Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 09/2020 09/2020 8,633 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 10/2020 10/2020 18,500 USD 25.000%
NYM REFINED PRODUCTS USGC MARINE FUEL VS EUROPEAN FOB R UPM 11/2020 12/2023 17,000 USD 25.000%
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 09/2020 09/2020 11,666 USD 0.05
NYM REFINED PRODUCTS EUROPE JET KERO RDAM CALFUT UR 10/2020 08/2023 25,000 USD 0.05
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 09/2020 09/2020 9,144 USD 0.065
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 10/2020 10/2020 21,000 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 11/2020 06/2021 19,000 USD 0.045
NYM REFINED PRODUCTS EUROPE 3.5% FUEL OIL RDAM CALFUT UV 07/2021 12/2025 18,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 09/2020 09/2020 2,660 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 FUT V0 10/2020 08/2023 4,000 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 09/01/2020 09/30/2020 4,781 USD 0.025
NYM REFINED PRODUCTS NY HARBOR 1% FUEL OIL BALMO VK 10/01/2020 10/30/2020 7,000 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1%BRGS FOB ARA (PLATTS)FUT VL 09/2020 08/2023 38,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 09/01/2020 09/30/2020 3,654 USD 0.025
NYM REFINED PRODUCTS SINGAPORE GASOIL BALMO VU 10/01/2020 11/30/2020 5,350 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/01/2020 09/01/2020 1,500 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/02/2020 09/02/2020 1,575 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/03/2020 09/03/2020 1,657 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/04/2020 09/04/2020 1,750 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/08/2020 09/08/2020 1,852 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/09/2020 09/09/2020 1,968 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/10/2020 09/10/2020 2,100 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/11/2020 09/11/2020 2,250 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/14/2020 09/14/2020 2,423 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/15/2020 09/15/2020 2,625 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/16/2020 09/16/2020 2,863 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/17/2020 09/17/2020 3,150 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 09/18/2020 09/30/2020 3,500 USD 0.025
NYM REFINED PRODUCTS GULF COAST HSFO (PLATTS) BALMO FUT VZ 10/01/2020 10/30/2020 3,400 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 09/01/2020 09/30/2020 3,979 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 95 BALMO FUT W0 10/01/2020 11/30/2020 5,000 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 09/2020 09/2020 1,798 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 FUT X0 10/2020 08/2023 4,150 USD 0.025
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 09/01/2020 09/30/2020 18,786 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED BALMO FUT X6 10/01/2020 11/30/2020 27,500 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 09/01/2020 09/30/2020 22,201 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED BALMO FUT X7 10/01/2020 11/30/2020 32,500 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 09/01/2020 09/30/2020 21,177 USD 0.05
NYM REFINED PRODUCTS JET FUEL BARGES RDAM BALMO X9 10/01/2020 11/30/2020 31,000 USD 0.05
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 09/01/2020 09/30/2020 4,058 USD 0.025
NYM REFINED PRODUCTS SINGAPORE MOGAS 97 BALMO FUT Y0 10/01/2020 11/30/2020 5,100 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 09/2020 09/2020 1,773 USD 0.025
NYM REFINED PRODUCTS NEW YORK HEATING OIL PLATTS FUT YF 10/2020 08/2023 3,800 USD 0.025
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 09/2020 09/2020 1,983 USD 0.05
NYM REFINED PRODUCTS NY ULTRA LOW S DIESEL CAL FUT YS 10/2020 08/2023 4,250 USD 0.05
NYM REFINED PRODUCTS GASOIL 0.1% CIF MED FUT Z4 09/2020 08/2024 22,000 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 09/2020 09/2020 12,133 USD 0.05
NYM REFINED PRODUCTS ULSD 10PPM CIF MED FUT Z6 10/2020 08/2024 26,000 USD 0.05
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2020 09/2020 % 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2020 10/2020 2,475 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2020 11/2020 750 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2020 11/2023 600 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2021 03/2021 550 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2021 04/2021 475 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2021 10/2021 425 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2021 02/2022 375 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2022 04/2022 325 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2022 10/2022 300 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 11/2022 11/2022 250 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 12/2022 12/2022 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2023 01/2023 205 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2023 05/2023 175 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2023 07/2023 125 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 09/2020 09/2020 2,475 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2020 10/2020 2,575 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2020 11/2020 1,100 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2020 03/2021 1,000 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 04/2021 04/2021 700 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 05/2021 09/2021 600 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 09/2020 09/2020 2,575 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 10/2020 10/2020 2,650 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2020 11/2020 1,500 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 12/2020 02/2021 1,400 