Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 06/2022 09/2022 40,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 06/2022 06/2023 8,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 06/2022 06/2023 580,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 06/2022 06/2023 580,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 06/2022 06/2022 5,500 USD 40.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 09/2022 06/2023 5,500 USD 20.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 05/2022 12/2028 11,200 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 05/2022 12/2028 11,200 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 05/2022 12/2028 11,200 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 06/2022 09/2022 16,000 USD 0.04
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 05/2022 06/2022 1,350 USD 45.000%
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 07/2022 08/2022 1,350 USD 30.000%
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 06/2022 06/2023 4,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 06/2022 06/2023 6,300 USD 35.000%
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 06/2022 06/2023 6,700 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 06/2022 06/2023 5,000 USD 35.000%
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 06/2022 06/2023 10,000 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 06/2022 06/2023 4,200 USD 35.000%
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 06/2022 06/2023 3,800 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 06/2022 06/2023 4,000 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 06/2022 06/2023 6,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 06/2022 06/2023 11,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 06/2022 06/2023 5,200 USD 35.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 06/2022 06/2023 4,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 06/2022 06/2023 6,300 USD 35.000%
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 06/2022 06/2023 6,700 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 06/2022 06/2023 5,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 06/2022 06/2023 10,000 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 06/2022 06/2023 4,200 USD 35.000%
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 06/2022 06/2023 3,800 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 06/2022 06/2023 3,800 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 06/2022 06/2023 4,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 06/2022 06/2023 6,500 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 06/2022 06/2023 11,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 06/2022 09/2022 5,200 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 06/2022 06/2023 5,200 USD 35.000%
CME FX AD/CD FUTURES AC 06/2022 09/2023 2,500 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 05/2022 08/2022 1,820 USD 24.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 09/2022 03/2027 1,820 USD 16.000%
CME FX AD/JY FUTURES AJ 06/2022 09/2023 600,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 06/2022 09/2023 2,400 NZD 0.02
CME FX BPSF FUTURE BF 06/2022 09/2023 5,400 CHF 0.05
CME FX BRITISH POUND FUTURES BP 05/2022 08/2022 1,850 USD 24.000%
CME FX BRITISH POUND FUTURES BP 09/2022 03/2027 1,850 USD 20.000%
CME FX BRAZILIAN REAL FUTURES BR 06/2022 05/2023 1,100 USD 30.000%
CME FX BRAZILIAN REAL FUTURES BR 06/2023 05/2024 1,300 USD 30.000%
CME FX BRAZILIAN REAL FUTURES BR 06/2024 05/2027 1,400 USD 30.000%
CME FX BPJY FUTURE BY 06/2022 09/2023 620,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 05/2022 09/2022 1,320 USD 25.000%
CME FX CANADIAN DOLLAR FUTURES C1 10/2022 03/2027 1,320 USD 20.000%
CME FX EC/AD CROSS RATE FUTURES CA 06/2022 09/2023 3,850 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 06/2022 09/2023 3,000 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 06/2022 03/2024 3,200 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 06/2022 03/2024 2,600 USD 0.07
CME FX EC/NKR FUTURES CN 06/2022 09/2023 36,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 06/2022 05/2023 11,000 CNH 0.08
CME FX USD/CNH FUTURES CNH 06/2023 06/2025 12,500 CNH 0.08
CME FX CD/JY FUTURES CY 06/2022 09/2023 600,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 06/2022 09/2023 6,400 USD 0.04
CME FX SWISS FRANC FUTURES E1 06/2022 12/2022 2,900 USD 22.000%
CME FX SWISS FRANC FUTURES E1 03/2023 03/2027 2,900 USD 17.000%
CME FX E-MINI EURO FX FUTURE E7 06/2022 06/2022 1,200 USD 24.000%
CME FX E-MINI EURO FX FUTURE E7 09/2022 09/2022 1,200 USD 20.000%
CME FX EURO FUTURE EC 05/2022 08/2022 2,400 USD 24.000%
CME FX EURO FUTURE EC 09/2022 03/2027 2,400 USD 20.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 06/2022 09/2023 4,400 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 06/2022 09/2023 7,700 USD 0.04
CME FX JAPANESE YEN FUTURES J1 05/2022 08/2022 2,500 USD 28.000%
CME FX JAPANESE YEN FUTURES J1 09/2022 03/2027 2,500 USD 19.000%
CME FX E-MINI J-YEN FUTURE J7 06/2022 06/2022 1,250 USD 28.000%
CME FX E-MINI J-YEN FUTURE J7 09/2022 09/2022 1,250 USD 19.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 06/2022 09/2023 4,600 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 06/2022 09/2023 26,400 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 06/2022 12/2023 2,800 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 06/2022 06/2022 182 USD 24.000%
CME FX MICRO AUD/USD FUTURES M6A 09/2022 09/2022 182 USD 16.000%
CME FX MICRO GBP/USD FUTURES M6B 06/2022 06/2022 185 USD 24.000%
CME FX MICRO GBP/USD FUTURES M6B 09/2022 09/2022 185 USD 20.000%
CME FX MICRO USD/CAD FUT M6C 06/2022 09/2022 170 CAD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 06/2022 06/2022 240 USD 24.000%
CME FX MICRO EUR/USD FUTURES M6E 09/2022 09/2022 240 USD 20.000%
CME FX MICRO USD/JPY FUTURES M6J 06/2022 09/2022 28,365 JPY 24.000%
CME FX MICRO USD/CHF FUTURES M6S 06/2022 09/2022 275 CHF 18.000%
CME FX MICRO CAD/USD FUTURES MCD 06/2022 09/2022 132 USD 25.000%
CME FX MICRO INR/USD FUTURE MIR 05/2022 04/2023 320 USD 0.08
CME FX MICRO USD/CNH FUTURES MNH 06/2022 05/2023 1,100 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 05/2022 10/2022 1,300 USD 27.000%
CME FX MEXICAN PESO FUTURES MP 11/2022 12/2023 1,300 USD 18.000%
CME FX MICRO CHF/USD FUTURES MSF 06/2022 09/2022 290 USD 22.000%
CME FX NEW ZEALAND FUTURES NE 06/2022 12/2022 1,400 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 03/2023 09/2023 1,400 USD 20.000%
CME FX POLISH ZLOTY FUTURES PZ 06/2022 09/2023 5,300 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 06/2022 09/2023 2,900 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 05/2022 06/2024 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 06/2022 09/2023 3,700 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 06/2022 06/2025 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 06/2022 12/2023 4,300 EUR 0.03
CME FX EURO FX/BP FUTURE RP 05/2022 09/2023 2,400 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2022 03/2023 6,100 USD 40.000%
CME FX EURO FX/JY FUTURE RY 06/2022 09/2023 460,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 06/2022 09/2023 7,000 USD 0.02
CME FX INR/USD FUTURE SIR 05/2022 03/2024 1,600 USD 0.08
CME FX SFJY FUTURES SJ 06/2022 09/2023 1,150,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 06/2022 09/2023 16,000 USD 45.000%
