Outrights/Vol Scans for Margins

Start Period End Period
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2X 03/2019 03/2019 2,881 USD 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2019 02/2019 1,925 USD 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2019 02/2019 2,280 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2019 01/2022 1,875 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2019 04/2019 951 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2019 02/2020 924 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2020 03/2020 807 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2020 04/2020 507 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2020 11/2020 1,896 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2020 12/2020 1,845 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2021 01/2021 1,911 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2021 02/2021 1,866 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2021 03/2021 2,370 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2021 04/2021 1,485 USD 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2019 03/2019 2,741 USD 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2019 02/2019 1,914 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2019 02/2019 2,445 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2019 01/2022 2,037 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2019 04/2019 1,083 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2019 02/2020 1,047 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2020 03/2020 945 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2020 04/2020 711 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2020 11/2020 2,040 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2020 12/2020 2,034 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2021 01/2021 2,052 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2021 02/2021 2,061 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2021 03/2021 2,304 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2021 04/2021 1,422 USD 30.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4X 03/2019 03/2019 1,684 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2019 02/2019 1,132 USD 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2019 02/2019 1,801 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2019 03/2019 999 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2019 04/2019 144 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2019 02/2020 346 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2020 03/2020 231 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2020 04/2020 77 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2020 01/2022 1,052 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2020 01/2021 951 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2021 02/2021 1,061 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2021 03/2021 576 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2021 04/2021 749 USD 30
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2019 03/2019 2,070 USD 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2019 02/2019 1,501 USD 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2019 02/2019 2,993 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2019 03/2019 1,985 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2019 04/2019 1,084 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2019 02/2020 1,130 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2020 03/2020 1,048 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2020 04/2020 24 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2020 11/2020 2,008 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2020 12/2020 1,989 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2021 01/2021 2,035 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2021 02/2021 2,019 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2021 03/2021 2,073 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2021 04/2021 1,737 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2021 01/2022 2,004 USD 30
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2019 03/2019 4,383 USD 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2019 02/2019 3,017 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 02/2019 02/2019 494 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2019 03/2019 276 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2019 04/2019 221 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2019 02/2020 453 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2020 03/2020 424 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2020 04/2020 492 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2020 02/2021 455 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2021 03/2021 448 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2021 04/2021 367 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2021 10/2021 84 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2021 11/2021 861 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2021 12/2021 1,308 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2022 01/2022 1,194 USD 30
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSX 03/2019 03/2019 1,371 USD 250
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2019 02/2019 921 USD 250
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2019 09/2019 262 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2019 10/2019 359 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2020 07/2020 747 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2020 08/2020 792 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2020 09/2020 666 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2020 10/2020 270 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2021 10/2021 271 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2019 09/2019 1,524 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2019 08/2019 807 USD 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2019 09/2019 194 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2019 10/2019 451 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2020 07/2020 843 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2020 08/2020 863 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2020 09/2020 754 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2020 10/2020 362 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2021 10/2021 219 USD 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2019 09/2019 1,727 USD 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2019 08/2019 1,074 USD 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2019 09/2019 76 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2019 10/2019 128 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2020 07/2020 609 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2020 08/2020 546 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2020 09/2020 1,027 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2020 10/2020 151 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2021 10/2021 82 USD 30.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2019 09/2019 2,164 USD 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2019 08/2019 1,320 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2019 09/2019 141 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2019 10/2019 365 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2020 07/2020 973 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2020 08/2020 935 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2020 09/2020 820 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2020 10/2020 269 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2021 10/2021 160 USD 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2019 09/2019 1,450 USD 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2019 08/2019 908 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2019 09/2019 149 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2019 10/2019 231 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2020 06/2020 956 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2020 07/2020 961 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2020 08/2020 913 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2020 09/2020 1,037 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2020 10/2020 447 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2021 10/2021 159 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2019 09/2019 1,446 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2019 08/2019 834 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2019 09/2019 338 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2019 10/2019 570 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2020 07/2020 900 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2020 08/2020 890 