Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2020 04/2020 450 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2020 05/2020 375 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 06/2020 06/2020 300 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2020 07/2020 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 08/2020 09/2021 180 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 10/2021 02/2022 140 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 03/2022 04/2022 120 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2022 08/2022 100 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2022 12/2022 80 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 01/2023 11/2023 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2020 02/2020 700 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 03/2020 03/2020 1,100 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 04/2020 04/2020 875 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 05/2020 05/2020 675 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 06/2020 06/2020 450 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 07/2020 07/2020 400 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 08/2020 09/2020 350 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2020 02/2021 325 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2020 01/2021 300 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 02/2020 04/2020 1,100 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 03/2020 03/2020 1,450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 05/2020 05/2020 850 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 06/2020 06/2020 750 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2020 09/2020 475 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 10/2020 10/2020 420 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2020 02/2021 400 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2020 02/2020 1,800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 03/2020 03/2020 1,900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2020 04/2020 1,725 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2020 05/2020 1,350 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2020 06/2020 975 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2020 07/2020 800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 08/2020 08/2020 750 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 09/2020 09/2020 775 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2020 10/2020 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2020 06/2021 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2020 12/2020 625 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2021 02/2021 600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 12/2021 500 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2022 06/2022 280 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2022 12/2022 80 USD 10.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 02/2020 05/2020 1,700 USD 35.000%
CMX METALS ALUMINUM A-380 ALLOY PLATTS FUTURES A38 06/2020 12/2021 1,700 USD 20.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 02/2020 02/2020 250 USD 35.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 03/2020 01/2021 300 USD 25.000%
CMX METALS ALUMINIUM EURO PREM METAL BULLETIN AEP 02/2021 12/2022 300 USD 20.000%
CMX METALS ALUMINA FOB AUSTRALIA PLATT FUTURES ALA 02/2020 12/2022 5,500 USD 30.000%
CMX METALS ALUMINA FOB METAL BULLETIN FUTURES ALB 02/2020 12/2022 5,500 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 02/2020 05/2020 1,700 USD 30.000%
CMX METALS ALUMINUM FUTURES ALI 06/2020 01/2025 1,700 USD 20.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 02/2020 02/2020 237 USD 30.000%
CMX METALS ALUMINUM MW TRANS PREM PLATTS FUT AUP 03/2020 01/2025 525 USD 30.000%
CMX METALS COPPER PREMIUM GRADE A CIF SHANGHAI CUP 02/2020 07/2021 225 USD 0.04
CMX METALS ALUMINIUM EURO PREM DUTY-PAID FUT EDP 02/2020 12/2022 375 USD 30.000%
CMX METALS CLEARED OTC LONDON GOLD COLLATERAL GB 02/14/2020 04/15/2030 48 USD 0.04
CMX METALS CLEARED OTC LONDON GOLD FWD (CM) GBC 02/14/2020 02/15/2030 48 USD 0.04
CMX METALS COMEX 100 GOLD FUTURES GC 02/2020 02/2020 5,000 USD 30.000%
CMX METALS COMEX 100 GOLD FUTURES GC 03/2020 04/2020 5,000 USD 25.000%
CMX METALS COMEX 100 GOLD FUTURES GC 06/2020 06/2020 5,000 USD 20.000%
CMX METALS COMEX 100 GOLD FUTURES GC 08/2020 12/2020 5,000 USD 15.000%
CMX METALS COMEX 100 GOLD FUTURES GC 02/2021 12/2025 5,000 USD 13.000%
CMX METALS GOLD LONDON TAM FIRST PM GCD 02/2020 02/2020 5,000 USD 30.000%
CMX METALS GOLD KILO FUTURES GCK 02/2020 08/2020 1,400 USD 0.04
CMX METALS GOLD KILO FUTURES GCK 10/2020 12/2020 1,400 USD 0.03
CMX METALS GOLD KILO FUTURES GCK 02/2021 02/2021 1,400 USD 0.02
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 04/2020 04/2020 5,000 USD 25.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 06/2020 06/2020 5,000 USD 20.000%
CMX METALS COMEX 100 GOLD TRADE AT SETTLEMENT GCT 08/2020 12/2020 5,000 USD 15.000%
CMX METALS GOLD/PLATINUM SPREAD FUTURE GPS 04/2020 06/2020 3,376 USD 0.038
