Outrights/Vol Scans for Margins

Start Period End Period
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 10/2020 10/2020 3,475 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 11/2020 05/2021 3,450 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 06/2021 06/2021 3,400 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 07/2021 07/2021 3,350 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 08/2021 08/2021 3,300 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 09/2021 09/2021 3,250 USD 12.000%
NYM REFINED PRODUCTS SYNTHETIHEATING OIL LAST DAY FINANC S23 10/2021 01/2023 3,200 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 03/2019 03/2019 4,200 USD 40.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 04/2019 04/2019 4,100 USD 25.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 05/2019 05/2019 4,050 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 06/2019 06/2019 4,025 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 07/2019 07/2019 4,000 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 08/2019 08/2019 3,975 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 09/2019 09/2019 3,950 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 10/2019 10/2019 3,925 USD 15.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 11/2019 11/2019 3,900 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 12/2019 12/2019 3,875 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 01/2020 01/2020 3,850 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 02/2020 02/2020 3,825 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 03/2020 03/2020 3,800 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 04/2020 04/2020 3,775 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 05/2020 05/2020 3,750 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 06/2020 06/2020 3,725 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 07/2020 07/2020 3,700 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 08/2020 09/2020 3,650 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 10/2020 10/2020 3,600 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 11/2020 11/2020 3,550 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 12/2020 01/2021 3,500 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 02/2021 02/2021 3,450 USD 12.000%
NYM REFINED PRODUCTS SYNRBOB LAST DAY FINANCIAL FUT S27 03/2021 12/2022 3,400 USD 12.000%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE 0.5% (PLATTS) S53 04/2019 04/2019 14,250 USD 7.000%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE 0.5% (PLATTS) S53 05/2019 12/2022 14,000 USD 2.500%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE FUEL 0.5% (PLA S5F 04/2019 04/2019 30,000 USD 7.000%
NYM REFINED PRODUCTS SINGAPORE FOB MARINE FUEL 0.5% (PLA S5F 05/2019 12/2022 30,000 USD 2.500%
NYM REFINED PRODUCTS MINI SINGAPORE FOB MARINE FUEL 0.5% S5M 04/2019 04/2019 3,000 USD 7.000%
NYM REFINED PRODUCTS MINI SINGAPORE FOB MARINE FUEL 0.5% S5M 05/2019 12/2022 3,000 USD 2.500%
NYM REFINED PRODUCTS MICRO SINGAPORE FOB MARINE FUEL 0.5 S5O 04/2019 04/2019 300 USD 7.000%
NYM REFINED PRODUCTS MICRO SINGAPORE FOB MARINE FUEL 0.5 S5O 05/2019 12/2022 300 USD 2.500%
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 03/2019 03/2019 25,250 USD 0.1
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 04/2019 08/2019 25,000 USD 0.04
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 09/2019 01/2020 24,000 USD 0.02
NYM REFINED PRODUCTS SYNTHETIC GASOIL BULLET FUT SBG 02/2020 04/2026 24,000 USD 0.01
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 02/2019 02/2019 5,127 USD 0.07
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 03/2019 07/2019 24,300 USD 0.025
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 08/2019 02/2020 23,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE 380CST FUEL OIL FUT SE 03/2020 12/2024 22,500 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL FUT SG 02/2019 02/2019 1,357 USD 0.08
NYM REFINED PRODUCTS SINGAPORE GASOIL FUT SG 03/2019 07/2019 3,800 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL FUT SG 08/2019 12/2021 3,500 USD 0.03
NYM REFINED PRODUCTS SYNTHET GULF COAST GASOLINE CLNDR F SGS 02/2019 02/2019 1,785 USD 0.05
NYM REFINED PRODUCTS SYNTHET GULF COAST GASOLINE CLNDR F SGS 03/2019 03/2019 4,500 USD 0.04
NYM REFINED PRODUCTS SYNTHET GULF COAST GASOLINE CLNDR F SGS 04/2019 07/2022 4,100 USD 0.025
NYM REFINED PRODUCTS SYNTHETI SINGAPORE JET KEROSENE FUT SKS 02/2019 02/2019 1,375 USD 0.08
NYM REFINED PRODUCTS SYNTHETI SINGAPORE JET KEROSENE FUT SKS 03/2019 07/2019 3,850 USD 0.025
NYM REFINED PRODUCTS SYNTHETI SINGAPORE JET KEROSENE FUT SKS 08/2019 12/2023 3,500 USD 0.03
NYM REFINED PRODUCTS SINGAPORE NAPHTHA FUT SP 02/2019 12/2021 3,500 USD 0.025
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 04/2019 04/2019 5,400 USD 7.000%
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 05/2019 05/2019 4,000 USD 2.500%
NYM REFINED PRODUCTS SIN FOB 0.5% (PLT) VS EUR FOB RDAM SR5 06/2019 12/2022 3,000 USD 2.500%
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 02/2019 02/2019 1,357 USD 0.08
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 03/2019 07/2019 3,800 USD 0.025
NYM REFINED PRODUCTS SYNTHETIC SINGAPORE GASOIL FUT SSG 08/2019 12/2023 3,500 USD 0.03
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 02/2019 02/2019 928 USD 0.08
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 03/2019 03/2019 2,600 USD 0.04
NYM REFINED PRODUCTS MINI EURO 1% FUEL OIL FOBRDM FUT T0 04/2019 12/2023 2,500 USD 0.03