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 03/2021 03/2021 1,325 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 04/2021 04/2021 900 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 05/2021 08/2021 700 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 09/2021 09/2021 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2020 10/2020 2,700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2020 11/2020 2,500 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2020 12/2020 2,600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2021 01/2021 2,300 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2021 02/2021 2,225 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 03/2021 03/2021 1,600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2021 07/2021 1,000 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2021 06/2021 1,200 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2021 08/2021 900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2021 06/2022 950 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2022 12/2022 600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2023 06/2023 120 USD 10.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 09/2020 10/2020 9,300 USD 40.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 11/2020 11/2020 9,300 USD 35.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 12/2020 12/2020 9,300 USD 30.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 02/2021 06/2021 9,300 USD 26.000%
CMX METALS GOLD (ENHANCED DELIVERY) FUTURES 4GC 08/2021 06/2026 9,300 USD 25.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 09/2020 12/2020 1,900 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 01/2021 12/2021 1,900 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 09/2020 09/2020 235 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 10/2020 08/2021 235 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 09/2021 12/2022 235 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 09/2020 12/2022 3,250 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 09/2020 12/2022 5,500 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 09/2020 12/2020 1,300 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 01/2021 08/2025 1,300 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 09/2020 09/2020 390 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 10/2020 08/2021 1,100 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 09/2021 08/2025 900 USD 30.000%
CMX METALS U.S. MIDWEST #1 BUSHELING FERROUS S BUS 09/2020 09/2022 500 USD 0.08
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 09/2020 02/2022 280 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 09/2020 09/2020 500 USD 30.000%
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 10/2020 12/2022 650 USD 30.000%
CMX METALS NORTH EURO HOT-ROLLED COIL STEEL EHR 09/2020 12/2020 400 EUR 35.000%
CMX METALS NORTH EURO HOT-ROLLED COIL STEEL EHR 01/2021 08/2021 400 EUR 20.000%
CMX METALS HMS 80/20 FERROUS SCRAP, CFR TURKEY FSF 09/2020 09/2020 216 USD 0.08
CMX METALS HMS 80/20 FERROUS SCRAP, CFR TURKEY FSF 10/2020 08/2022 500 USD 0.08
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 09/16/2020 11/18/2030 90 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 09/16/2020 09/19/2030 90 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 09/2020 10/2020 9,300 USD 40.000%
CMX METALS COMEX 100 GOLD FUTURES GC 11/2020 11/2020 9,300 USD 35.000%
CMX METALS COMEX 100 GOLD FUTURES GC 12/2020 12/2020 9,300 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 02/2021 06/2021 9,300 USD 26.000%
CMX METALS COMEX 100 GOLD FUTURES GC 08/2021 06/2026 9,300 USD 25.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 12/2020 12/2020 9,300 USD 30.000%
CMX METALS GOLD KILO FUTURES GCK 10/2020 02/2021 2,100 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 04/2021 06/2021 2,100 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 08/2021 08/2021 2,100 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 12/2020 12/2020 9,300 USD 30.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 02/2021 06/2021 9,300 USD 26.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 08/2021 08/2021 9,300 USD 25.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 10/2020 12/2020 8,650 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 09/17/2020 09/23/2020 8,700 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 12/2020 02/2021 9,020 USD 0.038
CMX METALS U.S. MIDWEST DOM STEEL PREM(CRU)FUT HDG 09/2020 12/2020 475 USD 35.000%
CMX METALS U.S. MIDWEST DOM STEEL PREM(CRU)FUT HDG 01/2021 12/2023 475 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 09/2020 12/2020 3,200 USD 35.000%
CMX METALS COMEX COPPER FUTURES HG 01/2021 04/2021 3,200 USD 30.000%
CMX METALS COMEX COPPER FUTURES HG 05/2021 07/2025 3,200 USD 20.000%
CMX METALS COPPER SPOT TAS HG0 09/2020 09/2020 3,200 USD 35.000%
CMX METALS COPPER LONDON TAM HGF 12/2020 12/2020 3,200 USD 35.000%
CMX METALS COPPER LONDON MARKER HGK 12/2020 12/2020 3,200 USD 35.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 09/2020 09/2020 1,219 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 10/2020 12/2020 3,200 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 01/2021 03/2021 3,200 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 04/2021 07/2022 3,200 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 09/2022 09/2022 2,896 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 12/2022 07/2025 1,900 USD 0.02
CMX METALS COPPER TAS HGT 12/2020 12/2020 3,200 USD 35.000%
CMX METALS COPPER TAS HGT 03/2021 03/2021 3,200 USD 30.000%
CMX METALS COPPER TAS HGT 05/2021 07/2021 3,200 USD 20.000%
CMX METALS U.S. MIDWEST DOMESTIC HOT-ROLLED CO HR 09/2020 09/2020 375 USD 30.000%
CMX METALS U.S. MIDWEST DOMESTIC HOT-ROLLED CO HR 10/2020 12/2023 450 USD 30.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 09/2020 12/2020 600 USD 35.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 01/2021 12/2023 600 USD 20.000%