CMX METALS LONDON SPOT GOLD FUTURES GSP 02/18/2020 02/24/2020 4,900 USD 0.04
CMX METALS GOLD/SILVER RATIO FUTURES GSR 03/2020 04/2020 2,200 USD 0.038
CMX METALS COMEX COPPER FUTURES HG 02/2020 02/2020 2,700 USD 25.000%
CMX METALS COMEX COPPER FUTURES HG 03/2020 05/2020 2,700 USD 20.000%
CMX METALS COMEX COPPER FUTURES HG 06/2020 09/2020 2,700 USD 15.000%
CMX METALS COMEX COPPER FUTURES HG 10/2020 12/2024 2,700 USD 13.000%
CMX METALS COMEX COPPER FUTURES HG 01/2021 01/2021 2,700 USD 13.300%
CMX METALS COPPER SPOT TAS HG0 02/2020 02/2020 2,700 USD 25.000%
CMX METALS COPPER LONDON TAM HGF 03/2020 03/2020 2,700 USD 20.000%
CMX METALS COPPER LONDON MARKER HGK 03/2020 03/2020 2,700 USD 20.000%
CMX METALS COMEX COPPER SWAP FUTURES HGS 02/2020 02/2020 993 USD 0.043
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2020 05/2020 2,700 USD 0.038
CMX METALS COMEX COPPER SWAP FUTURES HGS 06/2020 08/2020 2,700 USD 0.03
CMX METALS COMEX COPPER SWAP FUTURES HGS 09/2020 12/2021 2,700 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 03/2022 03/2022 2,465 USD 0.02
CMX METALS COMEX COPPER SWAP FUTURES HGS 05/2022 12/2024 1,900 USD 0.02
CMX METALS COPPER TAS HGT 03/2020 05/2020 2,700 USD 20.000%
CMX METALS COPPER TAS HGT 07/2020 09/2020 2,700 USD 15.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 02/2020 05/2020 480 USD 35.000%
CMX METALS U.S. MIDWEST HOT-ROLLED COIL STEEL HRP 06/2020 12/2023 480 USD 20.000%
CMX METALS LEAD FUTURES LED 02/2020 02/2020 1,750 USD 35.000%
CMX METALS LEAD FUTURES LED 03/2020 04/2020 1,750 USD 30.000%
CMX METALS LEAD FUTURES LED 05/2020 07/2020 1,750 USD 25.000%
CMX METALS LEAD FUTURES LED 08/2020 01/2021 1,750 USD 20.000%
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 02/14/2020 02/28/2020 2 USD 0.11
CMX METALS CLEARED OTC LONDON SILVER FWD(CM) LSF 03/02/2020 02/19/2025 2 USD 0.03
CMX METALS MICRO GOLD FUTURES MGC 02/2020 02/2020 500 USD 30.000%
CMX METALS MICRO GOLD FUTURES MGC 04/2020 04/2020 500 USD 25.000%
CMX METALS MICRO GOLD FUTURES MGC 06/2020 06/2020 500 USD 20.000%
CMX METALS MICRO GOLD FUTURES MGC 08/2020 12/2020 500 USD 15.000%
CMX METALS MICRO GOLD FUTURES MGC 02/2021 12/2021 500 USD 13.000%
CMX METALS MICRO GOLD TAS MGT 04/2020 04/2020 500 USD 25.000%
CMX METALS MICRO GOLD TAS MGT 06/2020 06/2020 500 USD 20.000%
CMX METALS MICRO GOLD TAS MGT 08/2020 08/2020 500 USD 15.000%
CMX METALS ALUMINUM JAPAN PREMIUM (PLATTS) FUT MJP 02/2020 12/2022 375 USD 30.000%
CMX METALS E-MINI COPPER FUTURES QC 03/2020 05/2020 1,350 USD 20.000%
CMX METALS E-MINI COPPER FUTURES QC 06/2020 09/2020 1,350 USD 15.000%
CMX METALS E-MINI COPPER FUTURES QC 10/2020 12/2024 1,350 USD 13.000%
CMX METALS E-MINI COPPER FUTURES QC 01/2021 01/2021 1,350 USD 13.300%
CMX METALS COMEX MINY SILVER FUTURES QI 03/2020 03/2020 2,750 USD 24.000%
CMX METALS COMEX MINY SILVER FUTURES QI 05/2020 05/2020 2,750 USD 20.000%
CMX METALS COMEX MINY SILVER FUTURES QI 07/2020 05/2021 2,750 USD 15.000%
CMX METALS COMEX MINY SILVER FUTURES QI 07/2021 12/2021 2,750 USD 13.000%
CMX METALS E-MINI GOLD FUTURES QO 04/2020 04/2020 2,500 USD 25.000%
CMX METALS E-MINI GOLD FUTURES QO 06/2020 06/2020 2,500 USD 20.000%
CMX METALS E-MINI GOLD FUTURES QO 08/2020 12/2020 2,500 USD 15.000%
CMX METALS E-MINI GOLD FUTURES QO 02/2021 12/2021 2,500 USD 13.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 02/2020 04/2020 13,000 CNH 35.000%
CMX METALS SHANGHAI GOLD (CNH) FUTURES SGC 06/2020 12/2020 13,000 CNH 20.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 02/2020 04/2020 1,800 USD 35.000%
CMX METALS SHANGHAI GOLD (USD) FUTURES SGU 06/2020 12/2020 1,800 USD 20.000%
CMX METALS U.S. MIDWEST SHREDDED SCRAP (PLATTS SHR 02/2020 02/2022 700 USD 30.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 02/2020 02/2020 5,500 USD 29.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 03/2020 03/2020 5,500 USD 24.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 04/2020 05/2020 5,500 USD 20.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 07/2020 05/2021 5,500 USD 15.000%
CMX METALS COMEX 5000 SILVER FUTURES SI 07/2021 12/2024 5,500 USD 13.000%
CMX METALS MICRO SILVER FUTURES SIL 02/2020 02/2020 1,100 USD 29.000%
CMX METALS MICRO SILVER FUTURES SIL 03/2020 03/2020 1,100 USD 24.000%
CMX METALS MICRO SILVER FUTURES SIL 04/2020 05/2020 1,100 USD 20.000%
CMX METALS MICRO SILVER FUTURES SIL 07/2020 01/2021 1,100 USD 15.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 03/2020 03/2020 5,500 USD 24.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 05/2020 05/2020 5,500 USD 20.000%
CMX METALS COMEX 5000 SILVER TRADE AT SETTLE SIT 07/2020 09/2020 5,500 USD 15.000%
CMX METALS LONDON SPOT SILVER FUTURES SSP 02/18/2020 02/24/2020 5,900 USD 0.05
CMX METALS ZINC FUTURES ZNC 02/2020 05/2020 3,300 USD 35.000%
CMX METALS ZINC FUTURES ZNC 06/2020 07/2020 3,300 USD 30.000%
