Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CME FX USD/CNH FUTURES CNH 10/2021 10/2022 11,000 CNH 0.08
CME FX USD/CNH FUTURES CNH 11/2022 09/2024 12,500 CNH 0.08
CME FX CD/JY FUTURES CY 12/2021 03/2023 400,000 JPY 0.02
CME FX CZECH KORUNA FUTURES CZ 12/2021 03/2023 6,000 USD 0.04
CME FX SWISS FRANC FUTURES E1 12/2021 06/2022 3,300 USD 18.000%
CME FX SWISS FRANC FUTURES E1 09/2022 09/2026 3,300 USD 14.000%
CME FX E-MINI EURO FX FUTURE E7 12/2021 12/2021 1,100 USD 24.000%
CME FX E-MINI EURO FX FUTURE E7 03/2022 03/2022 1,100 USD 16.000%
CME FX EURO FUTURE EC 10/2021 01/2022 2,200 USD 24.000%
CME FX EURO FUTURE EC 02/2022 09/2026 2,200 USD 16.000%
CME FX HUNGARIAN FORINT (USD) FUTURES FR 12/2021 03/2023 3,200 USD 0.04
CME FX ISRAELI SHEKEL FUTURES IS 12/2021 03/2023 7,400 USD 0.04
CME FX JAPANESE YEN FUTURES J1 10/2021 01/2022 1,900 USD 24.000%
CME FX JAPANESE YEN FUTURES J1 02/2022 09/2026 1,900 USD 16.000%
CME FX E-MINI J-YEN FUTURE J7 12/2021 12/2021 950 USD 24.000%
CME FX E-MINI J-YEN FUTURE J7 03/2022 03/2022 950 USD 16.000%
CME FX CZECH KORUNA/EURO CROSS RATE FUT K 12/2021 03/2023 2,700 EUR 0.03
CME FX EC/SKR CROSS RATE FUTURES KE 12/2021 03/2023 20,000 SEK 0.02
CME FX KOREAN WONU.S. DOLLAR FUTURE KRW 10/2021 03/2023 2,500 USD 0.04
CME FX MICRO AUD/USD FUTURES M6A 12/2021 12/2021 160 USD 24.000%
CME FX MICRO AUD/USD FUTURES M6A 03/2022 03/2022 160 USD 16.000%
CME FX MICRO GBP/USD FUTURES M6B 12/2021 12/2021 215 USD 24.000%
CME FX MICRO GBP/USD FUTURES M6B 03/2022 03/2022 215 USD 16.000%
CME FX MICRO USD/CAD FUT M6C 12/2021 03/2022 225 CAD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 12/2021 12/2021 220 USD 24.000%
CME FX MICRO EUR/USD FUTURES M6E 03/2022 03/2022 220 USD 16.000%
CME FX MICRO USD/JPY FUTURES M6J 12/2021 03/2022 20,780 JPY 24.000%
CME FX MICRO USD/CHF FUTURES M6S 12/2021 03/2022 300 CHF 18.000%
CME FX MICRO CAD/USD FUTURES MCD 12/2021 12/2021 148 USD 25.000%
CME FX MICRO CAD/USD FUTURES MCD 03/2022 03/2022 148 USD 20.000%
CME FX MICRO INR/USD FUTURE MIR 10/2021 09/2022 320 USD 0.08
CME FX MICRO JPY/USD MJY 12/2021 12/2021 190 USD 24.000%
CME FX MICRO JPY/USD MJY 03/2022 03/2022 190 USD 16.000%
CME FX MICRO USD/CNH FUTURES MNH 10/2021 10/2022 1,100 CNH 0.08
CME FX MEXICAN PESO FUTURES MP 10/2021 03/2022 1,400 USD 27.000%
CME FX MEXICAN PESO FUTURES MP 04/2022 03/2023 1,400 USD 18.000%
CME FX MICRO CHF/USD FUTURES MSF 12/2021 03/2022 330 USD 18.000%
CME FX NEW ZEALAND FUTURES NE 12/2021 06/2022 1,900 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 09/2022 03/2023 1,900 USD 20.000%
CME FX POLISH ZLOTY FUTURES PZ 12/2021 03/2023 3,800 USD 0.04
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 12/2021 03/2023 1,500 EUR 0.03
CME FX AFRICAN RAND FUTURES RA 10/2021 09/2023 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 12/2021 03/2023 2,700 CHF 0.03
CME FX U.S. DOLLARRENMINBI FUTURES RMB 10/2021 09/2024 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 10/2021 03/2023 3,000 EUR 0.03
CME FX EURO FX/BP FUTURE RP 10/2021 03/2023 2,400 GBP 0.03
CME FX RU RUSSIAN RUBLE FUTURES RU 10/2021 09/2026 1,900 USD 40.000%
CME FX EURO FX/JY FUTURE RY 12/2021 03/2023 270,000 JPY 0.03
CME FX SKR/USD CROSS RATE FUTURES SE 12/2021 03/2023 5,300 USD 0.02
CME FX INR/USD FUTURE SIR 10/2021 09/2023 1,600 USD 0.08
CME FX SFJY FUTURES SJ 12/2021 03/2023 800,000 JPY 0.02
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 12/2021 03/2023 16,000 USD 45.000%
CME FX NKR/USD FUTURES UN 12/2021 03/2023 8,200 USD 0.02
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 12/2021 03/2023 2,100 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 10/2021 09/2023 98,000 ZAR 0.07
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 12/2021 12/2021 280 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 03/2022 03/2022 315 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 06/2022 06/2022 320 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 09/2022 09/2022 330 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 12/2022 12/2022 345 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 03/2023 03/2023 405 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 06/2023 06/2023 470 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 09/2023 09/2023 485 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 12/2023 12/2023 505 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 03/2024 03/2024 510 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 06/2024 06/2024 530 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 09/2024 09/2024 575 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 12/2024 12/2024 615 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 03/2025 03/2025 635 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 06/2025 06/2025 660 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 09/2025 09/2025 685 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 12/2025 12/2025 715 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 03/2026 03/2026 740 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 06/2026 06/2026 770 USD 40.000%