CMX METALS LEAD FUTURES LED 09/2020 09/2020 2,100 USD 35.000%
CMX METALS LEAD FUTURES LED 10/2020 11/2020 2,100 USD 30.000%
CMX METALS LEAD FUTURES LED 12/2020 02/2021 2,100 USD 25.000%
CMX METALS LEAD FUTURES LED 03/2021 08/2021 2,100 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 09/16/2020 09/30/2020 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 10/01/2020 09/22/2025 2 USD 0.03
CMX METALS MICRO GOLD FUTURES MGC 10/2020 10/2020 930 USD 40.000%
CMX METALS MICRO GOLD FUTURES MGC 12/2020 12/2020 930 USD 30.000%
CMX METALS MICRO GOLD FUTURES MGC 02/2021 06/2021 930 USD 26.000%
CMX METALS MICRO GOLD FUTURES MGC 08/2021 06/2022 930 USD 25.000%
CMX METALS MICRO GOLD TAS MGT 12/2020 12/2020 930 USD 30.000%
CMX METALS MICRO GOLD TAS MGT 02/2021 04/2021 930 USD 26.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 09/2020 12/2022 275 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 10/2020 12/2020 1,600 USD 35.000%
CMX METALS E-MINI COPPER FUTURES QC 01/2021 04/2021 1,600 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 05/2021 07/2025 1,600 USD 20.000%
CMX METALS COMEX MINY SILVER FUTURES QI 12/2020 12/2020 6,625 USD 35.000%
CMX METALS COMEX MINY SILVER FUTURES QI 01/2021 07/2021 6,625 USD 25.000%
CMX METALS COMEX MINY SILVER FUTURES QI 09/2021 07/2022 6,625 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 10/2020 10/2020 4,650 USD 40.000%
CMX METALS E-MINI GOLD FUTURES QO 12/2020 12/2020 4,650 USD 30.000%
CMX METALS E-MINI GOLD FUTURES QO 02/2021 06/2021 4,650 USD 26.000%
CMX METALS E-MINI GOLD FUTURES QO 08/2021 06/2022 4,650 USD 25.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 09/2020 11/2020 22,000 CNH 35.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 12/2020 08/2021 22,000 CNH 20.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 09/2020 11/2020 3,100 USD 35.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 12/2020 08/2021 3,100 USD 20.000%
CMX METALS U.S. MIDWEST SHREDDED SCRAP (PLATTS SHR 09/2020 09/2022 700 USD 30.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 09/2020 10/2020 13,250 USD 45.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 11/2020 11/2020 13,250 USD 40.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 12/2020 12/2020 13,250 USD 35.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 01/2021 07/2021 13,250 USD 25.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 09/2021 07/2025 13,250 USD 20.000%
CMX METALS MICRO SILVER FUTURES SIL 09/2020 10/2020 2,650 USD 45.000%
CMX METALS MICRO SILVER FUTURES SIL 11/2020 11/2020 2,650 USD 40.000%
CMX METALS MICRO SILVER FUTURES SIL 12/2020 12/2020 2,650 USD 35.000%
CMX METALS MICRO SILVER FUTURES SIL 01/2021 07/2021 2,650 USD 25.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 12/2020 12/2020 13,250 USD 35.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 03/2021 07/2021 13,250 USD 25.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 09/2021 09/2021 13,250 USD 20.000%
CMX METALS LONDON SPOT SILVER FUTURES SSP 09/17/2020 09/23/2020 9,500 USD 0.05
CMX METALS IRON ORE 58% FE, LOW ALUMINA, CFR C TIC 09/2020 09/2020 1,516 USD 0.06
CMX METALS IRON ORE 58% FE, LOW ALUMINA, CFR C TIC 10/2020 12/2022 3,500 USD 0.03
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 09/2020 09/2020 1,428 USD 35.000%
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 10/2020 12/2020 3,250 USD 20.000%
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 01/2021 05/2021 2,750 USD 15.000%
CMX METALS IRON ORE 62% FE- CFR CHINA FUTURES TIO 06/2021 12/2023 2,500 USD 15.000%
CMX METALS UXC URANIUM U3O8 FUTURES UX 09/2020 08/2025 475 USD 30.000%
CMX METALS ZINC FUTURES ZNC 09/2020 12/2020 3,500 USD 35.000%
CMX METALS ZINC FUTURES ZNC 01/2021 02/2021 3,500 USD 30.000%
CMX METALS ZINC FUTURES ZNC 03/2021 08/2021 3,500 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 08/2020 10/2020 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 12/2020 12/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 02/2021 06/2021 1,800 USD 23.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 08/2021 02/2022 1,800 USD 20.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 09/2020 09/2020 3,375 USD 40.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 10/2020 10/2020 3,375 USD 30.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 11/2020 01/2021 3,375 USD 27.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 03/2021 08/2021 3,375 USD 25.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 09/2020 09/2020 1,220 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 10/2020 10/2020 3,080 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 11/2020 12/2020 3,000 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 01/2021 02/2021 2,100 USD 32.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 03/2021 07/2021 1,200 USD 26.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 08/2021 08/2022 900 USD 26.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 09/2020 09/2020 1,420 USD 47.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 10/2020 10/2020 2,220 USD 34.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 11/2020 12/2020 2,200 USD 34.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 01/2021 05/2021 2,100 USD 23.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 06/2021 11/2021 1,700 USD 23.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 12/2021 08/2022 1,550 USD 23.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 09/2020 09/2020 987 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 10/2020 08/2025 1,550 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 09/2020 09/2020 987 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 10/2020 08/2025 1,550 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 09/2020 09/2020 1,560 USD 48.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 10/2020 10/2020 3,300 USD 50.