Outrights/Vol Scans for Margins

Start Period End Period
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2020 12/2020 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2021 03/2021 750 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2021 12/2021 850 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 1,350 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 1,625 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 12/2021 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR SOFR MAC SWAP FUTURES N1S 06/2021 12/2021 1,850 USD 40.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 06/2021 09/2021 1,850 USD 0.04
CBT INTEREST RATES 7-YEAR SOFR MAC SWAP FUTURES S1S 06/2021 12/2021 1,200 USD 40.000%
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 06/2021 09/2021 1,200 USD 0.04
CBT INTEREST RATES 2-YEAR SOFR MAC SWAP FUTURES T1S 06/2021 12/2021 275 USD 40.000%
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 06/2021 09/2021 275 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 06/2021 12/2021 2,450 USD 50.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 06/2021 06/2021 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 06/2021 06/2021 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 06/2021 06/2021 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 06/2021 06/2021 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 06/2021 12/2021 7,200 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 06/2021 06/2021 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2020 12/2020 75 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 03/2021 03/2021 100 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 06/2021 12/2021 125 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2020 12/2021 1,000 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2020 12/2020 375 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2021 12/2021 435 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2020 12/2021 625 USD 40.000%
CBT INTEREST RATES 30-YEAR ERIS SOFR SWAP FUTURES YIE 12/2020 12/2021 6,000 USD 40.000%
CBT INTEREST RATES 12-YEAR ERIS SOFR SWAP FUTURES YII 12/2020 12/2021 2,225 USD 40.000%
CBT INTEREST RATES 15-YEAR ERIS SOFR SWAP FUTURES YIL 12/2020 12/2021 2,700 USD 40.000%
CBT INTEREST RATES 20-YEAR ERIS SOFR SWAP FUTURES YIO 12/2020 12/2021 3,600 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 12/2020 12/2020 180 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS SOFR SWAP FUTURES YIT 03/2021 12/2021 275 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS SOFR SWAP FUTURES YIW 12/2020 12/2021 850 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS SOFR SWAP FUTURES YIY 12/2020 12/2021 1,850 USD 40.000%

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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