Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2022 07/2022 2,000 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2022 08/2022 1,900 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2022 09/2022 1,850 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2022 10/2022 1,750 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2022 12/2022 1,700 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2023 01/2023 1,600 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2023 03/2023 1,550 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2023 05/2023 1,500 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2023 07/2023 1,425 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2023 08/2023 1,400 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2023 09/2023 1,350 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2023 10/2023 1,325 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2023 12/2023 1,300 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2024 01/2024 1,250 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2024 03/2024 1,175 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2024 12/2025 1,150 USD 13.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2022 07/2022 2,800 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 08/2022 08/2022 2,750 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2022 09/2022 2,650 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 10/2022 10/2022 2,400 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2022 12/2022 2,300 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2023 01/2023 2,225 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2023 03/2023 2,100 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2023 05/2023 1,900 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2023 07/2023 1,850 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 08/2023 08/2023 1,825 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2023 12/2025 1,800 USD 10.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 07/2022 07/2022 1,075 USD 25.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 09/2022 09/2022 1,025 USD 18.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 11/2022 07/2023 975 USD 18.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2023 03/2023 1,250 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 09/2022 12/2026 700 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2023 03/2023 1,000 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2022 12/2022 1,150 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 06/2022 05/2023 1,200 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 09/2022 12/2026 700 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 09/2022 12/2026 700 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 06/2022 08/2023 1,400 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 08/2022 08/2022 2,200 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 09/2022 04/2023 3,000 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 06/2022 08/2023 1,600 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 07/2022 07/2022 2,500 USD 30.000%
CBT AGRICULTURE CORN FUTURES C 09/2022 09/2022 2,500 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 12/2022 12/2022 2,300 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 03/2023 03/2023 1,900 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 05/2023 05/2023 1,700 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 07/2023 07/2023 1,500 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 09/2023 09/2023 1,400 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 12/2023 12/2023 1,250 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 03/2024 03/2024 1,125 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 05/2024 05/2024 1,125 USD 11.000%
CBT AGRICULTURE CORN FUTURES C 07/2024 12/2025 1,050 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2022 07/2022 1,200 USD 10.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2023 07/2023 900 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2022 12/2022 1,300 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2022 12/2022 1,200 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2022 07/2022 900 USD 25
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2023 07/2023 800 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2022 07/2022 1,400 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2023 07/2023 1,300 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2022 07/2022 1,825 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2023 07/2023 400 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2022 07/2022 1,500 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 08/2022 08/2022 600 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 09/2022 09/2022 510 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 10/2022 10/2022 400 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 12/2022 12/2022 300 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 01/2023 05/2023 250 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2023 07/2023 225 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2023 03/2023 800 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2022 12/2022 1,200 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2022 07/2022 1,000 USD 10.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2023 07/2023 800 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2022 07/2022 1,700 USD 25.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2023 07/2023 1,400 USD 25.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 09/2022 09/2022 1,250 USD 30.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 12/2022 12/2022 1,225 USD 26.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 03/2023 03/2023 1,225 USD 19.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 05/2023 09/2023 1,200 USD 10.000%
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 06/2022 05/2023 6,500 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 06/2022 09/2022 960 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 06/2022 09/2022 960 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 06/2022 09/2022 960 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 07/2022 10/2022 1,850 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 07/2022 10/2022 1,850 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 07/2022 10/2022 1,850 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2022 07/2022 850 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2022 09/2022 700 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2022 07/2023 600 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2023 03/2023 900 USD 0.1
CBT AGRICULTURE KC HRW WHEAT-WHEAT ICS KCW 07/2022 07/2022 1,520 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT-WHEAT ICS KCW 12/2022 12/2022 1,480 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT-WHEAT ICS KCW 07/2023 07/2023 1,300 USD 25.000%
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2022 12/2022 1,400 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2022 07/2022 3,850 USD 30.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 09/2022 09/2022 3,800 USD 26.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 12/2022 12/2022 3,750 USD 19.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2023 01/2023 925 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2022 07/2022 3,850 USD 30.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2022 09/2022 3,800 USD 26.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2022 12/2022 3,750 USD 19.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2023 03/2023 3,700 USD 19.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2023 05/2023 3,600 USD 19.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2023 07/2023 3,300 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2023 09/2023 3,100 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2023 12/2023 2,800 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2024 07/2024 2,600 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2022 09/2022 % 0.05
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 12/2022 09/2023 750 USD 0.05