NYM REFINED PRODUCTS GASOIL 0.1 CARGOES CIF NEW TW 02/2019 01/2022 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CARGOES CIF NWE S TY 02/2019 02/2019 9,285 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CARGOES CIF NWE S TY 03/2019 01/2022 26,000 USD 0.05
NYM REFINED PRODUCTS DIESEL 10PPM BARGES FOB BALMO U7 02/01/2019 02/28/2019 20,916 USD 0.05
NYM REFINED PRODUCTS DIESEL 10PPM BARGES FOB BALMO U7 03/01/2019 04/30/2019 35,000 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/01/2019 02/01/2019 6,645 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/04/2019 02/04/2019 7,014 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/05/2019 02/05/2019 7,423 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/06/2019 02/06/2019 7,890 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/07/2019 02/07/2019 8,415 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/08/2019 02/08/2019 9,016 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/11/2019 02/11/2019 9,711 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/12/2019 02/12/2019 10,521 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/13/2019 02/13/2019 11,476 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/14/2019 02/14/2019 12,625 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/15/2019 02/15/2019 14,028 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/18/2019 02/19/2019 15,781 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/20/2019 02/20/2019 18,036 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/21/2019 02/21/2019 21,040 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 02/22/2019 02/28/2019 25,250 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/01/2019 03/01/2019 25,083 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/04/2019 03/04/2019 25,075 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/05/2019 03/05/2019 25,065 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/06/2019 03/06/2019 25,055 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/07/2019 03/07/2019 25,041 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/08/2019 03/08/2019 25,031 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/11/2019 03/11/2019 25,014 USD 0.05
NYM REFINED PRODUCTS ICE GASOIL BALMO FUT U9 03/12/2019 04/30/2019 25,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 02/2019 02/2019 6,250 USD 0.05
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 03/2019 03/2019 25,000 USD 0.03
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 04/2019 08/2019 24,000 USD 0.02
NYM REFINED PRODUCTS SINGAPORE FUEL 180CST CALFUT UA 09/2019 12/2024 23,500 USD 0.02
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 02/2019 02/2019 9,642 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 03/2019 07/2019 27,000 USD 0.025
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL NWE CALFUT UF 08/2019 12/2024 26,750 USD 0.025
NYM REFINED PRODUCTS GULF COAST UNL 87 M2 ARGUS FUT UGG 02/2019 01/2022 3,250 USD 0.06
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 02/2019 02/2019 9,285 USD 0.08
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 03/2019 03/2019 26,000 USD 0.04
NYM REFINED PRODUCTS EUROPE 1% FUEL OIL RDAM CALFUT UH 04/2019 12/2024 25,000 USD 0.03
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 02/2019 02/2019 9,642 USD 0.08
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL MED CALFUT UI 03/2019 01/2022 27,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 02/2019 02/2019 28,000 USD 0.08
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 03/2019 07/2019 28,000 USD 0.04
NYM REFINED PRODUCTS EUROPE JET KERO NWE CALFUT UJ 08/2019 01/2022 24,000 USD 0.04
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 02/01/2019 02/28/2019 478 USD 0.08
NYM REFINED PRODUCTS NY (ARGUS) VS. NY HRBR ULSD BALMO ULB 03/01/2019 03/29/2019 800 USD 0.08
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 02/2019 02/2019 7,385 USD 0.05
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 03/2019 07/2019 35,000 USD 0.05
NYM REFINED PRODUCTS EUROPE NAPHTHA CALFUT UN 08/2019 12/2022 33,500 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 02/2019 02/2019 8,928 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 03/2019 01/2022 25,000 USD 0.05
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 02/2019 02/2019 5,032 USD 0.065
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 03/2019 07/2019 22,000 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 08/2019 11/2019 21,000 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 12/2019 12/2024 20,250 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 02/2019 02/2019 1,950 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 03/2019 01/2022 4,000 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 02/01/2019 02/28/2019 2,988 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 03/01/2019 03/29/2019 4,250 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1 ROTTERDAM BARGES FUT VL 02/2019 01/2022 22,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 02/01/2019 02/28/2019 2,838 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 03/01/2019 04/30/2019 4,750 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/01/2019 02/01/2019 1,052 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/04/2019 02/04/2019 1,111 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/05/2019 02/05/2019 1,176 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/06/2019 02/06/2019 1,250 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/07/2019 02/07/2019 1,333 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/08/2019 02/08/2019 1,428 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/11/2019 