Outrights/Vol Scans for Margins

Start Period End Period
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2021 06/2021 6,500 USD 40.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2021 06/2022 6,500 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 06/2021 06/2022 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 06/2021 06/2022 7,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 06/2021 06/2022 4,700 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 06/2021 06/2022 7,500 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 06/2021 06/2021 6,500 USD 40.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 09/2021 09/2021 6,500 USD 20.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2021 06/2021 6,500 USD 40.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2021 06/2022 6,500 USD 20.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 06/2021 06/2022 4,700 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 400 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2022 485 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2024 600 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2031 800 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2021 06/2021 900 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2021 06/2022 1,150 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 06/2021 09/2021 35,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 06/2021 09/2021 35,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 06/2021 06/2022 3,400 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 06/2021 06/2022 3,400 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 06/2021 06/2022 3,400 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 06/2021 06/2022 8,500 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 06/2021 06/2022 8,500 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 06/2021 06/2021 55,000 USD 40.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2021 09/2021 55,000 USD 30.000%
CME EQUITY INDEX S&P 500 FUTURES SP 12/2021 12/2025 55,000 USD 20.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 06/2021 09/2021 20,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 06/2021 09/2021 20,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 06/2021 09/2021 35,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 06/2021 06/2022 8,500 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 06/2021 09/2022 575,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 06/2021 09/2022 575,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 06/2021 06/2021 6,500 USD 40.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 09/2021 09/2021 6,500 USD 20.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 06/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 06/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 06/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 06/2021 09/2021 20,000 USD 0.04
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 06/2021 06/2021 13,500 USD 45.000%
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 07/2021 08/2021 13,500 USD 30.000%
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 06/2021 06/2022 4,600 USD 35.000%
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 06/2021 06/2022 4,000 USD 35.000%
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 06/2021 06/2022 6,700 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 06/2021 06/2022 6,300 USD 35.000%
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 06/2021 06/2022 3,250 USD 35.000%
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 06/2021 06/2022 3,000 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 06/2021 06/2022 4,000 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 06/2021 06/2022 6,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 06/2021 06/2022 5,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 06/2021 06/2022 4,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 06/2021 06/2022 4,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 06/2021 06/2022 6,700 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 06/2021 06/2022 6,300 USD 35.000%
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 06/2021 06/2022 3,250 USD 35.000%
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 06/2021 06/2022 3,000 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 06/2021 06/2022 3,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 06/2021 06/2022 4,000 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 06/2021 06/2022 6,500 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 06/2021 06/2022 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 06/2021 09/2021 5,000 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 06/2021 06/2022 5,000 USD 35.000%
CME FX AD/CD FUTURES AC 06/2021 09/2022 2,500 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 06/2021 08/2021 1,800 USD 24.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 09/2021 03/2026 1,800 USD 16.000%
CME FX AD/JY FUTURES AJ 06/2021 09/2022 450,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 06/2021 09/2022 2,400 NZD 0.02
CME FX BPSF FUTURE BF 06/2021 09/2022 5,400 CHF 0.05
CME FX BRITISH POUND FUTURES BP 06/2021 08/2021 2,150 USD 24.000%
CME FX BRITISH POUND FUTURES BP 09/2021 03/2026 2,150 USD 16.000%
CME FX BRAZILIAN REAL FUTURES BR 07/2021 06/2022 1,250 USD 30.000%
CME FX BRAZILIAN REAL FUTURES BR 07/2022 06/2023 1,300 USD 30.000%
CME FX BRAZILIAN REAL FUTURES BR 07/2023 06/2026 1,400 USD 30.000%
CME FX BPJY FUTURE BY 06/2021 09/2022 550,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 06/2021 09/2021 1,100 USD 25.000%
CME FX CANADIAN DOLLAR FUTURES C1 10/2021 03/2026 1,100 USD 20.000%
CME FX EC/AD CROSS RATE FUTURES CA 06/2021 09/2022 3,300 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 06/2021 09/2022 2,500 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 07/2021 06/2023 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 07/2021 06/2023 2,500 USD 0.07
CME FX EC/NKR FUTURES CN 06/2021 09/2022 47,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 06/2021 06/2022 11,000 CNH 0.08