CME INTEREST RATES THREE-MONTH BSBY FUTURE BSB 09/2026 09/2026 785 USD 40.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 10/2021 01/2022 160 USD 35.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 02/2022 04/2022 180 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2022 06/2022 190 USD 30.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2022 09/2022 215 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2022 12/2022 240 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2023 03/2023 275 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2023 06/2023 300 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2023 09/2023 325 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2023 12/2023 350 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2024 03/2024 380 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2024 06/2024 400 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2024 09/2024 425 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2024 03/2025 455 USD 25.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2025 03/2026 455 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 06/2026 06/2026 465 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 09/2026 09/2026 470 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 12/2026 12/2027 490 USD 23.000%
CME INTEREST RATES EURODOLLAR FUTURES ED 03/2028 09/2031 490 USD 20.000%
CME INTEREST RATES ONE MONTH EURODOLLAR FUTURES EM 10/2021 10/2022 375 USD 30.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 09/2021 11/2021 175 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 12/2021 11/2022 200 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2021 09/2021 125 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2021 12/2021 150 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 03/2022 190 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2022 06/2022 200 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2022 09/2022 220 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2022 12/2022 260 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2023 03/2023 280 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2023 06/2023 290 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2023 12/2023 320 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2024 09/2024 330 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2024 12/2024 345 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2025 03/2025 350 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2025 06/2025 360 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2025 09/2025 390 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2025 12/2025 425 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2026 03/2026 450 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2026 06/2026 465 GBP 15.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 12/2021 09/2022 200 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 10/2021 10/2021 175 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 11/2021 11/2021 250 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 12/2021 12/2021 250 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 01/2022 02/2022 250 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 03/2022 03/2022 265 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 04/2022 10/2022 285 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 09/2021 145 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2021 03/2022 175 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2022 09/2022 175 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2022 12/2022 200 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 03/2023 215 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2023 06/2023 235 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2023 09/2023 280 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2023 12/2023 315 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2024 03/2024 335 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 06/2024 09/2024 380 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2024 06/2028 460 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2028 06/2029 500 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2029 03/2031 550 USD 25.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 10/2021 10/2021 7,400 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 11/2021 11/2021 7,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 12/2021 12/2021 7,800 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 01/2022 01/2022 8,000 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 02/2022 02/2022 8,200 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 03/2022 03/2022 8,400 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 04/2022 04/2022 8,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 05/2022 05/2022 8,800 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 06/2022 06/2022 9,000 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 07/2022 07/2022 9,200 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 08/2022 08/2022 9,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 09/2022 09/2022 10,000 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 10/2022 10/2022 10,400 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 11/2022 11/2022 10,800 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 12/2022 12/2022 11,200 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 01/2023 01/2023 11,600 MXN 40.000%
CME INTEREST RATES MEXICAN FUNDING TIIE (MTH CTRT) FUT TIE 02/2023 10/2023 12,000 MXN 40.000%
CME REAL ESTATE BOSTON CSI HOUSING INDEX FUTURES BOS 11/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE CHICAGO CSI HOUSING INDEX FUTURE CHI 11/2021 02/2026 1,300 USD 0.01
CME REAL ESTATE COMP CITIES CSI HOUSING INDEX FUT CUS 11/2021 02/2026 2,400 USD 0.01