02/11/2019 1,538 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/12/2019 02/12/2019 1,666 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/13/2019 02/13/2019 1,818 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/14/2019 02/14/2019 2,000 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/15/2019 02/15/2019 2,222 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/19/2019 02/19/2019 2,500 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/20/2019 02/20/2019 2,857 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/21/2019 02/21/2019 3,333 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 02/22/2019 03/29/2019 4,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 02/01/2019 02/28/2019 3,406 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 03/01/2019 04/30/2019 5,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 02/2019 02/2019 1,037 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 03/2019 01/2022 4,150 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1 CIF MED BALMO FUT X6 02/01/2019 02/28/2019 17,928 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1 CIF MED BALMO FUT X6 03/01/2019 04/30/2019 30,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 02/01/2019 02/28/2019 19,422 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 03/01/2019 04/30/2019 32,500 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 02/01/2019 02/28/2019 18,526 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 03/01/2019 04/30/2019 31,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 02/01/2019 02/28/2019 3,475 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 03/01/2019 04/30/2019 5,100 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 02/2019 02/2019 1,357 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 03/2019 01/2022 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 02/2019 02/2019 1,517 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 03/2019 01/2022 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1 CIF MED FUT Z4 02/2019 01/2023 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 02/2019 02/2019 9,285 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 03/2019 01/2023 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2019 02/2019 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2019 03/2019 620 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2019 04/2019 340 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2019 05/2019 210 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2019 07/2019 150 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 08/2019 02/2021 140 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2019 10/2019 160 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2019 12/2019 180 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2020 09/2020 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2020 03/2020 190 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2020 08/2020 240 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2020 08/2021 100 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2021 04/2021 120 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2021 12/2021 80 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2022 11/2022 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2019 02/2019 620 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 03/2019 03/2019 720 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 04/2019 04/2019 550 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 05/2019 05/2019 400 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 06/2019 07/2019 280 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 08/2019 09/2019 250 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2019 10/2019 270 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2019 11/2019 275 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2019 12/2019 320 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2020 01/2020 340 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2020 03/2020 350 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 02/2019 02/2019 720 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 03/2019 03/2019 800 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 04/2019 04/2019 600 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 05/2019 05/2019 450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 06/2019 02/2020 400 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2019 07/2019 380 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 08/2019 09/2019 340 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 10/2019 12/2019 425 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 03/2020 03/2020 440 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2019 02/2019 970 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 03/2019 03/2019 1,020 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2019 04/2019 890 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2019 05/2019 780 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2019 06/2019 670 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2019 06/2020 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2020 02/2020 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2020 12/2020 500 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2021 06/2021 280 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 12/2021 80 USD 10.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 02/2019 05/2019 1,600 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 06/2019 12/2020 1,600 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 02/2019 02/2019 340 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 03/2019 01/2020 340 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 02/2020 12/2021 380 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 02/2019 12/2021 10,000 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 02/2019 12/2021 12,500 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 02/2019 05/2019 2,100 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 06/2019 01/2024 2,100 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 02/2019 02/2019 175 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 03/2019 01/2020 700 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 02/2020 01/2024 750 USD 30.000%