CME FX USD/CNH FUTURES CNH 07/2022 06/2024 12,500 CNH 0.08
CME FX CD/JY FUTURES CY 06/2021 09/2022 400,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 06/2021 09/2022 6,700 USD 0.04
CME FX SWISS FRANC FUTURES E1 06/2021 12/2021 3,300 USD 18.000%
CME FX SWISS FRANC FUTURES E1 03/2022 03/2026 3,300 USD 14.000%
CME FX E-MINI EURO FX FUTURE E7 06/2021 06/2021 1,100 USD 24.000%
CME FX E-MINI EURO FX FUTURE E7 09/2021 09/2021 1,100 USD 16.000%
CME FX EURO FUTURE EC 06/2021 08/2021 2,200 USD 24.000%
CME FX EURO FUTURE EC 09/2021 03/2026 2,200 USD 16.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 06/2021 09/2022 3,200 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 06/2021 09/2022 9,500 USD 0.04
CME FX JAPANESE YEN FUTURES J1 06/2021 08/2021 2,050 USD 24.000%
CME FX JAPANESE YEN FUTURES J1 09/2021 03/2026 2,050 USD 16.000%
CME FX E-MINI J-YEN FUTURE J7 06/2021 06/2021 1,025 USD 24.000%
CME FX E-MINI J-YEN FUTURE J7 09/2021 09/2021 1,025 USD 16.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 06/2021 09/2022 3,100 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 06/2021 09/2022 20,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 06/2021 12/2022 2,500 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 06/2021 06/2021 180 USD 24.000%
CME FX MICRO AUD/USD FUTURES M6A 09/2021 09/2021 180 USD 16.000%
CME FX MICRO GBP/USD FUTURES M6B 06/2021 06/2021 215 USD 24.000%
CME FX MICRO GBP/USD FUTURES M6B 09/2021 09/2021 215 USD 16.000%
CME FX MICRO EUR/USD FUTURES M6E 06/2021 06/2021 220 USD 24.000%
CME FX MICRO EUR/USD FUTURES M6E 09/2021 09/2021 220 USD 16.000%
CME FX MICRO CAD/USD FUTURES MCD 06/2021 09/2021 110 USD 25.000%
CME FX MICRO INR/USD FUTURE MIR 06/2021 05/2022 320 USD 0.08
CME FX MICRO JPY/USD MJY 06/2021 06/2021 205 USD 24.000%
CME FX MICRO JPY/USD MJY 09/2021 09/2021 205 USD 16.000%
CME FX MICRO USD/CNH FUTURES MNH 06/2021 06/2022 1,100 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 06/2021 10/2021 1,400 USD 27.000%
CME FX MEXICAN PESO FUTURES MP 11/2021 12/2022 1,400 USD 18.000%
CME FX MICRO CHF/USD FUTURES MSF 06/2021 09/2021 330 USD 18.000%
CME FX NEW ZEALAND FUTURES NE 06/2021 12/2021 1,900 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 03/2022 09/2022 1,900 USD 20.000%
CME FX POLISH ZLOTY FUTURES PZ 06/2021 09/2022 4,200 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 06/2021 09/2022 2,000 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 06/2021 06/2023 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 06/2021 09/2022 2,700 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 06/2021 06/2024 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 06/2021 12/2022 3,200 EUR 0.03
CME FX EURO FX/BP FUTURE RP 06/2021 09/2022 3,200 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2021 03/2026 2,100 USD 40.000%
CME FX EURO FX/JY FUTURE RY 06/2021 09/2022 300,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 06/2021 09/2022 5,300 USD 0.02
CME FX INR/USD FUTURE SIR 06/2021 03/2023 1,600 USD 0.08
CME FX SFJY FUTURES SJ 06/2021 09/2022 700,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 06/2021 09/2022 16,000 USD 45.000%
CME FX NKR/USD FUTURES UN 06/2021 09/2022 8,200 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 06/2021 09/2022 2,700 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 06/2021 06/2023 110,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2021 08/2021 200 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2021 11/2021 225 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2021 12/2021 230 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2022 03/2022 235 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2022 06/2022 245 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2022 09/2022 290 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2022 12/2022 335 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2023 03/2023 345 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2023 06/2023 360 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2023 09/2023 365 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2023 12/2023 380 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2024 03/2024 410 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2024 06/2024 440 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2024 09/2024 455 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 12/2024 470 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2025 03/2025 490 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2025 06/2025 510 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2025 09/2025 530 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2025 12/2025 550 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2026 03/2026 560 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2026 06/2027 575 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2027 06/2031 600 USD 20.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 06/2021 06/2022 375 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 05/2021 06/2021 175 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 08/2021 12/2021 200 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2021 03/2021 125 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 06/2021 150 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2021 09/2021 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2021 12/2021 180 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 03/2022 200 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2022 06/2022 225 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2022 09/2022 230 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2022 12/2022 235 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2023 06/2023 265 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2023 12/2023 295 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2024 03/2024 330 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2024 06/2024 345 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2024 09/2024 350 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2024 