Outrights/Vol Scans for Margins

Exchange
Asset Class
Product
Product Code
 Start Period End Period
Maintenance
Maint. Vol. Scan
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2020 03/2020 1,020 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2020 08/2020 1,020 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2020 10/2020 1,020 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2020 07/2021 820 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2021 12/2023 720 USD 7.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2020 03/2020 615 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2020 08/2020 615 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2020 10/2020 590 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2020 12/2023 580 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 01/2020 03/2020 750 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 05/2020 03/2021 600 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2020 03/2020 525 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 03/2020 12/2024 210 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2020 03/2020 250 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2020 12/2020 550 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 01/2020 12/2020 400 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 03/2020 12/2024 210 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 03/2020 12/2024 210 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 01/2020 03/2021 350 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 02/2020 02/2020 22 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 03/2020 02/2021 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 01/2020 03/2021 330 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 03/2020 03/2020 1,000 USD 33.000%
CBT AGRICULTURE CORN FUTURES C 05/2020 09/2020 1,000 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 12/2020 12/2020 890 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 03/2021 09/2021 780 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 12/2021 12/2023 780 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2020 07/2020 400 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2020 12/2020 700 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2020 12/2020 400 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2020 07/2020 275 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2020 07/2020 525 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2020 07/2020 65 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 01/2020 01/2020 % 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 03/2020 01/2021 35 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2020 03/2020 350 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2020 12/2020 400 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2020 07/2020 275 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2020 07/2020 525 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 01/2020 12/2020 900 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 01/2020 04/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 01/2020 04/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 01/2020 04/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 01/2020 04/2020 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 01/2020 04/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 01/2020 05/2020 700 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 01/2020 05/2020 700 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 01/2020 05/2020 700 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2020 03/2020 375 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2020 12/2020 200 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2020 07/2020 175 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2020 03/2020 375 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2020 12/2020 600 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 03/2020 03/2020 1,250 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 05/2020 07/2020 1,250 USD 20.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2020 01/2020 225 USD 25.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2021 01/2021 250 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2020 03/2020 1,250 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2020 07/2020 1,250 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2020 12/2020 1,100 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2021 07/2022 1,100 USD 12.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2020 12/2020 750 USD 0.05
CBT AGRICULTURE MAP CFR BRAZIL FUTURES MFC 01/2020 12/2020 1,800 USD 25.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2020 03/2020 250 USD 24.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2020 07/2020 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2020 12/2020 220 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2021 07/2022 220 USD 12.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2020 12/2020 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2020 01/2020 % 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 03/2020 03/2020 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2020 12/2020 150 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2020 10/2020 205 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2021 01/2021 135 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 03/2020 05/2020 650 USD 13.000%
CBT AGRICULTURE OATS FUTURES O 07/2020 09/2022 575 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2020 12/2020 130 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2020 08/2020 65 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2020 09/2020 45 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2020 03/2020 140 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2020 07/2020 125 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2020 09/2020 250 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2020 12/2020 225 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2020 07/2020 1,012 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2020 09/2020 945 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2020 12/2020 895 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2021 12/2021 846 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2020 03/2020 275 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 03/2020 1,500 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 05/2020 1,500 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 08/2020 1,450 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 09/2020 1,400 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2020 11/2020 1,325 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2021 01/2021 1,250 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2021 03/2021 1,200 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2021 05/2021 1,175 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2021 11/2023 1,125 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 555 USD 0.25
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2021 01/2021 600 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2020 03/2020 1,500 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 05/2020 05/2020 1,500 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2020 08/2020 1,450 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2020 11/2020 1,325 USD 10.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2020 03/2020 425 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 600 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2020 11/2020 375 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 275 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 300 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2020 11/2020 600 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2020 12/2020 300 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2020 08/2020 225 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2020 09/2020 205 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 275 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2020 11/2020 425 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 01/2020 06/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 07/2020 12/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 01/2020 12/2020 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 01/2020 03/2020 1,400 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 01/2020 12/2020 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 01/2020 06/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 07/2020 12/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 01/2020 01/2020 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 02/2020 12/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 03/2020 03/2020 1,250 USD 28.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2020 07/2020 1,250 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2020 12/2020 1,100 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2021 07/2022 1,100 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2020 12/2020 525 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2020 12/2020 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 09/2020 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 175 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2020 03/2020 200 USD 33.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2020 09/2020 200 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2020 12/2020 178 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2021 09/2021 156 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2021 12/2023 156 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 03/2020 300 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 05/2020 300 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 08/2020 290 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 09/2020 280 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2020 11/2020 265 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2021 01/2021 250 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2021 03/2021 240 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2021 05/2021 235 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2021 11/2023 225 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 03/2020 250 USD 28.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2020 07/2020 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2020 12/2020 220 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2021 07/2022 220 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2020 03/2020 1,000 USD 33.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2020 09/2020 1,000 USD 24.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2020 12/2020 890 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 03/2020 03/2020 615 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 05/2020 07/2020 615 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2020 12/2020 580 USD 8.500%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 03/2020 03/2020 1,020 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 05/2020 07/2020 1,020 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2020 12/2020 820 USD 7.