CBT AGRICULTURE MAP CFR BRAZIL FUTURES MFC 06/2022 05/2023 8,000 USD 25.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2022 07/2022 770 USD 30.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2022 09/2022 760 USD 26.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2022 12/2022 750 USD 19.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2023 03/2023 740 USD 19.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2023 05/2023 720 USD 19.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2023 07/2023 660 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2023 09/2023 620 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2023 12/2023 560 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2024 07/2024 520 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2022 09/2022 % 0.05
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 12/2022 09/2023 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2022 07/2022 1,100 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2022 09/2022 700 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2022 03/2023 550 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2023 07/2023 350 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 07/2022 09/2022 2,400 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2022 09/2024 2,100 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2022 12/2022 700 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2022 08/2022 1,375 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2023 08/2023 225 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2022 09/2022 850 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2022 07/2022 1,000 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2022 09/2022 700 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2022 12/2022 650 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2023 07/2023 625 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2022 07/2022 3,437 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2022 09/2022 2,790 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2022 12/2022 2,677 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2023 03/2023 2,475 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2023 05/2023 2,340 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2023 07/2023 2,115 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2023 09/2023 1,980 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2023 12/2023 1,777 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2024 05/2024 1,631 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2024 07/2024 1,597 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2023 03/2023 925 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2022 07/2022 4,000 USD 30.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2022 08/2022 3,900 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2022 09/2022 3,850 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2022 11/2022 3,700 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2023 01/2023 3,400 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2023 03/2023 3,000 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2023 05/2023 2,800 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2023 07/2023 2,600 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2023 08/2023 2,550 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2023 09/2023 2,500 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2023 11/2023 2,200 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2024 01/2024 2,100 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2024 11/2025 2,075 USD 12.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2023 01/2023 1,950 USD 0.25
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 08/2022 08/2022 5,000 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 09/2022 09/2022 4,800 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 11/2022 11/2022 4,700 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 01/2023 11/2023 4,300 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2022 07/2022 4,000 USD 30.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2022 08/2022 3,900 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 09/2022 09/2022 3,850 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2022 11/2022 3,700 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2023 01/2023 3,400 USD 12.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2023 03/2023 1,600 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2022 07/2022 2,400 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2023 07/2023 1,550 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2022 11/2022 1,000 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2022 08/2022 1,200 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2022 07/2022 2,000 USD 5.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2023 07/2023 1,200 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2022 11/2022 2,300 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2022 12/2022 1,100 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2022 08/2022 1,400 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2023 08/2023 825 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2022 09/2022 1,050 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2022 07/2022 1,675 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2023 07/2023 1,100 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2022 11/2022 1,500 USD 25.000%
CBT AGRICULTURE THAILAND LONG GRAIN WHITE RICE TRF 06/2022 05/2023 800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 06/2022 11/2022 8,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 12/2022 05/2023 8,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 06/2022 05/2023 11,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 06/2022 11/2022 9,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 12/2022 05/2023 8,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 06/2022 05/2023 8,500 USD 0.06
CBT AGRICULTURE UAN FOB NOLA FUTURES UNO 06/2022 05/2023 6,500 USD 6.000%
CBT AGRICULTURE UKRAINIAN WHEAT (PLATTS) FUTURES UWF 06/2022 08/2023 1,100 USD 25.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2022 07/2022 3,750 USD 30.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2022 09/2022 3,700 USD 26.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2022 12/2022 3,650 USD 19.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2023 03/2023 3,600 USD 19.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2023 05/2023 3,500 USD 19.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2023 07/2023 3,200 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2023 09/2023 3,000 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2023 12/2023 2,700 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2024 07/2024 2,500 USD 10.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2022 12/2022 1,500 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2022 07/2022 850 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2022 09/2022 700 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2022 07/2023 600 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2022 07/2022 500 USD 30.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2022 09/2022 500 USD 25.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2022 12/2022 460 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2023 03/2023 380 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2023 05/2023 340 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2023 07/2023 300 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2023 09/2023 280 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2023 12/2023 250 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2024 03/2024 225 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2024 05/2024 225 USD 11.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2024 12/2025 210 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2022 07/2022 800 USD 30.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2022 08/2022 780 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2022 09/2022 770 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2022 11/2022 740 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2023 01/2023 680 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2023 03/2023 600 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2023 05/2023 560 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2023 07/2023 520 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2023 08/2023 510 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2023 09/2023 500 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2023 11/2023 440 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2024 01/2024 420 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2024 11/2025 415 USD 12.