Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 09/2020 09/2020 15,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 06/2020 09/2020 10,000 USD 0.09
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 09/2020 09/2020 15,000 USD 30.000%
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 06/2020 06/2021 7,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 06/2020 06/2021 7,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 06/2020 06/2021 7,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 06/2020 06/2021 7,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 06/2020 06/2021 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2020 06/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 09/2020 06/2021 7,100 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2020 06/2020 7,100 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 09/2020 06/2021 7,100 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2020 06/2020 7,100 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 09/2020 06/2021 7,100 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 06/2020 06/2021 6,000 USD 0.035
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 06/2020 06/2021 7,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2020 06/2020 6,400 USD 45.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 09/2020 06/2021 6,400 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 06/2020 06/2021 7,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 06/2020 06/2021 7,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 06/2020 06/2021 5,600 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 06/2020 06/2021 6,000 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 06/2020 06/2020 6,400 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 09/2020 09/2020 6,400 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2020 06/2020 6,400 USD 45.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 09/2020 06/2021 6,400 USD 30.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 06/2020 06/2021 5,600 USD 0.05
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2020 12/2020 850 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 1,500 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2024 1,750 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2030 1,850 USD 30.000%
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2020 06/2020 2,000 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 09/2020 06/2021 2,900 USD 0.035
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 06/2020 09/2020 38,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 06/2020 09/2020 38,000 USD 0.035
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 06/2020 06/2021 2,800 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 06/2020 06/2021 2,800 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 06/2020 06/2021 2,800 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 06/2020 06/2021 7,000 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 06/2020 06/2021 7,000 USD 0.035
CME EQUITY INDEX S&P 500 FUTURES SP 06/2020 06/2020 60,000 USD 45.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2020 09/2020 60,000 USD 30.000%
CME EQUITY INDEX S&P 500 FUTURES SP 12/2020 12/2024 60,000 USD 25.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 06/2020 09/2020 23,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 06/2020 09/2020 23,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 06/2020 09/2020 38,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 06/2020 06/2021 7,000 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 06/2020 06/2021 750,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 06/2020 06/2021 750,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 06/2020 06/2020 6,400 USD 45.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 09/2020 09/2020 6,400 USD 30.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 06/2020 12/2026 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 06/2020 12/2026 12,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 06/2020 12/2026 12,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 06/2020 09/2020 23,000 USD 0.04
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 06/2020 06/2021 5,800 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 06/2020 06/2021 5,200 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 06/2020 06/2021 8,600 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 06/2020 06/2021 7,500 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 06/2020 06/2021 9,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 06/2020 06/2021 4,800 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 06/2020 06/2021 4,100 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 06/2020 06/2021 6,300 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 06/2020 06/2021 7,700 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 06/2020 06/2021 11,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 06/2020 06/2021 6,000 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 06/2020 06/2021 5,800 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 06/2020 06/2021 5,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 06/2020 06/2021 8,600 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 06/2020 06/2021 7,500 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 06/2020 06/2021 9,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 06/2020 06/2021 4,800 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 06/2020 06/2021 4,100 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 06/2020 06/2021 4,100 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 06/2020 06/2021 6,300 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 06/2020 06/2021 7,700 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 06/2020 06/2021 11,000 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 06/2020 09/2020 6,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 06/2020 06/2021 6,000 USD 25.000%