CMX METALS ZINC FUTURES ZNC 08/2020 01/2021 3,300 USD 25.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 02/2020 02/2020 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2020 04/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 06/2020 06/2021 1,800 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 03/2020 03/2020 3,375 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 04/2020 05/2020 3,375 USD 20.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 08/2020 01/2021 3,375 USD 15.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 02/2020 02/2020 790 USD 40.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 03/2020 05/2020 1,800 USD 40.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 06/2020 06/2020 1,070 USD 25.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 07/2020 07/2020 900 USD 20.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 08/2020 01/2022 810 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 02/2020 02/2020 670 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 03/2020 05/2020 1,050 USD 24.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 06/2020 10/2020 900 USD 12.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 11/2020 01/2022 880 USD 12.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 02/2020 02/2020 740 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 03/2020 01/2025 1,550 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 02/2020 02/2020 740 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 03/2020 01/2025 1,550 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 02/2020 02/2020 630 USD 40.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2020 05/2020 1,480 USD 34.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 06/2020 06/2020 850 USD 25.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 07/2020 07/2020 725 USD 18.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 08/2020 01/2022 800 USD 18.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 02/2020 02/2020 620 USD 40.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 03/2020 06/2020 1,440 USD 29.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 07/2020 12/2020 760 USD 19.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 01/2021 01/2022 720 USD 19.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 02/2020 02/2020 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 03/2020 06/2020 725 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 07/2020 01/2022 700 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 02/2020 02/2020 840 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 03/2020 03/2020 1,150 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 04/2020 01/2021 1,480 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 02/2021 01/2022 1,480 USD 10.000%
CME AGRICULTURE GSCI ER FUTURES GA 02/2020 06/2020 1,050 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 02/2020 05/2020 5,000 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 02/2020 05/2020 5,000 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 03/2020 03/2020 3,375 USD 25.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 04/2020 04/2020 3,375 USD 20.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 02/2020 05/2020 5,000 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 02/2020 06/2020 1,050 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 02/2020 06/2020 1,050 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2020 04/2020 2,200 USD 40.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2020 06/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2020 08/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 10/2020 10/2020 2,200 USD 16.000%
CME AGRICULTURE MLK MID FUTURES JQ 02/2020 02/2020 310 USD 40.000%
CME AGRICULTURE MLK MID FUTURES JQ 03/2020 06/2020 720 USD 29.000%
CME AGRICULTURE MLK MID FUTURES JQ 07/2020 12/2020 380 USD 19.000%
CME AGRICULTURE MLK MID FUTURES JQ 01/2021 01/2022 360 USD 19.000%
CME AGRICULTURE LUMBER110 FUTURES LB 01/2020 03/2020 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 05/2020 03/2021 2,100 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 04/2020 04/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 06/2020 12/2020 1,800 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2020 04/2020 2,200 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 05/2020 2,200 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2020 06/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2020 08/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2020 10/2020 2,200 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2020 12/2020 1,850 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2021 07/2021 1,850 USD 15.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 02/2020 02/2020 600 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 03/2020 03/2020 1,020 USD 30.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 04/2020 05/2020 1,540 USD 28.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 06/2020 01/2022 1,540 USD 15.