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 02/2019 07/2020 150 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 02/2019 12/2021 515 USD 30.000%
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 02/20/2019 04/24/2029 48 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 02/20/2019 02/23/2029 48 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 02/2019 02/2019 3,400 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 03/2019 04/2019 3,400 USD 25.000%
CMX METALS COMEX 100 GOLD FUTURES GC 06/2019 08/2019 3,400 USD 20.000%
CMX METALS COMEX 100 GOLD FUTURES GC 10/2019 12/2024 3,400 USD 15.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 02/2019 02/2019 3,400 USD 30.000%
CMX METALS GOLD KILO FUTURES GCK 03/2019 08/2019 1,239 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 10/2019 12/2019 1,239 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 02/2020 02/2020 1,239 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 04/2019 04/2019 3,400 USD 25.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 06/2019 08/2019 3,400 USD 20.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2019 12/2019 3,400 USD 15.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 04/2019 06/2019 3,060 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 02/21/2019 02/27/2019 4,900 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 03/2019 04/2019 1,450 USD 0.038
CMX METALS COMEX COPPER FUTURES HG 02/2019 02/2019 2,700 USD 25.000%
CMX METALS COMEX COPPER FUTURES HG 03/2019 05/2019 2,700 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 06/2019 12/2023 2,700 USD 15.000%
CMX METALS COPPER SPOT TAS HG0 02/2019 02/2019 2,700 USD 25.000%
CMX METALS COPPER LONDON TAM HGF 03/2019 03/2019 2,700 USD 20.000%
CMX METALS COPPER LONDON MARKER HGK 03/2019 03/2019 2,700 USD 20.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 02/2019 02/2019 567 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2019 05/2019 2,700 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 06/2019 08/2019 2,700 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 09/2019 12/2020 2,700 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2021 03/2021 2,465 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 05/2021 12/2023 1,900 USD 0.02
CMX METALS COPPER TAS HGT 03/2019 05/2019 2,700 USD 20.000%
CMX METALS COPPER TAS HGT 07/2019 07/2019 2,700 USD 15.000%
CMX METALS LEAD FUTURES LED 02/2019 02/2019 1,750 USD 35.000%
CMX METALS LEAD FUTURES LED 03/2019 04/2019 1,750 USD 30.000%
CMX METALS LEAD FUTURES LED 05/2019 07/2019 1,750 USD 25.000%
CMX METALS LEAD FUTURES LED 08/2019 01/2020 1,750 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 02/20/2019 03/29/2019 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 04/01/2019 02/27/2024 2 USD 0.03
CMX METALS 10 TROY OZ GOLD FUTURES MGC 02/2019 02/2019 340 USD 30.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 04/2019 04/2019 340 USD 25.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 06/2019 08/2019 340 USD 20.000%
CMX METALS 10 TROY OZ GOLD FUTURES MGC 10/2019 12/2020 340 USD 15.000%
CMX METALS E-MICRO GOLD TAS MGT 04/2019 04/2019 340 USD 25.000%
CMX METALS E-MICRO GOLD TAS MGT 06/2019 08/2019 340 USD 20.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 02/2019 12/2021 425 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 03/2019 05/2019 1,350 USD 20.000%
CMX METALS E-MINI COPPER FUTURES QC 06/2019 12/2023 1,350 USD 15.000%
CMX METALS COMEX MINY SILVER FUTURES QI 03/2019 05/2019 1,800 USD 20.000%
CMX METALS COMEX MINY SILVER FUTURES QI 07/2019 01/2021 1,800 USD 13.000%
CMX METALS E-MINI GOLD FUTURES QO 04/2019 04/2019 1,700 USD 25.000%
CMX METALS E-MINI GOLD FUTURES QO 06/2019 08/2019 1,700 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 10/2019 12/2020 1,700 USD 15.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 02/2019 02/2019 3,600 USD 25.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 03/2019 05/2019 3,600 USD 20.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 07/2019 12/2023 3,600 USD 13.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 02/2019 02/2019 720 USD 25.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 03/2019 05/2019 720 USD 20.000%
CMX METALS 1000 OZ SILVER FUTURES SIL 07/2019 01/2020 720 USD 13.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 03/2019 05/2019 3,600 USD 20.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 07/2019 07/2019 3,600 USD 13.000%
CMX METALS SYNTHETIC PLATINUM SPL 02/2019 02/2019 1,750 USD 0.05
CMX METALS SYNTHETIC PLATINUM SPL 03/2019 04/2020 1,750 USD 0.03
CMX METALS LONDON SPOT SILVER FUTURES SSP 02/21/2019 02/27/2019 5,900 USD 0.05
CMX METALS ZINC FUTURES ZNC 02/2019 05/2019 4,250 USD 35.000%
CMX METALS ZINC FUTURES ZNC 06/2019 07/2019 4,250 USD 30.000%