12/2024 360 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2025 03/2025 390 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2025 06/2025 425 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2025 09/2025 450 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2025 03/2026 465 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2021 06/2021 225 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2021 03/2022 270 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2022 06/2022 350 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 06/2021 06/2021 200 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2021 07/2021 300 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 08/2021 08/2021 300 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 09/2021 10/2021 300 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2021 11/2021 315 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 12/2021 06/2022 325 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 03/2021 160 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 06/2021 175 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 09/2021 200 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 03/2022 210 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 06/2022 220 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 09/2022 250 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2022 12/2022 280 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 03/2023 320 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2023 06/2023 370 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2023 09/2023 400 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2023 03/2024 460 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2024 12/2030 500 USD 25.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 06/2021 06/2021 7,400 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 07/2021 07/2021 7,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 08/2021 08/2021 7,800 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 09/2021 09/2021 8,000 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 10/2021 10/2021 8,200 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 11/2021 11/2021 8,400 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 12/2021 12/2021 8,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 01/2022 01/2022 8,800 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 02/2022 02/2022 9,000 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 03/2022 03/2022 9,200 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 04/2022 04/2022 9,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 05/2022 05/2022 10,000 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 06/2022 06/2022 10,400 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 07/2022 07/2022 10,800 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 08/2022 08/2022 11,200 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 09/2022 09/2022 11,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 10/2022 06/2023 12,000 MXN 40.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 08/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 08/2021 02/2026 1,300 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 08/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 08/2021 02/2026 1,700 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 08/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 08/2021 02/2026 2,100 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 08/2021 02/2026 2,500 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 08/2021 02/2026 1,350 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 08/2021 02/2026 2,000 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 08/2021 02/2026 1,800 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 08/2021 02/2026 1,700 USD 0.01
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2021 10/2021 1,092 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2021 12/2021 1,041 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2022 01/2022 1,044 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2022 02/2022 861 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2022 03/2022 630 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2022 04/2022 654 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 10/2022 10/2022 828 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 11/2022 11/2022 1,086 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2022 01/2023 984 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2023 02/2023 864 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2023 11/2023 1,170 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 12/2023 12/2023 1,122 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 01/2024 01/2024 1,020 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 02/2024 02/2024 936 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 03/2024 03/2024 930 GBP 30
CME WEATHER LONDON MONTHLY HDD FUTURES D0 04/2024 04/2024 15.0% 30
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0X 03/2022 03/2022 1,056 GBP 25.000%
CME WEATHER LONDON HEATING SEASONAL STRIP FUTUR D0Z 02/2022 02/2022 3.1% 25.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2021 10/2021 1,224 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2021 11/2021 1,326 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2021 12/2021 1,104 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2022 01/2022 1,218 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2022 02/2022 975 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2022 03/2022 951 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2022 04/2022 633 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 10/2022 10/2022 945 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2022 02/2023 1,035 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 03/2023 03/2023 1,038 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2023 10/2023 1,164 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2023 11/2023 1,239 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2023 12/2023 1,278 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 01/2024 01/2024 1,353 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 02/2024 03/2024 666 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 04/2024 04/2024 1,026 EUR 30.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2X 03/2022 03/2022 3.8% 25.000%