CME FX NKR/USD FUTURES UN 06/2022 09/2023 8,400 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 06/2022 09/2023 3,600 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 05/2022 06/2024 78,000 ZAR 0.07
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 06/2022 06/2022 500 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 09/2022 03/2027 700 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 12/2022 06/2023 750 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 09/2023 09/2023 775 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 12/2023 03/2024 725 USD 40.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2022 08/2022 550 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2022 11/2022 625 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2022 12/2022 775 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2023 06/2023 825 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2023 09/2023 800 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2023 12/2023 750 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2024 06/2024 690 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2024 09/2024 675 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 06/2025 650 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2025 09/2025 625 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2025 06/2028 625 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2028 03/2032 625 USD 20.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 06/2022 09/2022 450 USD 30.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 10/2022 06/2023 625 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 05/2022 06/2022 400 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 08/2022 11/2022 600 GBP 35.000%
CME INTEREST RATES SR3-ED INTERCOMMODITY SPREAD SED 09/2023 03/2032 5 USD 25.000%
CME INTEREST RATES SR3-ED PACK SPREAD SEP 09/2023 09/2030 5 USD 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 03/2022 310 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2022 06/2022 590 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2022 12/2022 725 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2023 12/2023 725 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2024 03/2024 725 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2024 06/2025 600 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2025 12/2026 600 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2022 06/2022 600 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2022 09/2022 375 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2022 12/2022 325 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2023 03/2023 300 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 05/2022 05/2022 450 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 06/2022 06/2022 725 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2022 07/2022 750 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 08/2022 08/2022 850 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 09/2022 10/2022 1,050 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2022 11/2022 1,090 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 12/2022 12/2022 1,175 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 01/2023 01/2023 1,200 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 02/2023 05/2023 1,250 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2022 03/2022 375 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 06/2022 550 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 09/2022 625 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2022 12/2022 775 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 06/2023 825 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2023 09/2023 800 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2023 12/2023 750 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2024 06/2024 690 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2024 09/2024 675 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2024 06/2025 650 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2025 09/2026 625 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2026 12/2028 625 USD 23.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2029 09/2031 625 USD 20.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 05/2022 12/2022 10,250 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 01/2023 06/2023 11,000 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 07/2023 07/2023 11,200 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 08/2023 08/2023 11,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 09/2023 05/2024 12,000 MXN 40.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 05/2022 02/2027 2,100 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 05/2022 02/2027 1,300 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 05/2022 02/2027 2,400 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 05/2022 02/2027 1,700 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 05/2022 02/2027 2,100 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 05/2022 02/2027 2,100 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 05/2022 02/2027 2,700 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 05/2022 02/2027 1,350 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 05/2022 02/2027 2,300 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 05/2022 02/2027 2,150 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 05/2022 02/2027 1,700 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2022 10/2022 718 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2022 11/2022 724 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2022 12/2022 460 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2023 01/2023 328 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2023 02/2023 288 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2023 11/2023 390 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2023 12/2023 374 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2024 01/2024 340 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2024 02/2024 312 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2024 03/2024 310 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2024 01/2025 303 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2025 02/2025 315 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2025 03/2025 280 GBP 30.000%