CMX METALS ZINC FUTURES ZNC 08/2019 01/2020 4,250 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 02/2019 02/2019 1,500 USD 16.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2019 04/2019 1,500 USD 14.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 06/2019 06/2020 1,500 USD 10.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 03/2019 03/2019 2,800 USD 16.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 04/2019 01/2020 2,800 USD 13.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 02/2019 02/2019 550 USD 30.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 03/2019 05/2019 1,100 USD 25.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 06/2019 01/2021 950 USD 15.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 02/2019 02/2019 193 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 03/2019 01/2024 500 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 02/2019 01/2024 575 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 02/2019 02/2019 450 USD 30.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2019 05/2019 750 USD 25.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 06/2019 06/2019 600 USD 20.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 07/2019 07/2019 500 USD 15.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 08/2019 01/2021 400 USD 15.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 02/2019 02/2019 325 USD 25.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 03/2019 06/2019 750 USD 25.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 07/2019 12/2019 450 USD 15.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 01/2020 01/2021 325 USD 15.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 02/2019 02/2019 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 03/2019 06/2019 750 USD 25.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 07/2019 01/2021 700 USD 20.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 02/2019 02/2019 675 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 03/2019 03/2019 1,000 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 04/2019 01/2020 1,100 USD 20.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 02/2020 01/2021 1,100 USD 15.000%
CME AGRICULTURE GSCI ER FUTURES GA 02/2019 06/2019 1,100 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 02/2019 05/2019 5,000 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 02/2019 05/2019 5,000 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 03/2019 03/2019 2,800 USD 16.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 04/2019 04/2019 2,800 USD 13.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 02/2019 05/2019 5,000 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 02/2019 06/2019 1,100 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 02/2019 06/2019 1,100 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2019 04/2019 1,550 USD 55.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2019 06/2019 1,350 USD 9.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2019 07/2019 1,350 USD 7.000%
CME AGRICULTURE MLK MID FUTURES JQ 02/2019 02/2019 162 USD 25.000%
CME AGRICULTURE MLK MID FUTURES JQ 03/2019 06/2019 375 USD 25.000%
CME AGRICULTURE MLK MID FUTURES JQ 07/2019 12/2019 225 USD 15.000%
CME AGRICULTURE MLK MID FUTURES JQ 01/2020 01/2021 162 USD 15.000%
CME AGRICULTURE LUMBER110 FUTURES LB 01/2019 03/2019 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 05/2019 03/2020 1,850 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 04/2019 04/2019 1,500 USD 14.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 06/2019 08/2019 1,500 USD 10.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2019 04/2019 1,550 USD 55.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2019 05/2019 1,350 USD 14.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2019 06/2019 1,350 USD 9.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2019 07/2019 1,350 USD 7.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2019 07/2020 1,350 USD 6.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 02/2019 02/2019 525 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 03/2019 03/2019 1,100 USD 25.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 04/2019 05/2019 1,600 USD 20.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 06/2019 01/2021 1,600 USD 10.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 02/2019 12/2020 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 02/2019 02/2019 193 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 03/2019 12/2020 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 02/2019 01/2020 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2019 02/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2019 04/2019 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2019 06/2019 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2019 08/2019 375 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2019 02/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 04/2019 04/2019 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 06/2019 06/2019 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 02/2019 02/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 04/2019 04/2019 800 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 02/2019 05/2019 1,250 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 02/2019 05/2019 1,200 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 02/2019 05/2019 1,200 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 02/2019 05/2019 1,350 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 02/2019 05/2019 1,350 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 02/2019 05/2019 1,350 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 03/2019 06/2019 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 03/2019 06/2019 3,500 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 03/2019 06/2019 3,700 USD 0.035
