Outrights/Vol Scans for Margins

Start Period End Period
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.

Read more about performance bonds/margin

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