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 10/2019 12/2019 1,170 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2020 05/2020 1,170 USD 11.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2020 08/2020 1,170 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2020 03/2021 970 USD 7.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2021 12/2022 870 USD 7.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 10/2019 12/2019 565 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2020 05/2020 565 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2020 08/2020 545 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2020 12/2022 540 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 11/2019 11/2019 750 USD 15.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 01/2020 11/2020 600 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2020 03/2020 550 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 12/2019 12/2023 240 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2020 03/2020 200 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2019 12/2019 325 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 10/2019 09/2020 400 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 12/2019 12/2023 240 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 12/2019 12/2023 240 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 10/2019 12/2020 350 USD 25.000%
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS HALF BCH 10/15/2019 09/30/2020 475 USD 0.05
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 11/2019 11/2019 % 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 12/2019 12/2019 654 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 01/2020 11/2020 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 10/2019 12/2020 330 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS HALF BWH 10/15/2019 09/30/2020 315 USD 0.05
CBT AGRICULTURE CORN FUTURES C 12/2019 12/2019 1,000 USD 33.000%
CBT AGRICULTURE CORN FUTURES C 03/2020 09/2020 1,000 USD 24.000%
CBT AGRICULTURE CORN FUTURES C 12/2020 07/2021 780 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 09/2021 12/2022 780 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2020 07/2020 450 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2019 12/2019 550 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2019 12/2019 425 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2020 07/2020 400 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2020 07/2020 650 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 10/2019 10/2019 % 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 12/2019 10/2020 35 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2020 03/2020 330 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2019 12/2019 465 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2020 07/2020 450 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2020 07/2020 625 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA SWAP DFL 10/2019 12/2019 900 USD 0.08
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 10/2019 09/2020 900 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 10/2019 01/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 10/2019 01/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 10/2019 01/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 10/2019 01/2020 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 10/2019 01/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 10/2019 02/2020 700 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 10/2019 02/2020 700 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 10/2019 02/2020 700 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2019 12/2019 375 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 03/2020 03/2020 170 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2020 05/2020 160 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2020 07/2020 220 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2020 09/2020 240 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2020 03/2020 275 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2019 12/2019 650 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 12/2019 12/2019 1,450 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 03/2020 05/2020 1,450 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2020 07/2020 1,300 USD 16.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2020 01/2020 275 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2019 12/2019 1,450 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2020 05/2020 1,450 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2020 09/2020 1,300 USD 16.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2020 07/2022 1,300 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 12/2019 09/2020 750 USD 0.05
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2019 12/2019 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2020 05/2020 290 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2020 09/2020 260 USD 16.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2020 07/2022 260 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 12/2019 09/2020 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2019 10/2019 % 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 12/2019 12/2019 250 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 01/2020 09/2020 150 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2020 08/2020 205 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2020 10/2020 135 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2019 03/2020 650 USD 13.000%
CBT AGRICULTURE OATS FUTURES O 05/2020 09/2022 575 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2019 12/2019 70 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2020 08/2020 60 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2020 09/2020 50 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2019 12/2019 140 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2020 05/2020 125 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2020 07/2020 200 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2020 09/2020 225 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2019 05/2020 1,102 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2020 09/2020 1,035 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2020 07/2021 936 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2020 03/2020 275 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2019 11/2019 1,690 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2020 01/2020 1,690 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2020 05/2020 1,590 USD 15.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 07/2020 1,540 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2020 08/2020 1,460 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2020 09/2020 1,350 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2020 01/2021 1,290 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2021 11/2022 1,250 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2020 01/2020 675 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2019 11/2019 1,690 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2020 01/2020 1,690 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 03/2020 05/2020 1,590 USD 15.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2020 07/2020 1,540 USD 10.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2020 03/2020 495 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 550 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2019 11/2019 275 USD 0.25
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2020 11/2020 250 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 375 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 425 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2019 11/2019 555 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2019 12/2019 350 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2020 08/2020 250 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2020 09/2020 250 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 350 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2019 11/2019 375 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 10/2019 03/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 04/2020 09/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 10/2019 09/2020 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 10/2019 03/2020 1,400 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 10/2019 09/2020 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 10/2019 03/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 04/2020 09/2020 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 10/2019 10/2019 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 11/2019 09/2020 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 12/2019 12/2019 1,450 USD 24.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2020 05/2020 1,450 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2020 09/2020 1,300 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2020 07/2022 1,300 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2019 12/2019 625 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2019 12/2019 275 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2020 03/2020 200 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 05/2020 205 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 07/2020 250 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2020 09/2020 325 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2019 12/2019 200 USD 33.