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2020 01/2020 % 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 03/2020 03/2020 225 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 05/2020 01/2021 200 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2020 03/2020 1,250 USD 28.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2020 07/2020 1,250 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2020 12/2020 1,100 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 03/2020 12/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2020 03/2020 5,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2020 03/2021 5,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2020 03/2020 5,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2020 03/2021 5,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2020 03/2020 5,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2020 03/2021 5,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 03/2020 12/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 03/2020 03/2020 550 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 06/2020 12/2020 550 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 03/2020 12/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2020 03/2020 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2020 12/2020 5,500 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2020 03/2020 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 06/2020 12/2020 5,500 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2020 03/2020 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 06/2020 12/2020 5,500 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 01/2020 01/2020 654 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 02/2020 02/2020 1,311 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 03/2020 12/2022 1,300 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 01/2020 02/2020 2,750 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 03/2020 03/2020 2,600 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 04/2020 01/2023 2,600 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 03/2020 09/2020 2,800 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 03/2020 09/2020 1,150 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 03/2020 09/2020 700 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2020 03/2020 540 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2020 09/2020 570 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 03/2020 09/2020 600 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 370 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 02/2020 435 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 03/2020 460 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 04/2020 540 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 05/2020 620 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 06/2020 660 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 07/2020 700 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 09/2020 750 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2020 12/2022 820 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 03/2020 06/2020 4,800 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 03/2020 06/2020 3,600 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 03/2020 06/2020 1,150 USD 0.04
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 310 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 380 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 455 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 515 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 575 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 660 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 725 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 780 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 840 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 920 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 940 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 1,000 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 1,050 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 1,100 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 1,140 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 1,220 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 1,280 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 1,320 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 1,375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 1,435 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 1,500 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 1,560 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 09/2020 1,600 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 90 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 165 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 240 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 310 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 410 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 475 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 520 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 580 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 645 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 720 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 09/2020 780 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 03/2016 100 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 160 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 240 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 310 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 380 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 515 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 575 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 660 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 725 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 780 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 840 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 900 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 960 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2020 1,025 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 09/2020 4,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 09/2020 2,250 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 09/2020 2,600 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 09/2020 3,600 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 35 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 85 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 150 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 235 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 325 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 390 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 460 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 09/2020 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 35 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 95 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 220 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 290 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 360 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 425 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 490 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 545 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 600 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 655 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 725 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 790 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 845 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 900 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 955 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 1,010 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 1,050 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 1,095 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 09/2020 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 875 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 1,020 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 1,060 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 1,110 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,265 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,320 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,360 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,425 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,440 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,475 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,525 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,725 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,925 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 09/2020 1,975 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 03/2020 06/2020 1,975 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 03/2020 06/2020 1,600 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 03/2020 06/2020 540 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 03/2020 09/2020 1,800 USD 25.000%
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 03/2020 03/2020 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 03/2020 09/2020 4,500 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 03/2020 03/2020 50 USD 0.05
CME AGRICULTURE LIVE CATTLE FUTURES 48 12/2019 02/2020 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2020 04/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 06/2020 06/2021 1,800 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 01/2020 01/2020 3,375 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 03/2020 11/2020 3,375 USD 20.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 02/2020 02/2020 790 USD 40.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 03/2020 05/2020 1,800 USD 40.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 06/2020 06/2020 1,070 USD 25.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 07/2020 07/2020 900 USD 20.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 08/2020 01/2022 810 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 01/2020 01/2020 670 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 02/2020 04/2020 1,050 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 05/2020 09/2020 900 USD 10.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 10/2020 12/2021 775 USD 10.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 01/2020 01/2020 532 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 02/2020 12/2024 700 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 01/2020 01/2020 532 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 02/2020 12/2024 700 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 01/2020 01/2020 630 USD 40.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 02/2020 04/2020 1,480 USD 30.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2020 05/2020 850 USD 22.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 06/2020 06/2020 725 USD 16.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 07/2020 12/2021 660 USD 16.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 01/2020 01/2020 620 USD 35.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 02/2020 05/2020 1,440 USD 25.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 06/2020 11/2020 760 USD 17.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 12/2020 12/2021 500 USD 17.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 01/2020 01/2020 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 02/2020 05/2020 725 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 06/2020 12/2021 700 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 01/2020 01/2020 840 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 02/2020 02/2020 1,150 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 03/2020 12/2020 1,300 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 01/2021 12/2021 1,300 USD 10.000%