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2020 08/2020 2,210 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2020 11/2020 3,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2020 02/2021 3,910 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2021 05/2021 4,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2021 08/2021 5,865 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2021 11/2021 6,800 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2021 02/2022 7,905 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2022 05/2022 9,265 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2022 08/2022 10,370 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 09/2022 11/2022 11,305 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2022 02/2023 12,325 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 03/2023 05/2023 13,430 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2023 11/2023 15,470 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2023 05/2024 17,340 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2024 11/2024 19,720 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2024 05/2025 22,185 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2025 11/2025 24,225 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2025 05/2026 25,670 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2026 11/2026 27,625 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2026 05/2027 29,835 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2027 11/2027 31,450 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2027 05/2028 33,660 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2028 11/2028 35,700 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2028 05/2029 37,145 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 06/2029 11/2029 38,930 USD 0.07
CME ERIS Flex ERIS FUT Z00000 Z00000 12/2029 06/2030 40,035 USD 0.07
CME FX AD/CD FUTURES AC 06/2020 09/2021 3,600 CAD 0.02
CME FX AUSTRALIAN DOLLAR FUTURES AD 06/2020 08/2020 1,800 USD 40.000%
CME FX AUSTRALIAN DOLLAR FUTURES AD 09/2020 03/2025 1,800 USD 35.000%
CME FX AD/JY FUTURES AJ 06/2020 09/2021 550,000 JPY 0.02
CME FX AD/NE CROSS RATE FUTURES AN 06/2020 09/2021 2,500 NZD 0.02
CME FX BPSF FUTURE BF 06/2020 09/2021 7,000 CHF 0.05
CME FX BRITISH POUND FUTURES BP 06/2020 08/2020 2,700 USD 35.000%
CME FX BRITISH POUND FUTURES BP 09/2020 03/2025 2,700 USD 25.000%
CME FX BRAZILIAN REAL FUTURES BR 06/2020 06/2021 1,300 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 07/2021 06/2022 1,550 USD 0.04
CME FX BRAZILIAN REAL FUTURES BR 07/2022 06/2025 1,700 USD 0.04
CME FX BPJY FUTURE BY 06/2020 09/2021 780,000 JPY 0.02
CME FX CANADIAN DOLLAR FUTURES C1 06/2020 09/2020 1,550 USD 25.000%
CME FX CANADIAN DOLLAR FUTURES C1 10/2020 03/2025 1,550 USD 20.000%
CME FX EC/AD CROSS RATE FUTURES CA 06/2020 09/2021 5,000 AUD 0.02
CME FX EC/CD CROSS RATE FUTURE CC 06/2020 09/2021 4,000 CAD 0.02
CME FX US DOLLARS/CHILEAN PESO FUTURES CHL 06/2020 06/2022 2,000 USD 0.07
CME FX CHILEAN PESO/US DOLLAR CLP/USD FUT CHP 06/2020 06/2022 3,800 USD 0.07
CME FX EC/NKR FUTURES CN 06/2020 09/2021 60,000 NOK 0.02
CME FX USD/CNH FUTURES CNH 06/2020 05/2021 12,500 CNH 0.08
CME FX USD/CNH FUTURES CNH 06/2021 06/2023 15,000 CNH 0.08
CME FX CD/JY FUTURES CY 06/2020 09/2021 550,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 06/2020 09/2021 6,700 USD 0.04
CME FX SWISS FRANC FUTURES E1 06/2020 12/2020 4,500 USD 25.000%
CME FX SWISS FRANC FUTURES E1 03/2021 03/2025 4,500 USD 20.000%
CME FX E-MINI EURO FX FUTURE E7 06/2020 06/2020 1,137 USD 25.000%
CME FX E-MINI EURO FX FUTURE E7 09/2020 09/2020 1,137 USD 20.000%
CME FX EURO FUTURE EC 06/2020 08/2020 2,275 USD 25.000%
CME FX EURO FUTURE EC 09/2020 03/2025 2,275 USD 20.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 06/2020 09/2021 4,200 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 06/2020 09/2021 10,000 USD 0.04
CME FX JAPANESE YEN FUTURES J1 06/2020 03/2025 3,600 USD 33.000%
CME FX E-MINI J-YEN FUTURE J7 06/2020 09/2020 1,800 USD 33.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 06/2020 09/2021 4,400 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 06/2020 09/2021 31,200 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 06/2020 12/2021 3,000 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 06/2020 06/2020 180 USD 40.000%
CME FX MICRO AUD/USD FUTURES M6A 09/2020 09/2020 180 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 06/2020 06/2020 270 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 09/2020 09/2020 270 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 06/2020 06/2020 227 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 09/2020 09/2020 227 USD 20.000%
CME FX MICRO CAD/USD FUTURES MCD 06/2020 09/2020 155 USD 25.000%
CME FX MICRO INR/USD FUTURE MIR 05/2020 05/2021 440 USD 0.08
