Outrights/Vol Scans for Margins

Start Period End Period
CBT ETHANOL ETHANOL FUTURES EH 05/2019 05/2019 1,300 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 06/2019 03/2022 1,250 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 03/2019 12/2019 2,550 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 03/2019 12/2019 1,150 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 03/2019 09/2019 690 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2019 03/2019 470 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2019 09/2019 530 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 03/2019 09/2019 550 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2019 03/2019 160 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2019 04/2019 160 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2019 05/2019 195 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2019 06/2019 215 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2019 07/2019 300 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2019 08/2019 355 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2019 09/2019 400 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 435 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 11/2019 500 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2019 12/2019 555 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 600 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 04/2020 635 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 06/2020 670 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 07/2020 695 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 10/2020 705 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2020 02/2022 740 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 03/2019 09/2019 3,600 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 03/2019 09/2019 2,350 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 03/2019 09/2019 700 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 03/2019 03/2019 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2018 1,000 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 12/2019 1,200 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2016 03/2018 250 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 03/2019 350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 12/2019 500 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 12/2017 300 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 12/2018 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 12/2019 540 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 12/2019 3,600 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 12/2019 1,750 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 12/2019 2,100 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 12/2018 2,100 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2019 12/2019 2,350 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2017 03/2019 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 12/2019 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2014 06/2014 75 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2014 09/2014 80 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2014 12/2014 90 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 100 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 200 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 300 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 350 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 500 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 12/2017 550 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 12/2019 650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 09/2017 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2019 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 03/2019 09/2019 1,500 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 03/2019 09/2019 1,200 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 03/2019 09/2019 400 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 03/2019 12/2019 1,400 USD 25.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 03/2019 03/2019 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 03/2019 03/2019 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 03/2019 03/2019 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 03/2019 06/2019 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 03/2019 12/2019 3,650 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 03/2019 06/2019 50 USD 0.05

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

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