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2020 12/2020 3,300 USD 38.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 01/2021 02/2021 1,800 USD 33.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2021 07/2021 1,400 USD 28.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 08/2021 08/2022 1,000 USD 28.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 09/2020 09/2020 1,200 USD 48.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 10/2020 10/2020 2,200 USD 54.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 11/2020 01/2021 2,910 USD 47.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 02/2021 07/2021 1,500 USD 28.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 08/2021 11/2021 1,000 USD 24.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 12/2021 08/2022 900 USD 24.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 09/2020 09/2020 940 USD 48.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 10/2020 01/2021 1,760 USD 33.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 02/2021 05/2021 1,500 USD 32.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 06/2021 08/2022 1,400 USD 32.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 09/2020 09/2020 700 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 10/2020 10/2020 1,000 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 11/2020 02/2021 1,200 USD 26.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 03/2021 08/2021 1,100 USD 19.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 09/2021 08/2022 1,000 USD 12.000%
CME AGRICULTURE GSCI ER FUTURES GA 09/2020 01/2021 1,050 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 09/2020 12/2020 6,000 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 09/2020 12/2020 6,000 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 10/2020 10/2020 3,375 USD 30.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 11/2020 11/2020 3,375 USD 27.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 09/2020 12/2020 6,000 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 09/2020 01/2021 1,050 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 09/2020 01/2021 1,050 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 10/2020 10/2020 2,850 USD 40.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2020 12/2020 2,850 USD 30.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 02/2021 02/2021 2,850 USD 25.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2021 04/2021 2,530 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2021 06/2021 2,200 USD 17.000%
CME AGRICULTURE MLK MID FUTURES JQ 09/2020 09/2020 600 USD 48.000%
CME AGRICULTURE MLK MID FUTURES JQ 10/2020 10/2020 1,100 USD 54.000%
CME AGRICULTURE MLK MID FUTURES JQ 11/2020 01/2021 1,455 USD 47.000%
CME AGRICULTURE MLK MID FUTURES JQ 02/2021 07/2021 750 USD 28.000%
CME AGRICULTURE MLK MID FUTURES JQ 08/2021 11/2021 500 USD 24.000%
CME AGRICULTURE MLK MID FUTURES JQ 12/2021 08/2022 450 USD 24.000%
CME AGRICULTURE LUMBER110 FUTURES LB 09/2020 11/2020 6,750 USD 20.000%
CME AGRICULTURE LUMBER110 FUTURES LB 01/2021 11/2021 5,400 USD 20.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 10/2020 10/2020 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 12/2020 12/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 02/2021 06/2021 1,800 USD 23.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2020 10/2020 2,850 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2020 12/2020 2,850 USD 30.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2021 02/2021 2,850 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2021 05/2021 2,530 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2021 06/2021 2,200 USD 17.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2021 02/2022 1,850 USD 17.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 09/2020 09/2020 1,460 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 10/2020 10/2020 2,400 USD 36.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 11/2020 05/2021 2,500 USD 33.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 06/2021 11/2021 2,000 USD 24.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 12/2021 08/2022 1,940 USD 24.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 09/2020 07/2022 1,200 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 09/2020 09/2020 387 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 10/2020 07/2022 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 09/2020 08/2021 1,200 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2020 08/2020 % 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2020 10/2020 1,250 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2020 12/2020 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2021 02/2021 525 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 08/2020 08/2020 1,250 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 10/2020 10/2020 1,400 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2020 12/2020 1,000 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 08/2020 08/2020 1,400 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 10/2020 10/2020 1,750 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 09/2020 12/2020 1,100 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 09/2020 12/2020 1,450 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 09/2020 12/2020 1,400 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 09/2020 12/2020 1,600 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 09/2020 12/2020 1,600 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 09/2020 12/2020 1,600 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 09/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 09/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 09/2020 12/2021 7,850 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 09/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 09/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 09/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 09/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 09/2020 12/2021 4,150 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 09/2020 12/2021 4,150 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 09/2020 12/2021 7,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 09/2020 12/2021 7,000 USD 0.035