CME REAL ESTATE DENVER CSI HOUSING INDEX FUTURES DEN 11/2021 02/2026 1,700 USD 0.01
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 11/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 11/2021 02/2026 2,100 USD 25.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 11/2021 02/2026 2,700 USD 0.01
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 11/2021 02/2026 1,350 USD 0.01
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 11/2021 02/2026 2,300 USD 0.01
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 11/2021 02/2026 2,150 USD 0.01
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 11/2021 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 561 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 11/2021 10/2022 945 EUR 30.000%
CME WEATHER AMSTERDAM HDD MONTHLY FUTURES D2 12/2021 12/2021 1,170 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 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 1,456 EUR 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 10/2021 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 CAT MONTHLY FUTURES G0 04/2023 09/2024 10.0% 30
CME WEATHER LONDON SEASONAL CAT STRIP FUTUR G0K 09/2022 09/2022 1.7% 25.000%
CME WEATHER LONDON SEASONAL CAT STRIP FUTUR G0N 08/2022 08/2022 1.7% 25.000%
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 10/2021 10/2021 243 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 07/2024 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 MONTHLY CAT FUTURES G2 04/2023 06/2024 572 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 08/2024 08/2024 533 EUR 30
CME WEATHER AMSTERDAM MONTHLY CAT FUTURES G2 09/2024 09/2024 5.0% 30
CME WEATHER AMSTERDAM SEASONAL CAT STRIP FUT G2K 09/2022 09/2022 1.6% 25.000%
CME WEATHER AMSTERDAM SEASONAL CAT STRIP FUT G2N 08/2022 08/2022 1.6% 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 10/2021 10/2021 365,625 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 11/2021 11/2021 252,500 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 12/2021 12/2021 161,250 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 01/2022 01/2022 125,000 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 02/2022 02/2022 201,250 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 03/2022 03/2022 245,625 JPY 25.000%
CME WEATHER TOKYO PACIFIC RIM INDEX FUT CAT G6 04/2022 09/2022 25.0% 25.000%
CME WEATHER TOKYO CAT MAY-PACIFIC RIM SEASONAL G6K 09/2022 09/2022 4.0% 25.000%
CME WEATHER TOKYO CAT JUL-PACIFIC RIM SEASONAL G6N 08/2022 08/2022 4.0% 25.000%
CME WEATHER TOKYO CAT NOV-PACIFIC RIM SEASONAL G6X 03/2022 03/2022 134,500 JPY 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 10/2021 175 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 11/2021 11/2021 1,625 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 12/2021 12/2021 2,355 USD 30
CME WEATHER ATLANTA HDD FUTURE H1 01/2022 01/2022 1,540 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 10/2023 11/2023 2,615 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 2,074 USD 25.000%
CME WEATHER ATLANTA HEATING SEASONAL STRIP FUTU H1Z 02/2022 02/2022 1,488 USD 25.000%
CME WEATHER CHICAGO HDD FUTURE H2 10/2021 01/2022 2,201 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 11/2021 11/2021 1,837 USD 30
CME WEATHER CHICAGO HDD FUTURE H2 12/2021 12/2021 2,876 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 2,722 USD 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 11/2021 11/2021 1,770 USD 30.000%
CME WEATHER CINCINNATI HDD FUTURE H3 12/2021 12/2021 2,580 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 2,693 USD 25.000%
CME WEATHER CINCINNATI HEATING SEASONAL STRIP F H3Z 02/2022 02/2022 1,857 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 11/2021 11/2021 1,380 USD 30.000%
CME WEATHER NEW YORK HDD FUTURE H4 12/2021 04/2024 2,280 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 HEATING SEASONAL STRIP FUT H4X 03/2022 03/2022 1,604 USD 25.000%
CME WEATHER NEW YORK HEATING SEASONAL STRIP FUT H4Z 02/2022 02/2022 1,088 USD 25.000%
CME WEATHER H5 DALLAS HDD FUTURES H5 10/2021 01/2022 1,183 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 11/2021 11/2021 1,215 USD 30
CME WEATHER H5 DALLAS HDD FUTURES H5 12/2021 04/2024 2,619 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 DALLAS HEATING SEASONAL STRIP FUTUR H5X 03/2022 03/2022 1,919 USD 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 2,504 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 10/2021 557 USD 30
CME WEATHER MINNEAPOLIS MONTH HDD FUTURES HQ 11/2021 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 4,184 USD 25.000%
CME WEATHER MINNEAPOLIS HEATING SEASONAL STRIP HQZ 02/2022 02/2022 2,857 USD 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 10/2021 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 K0 LAS VEGAS CDD FUTURES K0 06/2024 09/2024 9.5% 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD K0K 09/2022 09/2022 1,706 USD 25.000%
CME WEATHER LAS VEGAS SEASONAL STRIP CDD FUTURE K0N 08/2022 08/2022 2.3% 25.000%
CME WEATHER K1 ATLANTA CDD FUTURES K1 10/2021 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 09/2024 18.0% 30
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1K 09/2022 09/2022 1,673 USD 25.000%
CME WEATHER ATLANTA COOLING SEASONAL STRIP FUTU K1N 08/2022 08/2022 4.8% 25.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 10/2021 10/2021 82 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 K2 CHICAGO CDD FUTURES K2 05/2024 08/2024 725 USD 30.000%