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 03/2019 06/2019 3,250 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 03/2019 06/2019 3,800 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 03/2019 06/2019 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 03/2019 06/2019 1,950 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 03/2019 06/2019 3,800 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 03/2019 06/2019 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 03/2019 03/2020 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 03/2019 03/2020 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 03/2019 03/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 03/2019 03/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 03/2019 03/2020 9,250 USD 0.05
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 03/2019 03/2020 9,250 USD 0.05
CME EQUITY INDEX BITCOIN FUTURES BTC 02/2019 02/2019 7,272 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2019 04/2019 7,271 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2019 05/2019 7,262 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 06/2019 06/2019 7,280 USD 90.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 03/2019 06/2019 9,250 USD 0.05
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 03/2019 03/2020 3,310 USD 0.06
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 03/2019 03/2020 3,310 USD 0.06
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 03/2019 03/2020 3,310 USD 0.06
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 03/2019 03/2020 1,550 EUR 0.07
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 03/2019 03/2020 2,600 EUR 0.07
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 03/2019 03/2020 2,500 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 03/2019 03/2020 2,000 USD 0.07
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 03/2019 03/2020 8,200 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 03/2019 12/2019 112,000 JPY 0.08
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2019 03/2019 6,000 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2019 06/2019 6,000 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2019 03/2020 6,000 USD 20.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2019 03/2019 6,000 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2019 06/2019 6,000 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2019 03/2020 6,000 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2019 03/2019 6,000 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2019 06/2019 6,000 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2019 03/2020 6,000 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2019 03/2019 6,000 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2019 06/2019 6,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2019 03/2020 6,000 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 03/2019 03/2020 8,200 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 03/2019 03/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 03/2019 03/2020 1,850 USD 0.09
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 03/2019 03/2020 1,800 USD 0.05
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 03/2019 03/2020 1,850 USD 0.09
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 03/2019 03/2020 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 03/2019 03/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 03/2019 03/2020 1,800 USD 0.05
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 03/2019 03/2020 1,850 USD 0.09
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 03/2019 03/2020 1,800 USD 0.05
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 02/2019 10/2019 14,900 USD 0.08
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 03/2019 03/2020 1,300 USD 0.07
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 03/2019 03/2020 1,300 USD 0.07
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 03/2019 03/2020 8,200 USD 0.035
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 03/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2019 03/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2019 03/2020 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2019 03/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2019 03/2020 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2019 03/2019 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2019 03/2020 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 03/2019 12/2021 560,000 JPY 0.08
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 03/2019 12/2024 560,000 JPY 0.08
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 03/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 03/2019 12/2019 5,600 USD 0.045
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 03/2019 12/2024 5,600 USD 0.045