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 02/2020 12/2021 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 02/2020 02/2020 290 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 03/2020 12/2021 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 02/2020 01/2021 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2020 02/2020 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2020 04/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2020 06/2020 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2020 08/2020 375 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2020 02/2020 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 04/2020 04/2020 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 06/2020 06/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 02/2020 02/2020 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 04/2020 04/2020 800 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 02/2020 05/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 02/2020 05/2020 1,100 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 02/2020 05/2020 1,100 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 02/2020 05/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 02/2020 05/2020 1,350 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 02/2020 05/2020 1,350 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 03/2020 03/2021 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 03/2020 03/2021 3,200 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 03/2020 03/2021 3,600 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 03/2020 03/2021 3,550 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 03/2020 03/2021 4,100 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 03/2020 03/2021 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 03/2020 03/2021 1,700 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 03/2020 03/2021 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 03/2020 03/2021 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 03/2020 03/2021 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 03/2020 03/2021 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 03/2020 03/2021 9,250 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 03/2020 03/2021 9,250 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 02/2020 02/2020 16,872 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2020 03/2020 17,152 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 04/2020 04/2020 17,350 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2020 05/2020 17,515 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 06/2020 06/2020 17,688 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 07/2020 07/2020 17,862 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2020 12/2020 18,480 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2021 12/2021 19,800 USD 70.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 03/2020 03/2021 9,250 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 03/2020 03/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 03/2020 03/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 03/2020 03/2021 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 03/2020 03/2021 1,550 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 03/2020 03/2021 2,600 EUR 20.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX MARKE EGI 03/2020 03/2021 4,800 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 ESG INDEX EGT 03/2020 03/2021 4,800 USD 35.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 03/2020 03/2021 2,400 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 03/2020 03/2021 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 03/2020 03/2021 7,900 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 03/2020 12/2020 102,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 02/21/2020 04/17/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 02/12/2020 03/06/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 02/12/2020 02/26/2020 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 03/2020 03/2021 4,800 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 03/2020 03/2021 7,900 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 03/2020 03/2021 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 03/2020 03/2021 1,850 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 03/2020 03/2021 1,800 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 03/2020 03/2021 1,850 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 03/2020 03/2021 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 03/2020 03/2021 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 03/2020 03/2021 1,800 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 03/2020 03/2021 1,850 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 03/2020 03/2021 1,800 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 02/2020 10/2020 20,240 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 03/2020 03/2021 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 03/2020 03/2021 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2020 03/2020 320 USD 35.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 06/2020 03/2021 320 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 03/2020 03/2021 7,900 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2020 03/2020 660 USD 35.