CME FX MICRO JPY/USD MJY 06/2020 09/2020 360 USD 33.000%
CME FX MICRO USD/CNH FUTURES MNH 06/2020 05/2021 1,250 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 06/2020 12/2021 1,900 USD 25.000%
CME FX MICRO CHF/USD FUTURES MSF 06/2020 09/2020 450 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 06/2020 09/2021 1,500 USD 25.000%
CME FX POLISH ZLOTY FUTURES PZ 06/2020 09/2021 3,800 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 06/2020 09/2021 2,300 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 06/2020 06/2022 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 06/2020 09/2021 2,500 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 06/2020 06/2023 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 06/2020 12/2021 3,700 EUR 0.03
CME FX EURO FX/BP FUTURE RP 06/2020 09/2021 3,700 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2020 05/2021 4,000 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2021 03/2022 3,850 USD 0.06
CME FX RU RUSSIAN RUBLE FUTURES RU 06/2022 03/2025 3,900 USD 0.06
CME FX EURO FX/JY FUTURE RY 06/2020 09/2021 350,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 06/2020 09/2021 6,100 USD 0.02
CME FX INR/USD FUTURE SIR 05/2020 03/2022 2,200 USD 0.08
CME FX SFJY FUTURES SJ 06/2020 09/2021 1,000,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 06/2020 09/2021 10,000 USD 45.000%
CME FX NKR/USD FUTURES UN 06/2020 09/2021 10,000 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 06/2020 09/2021 2,700 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 06/2020 06/2022 135,000 ZAR 0.07
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2020 08/2020 360 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2020 11/2020 390 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2020 12/2020 420 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2021 06/2021 420 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2021 09/2021 420 USD 22.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2021 06/2022 420 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2022 09/2023 455 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2023 09/2024 510 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 06/2025 540 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2025 06/2026 580 USD 20.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2026 03/2030 580 USD 17.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 06/2020 05/2021 475 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 05/2020 06/2020 300 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 08/2020 11/2020 350 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2020 03/2020 210 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2020 06/2020 235 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2020 09/2020 250 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2020 12/2020 255 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2021 06/2021 275 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2021 12/2021 300 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 12/2022 325 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2023 06/2023 385 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2023 12/2023 405 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2024 03/2024 425 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2024 06/2024 450 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2024 09/2024 460 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2024 12/2024 475 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2020 06/2020 375 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 09/2020 03/2021 225 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 05/2020 06/2020 500 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2020 07/2020 600 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 08/2020 08/2020 660 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 09/2020 06/2021 630 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2020 03/2020 300 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2020 09/2020 450 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2020 12/2020 425 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 03/2021 415 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2021 09/2029 415 USD 25.000%
CME OTC FX AUDJYC FWD AUDJYC 05/28/2020 06/09/2020 3,680 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 06/10/2020 07/02/2020 3,740 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 07/03/2020 07/30/2020 3,815 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 07/31/2020 09/01/2020 3,900 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 09/02/2020 10/01/2020 3,980 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 10/02/2020 10/30/2020 4,060 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 11/02/2020 12/03/2020 4,140 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 12/04/2020 03/04/2021 4,365 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 03/05/2021 06/02/2021 4,600 JPY 0.05
CME OTC FX AUDJYC FWD AUDJYC 06/03/2021 06/03/2022 5,500 JPY 0.05
