Outrights/Vol Scans for Margins

Start Period End Period
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2023 10/2023 9.5% 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2021 09/2021 2.3% 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2021 08/2021 2.3% 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2021 10/2021 281 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2022 04/2022 332 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 05/2022 05/2022 1,282 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2022 06/2022 1,376 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2022 07/2022 1,746 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2022 08/2022 1,890 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2022 09/2022 1,876 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2022 10/2022 576 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2023 05/2023 1,476 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2023 06/2023 1,304 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2023 10/2023 18.0% 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2021 09/2021 4.8% 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2021 08/2021 4.8% 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2021 10/2021 82 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2022 04/2022 24 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2022 05/2022 157 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2022 06/2022 1,740 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2022 07/2022 2,146 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2022 08/2022 1,421 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2022 09/2022 841 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2022 10/2022 70 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2023 04/2023 1,131 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2023 05/2023 1,943 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2023 06/2023 1,584 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2023 07/2023 1,636 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2023 08/2023 783 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2023 09/2023 540 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2023 10/2023 29.0% 30.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2021 09/2021 10.0% 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2021 08/2021 10.0% 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2021 10/2021 175 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2022 04/2022 35 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 05/2022 06/2022 2,184 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 07/2022 07/2022 2,387 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2022 08/2022 2,415 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2022 09/2022 2,191 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2022 10/2022 371 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2023 05/2023 2,562 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 06/2023 07/2023 2,345 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2023 08/2023 2,079 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2023 10/2023 35.0% 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2021 09/2021 5.8% 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2021 08/2021 835 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2021 10/2021 159 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2022 04/2022 927 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2022 08/2022 970 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2022 09/2022 960 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2022 10/2022 140 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2023 04/2023 1,248 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2023 05/2023 2,242 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 06/2023 06/2023 1,920 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2023 07/2023 1,944 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2023 08/2023 1,028 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2023 09/2023 908 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2023 10/2023 24.0% 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2021 09/2021 5.0% 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2021 08/2021 5.0% 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2021 10/2021 360 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2022 08/2022 912 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2022 09/2022 1,118 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2022 10/2022 338 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2023 07/2023 1,382 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2023 08/2023 1,282 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2023 10/2023 10.0% 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2021 09/2021 5.5% 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2021 08/2021 1,413 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 04/2021 04/2024 12 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 05/2021 05/2024 80 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2021 06/2023 252 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 07/2021 07/2023 716 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 08/2021 08/2023 812 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 09/2021 09/2023 296 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 10/2021 10/2023 8 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2024 10/2025 20.0% 25.000%
CME WEATHER CME-PORTLAND CDD MAY STRIP FUTURE K7K 09/2021 09/2021 4.0% 25.000%
CME WEATHER CME-PORTLAND CDD JUL STRIP FUTURE K7N 08/2021 08/2021 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2021 10/2021 47 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2022 10/2023 21.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 05/2022 05/2022 80 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2022 06/2022 651 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2022 07/2022 1,349 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 08/2022 08/2022 786 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2022 09/2022 471 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2023 05/2023 803 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2023 06/2023 924 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2021 09/2021 8.7% 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2021 08/2021 8.7% 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2021 10/2021 242 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2022 04/2022 150 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2022 07/2022 1,320 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2022 08/2022 1,628 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2022 09/2022 1,026 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2022 10/2022 146 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2023 10/2023 22.0% 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSK 09/2021 09/2021 5.5% 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2021 08/2021 5.5% 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2020 12/2020 1,450 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2021 01/2021 1,450 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2021 03/2021 1,350 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2021 05/2021 1,325 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2021 07/2021 1,225 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2021 08/2021 1,150 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2021 09/2021 1,100 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2021 10/2021 1,050 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2021 03/2022 975 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2022 12/2023 875 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2020 12/2020 850 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2021 01/2021 850 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2021 03/2021 800 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2021 05/2021 775 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2021 08/2021 750 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2021 09/2021 725 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 10/2021 10/2021 700 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2021 12/2023 650 USD 10.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 01/2021 01/2021 2,800 USD 25.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 03/2021 03/2021 1,900 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 05/2021 01/2022 1,400 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2021 03/2021 525 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 12/2020 12/2024 360 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2021 03/2021 200 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2020 12/2021 275 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 11/2020 11/2021 560 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 12/2020 12/2024 360 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 12/2020 12/2024 360 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 11/2020 02/2022 400 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 01/2021 01/2021 350 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 02/2021 12/2021 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 11/2020 02/2022 390 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 12/2020 12/2020 850 USD 30.000%