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2020 06/2020 660 USD 25.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2020 03/2021 660 USD 20.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2020 03/2020 750 USD 40.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 06/2020 03/2021 750 USD 20.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 02/2020 12/2025 510,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2020 03/2020 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2020 03/2021 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2020 03/2020 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2020 03/2021 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2020 03/2020 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2020 03/2021 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 02/2020 12/2025 510,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 02/2020 12/2025 510,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 03/2020 12/2025 5,100 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 03/2020 12/2025 5,100 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 03/2020 12/2025 5,100 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2020 03/2020 7,500 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2020 03/2021 7,500 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2020 03/2020 7,500 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2020 03/2021 7,500 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2020 03/2020 7,500 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2020 03/2021 7,500 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 03/2020 06/2020 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 03/2020 03/2021 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 03/2020 03/2021 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 03/2020 03/2021 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 03/2020 03/2021 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 03/2020 03/2021 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2020 03/2020 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2020 03/2021 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2020 03/2020 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2020 03/2021 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2020 03/2020 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2020 03/2021 3,950 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 03/2020 03/2021 3,400 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2020 03/2020 3,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2020 03/2021 3,200 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 03/2020 03/2021 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 03/2020 03/2021 3,400 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 03/2020 03/2021 2,300 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2020 03/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2020 03/2021 3,200 USD 20.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 03/2020 03/2021 2,300 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 130 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 170 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2022 260 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2023 270 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2024 12/2024 320 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2027 420 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2028 12/2030 570 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2020 03/2020 210 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2020 12/2020 300 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2021 03/2021 400 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 03/2020 06/2020 20,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 03/2020 06/2020 20,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 03/2020 03/2021 2,800 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 03/2020 03/2021 2,800 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 03/2020 03/2021 2,800 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 03/2020 03/2021 4,500 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 03/2020 03/2021 4,500 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 03/2020 03/2020 33,000 USD 35.000%