CME OTC FX AUDUSC FWD AUDUSC 05/28/2020 06/09/2020 2,450 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 06/10/2020 07/02/2020 2,465 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 07/03/2020 07/29/2020 2,490 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 07/30/2020 09/01/2020 2,520 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 09/02/2020 09/30/2020 2,545 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 10/01/2020 11/02/2020 2,570 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 11/03/2020 12/03/2020 2,600 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 12/04/2020 03/04/2021 2,675 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 03/05/2021 06/02/2021 2,760 USD 0.05
CME OTC FX AUDUSC FWD AUDUSC 06/03/2021 06/03/2022 3,120 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 05/28/2020 06/09/2020 2,450 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 06/10/2020 07/02/2020 2,465 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 07/03/2020 07/29/2020 2,490 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 07/30/2020 09/01/2020 2,520 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 09/02/2020 09/30/2020 2,545 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 10/01/2020 11/02/2020 2,570 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 11/03/2020 12/03/2020 2,600 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 12/04/2020 03/04/2021 2,675 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 03/05/2021 06/02/2021 2,760 USD 0.05
CME OTC FX AUD/USD NY FIXING FWD AUDUSN 06/03/2021 06/06/2022 3,120 USD 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 05/28/2020 06/09/2020 2,685 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 06/10/2020 07/02/2020 2,765 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 07/03/2020 07/30/2020 2,870 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 07/31/2020 09/01/2020 2,985 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 09/02/2020 10/01/2020 3,100 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 10/02/2020 10/30/2020 3,200 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 11/02/2020 12/03/2020 3,325 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 12/04/2020 03/04/2021 3,650 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 03/05/2021 06/02/2021 4,000 JPY 0.05
CME OTC FX CADJYC JAPANESE YEN FWD CADJYC 06/03/2021 06/03/2022 5,260 JPY 0.05
CME OTC FX EURADC FWD EURADC 05/28/2020 06/09/2020 2,530 EUR 0.05
CME OTC FX EURADC FWD EURADC 06/10/2020 07/02/2020 2,600 EUR 0.05
CME OTC FX EURADC FWD EURADC 07/03/2020 07/29/2020 2,680 EUR 0.05
CME OTC FX EURADC FWD EURADC 07/30/2020 09/01/2020 2,775 EUR 0.05
CME OTC FX EURADC FWD EURADC 09/02/2020 09/30/2020 2,870 EUR 0.05
CME OTC FX EURADC FWD EURADC 10/01/2020 11/02/2020 2,960 EUR 0.05
CME OTC FX EURADC FWD EURADC 11/03/2020 12/03/2020 3,050 EUR 0.05
CME OTC FX EURADC FWD EURADC 12/04/2020 03/04/2021 3,315 EUR 0.05
CME OTC FX EURADC FWD EURADC 03/05/2021 06/02/2021 3,600 EUR 0.05
CME OTC FX EURADC FWD EURADC 06/03/2021 06/03/2022 4,630 EUR 0.05
CME OTC FX EUR/GBC FWD EURBPC 05/28/2020 06/09/2020 1,965 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 06/10/2020 07/02/2020 2,010 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 07/03/2020 07/30/2020 2,080 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 07/31/2020 09/01/2020 2,150 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 09/02/2020 10/01/2020 2,215 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 10/02/2020 11/02/2020 2,285 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 11/03/2020 12/03/2020 2,350 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 12/04/2020 03/04/2021 2,550 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 03/05/2021 06/02/2021 2,750 GBP 0.05
CME OTC FX EUR/GBC FWD EURBPC 06/03/2021 06/03/2022 3,530 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 06/01/2020 06/09/2020 1,965 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 06/10/2020 07/02/2020 2,010 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 07/03/2020 07/30/2020 2,080 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 07/31/2020 09/01/2020 2,150 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 09/02/2020 10/01/2020 2,215 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 10/02/2020 11/02/2020 2,285 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 11/03/2020 12/03/2020 2,350 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 12/04/2020 03/04/2021 2,550 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 03/05/2021 06/02/2021 2,750 GBP 0.05
CME OTC FX EUR/GBC NY FIXING FWD EURBPN 06/03/2021 06/06/2022 3,530 GBP 0.05
CME OTC FX EUR/JYC FWD EURJYC 05/28/2020 06/09/2020 3,180 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 06/10/2020 07/02/2020 3,240 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 07/03/2020 07/30/2020 3,320 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 07/31/2020 09/01/2020 3,400 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 09/02/2020 10/01/2020 3,500 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 10/02/2020 10/30/2020 3,585 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 11/02/2020 12/03/2020 3,675 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 12/04/2020 03/04/2021 3,920 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 03/05/2021 06/02/2021 4,200 JPY 0.05
CME OTC FX EUR/JYC FWD EURJYC 06/03/2021 06/03/2022 5,200 JPY 0.05