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2025 04/2025 5.0% 30.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0X 03/2023 03/2023 3.1% 25.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2023 02/2023 3.1% 25.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2022 10/2022 945 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2022 11/2022 828 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2022 12/2022 690 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2023 02/2023 484 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2023 03/2023 485 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2023 10/2023 544 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2023 11/2023 579 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2023 12/2023 597 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2024 01/2024 632 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2024 03/2024 311 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2024 04/2024 479 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2024 10/2024 546 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2024 12/2024 505 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2025 02/2025 498 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2025 03/2025 449 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2025 04/2025 7.0% 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2X 03/2023 03/2023 1,317 EUR 25.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2023 02/2023 3.8% 25.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 05/2022 05/2022 830 GBP 30.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 06/2022 06/2022 709 GBP 30.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 07/2022 07/2022 752 GBP 30.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 08/2022 08/2022 488 GBP 30.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 09/2022 09/2022 397 GBP 30.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 10/2022 10/2022 300 GBP 30.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 04/2023 04/2025 4.0% 30.000%
CME WEATHER LONDON SEASONAL CAT STRIP FUTUR G0K 09/2022 09/2022 1.7% 25.000%
CME WEATHER LONDON SEASONAL CAT STRIP FUTUR G0N 08/2022 08/2022 1.7% 25.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 05/2022 05/2022 896 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 06/2022 07/2022 448 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 08/2022 08/2022 333 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 09/2022 09/2022 272 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 10/2022 10/2022 217 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 04/2023 06/2024 344 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 07/2024 07/2024 336 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 08/2024 08/2024 320 EUR 30.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 09/2024 04/2025 3.0% 30.000%
CME WEATHER AMSTERDAM SEASONAL CAT STRIP FUT G2K 09/2022 09/2022 1.6% 25.000%
CME WEATHER AMSTERDAM SEASONAL CAT STRIP FUT G2N 08/2022 08/2022 1.6% 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 05/2022 04/2023 25.0% 25.000%
CME WEATHER TOKYO CAT MAY-PACIFIC RIM SEASONAL G6K 09/2022 09/2022 4.0% 25.000%
CME WEATHER TOKYO CAT JUL-PACIFIC RIM SEASONAL G6N 08/2022 08/2022 4.0% 25.000%
CME WEATHER TOKYO CAT NOV-PACIFIC RIM SEASONAL G6X 03/2023 03/2023 130,700 JPY 25.000%
CME WEATHER TOKYO CAT DEC-PACIFIC RIM SEASONAL G6Z 02/2023 02/2023 4.0% 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2022 10/2022 150 USD 30.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2022 11/2022 421 USD 30.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 12/2022 12/2022 360 USD 30.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 01/2023 01/2023 240 USD 30.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2023 02/2023 260 USD 30.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2023 04/2025 4.0% 30.000%
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0X 03/2023 03/2023 4.5% 250
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2023 02/2023 4.5% 250
CME WEATHER ATLANTA HDD FUTURE H1 10/2022 10/2022 1,885 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 11/2022 11/2022 1,359 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 12/2022 12/2022 922 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 01/2023 01/2023 646 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 02/2023 02/2023 388 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 03/2023 03/2023 140 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 04/2023 04/2023 176 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 10/2023 11/2023 733 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 12/2023 12/2023 546 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 01/2024 01/2024 570 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 02/2024 02/2024 383 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 03/2024 03/2024 143 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 04/2024 04/2024 171 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 10/2024 10/2024 660 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 11/2024 11/2024 680 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 12/2024 12/2024 764 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 01/2025 01/2025 581 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 02/2025 02/2025 532 USD 30.000%
CME WEATHER ATLANTA HDD FUTURE H1 03/2025 04/2025 7.0% 30.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1X 03/2023 03/2023 1,875 USD 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2023 02/2023 1,285 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2022 10/2022 2,164 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 11/2022 11/2022 1,773 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 12/2022 12/2022 1,329 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 01/2023 01/2023 1,107 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 02/2023 02/2023 967 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 03/2023 04/2023 1,062 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2023 12/2023 1,051 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 01/2024 01/2024 800 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 02/2024 02/2024 790 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 03/2024 03/2024 436 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 04/2024 04/2024 434 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2024 10/2024 1,065 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 11/2024 11/2024 1,060 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 12/2024 12/2024 1,230 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 01/2025 01/2025 1,050 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 02/2025 02/2025 820 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 03/2025 03/2025 730 USD 30.000%
CME WEATHER CHICAGO HDD FUTURE H2 04/2025 04/2025 5.0% 30.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2X 03/2023 03/2023 2,654 USD 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2023 02/2023 2.8% 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2022 10/2022 2,278 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2022 11/2022 2,006 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2022 12/2022 1,221 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2023 01/2023 698 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2023 02/2023 645 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2023 04/2023 712 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2023 10/2023 650 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2023 02/2024 488 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2024 03/2024 233 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2024 04/2024 292 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2024 10/2024 688 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2024 11/2024 684 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2024 12/2024 796 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 01/2025 01/2025 904 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2025 04/2025 4.0% 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2023 03/2023 2,594 USD 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2023 02/2023 1,760 