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2022 07/2022 750 USD 30.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2022 09/2022 740 USD 26.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2022 12/2022 730 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2023 03/2023 720 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2023 05/2023 700 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2023 07/2023 640 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2023 09/2023 600 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2023 12/2023 540 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2024 07/2024 500 USD 10.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2022 07/2022 2,500 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2022 09/2022 2,500 USD 25.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2022 12/2022 2,300 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2023 03/2023 1,900 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2023 05/2023 1,700 USD 20.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 07/2022 07/2022 2,800 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2022 08/2022 2,750 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 09/2022 09/2022 2,650 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2022 12/2022 2,300 USD 12.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 07/2022 07/2022 2,000 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2022 08/2022 1,900 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 09/2022 09/2022 1,850 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2022 12/2022 1,700 USD 13.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2022 07/2022 1,400 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2022 08/2022 900 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 09/2022 09/2022 825 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2022 11/2022 600 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2023 07/2023 500 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2022 07/2022 3,750 USD 30.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2022 09/2022 3,700 USD 26.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2022 12/2022 3,650 USD 19.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2023 03/2023 3,600 USD 19.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2023 05/2023 3,500 USD 19.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 06/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 09/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 06/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 09/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 06/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2022 09/2022 800 USD 40.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2022 06/2023 800 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 09/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2022 06/2023 8,000 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2022 06/2023 8,000 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2022 06/2023 8,000 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 06/2022 06/2022 307 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2022 07/2022 2,086 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2022 05/2025 2,075 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 07/2022 07/2022 4,300 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 08/2022 06/2025 4,150 USD 25.000%
CBT INTEREST RATES MICRO 10-YEAR YIELD FUTURES 10Y 06/2022 07/2022 240 USD 40.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 06/2022 03/2023 3,800 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 06/2022 03/2023 1,800 USD 50.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2022 12/2022 1,400 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2022 06/2022 1,050 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2022 12/2022 1,100 USD 50.000%
CBT INTEREST RATES MICRO 2-YEAR YIELD FUTURES 2YY 06/2022 07/2022 330 USD 40.000%
CBT INTEREST RATES MICRO 30-YEAR YIELD FUTURES 30Y 06/2022 07/2022 240 USD 40.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 06/2022 12/2022 1,550 USD 50.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2022 06/2022 525 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2022 07/2022 900 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2022 08/2022 950 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2022 09/2022 1,060 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2022 05/2027 1,260 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2022 06/2023 1,350 USD 25.000%
CBT INTEREST RATES MICRO 5-YEAR YIELD FUTURES 5YY 06/2022 07/2022 320 USD 40.000%
CBT INTEREST RATES 30-YEAR SOFR MAC SWAP FUTURES B1S 09/2022 03/2023 5,000 USD 40.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 09/2022 12/2022 5,000 USD 0.04
CBT INTEREST RATES 20-YEAR SOFR MAC SWAP FUTURES E1S 09/2022 03/2023 3,300 USD 40.000%
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 09/2022 12/2022 3,300 USD 0.04
CBT INTEREST RATES 5-YEAR SOFR MAC SWAP FUTURES F1S 09/2022 03/2023 1,225 USD 40.000%
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 09/2022 12/2022 1,225 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS BSBY SWAP FUT KXA 06/2022 03/2023 250 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS BSBY SWAP FUT KXB 06/2022 03/2023 1,520 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS BSBY SWAP FUT KXC 06/2022 03/2023 775 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS BSBY SWAP FUT KXD 06/2022 03/2023 1,050 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS BSBY SWAP FUT KXT 06/2022 03/2023 550 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS BSBY SWAP FUT KXW 06/2022 03/2023 1,100 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS BSBY SWAP FUT KXY 06/2022 03/2023 1,800 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 80 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 95 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 155 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 230 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 335 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 425 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 475 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 550 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 625 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 700 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 750 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 800 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 925 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 06/2019 1,000 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2019 09/2019 1,050 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2019 12/2019 1,100 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2020 03/2020 1,150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2020 06/2020 1,200 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2020 12/2020 1,225 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2021 03/2021 1,250 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2021 06/2021 1,275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2021 09/2021 1,300 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2021 12/2021 1,375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2022 03/2022 1,450 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2022 06/2022 1,520 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2022 03/2023 1,550 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 09/2019 10 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 50 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 120 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 190 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 09/2020 250 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2020 12/2020 325 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2021 03/2021 400 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2021 06/2021 450 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2021 09/2021 525 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2021 12/2021 585 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2022 03/2022 650 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2022 06/2022 720 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2022 03/2023 775 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 09/2018 25 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 60 