CME WEATHER K2 CHICAGO CDD FUTURES K2 09/2024 09/2024 899 USD 30.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2K 09/2022 09/2022 10.0% 25.000%
CME WEATHER CHICAGO COOLING SEASONAL STRIP FUTU K2N 08/2022 08/2022 1,232 USD 25.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 10/2021 10/2021 175 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 K3 CINCINNATI CDD FUTURES K3 09/2023 08/2024 1,155 USD 30.000%
CME WEATHER K3 CINCINNATI CDD FUTURES K3 09/2024 09/2024 1,120 USD 30.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3K 09/2022 09/2022 5.8% 25.000%
CME WEATHER CINCINNATI COOLING SEASONAL STRIP F K3N 08/2022 08/2022 773 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2021 10/2021 159 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2022 04/2022 927 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2022 08/2022 970 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2022 09/2022 960 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2022 10/2022 140 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 04/2023 04/2023 1,248 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2023 05/2023 2,242 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 06/2023 06/2023 1,920 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 07/2023 07/2023 1,944 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 08/2023 08/2023 1,028 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2023 09/2023 908 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 10/2023 04/2024 404 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 05/2024 08/2024 984 USD 25.000%
CME WEATHER K4 NEW YORK CDD FUTURES K4 09/2024 09/2024 1,104 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4K 09/2022 09/2022 1,474 USD 25.000%
CME WEATHER NEW YORK COOLING SEASONAL STRIP FUT K4N 08/2022 08/2022 806 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2021 10/2021 360 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2022 08/2022 912 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2022 09/2022 1,118 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 10/2022 10/2022 338 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 04/2023 07/2023 1,382 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 08/2023 08/2023 1,282 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2023 04/2024 618 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 05/2024 05/2024 1,030 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 06/2024 06/2024 1,366 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 07/2024 08/2024 930 USD 25.000%
CME WEATHER K5 DALLAS CDD FUTURES K5 09/2024 09/2024 950 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5K 09/2022 09/2022 2,694 USD 25.000%
CME WEATHER DALLAS COOLING SEASONAL STRIP FUTUR K5N 08/2022 08/2022 1,377 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 10/2021 10/2023 8 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 04/2022 04/2024 12 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 05/2022 05/2024 80 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2022 06/2023 252 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 07/2022 07/2023 716 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 08/2022 08/2023 812 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 09/2022 09/2023 296 USD 25.000%
CME WEATHER K7 PORTLAND CDD FUTURES K7 06/2024 10/2025 320 USD 25.000%
CME WEATHER CME-PORTLAND CDD MAY STRIP FUTURE K7K 09/2022 09/2022 4.0% 25.000%
CME WEATHER CME-PORTLAND CDD JUL STRIP FUTURE K7N 08/2022 08/2022 4.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 10/2021 10/2021 47 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2022 09/2024 21.0% 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 05/2022 05/2022 80 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2022 06/2022 651 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2022 07/2022 1,349 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 08/2022 08/2022 786 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 09/2022 09/2022 471 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 04/2023 05/2023 803 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 06/2023 06/2023 924 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2023 06/2024 1,491 USD 25.000%
CME WEATHER MINNEAPOLIS MONTHLY CDD FUTURES KQ 07/2024 07/2024 1,470 USD 25.000%
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQK 09/2022 09/2022 8.7% 250
CME WEATHER MINNEAPOLIS COOLING SEASONAL STRIP KQN 08/2022 08/2022 1,091 USD 250
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2021 10/2021 242 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2022 04/2022 150 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2022 07/2022 1,320 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2022 08/2022 1,628 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2022 09/2022 1,026 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2022 10/2022 146 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2023 10/2023 542 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2024 04/2024 550 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

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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

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

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Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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