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2022 10/2022 2,235 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2022 11/2022 2,171 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2022 12/2022 1,001 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2023 01/2023 834 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2023 02/2023 658 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2023 03/2023 545 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2023 04/2023 159 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2023 10/2023 767 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2023 12/2023 642 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2024 01/2024 645 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2024 02/2024 655 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2024 03/2024 610 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2024 10/2024 760 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2024 11/2024 795 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2024 12/2024 780 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2025 01/2025 675 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2025 02/2025 650 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2025 03/2025 585 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2025 04/2025 5.0% 30.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4X 03/2023 03/2023 1,539 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2023 02/2023 1,047 USD 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2022 10/2022 760 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2022 11/2022 1,269 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2022 12/2022 844 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 01/2023 01/2023 591 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2023 02/2023 265 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2023 03/2023 194 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2023 04/2023 724 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2023 11/2023 639 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2023 12/2023 729 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 01/2024 01/2024 624 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2024 02/2024 1,036 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2024 10/2024 680 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2024 12/2024 588 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 01/2025 01/2025 560 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2025 02/2025 603 USD 30.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2025 04/2025 7.0% 30.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2023 03/2023 1,777 USD 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2023 02/2023 5.0% 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 10/2022 10/2023 1,100 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 11/2022 11/2023 2,132 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 12/2022 12/2023 3,120 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2023 01/2023 2,952 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 02/2023 02/2023 2,372 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 03/2023 03/2023 2,108 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 04/2023 04/2023 1,512 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2024 10/2025 2,160 USD 25.000%
CME WEATHER CME-PORTLAND HDD NOV STRIP H7X 03/2023 03/2023 2,386 USD 25.000%
CME WEATHER CME-PORTLAND HDD DEC STRIP H7Z 02/2023 02/2023 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2022 10/2022 2,184 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2022 11/2022 1,867 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2022 12/2022 1,703 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2023 10/2023 1,048 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2023 11/2023 1,164 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2023 12/2023 1,148 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2024 01/2024 1,076 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2024 03/2024 379 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2024 04/2024 420 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2024 10/2024 252 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2024 11/2024 1,160 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2024 12/2024 1,260 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2025 01/2025 1,360 USD 30.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2025 04/2025 4.0% 30.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2023 03/2023 4,323 USD 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2023 02/2023 3,046 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2022 10/2022 273 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2022 11/2022 719 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2022 04/2023 513 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2023 11/2023 516 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2023 12/2023 532 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2024 11/2024 500 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2024 12/2024 540 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2025 01/2025 525 USD 30.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 02/2025 04/2025 5.0% 30.000%
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSX 03/2023 03/2023 3.2% 250
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2023 02/2023 3.2% 250
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2022 05/2022 729 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2022 06/2022 958 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2022 07/2022 1,082 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2022 08/2022 728 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2022 09/2022 448 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2022 10/2022 100 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2023 05/2023 588 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2023 06/2023 546 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2023 10/2023 312 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2024 04/2024 336 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2024 05/2024 343 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2024 10/2024 328 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2025 04/2025 332 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2022 09/2022 1,706 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2022 08/2022 2.3% 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 05/2022 05/2022 1,140 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2022 06/2022 688 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2022 07/2022 631 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2022 08/2022 525 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2022 09/2022 521 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2022 10/2022 160 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2023 05/2023 410 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2023 06/2023 362 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2023 07/2023 505 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2023 08/2023 481 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2023 09/2023 346 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2023 10/2023 102 USD 30.