CBT AGRICULTURE CORN FUTURES C 03/2021 05/2021 850 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 07/2021 07/2021 825 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 09/2021 09/2021 725 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 12/2021 12/2021 625 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 03/2022 07/2022 600 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 09/2022 12/2023 600 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2021 07/2021 350 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2020 12/2020 525 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2021 12/2021 400 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2020 12/2020 475 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2021 12/2021 600 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2021 07/2021 300 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2021 07/2021 725 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2021 07/2021 240 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 12/2020 12/2020 180 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 01/2021 01/2021 135 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 03/2021 03/2021 90 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 05/2021 09/2021 80 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2021 08/2021 70 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 10/2021 12/2021 105 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2021 03/2021 325 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2020 12/2020 550 USD 25.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2021 12/2021 450 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2021 07/2021 350 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2021 07/2021 550 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 11/2020 11/2021 1,900 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 11/2020 03/2021 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 11/2020 03/2021 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 11/2020 03/2021 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 11/2020 03/2021 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 11/2020 03/2021 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 12/2020 03/2021 800 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 12/2020 03/2021 800 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 12/2020 03/2021 800 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2020 12/2020 425 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2021 03/2021 225 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2021 09/2021 200 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2021 12/2021 250 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2021 03/2021 275 USD 0.1
CBT AGRICULTURE KC HRW WHEAT-WHEAT ICS KCW 07/2021 07/2021 460 USD 25.000%
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2020 12/2021 650 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 12/2020 12/2020 1,350 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 03/2021 03/2021 1,250 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 05/2021 05/2021 1,200 USD 17.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2021 07/2021 1,150 USD 17.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2021 01/2021 550 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2020 12/2020 1,350 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2021 03/2021 1,250 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2021 05/2021 1,200 USD 17.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2021 07/2021 1,150 USD 17.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2021 09/2021 1,075 USD 17.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2021 12/2021 1,050 USD 17.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2022 03/2022 1,025 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2022 05/2022 1,000 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2022 07/2023 900 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2021 12/2021 750 USD 0.05
CBT AGRICULTURE MAP CFR BRAZIL FUTURES MFC 11/2020 11/2021 1,800 USD 25.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2020 12/2020 270 USD 24.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2021 03/2021 250 USD 24.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2021 05/2021 240 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2021 07/2021 230 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2021 09/2021 215 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2021 12/2021 210 USD 17.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2022 03/2022 205 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2022 05/2022 200 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2022 07/2023 180 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2021 12/2021 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 12/2020 12/2020 475 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2021 01/2021 400 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 03/2021 03/2021 375 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2021 10/2021 225 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 12/2021 12/2021 175 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2020 03/2021 800 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 05/2021 09/2023 625 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2020 12/2020 270 USD 25
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2021 12/2021 275 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2021 08/2021 205 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2021 09/2021 165 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2020 12/2020 215 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2021 03/2021 150 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2021 05/2021 125 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2021 07/2021 225 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2021 12/2021 200 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2021 03/2021 1,087 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2021 05/2021 1,050 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2021 07/2021 987 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2021 09/2021 912 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2021 12/2021 862 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2022 03/2022 850 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2022 05/2022 825 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2022 12/2022 775 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2021 03/2021 600 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2021 01/2021 1,900 USD 30.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2021 03/2021 1,900 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2021 05/2021 1,825 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2021 07/2021 1,800 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2021 08/2021 1,775 USD 11.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2021 09/2021 1,675 USD 11.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2021 11/2021 1,575 USD 11.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2022 01/2022 1,500 USD 11.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2022 03/2022 1,450 USD 11.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2022 05/2022 1,400 USD 11.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2022 11/2024 1,375 USD 11.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2021 01/2021 1,225 USD 0.25