CME WEATHER AMSTERDAM HEATING SEASONAL STRIP FU D2Z 02/2022 02/2022 3.8% 25.000%
CME WEATHER LONDON CAT MONTHLY FUTURES G0 05/2021 05/2024 10.0% 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 06/2021 10/2021 428 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 04/2022 04/2022 860 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 05/2022 05/2022 830 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 06/2022 06/2022 1,012 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 07/2022 07/2022 1,252 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 08/2022 08/2022 1,218 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 09/2022 09/2022 992 GBP 30
CME WEATHER LONDON CAT MONTHLY FUTURES G0 10/2022 10/2022 748 GBP 30
CME WEATHER LONDON SEASONAL CAT STRIP FUTUR G0K 09/2021 09/2021 1.7% 25.000%
CME WEATHER LONDON SEASONAL CAT STRIP FUTUR G0N 08/2021 08/2021 1.7% 25.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 05/2021 05/2024 5.0% 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 06/2021 10/2021 243 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 08/2021 08/2021 572 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 04/2022 04/2022 329 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 05/2022 07/2022 560 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 08/2022 08/2022 555 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 09/2022 09/2022 453 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 10/2022 10/2022 361 EUR 30
CME WEATHER AMSTERDAM SEASONAL CAT STRIP FUT G2K 09/2021 09/2021 1.6% 25.000%
CME WEATHER AMSTERDAM SEASONAL CAT STRIP FUT G2N 08/2021 08/2021 1.6% 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 06/2021 06/2021 507,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 07/2021 07/2021 625,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 08/2021 08/2021 645,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 09/2021 09/2021 540,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 10/2021 10/2021 438,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 11/2021 11/2021 303,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 12/2021 12/2021 193,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 01/2022 01/2022 150,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 02/2022 02/2022 241,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 03/2022 03/2022 294,750 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 04/2022 05/2022 30.0% 25.000%
CME WEATHER TOKYO CAT MAY-PACIFIC RIM SEASONAL G6K 09/2021 09/2021 4.0% 25.000%
CME WEATHER TOKYO CAT JUL-PACIFIC RIM SEASONAL G6N 08/2021 08/2021 163,700 JPY 25.000%
CME WEATHER TOKYO CAT NOV-PACIFIC RIM SEASONAL G6X 03/2022 03/2022 4.0% 25.000%
CME WEATHER TOKYO CAT DEC-PACIFIC RIM SEASONAL G6Z 02/2022 02/2022 4.0% 25.000%
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2021 10/2021 28 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2021 11/2021 464 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 12/2021 12/2021 916 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 01/2022 01/2022 910 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2022 02/2022 976 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2022 03/2022 324 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 04/2022 04/2022 32 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 10/2022 10/2022 150 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 11/2022 01/2023 600 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 02/2023 02/2023 650 USD 30
CME WEATHER H0 LAS VEGAS HDD FUTURES H0 03/2023 04/2024 10.0% 30
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0X 03/2022 03/2022 4.5% 250
CME WEATHER LAS VEGAS HEATING SEASONAL STRIP FU H0Z 02/2022 02/2022 4.5% 250
CME WEATHER ATLANTA HDD FUTURE H1 10/2021 01/2022 1,540 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2021 11/2023 2,615 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2022 02/2022 2,340 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2022 03/2022 1,575 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2022 04/2022 410 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 10/2022 10/2022 2,480 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 11/2022 11/2022 2,265 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2022 01/2023 2,305 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2023 02/2023 1,385 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2023 03/2023 500 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2023 04/2023 625 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2023 12/2023 1,950 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 01/2024 01/2024 2,035 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 02/2024 02/2024 1,365 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 03/2024 03/2024 510 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 04/2024 04/2024 610 USD 30
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1X 03/2022 03/2022 2,000 USD 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2022 02/2022 1,644 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2021 01/2022 2,201 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2022 02/2022 2,268 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2022 03/2022 2,592 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2022 04/2022 1,251 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2022 10/2022 2,922 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 11/2022 11/2022 2,992 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2022 01/2023 2,989 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2023 02/2023 2,611 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2023 04/2023 2,868 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 10/2023 12/2023 2,838 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 01/2024 01/2024 2,160 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 02/2024 02/2024 2,133 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 03/2024 03/2024 1,178 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 04/2024 04/2024 1,172 USD 30