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2020 09/2020 200 USD 24.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2020 07/2021 156 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2021 12/2022 156 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2019 11/2019 338 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2020 01/2020 338 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2020 05/2020 318 USD 15.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 07/2020 308 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2020 08/2020 292 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2020 09/2020 270 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2020 01/2021 258 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2021 11/2022 250 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2019 12/2019 290 USD 24.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2020 05/2020 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2020 09/2020 260 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2020 07/2022 260 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2019 12/2019 1,000 USD 33.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2020 09/2020 1,000 USD 24.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2019 12/2019 565 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 01/2020 03/2020 565 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2019 12/2019 1,170 USD 22.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 01/2020 03/2020 1,170 USD 11.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2019 11/2019 225 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2020 09/2020 200 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2019 12/2019 1,450 USD 24.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2020 05/2020 1,450 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2020 09/2020 1,300 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 12/2019 09/2020 1,300 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2019 12/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 03/2020 12/2020 5,500 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2019 12/2019 5,500 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 03/2020 12/2020 5,500 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2019 12/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 03/2020 12/2020 5,500 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 12/2019 09/2020 1,300 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2019 12/2019 550 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 03/2020 09/2020 550 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 12/2019 09/2020 1,300 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2019 12/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 03/2020 09/2020 5,500 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2019 12/2019 5,500 USD 35.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 03/2020 09/2020 5,500 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2019 12/2019 5,500 USD 35.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 03/2020 09/2020 5,500 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 10/2019 10/2019 478 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 11/2019 11/2019 1,311 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 12/2019 09/2022 1,300 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 11/2019 11/2019 2,750 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 12/2019 12/2019 2,600 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 01/2020 10/2022 2,600 USD 5.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 12/2019 06/2020 3,000 USD 25.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 12/2019 06/2020 1,300 USD 25.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 12/2019 06/2020 800 USD 25.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 12/2019 12/2019 640 USD 30.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2020 06/2020 670 USD 30.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 12/2019 06/2020 700 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2019 10/2019 465 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 11/2019 11/2019 545 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2019 12/2019 585 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 01/2020 01/2020 630 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 02/2020 02/2020 675 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 03/2020 720 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 04/2020 04/2020 750 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 06/2020 780 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2020 07/2020 820 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 08/2020 840 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2020 09/2020 860 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2020 09/2022 900 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 12/2019 03/2020 4,800 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 12/2019 03/2020 3,600 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 12/2019 03/2020 1,250 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 12/2019 12/2019 50 USD 0.05
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 06/2020 1,600 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2016 12/2016 15 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2017 03/2017 45 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 90 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 165 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 240 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 310 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 410 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 475 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 520 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 580 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 645 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 720 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 06/2020 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 06/2020 1,025 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 06/2020 4,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 06/2020 2,500 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 06/2020 3,000 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 06/2020 3,600 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2017 12/2017 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2018 03/2018 35 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 85 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 150 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 235 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 325 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 390 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 460 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 06/2020 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2014 12/2014 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2015 03/2015 35 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 95 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 150 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 340 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 410 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 480 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 525 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 575 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 670 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 770 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 835 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 890 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 950 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 1,020 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 1,070 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 1,120 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 1,180 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 06/2020 1,250 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 1,070 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 1,125 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 1,185 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 1,240 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,355 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,455 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,590 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,640 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,660 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,720 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,775 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,885 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 2,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 2,100 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 06/2020 2,250 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 12/2019 03/2020 2,250 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 12/2019 03/2020 1,600 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 12/2019 03/2020 540 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 12/2019 06/2020 1,750 USD 25.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 12/2019 12/2019 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 12/2019 06/2020 4,800 USD 25.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 12/2019 12/2019 50 USD 0.05
