB 11/2020 01/2021 6,000 USD 20.000%
CME AGRICULTURE LUMBER110 FUTURES LB 03/2021 01/2022 4,500 USD 20.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 12/2020 12/2020 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 02/2021 02/2021 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 04/2021 08/2021 1,800 USD 23.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 10/2021 10/2021 1,800 USD 20.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2020 12/2020 2,850 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2021 02/2021 2,850 USD 30.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2021 04/2021 2,850 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2021 06/2021 2,530 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2021 07/2021 2,200 USD 17.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2021 04/2022 1,850 USD 17.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 11/2020 11/2020 1,460 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 12/2020 12/2020 2,400 USD 36.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 01/2021 07/2021 2,500 USD 33.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 08/2021 01/2022 2,000 USD 24.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 02/2022 10/2022 1,940 USD 24.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 11/2020 09/2022 1,200 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 11/2020 11/2020 96 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 12/2020 09/2022 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 11/2020 10/2021 1,200 USD 0.01
CME AGRICULTURE PORK CUTOUT FUTURE PRK 12/2020 12/2020 2,950 USD 40.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 02/2021 02/2021 2,950 USD 30.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 04/2021 04/2021 2,950 USD 25.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 05/2021 06/2021 2,600 USD 18.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 07/2021 07/2021 2,300 USD 17.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 08/2021 04/2022 1,900 USD 17.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2020 12/2020 1,250 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2021 02/2021 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2021 04/2021 525 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2020 12/2020 1,400 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2021 02/2021 1,000 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 12/2020 12/2020 1,750 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 11/2020 02/2021 1,100 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 11/2020 02/2021 1,450 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 11/2020 02/2021 1,400 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 11/2020 03/2021 1,600 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 11/2020 02/2021 1,600 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 11/2020 03/2021 1,600 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 12/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 12/2020 12/2021 4,500 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 12/2020 12/2021 7,500 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 12/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 12/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 12/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 12/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 12/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 12/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 12/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 12/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 12/2020 12/2021 7,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 12/2020 12/2021 7,500 USD 0.035
CME EQUITY INDEX ADJUSTED INT RATE S&P500 TOTAL RET ASR 12/2020 12/2027 12,000 USD 40.000%
CME EQUITY INDEX BTIC ON ADJ IR S&P 500 TOTAL RETURN AST 12/2020 12/2027 12,000 USD 40.000%
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 12/2020 12/2021 18,000 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 12/2020 12/2021 18,000 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 11/2020 11/2020 27,436 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2020 12/2020 27,927 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 01/2021 01/2021 28,191 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 02/2021 02/2021 28,389 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2021 03/2021 28,578 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 04/2021 04/2021 28,694 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2021 05/2021 28,809 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2021 12/2021 30,773 USD 60.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 12/2020 12/2021 18,000 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 12/2020 12/2021 2,700 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 12/2020 12/2021 2,600 EUR 20.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX MARKE EGI 12/2020 12/2021 10,000 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 ESG INDEX EGT 12/2020 12/2021 10,000 USD 35.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 12/2020 12/2021 3,600 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 12/2020 12/2021 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 12/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 12/2020 09/2021 150,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 11/20/2020 02/19/2021 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 11/20/2020 12/18/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 11/20/2020 12/07/2020 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 12/2020 12/2021 10,000 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 12/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 12/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 11/2020 09/2021 2,700 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 12/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 11/2020 09/2021 2,700 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 12/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 12/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 12/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 11/2020 09/2021 2,700 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 12/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 12/2020 06/2021 17,390 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 12/2020 12/2021 2,200 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 12/2020 12/2021 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 12/2020 12/2020 650 USD 45.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2021 12/2021 650 USD 30.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 12/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2020 12/2020 1,200 USD 45.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2021 03/2021 1,200 USD 40.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2021 12/2021 1,200 USD 26.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 12/2020 12/2020 1,700 USD 45.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2021 12/2021 1,700 USD 30.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 12/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 12/2020 12/2020 10,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2021 12/2021 10,500 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 12/2020 12/2020 10,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2021 12/2021 10,500 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 12/2020 12/2020 10,500 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2021 12/2021 10,500 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 12/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 12/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 12/2020 12/2020 17,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2021 12/2021 17,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 12/2020 12/2020 17,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2021 12/2021 17,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 12/2020 12/2020 17,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 03/2021 03/2021 17,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 12/2020 12/2020 17,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2021 12/2021 17,000 USD 30.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 12/2020 03/2021 16,000 USD 0.09
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 12/2020 12/2020 17,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 03/2021 03/2021 17,000 USD 30.000%
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 12/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 12/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 12/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 12/2020 12/2021 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 12/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 12/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 12/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 12/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 12/2020 12/2021 7,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 12/2020 12/2021 7,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 12/2020 12/2020 6,500 USD 45.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2021 12/2021 6,500 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 12/2020 12/2021 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 12/2020 12/2021 7,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 12/2020 12/2021 4,700 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 12/2020 12/2021 7,500 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 12/2020 12/2020 6,500 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 03/2021 03/2021 6,500 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 12/2020 12/2020 6,500 USD 45.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2021 12/2021 6,500 USD 30.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 12/2020 12/2021 4,700 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 675 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 900 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2024 1,000 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2030 1,250 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 12/2020 12/2020 1,000 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2021 12/2021 1,900 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 12/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 12/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 12/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 12/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 12/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 12/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 12/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 12/2020 12/2020 60,000 USD 45.000%
CME EQUITY INDEX S&P 500 FUTURES SP 03/2021 03/2021 60,000 USD 40.000%
CME EQUITY INDEX S&P 500 FUTURES SP 06/2021 12/2024 60,000 USD 26.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 12/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 12/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 12/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 12/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 12/2020 12/2021 575,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 12/2020 12/2021 575,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 12/2020 12/2020 6,500 USD 45.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 03/2021 03/2021 6,500 USD 30.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 11/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 11/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 11/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 12/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 12/2020 12/2020 17,400 USD 45.000%

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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