CME EQUITY INDEX ADJUSTED INT RATE S&P500 TOTAL RET ASR 09/2020 12/2027 12,000 USD 40.000%
CME EQUITY INDEX BTIC ON ADJ IR S&P 500 TOTAL RETURN AST 09/2020 12/2027 12,000 USD 40.000%
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 09/2020 12/2021 17,000 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 09/2020 12/2021 17,000 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 09/2020 09/2020 17,952 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 10/2020 10/2020 18,101 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 11/2020 11/2020 18,200 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2020 12/2020 18,348 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 01/2021 01/2021 18,406 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 02/2021 02/2021 18,571 USD 60.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2021 12/2021 19,809 USD 60.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 09/2020 12/2021 17,000 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 09/2020 12/2021 2,700 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 09/2020 12/2021 2,600 EUR 20.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX MARKE EGI 09/2020 12/2021 10,000 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 ESG INDEX EGT 09/2020 12/2021 10,000 USD 35.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 09/2020 12/2021 3,600 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 09/2020 12/2021 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 09/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 09/2020 09/2021 150,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 09/18/2020 12/18/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 09/14/2020 10/09/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 09/14/2020 09/28/2020 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 09/2020 12/2021 10,000 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2020 12/2020 12,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2021 03/2021 12,000 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2021 12/2021 12,000 USD 26.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 09/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 09/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 09/2020 12/2021 2,700 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 09/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 09/2020 12/2021 2,700 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 09/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 09/2020 12/2021 4,500 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 09/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 09/2020 12/2021 2,700 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 09/2020 12/2021 3,200 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 10/2020 04/2021 17,390 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 09/2020 12/2021 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 09/2020 12/2021 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2020 12/2020 580 USD 45.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2021 12/2021 580 USD 30.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 09/2020 12/2021 13,500 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2020 12/2020 1,200 USD 45.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2021 03/2021 1,200 USD 40.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2021 12/2021 1,200 USD 26.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2020 12/2020 1,600 USD 45.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2021 12/2021 1,600 USD 30.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 09/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2020 12/2020 8,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2021 12/2021 8,500 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2020 12/2020 8,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2021 12/2021 8,500 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2020 12/2020 8,500 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2021 12/2021 8,500 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 10/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 10/2020 12/2025 750,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 09/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 12/2020 12/2025 7,500 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2021 12/2021 16,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2021 12/2021 16,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 03/2021 03/2021 16,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2021 12/2021 16,000 USD 30.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 09/2020 03/2021 16,000 USD 0.09
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 09/2020 12/2020 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 03/2021 03/2021 16,000 USD 30.000%