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2X 03/2022 03/2022 2.8% 25.000%
CME WEATHER CHICAGO HEATING SEASONAL STRIP FUTU H2Z 02/2022 02/2022 2.8% 25.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2021 01/2022 1,875 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2022 02/2022 1,935 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2022 03/2022 2,220 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2022 04/2022 762 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2022 10/2022 2,628 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2022 01/2023 2,616 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 02/2023 02/2023 2,418 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2023 04/2023 2,670 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 10/2023 10/2023 2,436 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 11/2023 02/2024 1,830 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 03/2024 03/2024 873 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 04/2024 04/2024 1,095 USD 30.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3X 03/2022 03/2022 3.4% 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2022 02/2022 1,994 USD 25.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2021 02/2022 2,037 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2022 03/2022 2,265 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2022 04/2022 978 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2022 10/2022 2,235 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2022 11/2022 2,505 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2022 01/2023 2,502 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2023 02/2023 1,974 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2023 03/2023 1,635 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2023 04/2023 477 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 10/2023 10/2023 2,301 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 11/2023 12/2023 1,926 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 01/2024 01/2024 1,935 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 02/2024 02/2024 1,965 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 03/2024 03/2024 1,830 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 04/2024 04/2024 15.0% 30.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4X 03/2022 03/2022 1,497 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2022 02/2022 2.2% 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2021 01/2022 1,183 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2022 02/2022 1,124 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2022 03/2022 1,783 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2022 04/2022 400 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2022 10/2022 821 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2022 11/2022 2,285 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2022 01/2023 2,279 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2023 02/2023 1,021 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2023 03/2023 746 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 04/2023 04/2023 2,792 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2023 11/2023 2,463 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2023 12/2023 2,808 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 01/2024 01/2024 2,403 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 02/2024 02/2024 3,997 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 03/2024 04/2024 27.0% 30
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2022 03/2022 5.0% 25.000%
CME WEATHER DALLAS HEATING SEASONAL STRIP FUTUR H5Z 02/2022 02/2022 5.0% 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 10/2021 10/2023 1,100 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 11/2021 11/2023 2,132 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 12/2021 12/2023 3,120 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2022 01/2023 2,952 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 02/2022 02/2023 2,372 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 03/2022 03/2023 2,108 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 04/2022 04/2023 1,512 USD 25.000%
CME WEATHER CME-PORTLAND HDD FUTURE H7 01/2024 10/2025 20.0% 25.000%
CME WEATHER CME-PORTLAND HDD NOV STRIP H7X 03/2022 03/2022 2,421 USD 25.000%
CME WEATHER CME-PORTLAND HDD DEC STRIP H7Z 02/2022 02/2022 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2021 11/2021 2,004 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2021 12/2021 2,817 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2022 01/2022 3,180 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2022 02/2022 2,796 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 03/2022 03/2022 2,411 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2022 04/2022 1,187 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 10/2022 10/2022 1,911 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2022 11/2022 2,178 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2022 10/2023 2,751 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2023 11/2023 3,056 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 12/2023 12/2023 3,014 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 01/2024 01/2024 2,823 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 02/2024 03/2024 994 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 04/2024 04/2024 1,101 USD 30
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQX 03/2022 03/2022 3.5% 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2022 02/2022 3.5% 25.000%