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2019 03/2019 7,600 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2019 03/2020 7,600 USD 25.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2019 03/2019 7,600 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2019 03/2020 7,600 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2019 03/2019 7,600 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2019 03/2020 7,600 USD 25.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 03/2019 06/2019 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 03/2019 03/2020 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 03/2019 03/2020 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 03/2019 03/2020 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 03/2019 03/2020 3,600 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 03/2019 03/2020 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2019 03/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2019 03/2020 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2019 03/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2019 03/2020 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2019 03/2019 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2019 03/2020 3,950 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 03/2019 03/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 03/2019 03/2020 3,600 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2019 03/2019 3,550 USD 40.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2019 03/2020 3,550 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 03/2019 03/2020 3,600 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 03/2019 03/2020 3,600 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 03/2019 03/2020 2,400 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 03/2019 03/2020 1,500 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2019 03/2019 3,550 USD 40.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2019 03/2020 3,550 USD 25.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 03/2019 03/2020 2,400 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2019 12/2020 225 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2022 335 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 405 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2024 12/2026 510 USD 0.035
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2027 12/2029 600 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2019 03/2019 235 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2019 12/2019 260 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2020 03/2020 400 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 03/2019 06/2019 18,750 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 03/2019 06/2019 18,750 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 03/2019 03/2020 2,800 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 03/2019 03/2020 2,800 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 03/2019 03/2020 2,800 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 03/2019 03/2020 4,500 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 03/2019 03/2020 4,500 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 03/2019 03/2019 30,000 USD 35.000%
CME EQUITY INDEX S&P 500 FUTURES SP 06/2019 06/2019 30,000 USD 25.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2019 12/2023 30,000 USD 20.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 03/2019 06/2019 12,500 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 03/2019 06/2019 12,500 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 03/2019 06/2019 18,750 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 03/2019 03/2020 4,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 03/2019 03/2020 385,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 03/2019 03/2020 385,000 JPY 35.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 02/2019 12/2025 6,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 02/2019 12/2025 6,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 02/2019 12/2025 6,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 03/2019 06/2019 12,500 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 03/2019 03/2020 2,550 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 03/2019 03/2020 3,500 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 03/2019 03/2020 3,700 USD 0.035
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 03/2019 03/2020 3,250 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 03/2019 03/2020 3,800 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 03/2019 03/2020 1,650 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 03/2019 03/2020 1,600 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 03/2019 03/2020 1,950 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 03/2019 03/2020 3,800 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 03/2019 03/2020 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 03/2019 03/2020 3,200 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 03/2019 03/2020 2,550 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 03/2019 03/2020 3,500 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 03/2019 03/2020 3,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 03/2019 03/2020 3,250 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 03/2019 03/2020 3,800 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 03/2019 03/2020 1,650 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 03/2019 06/2019 1,600 USD 35.000%

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.

Read more about performance bonds/margin

Subscribe to Notices

To stay up-to-date with performance bond requirements and compliance concerns with the changing regulatory environment.

Subscribe

Contacts

Clearing Fees
+1 312 648 5470
efsadmin@cmegroup.com

Risk Management, PC-SPAN Hotline
+1 312 648 3888
Clearing.riskmanagement@cmegroup.com

CME Clearing Financial Unit
+1 312 207 2594
chfin@cmegroup.com

Clearing System Password Help
+1 312 930 3444

Deliveries
+1 312 930 3172

General Clearing Division
+1 312 930 3170