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2022 01/2022 700 USD 0.25
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 01/2021 01/2021 1,650 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 02/2021 02/2021 1,600 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 03/2021 03/2021 1,550 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 05/2021 03/2022 1,500 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2021 01/2021 1,900 USD 30.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2021 03/2021 1,900 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 05/2021 05/2021 1,825 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2021 07/2021 1,800 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2021 08/2021 1,775 USD 11.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2021 11/2021 1,575 USD 11.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2021 03/2021 900 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2021 07/2021 1,175 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2021 11/2021 450 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2021 08/2021 525 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2021 07/2021 675 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2021 11/2021 775 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2020 12/2020 800 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2021 12/2021 400 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2021 08/2021 525 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2021 09/2021 350 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2021 07/2021 625 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2021 11/2021 650 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 11/2020 11/2021 1,600 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 11/2020 11/2021 3,000 USD 25.000%
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 11/2020 03/2021 800 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 11/2020 11/2021 1,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 11/2020 11/2021 1,500 USD 0.06
CBT AGRICULTURE UAN FOB NOLA FUTURES UNO 11/2020 11/2021 800 USD 6.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2020 12/2020 1,375 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2021 03/2021 1,325 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2021 05/2021 1,250 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2021 07/2021 1,150 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2021 09/2021 1,100 USD 17.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2021 03/2022 1,100 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2022 05/2022 1,050 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2022 07/2023 950 USD 10.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2020 12/2020 700 USD 25.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2021 12/2021 525 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2020 12/2020 325 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2021 09/2021 225 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2021 12/2021 275 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2020 12/2020 170 USD 30.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2021 05/2021 170 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2021 07/2021 165 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2021 09/2021 145 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2021 12/2021 125 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2022 07/2022 120 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2022 12/2023 120 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2021 01/2021 380 USD 30.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2021 03/2021 380 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2021 05/2021 365 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2021 07/2021 360 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2021 08/2021 355 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2021 09/2021 335 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2021 11/2021 315 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2022 01/2022 300 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2022 03/2022 290 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2022 05/2022 280 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2022 11/2024 275 USD 11.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2020 12/2020 275 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2021 03/2021 265 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2021 05/2021 250 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2021 07/2021 230 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2021 09/2021 220 USD 17.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2021 03/2022 220 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2022 05/2022 210 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2022 07/2023 190 USD 10.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2020 12/2020 850 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2021 05/2021 850 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2021 07/2021 825 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2021 09/2021 725 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2021 12/2021 625 USD 13.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2020 12/2020 850 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 01/2021 01/2021 850 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 03/2021 03/2021 800 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 05/2021 05/2021 775 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2021 12/2021 650 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2020 12/2020 1,450 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 01/2021 01/2021 1,450 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 03/2021 03/2021 1,350 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 05/2021 05/2021 1,325 USD 21.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2021 12/2021 975 USD 10.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2021 03/2021 450 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 05/2021 05/2021 275 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2021 11/2021 250 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 09/2021 09/2021 300 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2020 12/2020 1,375 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2021 03/2021 1,325 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2021 05/2021 1,250 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2021 07/2021 1,150 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2021 09/2021 1,100 USD 17.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2021 12/2021 1,100 USD 10.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 12/2020 09/2021 2,700 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2020 12/2020 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2021 12/2021 9,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2020 12/2020 9,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2021 12/2021 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2020 12/2020 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2021 12/2021 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 12/2020 09/2021 2,700 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2020 12/2020 950 USD 45.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 03/2021 09/2021 950 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 12/2020 09/2021 2,700 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2020 12/2020 9,500 USD 45.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2021 09/2021 9,500 USD 30.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2020 12/2020 9,500 USD 45.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2021 09/2021 9,500 USD 30.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2020 12/2020 9,500 USD 45.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2021 09/2021 9,500 USD 30.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 11/2020 11/2020 67 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 12/2020 12/2020 1,140 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 01/2021 10/2023 1,250 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 11/2023 11/2023 178 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 12/2020 12/2020 2,700 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 01/2021 11/2023 2,500 USD 25.000%