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 130 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 190 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 250 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 320 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2020 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2020 06/2020 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2020 09/2020 525 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2020 12/2020 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2021 03/2021 650 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2021 06/2021 700 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2021 09/2021 750 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2021 12/2021 825 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2022 03/2022 875 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2022 06/2022 900 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2022 03/2023 1,050 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2012 09/2013 4,000 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2013 06/2017 4,600 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2017 03/2023 5,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2015 06/2017 1,700 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2017 03/2018 1,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 06/2018 09/2018 1,900 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 12/2018 06/2019 2,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2019 03/2023 2,100 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2015 06/2016 2,200 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2016 06/2017 2,300 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2017 09/2018 2,500 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 12/2018 03/2023 2,650 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 09/2015 09/2016 2,800 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 12/2016 09/2017 2,900 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 12/2017 03/2019 3,000 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 06/2019 03/2023 3,300 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 09/2020 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2020 12/2020 45 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2021 03/2021 120 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2021 06/2021 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2021 09/2021 250 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2021 12/2021 350 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2022 03/2022 425 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2022 06/2022 500 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2022 09/2022 600 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2022 03/2023 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 10 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 50 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 130 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 190 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 320 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 525 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 600 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 09/2020 750 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2020 12/2020 800 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2021 03/2021 850 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2021 06/2021 900 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2021 09/2021 950 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2021 12/2021 975 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2022 03/2022 1,050 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2022 06/2022 1,125 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2022 03/2023 1,225 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2012 09/2012 300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 340 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 520 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 730 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 780 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 870 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,060 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,120 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,190 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,700 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 06/2020 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2020 12/2020 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2021 06/2021 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2021 12/2021 1,900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2022 03/2023 1,950 USD 30.000%
CBT INTEREST RATES 10-YEAR SOFR MAC SWAP FUTURES N1S 09/2022 03/2023 1,950 USD 40.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 09/2022 12/2022 1,950 USD 0.04
CBT INTEREST RATES 7-YEAR SOFR MAC SWAP FUTURES S1S 09/2022 03/2023 1,550 USD 40.000%
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 09/2022 12/2022 1,550 USD 0.04
CBT INTEREST RATES 2-YEAR SOFR MAC SWAP FUTURES T1S 09/2022 03/2023 650 USD 40.000%
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 09/2022 12/2022 650 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 06/2022 03/2023 2,750 USD 50.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES ULTRA 10-YR U S TREA TAS FUT TNT 09/2022 09/2022 2,750 USD 50.000%
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 20-YEAR U.S. TREASURY BOND FUTURES TWE 06/2022 03/2023 4,800 USD 50.000%
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 06/2022 03/2023 6,500 USD 50.000%
CBT INTEREST RATES ULTRA U.S TRES BOND TAS FUT UBT 09/2022 09/2022 6,500 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 06/2021 09/2021 15 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2021 12/2021 50 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 03/2022 03/2022 100 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 06/2022 06/2022 180 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 09/2022 09/2022 275 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2022 03/2023 325 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2020 12/2020 1,250 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 03/2021 03/2021 1,275 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 06/2021 06/2021 1,300 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 09/2021 09/2021 1,375 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2021 12/2021 1,450 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 03/2022 03/2022 1,520 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 06/2022 03/2023 1,550 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2020 12/2020 400 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2021 03/2021 450 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 06/2021 06/2021 525 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 09/2021 09/2021 585 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2021 12/2021 650 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2022 03/2022 720 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 06/2022 03/2023 775 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2020 12/2020 650 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 03/2021 03/2021 700 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 06/2021 06/2021 750 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 09/2021 09/2021 825 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2021 12/2021 875 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 03/2022 03/2022 900 USD 40.000%

About Margins | Performance Bonds

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

Read more about performance bonds/margin

Subscribe to Notices

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

Subscribe

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

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

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

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

Clearing System Password Help
+1 312 930 3444

Deliveries
+1 312 930 3172

General Clearing Division
+1 312 930 3170

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2022 CME Group Inc. All rights reserved.

Disclaimer  |  Privacy Notice  |  Cookie Notice  |  Terms of Use  |  Data Terms of Use  |  Modern Slavery Act Transparency Statement  |  Report a Security Concern