CME OTC FX EURSFC FWD EURSFC 05/28/2020 06/09/2020 7,165 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 06/10/2020 07/02/2020 7,210 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 07/03/2020 07/30/2020 7,275 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 07/31/2020 09/01/2020 7,340 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 09/02/2020 10/01/2020 7,400 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 10/02/2020 11/02/2020 7,475 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 11/03/2020 12/03/2020 7,540 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 12/04/2020 03/04/2021 7,730 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 03/05/2021 06/02/2021 7,925 EUR 0.05
CME OTC FX EURSFC FWD EURSFC 06/03/2021 06/03/2022 8,670 EUR 0.05
CME OTC FX EURUSC FWD EURUSC 05/28/2020 06/09/2020 2,320 USD 0.05
CME OTC FX EURUSC FWD EURUSC 06/10/2020 07/02/2020 2,340 USD 0.05
CME OTC FX EURUSC FWD EURUSC 07/03/2020 07/30/2020 2,370 USD 0.05
CME OTC FX EURUSC FWD EURUSC 07/31/2020 09/01/2020 2,400 USD 0.05
CME OTC FX EURUSC FWD EURUSC 09/02/2020 10/01/2020 2,430 USD 0.05
CME OTC FX EURUSC FWD EURUSC 10/02/2020 11/02/2020 2,460 USD 0.05
CME OTC FX EURUSC FWD EURUSC 11/03/2020 12/03/2020 2,490 USD 0.05
CME OTC FX EURUSC FWD EURUSC 12/04/2020 03/04/2021 2,580 USD 0.05
CME OTC FX EURUSC FWD EURUSC 03/05/2021 06/02/2021 2,670 USD 0.05
CME OTC FX EURUSC FWD EURUSC 06/03/2021 06/03/2022 3,020 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 05/28/2020 06/09/2020 2,320 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 06/10/2020 07/02/2020 2,340 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 07/03/2020 07/30/2020 2,370 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 07/31/2020 09/01/2020 2,400 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 09/02/2020 10/01/2020 2,430 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 10/02/2020 11/02/2020 2,460 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 11/03/2020 12/03/2020 2,490 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 12/04/2020 03/04/2021 2,580 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 03/05/2021 06/02/2021 2,670 USD 0.05
CME OTC FX EUR/USD FWD NY FIXING EURUSN 06/03/2021 06/06/2022 3,020 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 05/28/2020 06/11/2020 1,640 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 06/12/2020 07/06/2020 1,650 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 07/07/2020 08/03/2020 1,660 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 08/04/2020 09/03/2020 1,675 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 09/04/2020 10/05/2020 1,685 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 10/06/2020 11/04/2020 1,700 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 11/05/2020 12/07/2020 1,710 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 12/08/2020 03/08/2021 1,750 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 03/09/2021 06/04/2021 1,780 USD 0.05
CME OTC FX GBPUSD FWD GBPUSC 06/07/2021 06/03/2022 1,960 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 06/01/2020 06/09/2020 1,640 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 06/10/2020 07/02/2020 1,650 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 07/03/2020 07/30/2020 1,660 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 07/31/2020 09/01/2020 1,675 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 09/02/2020 10/01/2020 1,685 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 10/02/2020 11/02/2020 1,700 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 11/03/2020 12/03/2020 1,710 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 12/04/2020 03/04/2021 1,750 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 03/05/2021 06/02/2021 1,780 USD 0.05
CME OTC FX GBP/USD NY FIXING FWD GBPUSN 06/03/2021 06/06/2022 1,960 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 05/28/2020 06/09/2020 3,050 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 06/10/2020 07/02/2020 3,100 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 07/03/2020 07/30/2020 3,170 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 07/31/2020 09/01/2020 3,240 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 09/02/2020 10/01/2020 3,310 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 10/02/2020 11/02/2020 3,375 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 11/03/2020 12/03/2020 3,450 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 12/04/2020 03/04/2021 3,650 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 03/05/2021 06/02/2021 3,860 USD 0.05
CME OTC FX NZDUSC FWD NZDUSC 06/03/2021 06/03/2022 4,800 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 05/28/2020 06/08/2020 3,740 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 06/09/2020 07/02/2020 3,800 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 07/03/2020 07/30/2020 3,860 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 07/31/2020 09/01/2020 3,930 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 09/02/2020 10/01/2020 4,000 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 10/02/2020 10/30/2020 4,100 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 11/03/2020 12/03/2020 4,150 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 12/04/2020 03/04/2021 4,350 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 03/05/2021 06/01/2021 4,550 USD 0.05
CME OTC FX USDBRL BRAZILIAN REAL NDF USDBRL 06/02/2021 06/03/2022 5,800 USD 0.05