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2020 09/2020 934 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2020 10/2020 408 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2021 10/2021 360 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2019 09/2019 2,643 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2019 08/2019 1,473 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2019 09/2019 51 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2019 10/2019 9 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2020 10/2021 47 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2019 09/2019 1,664 USD 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2019 08/2019 1,006 USD 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2019 09/2019 264 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2019 10/2019 62 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2020 07/2020 999 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2020 08/2020 1,166 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2020 09/2020 1,193 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2020 10/2020 168 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2021 10/2021 242 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSK 09/2019 09/2019 1,202 USD 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2019 08/2019 676 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2019 03/2019 1,200 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2019 08/2019 1,200 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2019 10/2019 1,200 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2019 07/2020 1,000 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2020 12/2022 900 USD 7.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2019 03/2019 450 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2019 08/2019 450 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2019 10/2019 430 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2019 12/2022 425 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 03/2019 03/2019 1,000 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 05/2019 03/2020 750 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2019 03/2019 120 USD 25
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2020 03/2020 250 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 03/2019 12/2023 300 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2019 03/2019 120 USD 10.000%
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2020 03/2020 150 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2019 12/2019 160 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 02/2019 01/2020 425 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 03/2019 12/2023 300 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 03/2019 12/2023 300 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 02/2019 04/2020 280 USD 25.000%
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS HALF BCH 02/15/2019 01/31/2020 475 USD 0.05
CBT AGRICULTURE BLACK SEA WHEAT FUTURES BSW 03/2019 05/2019 3,000 USD 0.06
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 02/2019 04/2020 380 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS HALF BWH 02/15/2019 01/31/2020 315 USD 0.05
CBT AGRICULTURE CORN FUTURES C 03/2019 03/2019 700 USD 28.000%
CBT AGRICULTURE CORN FUTURES C 05/2019 12/2019 700 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 03/2020 12/2022 580 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2019 07/2019 120 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2019 12/2019 280 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2019 12/2019 450 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2019 07/2019 320 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2019 07/2019 550 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2019 07/2019 65 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 03/2019 01/2020 35 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2019 03/2019 350 USD 10.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2020 03/2020 275 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2019 12/2019 500 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2019 07/2019 330 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2019 07/2019 625 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA SWAP DFL 02/2019 01/2020 900 USD 0.08
CBT AGRICULTURE DAP FOB TAMPA SWAP DFT 02/2019 01/2020 1,750 USD 0.08
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 02/2019 05/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 02/2019 05/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 02/2019 05/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 02/2019 05/2019 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 02/2019 05/2019 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 02/2019 05/2019 800 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 02/2019 05/2019 800 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 02/2019 05/2019 800 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2019 03/2019 220 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2019 05/2019 170 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2019 12/2019 160 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2019 09/2019 190 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2020 03/2020 240 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2019 03/2019 300 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2019 12/2019 620 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 03/2019 03/2019 1,300 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 05/2019 05/2019 1,300 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2019 07/2019 1,250 USD 16.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2020 01/2020 250 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2019 03/2019 1,300 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2019 05/2019 1,300 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2019 07/2019 1,250 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2019 12/2019 1,200 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2020 07/2021 1,050 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2019 12/2019 750 USD 0.05
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2019 03/2019 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2019 05/2019 260 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2019 07/2019 250 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2019 12/2019 240 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2020 07/2021 210 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2019 12/2019 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 03/2019 03/2019 325 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2019 09/2019 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2019 10/2019 205 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 12/2019 01/2020 175 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 03/2019 05/2019 725 USD 13.000%
CBT AGRICULTURE OATS FUTURES O 07/2019 09/2021 625 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2019 12/2019 100 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2019 08/2019 65 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2019 09/2019 45 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2019 03/2019 90 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2019 09/2019 80 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2019 12/2019 125 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2019 07/2019 877 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2019 09/2019 787 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2019 12/2019 765 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2020 12/2020 711 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2019 03/2019 345 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2019 03/2019 1,750 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2019 05/2019 1,750 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2019 08/2019 1,650 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2019 09/2019 1,600 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2019 11/2019 1,520 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 01/2020 1,260 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2020 05/2020 1,200 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 11/2022 1,160 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 550 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2019 03/2019 1,750 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 05/2019 05/2019 1,750 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2019 07/2019 1,650 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2019 11/2019 1,520 USD 10.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2019 03/2019 495 USD 25.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2020 03/2020 400 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2019 07/2019 500 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2019 11/2019 345 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2019 08/2019 345 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2019 07/2019 405 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2019 11/2019 500 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2019 12/2019 300 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2019 08/2019 250 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2019 09/2019 250 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2019 07/2019 300 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 375 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT SWAP UFG 02/2019 01/2020 3,500 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 02/2019 07/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 08/2019 01/2021 1,800 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 02/2019 01/2020 1,000 USD 0.06