CBT FREIGHT THAILAND LONG GRAIN WHITE RICE TRF 01/2021 12/2021 800 USD 25.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 12/2020 06/2021 4,200 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 12/2020 06/2021 1,400 USD 42.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 12/2020 06/2021 575 USD 40.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2020 12/2020 300 USD 40.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2021 06/2021 355 USD 40.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 12/2020 06/2021 450 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2020 12/2020 200 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2021 01/2021 250 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2021 03/2021 300 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2021 01/2022 300 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2022 06/2022 350 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2022 11/2025 375 USD 25.000%
CBT INTEREST RATES 30-YEAR SOFR MAC SWAP FUTURES B1S 12/2020 06/2021 7,000 USD 40.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 12/2020 03/2021 7,000 USD 0.04
CBT INTEREST RATES 20-YEAR SOFR MAC SWAP FUTURES E1S 12/2020 06/2021 4,000 USD 40.000%
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 12/2020 03/2021 4,000 USD 0.04
CBT INTEREST RATES 5-YEAR SOFR MAC SWAP FUTURES F1S 12/2020 06/2021 650 USD 40.000%
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 12/2020 03/2021 650 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 12/2020 12/2020 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 125 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 175 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 200 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 225 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 250 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 300 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 325 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 350 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 400 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 450 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 500 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 550 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 600 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 650 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 900 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 06/2019 950 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2019 06/2021 1,000 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 20 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 40 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 65 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 90 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 120 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 140 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 150 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 190 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 230 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 260 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 290 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 09/2020 325 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2020 12/2020 365 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2021 06/2021 395 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 40 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 80 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 120 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 145 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 155 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 175 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 200 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 225 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 250 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 275 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 300 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 325 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 375 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2020 425 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2020 06/2021 500 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2012 06/2021 7,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2015 06/2021 2,200 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2015 06/2021 3,000 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 09/2015 06/2021 4,000 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 35 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 50 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 75 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 100 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 03/2020 130 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2020 06/2020 160 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 09/2020 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2020 06/2021 260 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 45 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 75 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 110 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 125 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 175 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 200 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 230 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 265 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 300 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 335 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 370 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 405 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 440 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 475 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 510 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 545 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 580 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 09/2020 615 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2020 06/2021 650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2012 09/2012 400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 525 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 550 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 625 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 725 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,050 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,100 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,640 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 06/2021 1,650 USD 30.000%
CBT INTEREST RATES 10-YEAR SOFR MAC SWAP FUTURES N1S 12/2020 06/2021 1,650 USD 40.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 12/2020 03/2021 1,650 USD 0.04
CBT INTEREST RATES 7-YEAR SOFR MAC SWAP FUTURES S1S 12/2020 06/2021 1,000 USD 40.000%
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 12/2020 03/2021 1,000 USD 0.04
CBT INTEREST RATES 2-YEAR SOFR MAC SWAP FUTURES T1S 12/2020 06/2021 260 USD 40.000%
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 12/2020 03/2021 260 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 12/2020 06/2021 2,300 USD 40.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 12/2020 12/2020 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 12/2020 12/2020 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 12/2020 12/2020 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 12/2020 12/2020 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 12/2020 06/2021 8,700 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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