CME OTC FX USD/CAC FWD USDCAC 05/28/2020 06/10/2020 1,810 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 06/11/2020 07/03/2020 1,835 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 07/06/2020 08/03/2020 1,870 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 08/04/2020 09/02/2020 1,905 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 09/03/2020 10/02/2020 1,940 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 10/05/2020 11/03/2020 1,980 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 11/04/2020 12/04/2020 2,015 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 12/07/2020 03/05/2021 2,120 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 03/08/2021 06/03/2021 2,235 CAD 0.05
CME OTC FX USD/CAC FWD USDCAC 06/04/2021 06/03/2022 2,730 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 05/28/2020 06/10/2020 1,810 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 06/11/2020 07/03/2020 1,835 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 07/06/2020 08/03/2020 1,870 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 08/04/2020 09/02/2020 1,905 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 09/03/2020 10/02/2020 1,940 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 10/05/2020 11/03/2020 1,980 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 11/04/2020 12/04/2020 2,015 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 12/07/2020 03/05/2021 2,120 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 03/08/2021 06/03/2021 2,235 CAD 0.05
CME OTC FX USD/CAD NY FIXING FWD USDCAN 06/04/2021 06/06/2022 2,730 CAD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 05/28/2020 06/09/2020 2,835 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 06/10/2020 07/01/2020 2,890 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 07/02/2020 07/30/2020 2,965 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 07/31/2020 09/01/2020 3,045 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 09/02/2020 10/01/2020 3,125 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 10/02/2020 11/02/2020 3,200 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 11/03/2020 12/03/2020 3,285 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 12/04/2020 03/04/2021 3,510 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 03/05/2021 06/02/2021 3,750 USD 0.05
CME OTC FX USDCKC CZECH KORUNA FWD USDCKC 06/03/2021 06/03/2022 4,650 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 05/28/2020 07/02/2020 2,790 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 07/03/2020 07/30/2020 2,890 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 07/31/2020 08/31/2020 3,000 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 09/01/2020 09/30/2020 3,110 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 10/01/2020 10/29/2020 3,220 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 10/30/2020 11/27/2020 3,320 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 11/30/2020 02/25/2021 3,630 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 02/26/2021 05/27/2021 3,950 USD 0.05
CME OTC FX CHILEAN PESO FWD USDCLP 05/28/2021 06/03/2022 4,280 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 05/28/2020 06/09/2020 3,740 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 06/10/2020 07/02/2020 3,800 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 07/03/2020 07/30/2020 3,860 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 07/31/2020 09/01/2020 3,930 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 09/02/2020 09/28/2020 4,000 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 09/29/2020 11/02/2020 4,100 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 11/03/2020 12/03/2020 4,150 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 12/04/2020 03/04/2021 4,350 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 03/05/2021 06/02/2021 4,550 USD 0.05
CME OTC FX USDCNY CHINESE RENMIMBI NDF USDCNY 06/03/2021 06/02/2022 5,800 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 05/28/2020 06/09/2020 2,350 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 06/10/2020 07/02/2020 2,400 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 07/03/2020 07/30/2020 2,480 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 07/31/2020 09/01/2020 2,550 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 09/02/2020 10/01/2020 2,630 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 10/02/2020 10/30/2020 2,710 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 11/03/2020 12/03/2020 2,800 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 12/04/2020 03/04/2021 3,020 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 03/05/2021 06/02/2021 3,270 USD 0.05
CME OTC FX USD COLOMBIAN PESO USDCOP 06/03/2021 06/03/2022 4,400 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 05/28/2020 06/09/2020 2,270 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 06/10/2020 07/02/2020 2,285 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 07/03/2020 07/30/2020 2,310 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 07/31/2020 09/01/2020 2,340 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 09/02/2020 10/01/2020 2,365 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 10/02/2020 11/02/2020 2,390 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 11/03/2020 12/03/2020 2,420 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 12/04/2020 03/04/2021 2,500 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 03/05/2021 06/02/2021 2,570 USD 0.05