CBT AGRICULTURE UREA (PRILLED BULK) FOB YUZHNY SWAP UFZ 02/2019 07/2019 1,700 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 02/2019 02/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 03/2019 01/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 03/2019 03/2019 1,250 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2019 07/2019 1,250 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2019 09/2019 1,050 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2019 12/2019 1,000 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2020 07/2021 1,000 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2019 12/2019 625 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2019 03/2019 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2019 12/2019 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2019 07/2019 205 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2019 09/2019 250 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2019 03/2019 140 USD 28.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2019 12/2019 140 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2020 12/2022 116 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2019 03/2019 350 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2019 05/2019 350 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2019 08/2019 330 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2019 09/2019 320 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2019 11/2019 304 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 01/2020 252 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2020 05/2020 240 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 11/2022 232 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2019 03/2019 250 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2019 07/2019 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2019 09/2019 210 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2019 12/2019 200 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 07/2021 200 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2019 03/2019 700 USD 28.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2019 12/2019 700 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 03/2019 03/2019 450 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 05/2019 07/2019 450 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2019 12/2019 425 USD 8.500%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 03/2019 03/2019 1,200 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 05/2019 07/2019 1,200 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2019 12/2019 1,000 USD 7.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 03/2019 03/2019 275 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 05/2019 11/2019 265 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2020 01/2020 175 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2019 03/2019 1,250 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2019 07/2019 1,250 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 03/2019 12/2019 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2019 03/2019 5,900 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2019 03/2020 5,900 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2019 03/2019 5,900 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2019 03/2020 5,900 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2019 03/2019 5,900 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2019 03/2020 5,900 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 03/2019 12/2019 1,300 USD 35.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 03/2019 12/2019 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2019 03/2019 5,900 USD 40.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2019 12/2019 5,900 USD 30.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2019 03/2019 5,900 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 06/2019 12/2019 5,900 USD 30.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2019 03/2019 5,900 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 06/2019 12/2019 5,900 USD 30.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 02/2019 02/2019 368 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 03/2019 03/2019 789 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 04/2019 04/2019 710 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 05/2019 01/2022 700 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 02/2019 03/2019 1,750 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 04/2019 04/2019 1,550 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 05/2019 02/2022 1,400 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 03/2019 09/2019 2,550 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 03/2019 09/2019 1,150 USD 30.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 03/2019 09/2019 740 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2019 03/2019 520 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2019 09/2019 580 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 02/2019 02/2019 160 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2019 03/2019 160 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2019 04/2019 195 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2019 05/2019 215 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2019 06/2019 300 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2019 07/2019 355 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2019 08/2019 400 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2019 09/2019 435 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 500 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 11/2019 555 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2019 12/2019 600 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 03/2020 635 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 05/2020 670 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 06/2020 695 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 09/2020 705 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2020 01/2022 740 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 03/2019 06/2019 3,600 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 03/2019 06/2019 2,350 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 03/2019 06/2019 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 09/2019 1,200 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2016 12/2017 250 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 12/2018 350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 09/2019 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 09/2019 540 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 09/2019 3,600 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 09/2019 1,750 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 09/2019 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 09/2019 2,350 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2017 12/2018 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 09/2019 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2014 12/2015 300 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 09/2017 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 09/2019 540 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 09/2019 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 03/2019 06/2019 1,500 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 03/2019 06/2019 1,200 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 03/2019 06/2019 400 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 03/2019 09/2019 1,550 USD 30.000%
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 03/2019 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 03/2019 09/2019 3,650 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 03/2019 03/2019 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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