CME EQUITY INDEX S&P 500 FUTURES SP 06/2020 06/2020 33,000 USD 25.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2020 12/2024 33,000 USD 20.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 03/2020 06/2020 13,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 03/2020 06/2020 13,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 03/2020 06/2020 20,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 03/2020 03/2021 4,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 03/2020 03/2021 385,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 03/2020 03/2021 385,000 JPY 35.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 02/2020 12/2026 6,600 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 02/2020 12/2026 6,600 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 02/2020 12/2026 6,600 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 03/2020 06/2020 13,000 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 03/2020 03/2021 2,550 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 03/2020 03/2021 3,200 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 03/2020 03/2021 3,600 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 03/2020 03/2021 3,550 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 03/2020 03/2021 4,100 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 03/2020 03/2021 1,650 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 03/2020 03/2021 1,400 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 03/2020 03/2021 1,700 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 03/2020 03/2021 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 03/2020 03/2021 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 03/2020 03/2021 3,500 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 03/2020 03/2021 2,550 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 03/2020 03/2021 3,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 03/2020 03/2021 3,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 03/2020 03/2021 3,550 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 03/2020 03/2021 4,100 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 03/2020 03/2021 1,650 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 03/2020 03/2021 1,400 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 03/2020 03/2021 1,400 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 03/2020 03/2021 1,700 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 03/2020 03/2021 3,500 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 03/2020 03/2021 5,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 03/2020 06/2020 3,500 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 03/2020 03/2021 3,500 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2020 04/2020 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2020 07/2020 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2020 10/2020 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2020 01/2021 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2021 04/2021 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2021 07/2021 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2021 10/2021 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2021 01/2022 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2022 04/2022 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 05/2022 07/2022 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2022 10/2022 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 11/2022 01/2023 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2023 07/2023 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2023 01/2024 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2024 07/2024 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2024 01/2025 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2025 07/2025 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2025 01/2026 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2026 07/2026 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2026 01/2027 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2027 07/2027 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2027 01/2028 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2028 07/2028 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2028 01/2029 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 02/2029 07/2029 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 08/2029 02/2030 40,035 USD 0.07
CME FX AD/CD FUTURES AC 03/2020 06/2021 2,400 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 02/2020 05/2020 1,100 USD 20.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 06/2020 12/2024 1,100 USD 15.000%
CME FX AD/JY FUTURES AJ 03/2020 06/2021 400,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 03/2020 06/2021 2,500 NZD 0.02
CME FX BPSF FUTURE BF 03/2020 06/2021 6,200 CHF 0.05
CME FX BRITISH POUND FUTURES BP 02/2020 05/2020 2,400 USD 35.000%
CME FX BRITISH POUND FUTURES BP 06/2020 12/2024 2,400 USD 25.000%
CME FX BRAZILIAN REAL FUTURES BR 03/2020 02/2021 1,150 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 03/2021 02/2022 1,400 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 03/2022 02/2025 1,550 USD 0.04
CME FX BPJY FUTURE BY 03/2020 06/2021 600,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 02/2020 06/2020 900 USD 20.000%
CME FX CANADIAN DOLLAR FUTURES C1 07/2020 12/2024 900 USD 15.000%
CME FX EC/AD CROSS RATE FUTURES CA 03/2020 06/2021 3,000 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 03/2020 06/2021 2,300 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 03/2020 12/2021 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 03/2020 12/2021 4,400 USD 0.07
CME FX EC/NKR FUTURES CN 03/2020 06/2021 20,250 NOK 0.02
CME FX USD/CNH FUTURES CNH 02/2020 02/2021 12,500 CNH 0.08