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2024 04/2025 5.0% 30.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2022 09/2022 1,673 USD 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2022 08/2022 4.8% 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2022 05/2022 135 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2022 06/2022 940 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2022 07/2022 690 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2022 08/2022 354 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2022 04/2025 168 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2022 10/2022 15 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2023 04/2023 234 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2023 05/2023 402 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2023 06/2023 328 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2023 07/2023 339 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2023 08/2023 162 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2023 09/2023 112 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2023 04/2024 86 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2024 08/2024 150 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2024 09/2024 186 USD 30.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2022 09/2022 10.0% 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2022 08/2022 1,280 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 05/2022 05/2022 1,560 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 06/2022 06/2022 896 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 07/2022 07/2022 819 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2022 08/2022 484 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2022 09/2022 439 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2022 10/2022 75 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2023 05/2023 513 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 06/2023 07/2023 470 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2023 08/2023 416 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2023 08/2024 232 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2024 09/2024 225 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2024 04/2025 400 USD 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2022 09/2022 5.8% 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2022 08/2022 824 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2022 05/2022 970 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 06/2022 06/2022 684 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2022 07/2022 243 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2022 08/2022 162 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2022 09/2022 160 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2022 10/2022 24 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2023 04/2023 208 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2023 05/2023 374 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 06/2023 06/2023 320 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2023 07/2023 324 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2023 08/2023 172 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2023 09/2023 152 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2023 04/2024 68 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2024 08/2024 164 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2024 09/2024 184 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2024 04/2025 228 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2022 09/2022 1,474 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2022 08/2022 905 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 05/2022 05/2022 1,200 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 06/2022 06/2022 684 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 07/2022 07/2022 502 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2022 08/2022 365 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2022 09/2022 448 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2022 10/2022 136 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2023 07/2023 553 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2023 08/2023 513 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2023 04/2024 248 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 05/2024 05/2024 412 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 06/2024 06/2024 547 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 07/2024 08/2024 372 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2024 09/2024 380 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2024 10/2024 100 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2025 04/2025 275 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2022 09/2022 3,064 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2022 08/2022 1,491 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 05/2022 05/2024 80 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2022 06/2023 252 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 07/2022 07/2023 716 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 08/2022 08/2023 812 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 09/2022 09/2023 296 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 10/2022 10/2023 8 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 04/2023 04/2024 12 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2024 10/2025 320 USD 25.000%
CME WEATHER CME-PORTLAND CDD MAY STRIP FUTURE K7K 09/2022 09/2022 432 USD 25.000%
CME WEATHER CME-PORTLAND CDD JUL STRIP FUTURE K7N 08/2022 08/2022 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 05/2022 05/2022 57 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2022 06/2022 403 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2022 07/2022 514 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 08/2022 08/2022 262 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2022 09/2022 157 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2022 04/2025 7.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2023 05/2023 268 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2023 06/2023 309 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2023 06/2024 498 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2024 07/2024 491 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2022 09/2022 8.7% 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2022 08/2022 1,091 USD 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2022 05/2022 1,320 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 06/2022 06/2022 421 USD 25.000%

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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Quick Links

    • CME CORE

    • CME CORE is an interactive margin calculator that enables users to calculate and evaluate initial margin requirements for all CME Group Products, and execute OTC efficiency analysis through additional analytics.

Contacts

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+1 312 648 5470
efsadmin@cmegroup.com

Risk Management, PC-SPAN Hotline
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Clearing System Password Help
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General Clearing Division
+1 312 930 3170

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