CME OTC FX USDDKC DANISH KRONE USDDKC 06/03/2021 06/03/2022 2,920 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 05/28/2020 06/09/2020 2,640 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 06/10/2020 07/02/2020 2,710 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 07/03/2020 07/30/2020 2,800 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 07/31/2020 09/01/2020 2,900 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 09/02/2020 10/01/2020 3,000 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 10/02/2020 11/02/2020 3,100 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 11/03/2020 12/03/2020 3,200 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 12/04/2020 03/04/2021 3,470 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 03/05/2021 06/02/2021 3,770 USD 0.05
CME OTC FX USD/HFC HUNGARIAN FORINT USDHFC 06/03/2021 06/03/2022 4,900 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 05/28/2020 06/09/2020 3,070 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 06/10/2020 07/02/2020 3,170 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 07/03/2020 07/30/2020 3,300 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 07/31/2020 09/01/2020 3,440 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 09/02/2020 09/29/2020 3,580 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 09/30/2020 11/02/2020 3,720 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 11/03/2020 12/03/2020 3,860 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 12/04/2020 03/04/2021 4,240 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 03/05/2021 06/02/2021 4,650 USD 0.05
CME OTC FX USD HONGKONG DOLLAR FWD USDHKC 06/03/2021 06/03/2022 6,200 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 05/27/2020 06/09/2020 2,070 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 06/10/2020 07/02/2020 2,130 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 07/03/2020 07/29/2020 2,210 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 07/30/2020 09/01/2020 2,300 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 09/02/2020 10/01/2020 2,380 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 10/02/2020 11/02/2020 2,460 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 11/03/2020 12/03/2020 2,550 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 12/04/2020 03/04/2021 2,800 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 03/05/2021 06/02/2021 3,100 USD 0.05
CME OTC FX USD INDONESIAN RUPIAH USDIDR 06/03/2021 06/03/2022 4,600 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 05/28/2020 06/09/2020 1,600 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 06/10/2020 07/02/2020 1,670 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 07/03/2020 07/29/2020 1,770 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 07/30/2020 09/01/2020 1,880 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 09/02/2020 09/30/2020 1,990 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 10/01/2020 11/02/2020 2,100 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 11/03/2020 12/03/2020 2,230 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 12/04/2020 03/04/2021 2,600 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 03/05/2021 06/02/2021 3,000 USD 0.05
CME OTC FX USD INDIAN RUPEE USDINR 06/03/2021 06/03/2022 3,800 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 05/28/2020 06/09/2020 2,190 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 06/10/2020 07/01/2020 2,290 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 07/02/2020 07/28/2020 2,435 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 07/29/2020 09/01/2020 2,585 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 09/02/2020 09/30/2020 2,735 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 10/01/2020 11/02/2020 2,885 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 11/03/2020 12/02/2020 3,035 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 12/03/2020 03/03/2021 3,460 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 03/04/2021 06/01/2021 3,910 USD 0.05
CME OTC FX USD/ISC ISRAELI SHEKEL USDISC 06/02/2021 06/03/2022 5,600 USD 0.05
CME OTC FX USD/JYC FWD USDJYC 05/28/2020 06/09/2020 1,900 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 06/10/2020 07/02/2020 1,950 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 07/03/2020 07/30/2020 2,000 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 07/31/2020 09/01/2020 2,070 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 09/02/2020 10/01/2020 2,130 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 10/02/2020 10/30/2020 2,200 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 11/02/2020 12/03/2020 2,260 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 12/04/2020 03/04/2021 2,430 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 03/05/2021 06/02/2021 2,620 JPY 0.05
CME OTC FX USD/JYC FWD USDJYC 06/03/2021 06/03/2022 3,320 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 05/28/2020 06/09/2020 1,900 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 06/10/2020 07/02/2020 1,950 JPY 0.05
CME OTC FX USD/JYC FWD NY FIXING USDJYN 07/03/2020 07/30/2020 2,000 JPY 0.05

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.

Contacts

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efsadmin@cmegroup.com

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General Clearing Division
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