CME FX USD/CNH FUTURES CNH 03/2021 03/2023 15,000 CNH 0.08
CME FX CD/JY FUTURES CY 03/2020 06/2021 360,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 03/2020 06/2021 4,200 USD 0.04
CME FX SWISS FRANC FUTURES E1 03/2020 09/2020 3,100 USD 15.000%
CME FX SWISS FRANC FUTURES E1 12/2020 12/2024 3,100 USD 14.000%
CME FX E-MINI EURO FX FUTURE E7 03/2020 03/2020 850 USD 22.000%
CME FX E-MINI EURO FX FUTURE E7 06/2020 06/2020 850 USD 15.000%
CME FX EURO FUTURE EC 02/2020 05/2020 1,700 USD 22.000%
CME FX EURO FUTURE EC 06/2020 12/2024 1,700 USD 15.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 03/2020 06/2021 2,800 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 03/2020 06/2021 4,800 USD 0.04
CME FX JAPANESE YEN FUTURES J1 02/2020 05/2020 2,150 USD 25.000%
CME FX JAPANESE YEN FUTURES J1 06/2020 12/2024 2,150 USD 18.000%
CME FX E-MINI J-YEN FUTURE J7 03/2020 03/2020 1,075 USD 25.000%
CME FX E-MINI J-YEN FUTURE J7 06/2020 06/2020 1,075 USD 18.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 03/2020 06/2021 1,600 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 03/2020 06/2021 20,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 02/2020 09/2021 2,400 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 03/2020 03/2020 110 USD 20.000%
CME FX MICRO AUD/USD FUTURES M6A 06/2020 06/2020 110 USD 15.000%
CME FX MICRO GBP/USD FUTURES M6B 03/2020 03/2020 240 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 06/2020 06/2020 240 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 03/2020 03/2020 170 USD 22.000%
CME FX MICRO EUR/USD FUTURES M6E 06/2020 06/2020 170 USD 15.000%
CME FX MICRO CAD/USD FUTURES MCD 03/2020 06/2020 90 USD 20.000%
CME FX MICRO INR/USD FUTURE MIR 02/2020 01/2021 320 USD 0.08
CME FX MICRO JPY/USD MJY 03/2020 03/2020 215 USD 25.000%
CME FX MICRO JPY/USD MJY 06/2020 06/2020 215 USD 18.000%
CME FX MICRO USD/CNH FUTURES MNH 02/2020 02/2021 1,250 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 02/2020 09/2021 1,100 USD 25.000%
CME FX MICRO CHF/USD FUTURES MSF 03/2020 06/2020 310 USD 15.000%
CME FX NEW ZEALAND FUTURES NE 03/2020 06/2021 1,100 USD 15.000%
CME FX POLISH ZLOTY FUTURES PZ 03/2020 06/2021 2,900 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 03/2020 06/2021 1,300 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 02/2020 03/2022 1,650 USD 0.04
CME FX EURO FX/SF FUTURES RF 03/2020 06/2021 2,500 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 02/2020 03/2023 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 02/2020 09/2021 3,400 EUR 0.03
CME FX EURO FX/BP FUTURE RP 02/2020 06/2021 3,100 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 02/2020 02/2021 1,750 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 03/2021 12/2021 1,950 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 03/2022 12/2024 2,250 USD 0.06
CME FX EURO FX/JY FUTURE RY 03/2020 06/2021 280,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 03/2020 06/2021 4,500 USD 0.02
CME FX INR/USD FUTURE SIR 02/2020 12/2021 1,600 USD 0.08
CME FX SFJY FUTURES SJ 03/2020 06/2021 700,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 03/2020 06/2021 10,000 USD 45.000%
CME FX NKR/USD FUTURES UN 03/2020 06/2021 5,000 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 03/2020 06/2021 2,000 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 02/2020 03/2022 75,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 02/2020 05/2020 300 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2020 08/2020 440 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2020 09/2020 470 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2020 03/2021 500 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 06/2024 500 USD 17.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2024 12/2029 450 USD 17.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 02/2020 06/2020 300 USD 30.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 07/2020 02/2021 470 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 01/2020 03/2020 150 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 05/2020 11/2020 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2019 03/2020 205 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2020 06/2020 255 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2020 09/2020 285 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2020 03/2021 315 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 09/2021 355 GBP 30.000%

About Margins | Performance Bonds

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

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Quick Links

    • CME CORE

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

Contacts

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

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

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+1 312 207 2594
chfin@cmegroup.com

Clearing System Password Help
+1 312 930 3444

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+1 312 930 3172

General Clearing Division
+1 312 930 3170

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