CME AGRICULTURE GSCI ER FUTURES GA 01/2020 05/2020 1,050 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 01/2020 04/2020 5,000 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 01/2020 04/2020 5,000 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 03/2020 04/2020 3,375 USD 20.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 01/2020 04/2020 5,000 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 01/2020 05/2020 1,050 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 01/2020 05/2020 1,050 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 02/2020 02/2020 2,200 USD 40.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2020 04/2020 2,200 USD 25.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2020 07/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 08/2020 08/2020 2,200 USD 16.000%
CME AGRICULTURE MLK MID FUTURES JQ 01/2020 01/2020 310 USD 35.000%
CME AGRICULTURE MLK MID FUTURES JQ 02/2020 05/2020 720 USD 25.000%
CME AGRICULTURE MLK MID FUTURES JQ 06/2020 11/2020 380 USD 17.000%
CME AGRICULTURE MLK MID FUTURES JQ 12/2020 12/2021 250 USD 17.000%
CME AGRICULTURE LUMBER110 FUTURES LB 01/2020 03/2020 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 05/2020 03/2021 2,100 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 02/2020 02/2020 1,800 USD 40.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 04/2020 04/2020 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 06/2020 10/2020 1,800 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2020 02/2020 2,200 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 04/2020 2,200 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 05/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2020 07/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2020 08/2020 2,200 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2020 10/2020 1,850 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2020 06/2021 1,850 USD 15.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 01/2020 01/2020 600 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 02/2020 02/2020 900 USD 30.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 03/2020 04/2020 1,400 USD 28.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 05/2020 12/2021 1,400 USD 15.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 01/2020 11/2021 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 01/2020 01/2020 483 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 02/2020 11/2021 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 01/2020 12/2020 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2019 12/2019 % 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2020 02/2020 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2020 04/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2020 06/2020 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2019 12/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2020 02/2020 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 04/2020 04/2020 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 12/2019 02/2020 1,450 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 01/2020 04/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 01/2020 04/2020 1,100 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 01/2020 04/2020 1,100 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 01/2020 04/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 01/2020 04/2020 1,350 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 01/2020 04/2020 1,350 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 03/2020 03/2021 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 03/2020 03/2021 3,200 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 03/2020 03/2021 3,600 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 03/2020 03/2021 3,550 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 03/2020 03/2021 4,100 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 03/2020 03/2021 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 03/2020 03/2021 1,700 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 03/2020 03/2021 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 03/2020 03/2021 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 03/2020 03/2021 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 03/2020 03/2021 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 03/2020 03/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 03/2020 03/2021 9,250 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 03/2020 03/2021 9,250 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 01/2020 01/2020 16,262 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 02/2020 02/2020 16,373 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2020 03/2020 16,521 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 04/2020 04/2020 16,623 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2020 05/2020 16,715 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 06/2020 06/2020 16,761 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2020 12/2020 17,205 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2021 12/2021 18,093 USD 70.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 03/2020 03/2021 9,250 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 03/2020 03/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 03/2020 03/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 03/2020 03/2021 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 03/2020 03/2021 1,550 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 03/2020 03/2021 2,600 EUR 20.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX MARKE EGI 03/2020 03/2021 4,800 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 ESG INDEX EGT 03/2020 03/2021 4,800 USD 35.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 03/2020 03/2021 2,400 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 03/2020 03/2021 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 03/2020 03/2021 7,900 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 03/2020 12/2020 102,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 01/17/2020 04/17/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 01/10/2020 02/07/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 01/10/2020 01/24/2020 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 03/2020 03/2021 4,800 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2020 03/2020 6,600 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2020 06/2020 6,600 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2020 03/2021 6,600 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 03/2020 03/2021 7,900 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 03/2020 03/2021 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 03/2020 03/2021 1,850 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 03/2020 03/2021 1,800 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 03/2020 03/2021 1,850 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 03/2020 03/2021 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 03/2020 03/2021 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 03/2020 03/2021 1,800 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 03/2020 03/2021 1,850 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 03/2020 03/2021 1,800 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 02/2020 08/2020 20,240 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 03/2020 03/2021 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 03/2020 03/2021 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2020 03/2020 320 USD 35.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 06/2020 03/2021 320 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 03/2020 03/2021 7,900 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2020 03/2020 660 USD 35.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2020 06/2020 660 USD 25.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2020 03/2021 660 USD 20.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2020 03/2020 750 USD 40.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 06/2020 03/2021 750 USD 20.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 01/2020 12/2025 510,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2020 03/2020 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2020 03/2021 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2020 03/2020 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2020 03/2021 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2020 03/2020 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2020 03/2021 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 01/2020 12/2025 510,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 01/2020 12/2025 510,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 03/2020 12/2025 5,100 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 03/2020 12/2025 5,100 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 03/2020 12/2025 5,100 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2020 03/2020 7,500 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2020 03/2021 7,500 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2020 03/2020 7,500 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2020 03/2021 7,500 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2020 03/2020 7,500 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2020 03/2021 7,500 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 03/2020 06/2020 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 03/2020 03/2021 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 03/2020 03/2021 3,800 USD 0.05

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

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

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2020 CME Group Inc. All rights reserved.

Disclaimer | Privacy Policy | Cookie Policy | Terms of Use | Data Terms of Use | Modern Slavery Act Transparency Statement