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 09/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 09/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 09/2020 12/2021 7,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 09/2020 12/2021 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 09/2020 12/2021 4,150 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2020 12/2020 7,100 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2021 12/2021 7,100 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 09/2020 12/2021 7,000 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 09/2020 12/2021 7,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2021 12/2021 5,800 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 09/2020 12/2021 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 09/2020 12/2021 7,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 09/2020 12/2021 4,700 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 09/2020 12/2021 7,000 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 03/2021 03/2021 5,800 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2021 12/2021 5,800 USD 30.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 09/2020 12/2021 4,700 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 675 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 900 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2024 1,000 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2030 1,250 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2020 12/2020 1,200 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2021 12/2021 2,200 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 09/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 09/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 09/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 09/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 09/2020 12/2021 3,400 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 09/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 09/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 09/2020 12/2020 60,000 USD 45.000%
CME EQUITY INDEX S&P 500 FUTURES SP 03/2021 03/2021 60,000 USD 40.000%
CME EQUITY INDEX S&P 500 FUTURES SP 06/2021 12/2024 60,000 USD 26.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 09/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 09/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 09/2020 03/2021 38,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 09/2020 12/2021 8,000 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 12/2020 12/2021 650,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 09/2020 12/2021 650,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 09/2020 12/2020 5,800 USD 45.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 03/2021 03/2021 5,800 USD 30.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 09/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 09/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 09/2020 12/2027 12,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 09/2020 03/2021 23,000 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 09/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 09/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 09/2020 12/2021 7,850 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 09/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 09/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 09/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 09/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 09/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 09/2020 12/2021 6,000 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 09/2020 12/2021 5,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 09/2020 12/2021 4,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 09/2020 12/2021 7,850 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 09/2020 12/2021 6,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 09/2020 12/2021 4,000 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 09/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 09/2020 12/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 09/2020 12/2021 5,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 09/2020 12/2021 7,100 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 09/2020 12/2021 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 09/2020 03/2021 6,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 09/2020 12/2021 6,000 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2020 11/2020 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2020 02/2021 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2021 05/2021 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2021 08/2021 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2021 11/2021 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2021 02/2022 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2022 05/2022 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2022 08/2022 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2022 11/2022 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2022 02/2023 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2023 05/2023 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2023 08/2023 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2023 02/2024 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2024 08/2024 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2024 02/2025 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2025 08/2025 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2025 02/2026 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2026 08/2026 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2026 02/2027 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2027 08/2027 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2027 02/2028 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2028 08/2028 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2028 02/2029 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2029 08/2029 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2029 02/2030 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2030 09/2030 40,035 USD 0.07
CME FX AD/CD FUTURES AC 09/2020 03/2022 3,600 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 09/2020 12/2020 1,800 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.

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    • 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.

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