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2021 10/2021 84 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2021 11/2021 861 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2021 12/2021 1,308 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2022 01/2022 1,194 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 02/2022 02/2022 1,261 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 03/2022 03/2022 908 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 04/2022 04/2022 292 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2022 10/2022 237 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 11/2022 04/2023 1,334 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 10/2023 11/2023 1,342 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 12/2023 12/2023 1,384 USD 30
CME WEATHER SACRAMENTO MONTHLY HDD FUTURES HS 01/2024 04/2024 13.0% 30
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSX 03/2022 03/2022 3.2% 250
CME WEATHER SACRAMENTO HEATING SEASONAL STRIP F HSZ 02/2022 02/2022 896 USD 250
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2021 10/2021 396 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2022 04/2022 375 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2022 05/2022 392 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2022 06/2022 1,300 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2022 07/2022 1,712 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 08/2022 08/2022 1,728 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 09/2022 09/2022 1,064 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 10/2022 10/2022 238 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2023 05/2023 1,397 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 06/2023 06/2023 1,296 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 07/2023 10/2023 741 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 04/2024 04/2024 798 USD 25.000%
CME WEATHER K0 LAS VEGAS CDD FUTURES K0 05/2024 05/2024 814 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2021 09/2021 1,677 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2021 08/2021 2.3% 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2021 10/2021 281 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2022 04/2022 332 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 05/2022 05/2022 1,282 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2022 06/2022 1,376 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2022 07/2022 1,746 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2022 08/2022 1,890 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2022 09/2022 1,876 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2022 10/2022 576 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2023 05/2023 1,476 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 06/2023 06/2023 1,304 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 07/2023 07/2023 1,818 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 08/2023 08/2023 1,732 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 09/2023 09/2023 1,246 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2023 10/2023 368 USD 30
CME WEATHER K1 ATLANTA CDD FUTURES K1 04/2024 05/2024 18.0% 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2021 09/2021 1,812 USD 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2021 08/2021 4.8% 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2021 06/2021 1,613 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2021 07/2021 2,100 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2021 10/2021 82 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2021 05/2024 725 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2022 04/2022 24 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2022 05/2022 157 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2022 06/2022 1,740 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2022 07/2022 2,146 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2022 08/2022 1,421 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2022 09/2022 841 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2022 10/2022 70 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 04/2023 04/2023 1,131 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 05/2023 05/2023 1,943 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 06/2023 06/2023 1,584 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 07/2023 07/2023 1,636 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 08/2023 08/2023 783 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2023 09/2023 540 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2023 04/2024 412 USD 30.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2021 09/2021 10.0% 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2021 08/2021 1,290 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 06/2021 10/2021 175 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2021 05/2024 1,155 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2022 04/2022 35 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 05/2022 06/2022 2,184 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 07/2022 07/2022 2,387 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2022 08/2022 2,415 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2022 09/2022 2,191 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2022 10/2022 371 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 04/2023 05/2023 2,562 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 06/2023 07/2023 2,345 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 08/2023 08/2023 2,079 USD 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2021 09/2021 5.8% 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2021 08/2021 801 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 06/2021 06/2021 1,464 USD 25.000%

About Margins | Performance Bonds

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

Read more about performance bonds/margin

Subscribe to Notices

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

Subscribe

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