CME AGRICULTURE LIVE CATTLE FUTURES 48 10/2019 10/2019 1,800 USD 42.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 12/2019 12/2019 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 02/2020 02/2021 1,800 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 10/2019 10/2019 3,375 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 11/2019 09/2020 3,375 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 10/2019 10/2019 600 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 11/2019 01/2020 1,200 USD 20.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 02/2020 06/2020 1,000 USD 10.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 07/2020 09/2021 775 USD 10.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 10/2019 10/2019 290 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 11/2019 09/2024 400 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 10/2019 10/2019 290 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 11/2019 09/2024 400 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 10/2019 10/2019 540 USD 40.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 11/2019 01/2020 1,180 USD 30.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 02/2020 02/2020 850 USD 18.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2020 03/2020 725 USD 13.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 04/2020 09/2021 580 USD 13.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 10/2019 10/2019 530 USD 35.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 11/2019 02/2020 1,150 USD 25.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 03/2020 08/2020 760 USD 15.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 09/2020 09/2021 500 USD 15.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 10/2019 10/2019 375 USD 35.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 11/2019 02/2020 725 USD 20.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 03/2020 09/2021 700 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 10/2019 10/2019 725 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 11/2019 11/2019 800 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 12/2019 09/2020 1,100 USD 15.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 10/2020 09/2021 1,100 USD 10.000%
CME AGRICULTURE GSCI ER FUTURES GA 10/2019 02/2020 1,100 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 10/2019 01/2020 5,350 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 10/2019 01/2020 5,350 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 11/2019 01/2020 3,375 USD 20.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 10/2019 01/2020 5,350 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 10/2019 02/2020 1,100 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 10/2019 02/2020 1,100 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2019 12/2019 2,200 USD 55.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 02/2020 02/2020 2,200 USD 20.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2020 04/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2020 06/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2020 07/2020 2,200 USD 16.000%
CME AGRICULTURE MLK MID FUTURES JQ 10/2019 10/2019 265 USD 35.000%
CME AGRICULTURE MLK MID FUTURES JQ 11/2019 02/2020 575 USD 25.000%
CME AGRICULTURE MLK MID FUTURES JQ 03/2020 08/2020 380 USD 15.000%
CME AGRICULTURE MLK MID FUTURES JQ 09/2020 09/2021 250 USD 15.000%
CME AGRICULTURE LUMBER110 FUTURES LB 09/2019 11/2019 2,250 USD 12.000%
CME AGRICULTURE LUMBER110 FUTURES LB 01/2020 11/2020 2,100 USD 12.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 12/2019 12/2019 1,800 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 02/2020 08/2020 1,800 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2019 12/2019 2,200 USD 55.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2020 02/2020 2,200 USD 20.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 04/2020 2,200 USD 19.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 06/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2020 07/2020 2,200 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2020 08/2020 1,850 USD 16.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2020 04/2021 1,850 USD 15.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 10/2019 10/2019 525 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 11/2019 11/2019 900 USD 30.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 12/2019 01/2020 1,400 USD 28.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 02/2020 09/2021 1,400 USD 15.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 10/2019 08/2021 1,000 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 10/2019 10/2019 322 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 11/2019 08/2021 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 10/2019 09/2020 1,000 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2019 10/2019 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2019 12/2019 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2020 02/2020 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2020 04/2020 375 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 10/2019 10/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2019 12/2019 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2020 02/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 10/2019 10/2019 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 12/2019 12/2019 800 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 10/2019 01/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 10/2019 01/2020 1,100 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 10/2019 01/2020 1,100 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 10/2019 01/2020 1,350 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 10/2019 01/2020 1,350 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 10/2019 01/2020 1,350 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 12/2019 03/2020 2,550 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 12/2019 03/2020 3,200 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 12/2019 03/2020 3,300 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 12/2019 03/2020 3,250 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 12/2019 03/2020 3,800 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 12/2019 03/2020 1,650 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 12/2019 03/2020 1,950 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 12/2019 12/2020 3,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 12/2019 03/2020 5,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 12/2019 12/2020 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 12/2019 12/2020 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 12/2019 12/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 12/2019 12/2020 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 12/2019 12/2020 9,250 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 12/2019 12/2020 9,250 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 10/2019 10/2019 15,180 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 11/2019 11/2019 15,263 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2019 12/2019 15,374 USD 90.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2020 03/2020 15,596 USD 90.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 12/2019 03/2020 9,250 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 12/2019 12/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 12/2019 12/2020 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 12/2019 12/2020 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 12/2019 12/2020 1,550 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 12/2019 12/2020 2,600 EUR 20.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 12/2019 12/2020 2,200 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 12/2019 12/2020 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 12/2019 12/2020 7,700 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 12/2019 09/2020 96,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 10/18/2019 01/17/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 10/16/2019 11/08/2019 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 10/16/2019 10/28/2019 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2019 12/2019 6,300 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 03/2020 03/2020 6,300 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2020 12/2020 6,300 USD 20.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 12/2019 12/2020 7,700 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 12/2019 12/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 12/2019 12/2020 1,850 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 12/2019 12/2020 1,800 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 12/2019 12/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 12/2019 12/2020 2,300 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 12/2019 12/2020 2,300 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 12/2019 12/2020 1,800 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 12/2019 12/2020 1,850 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 12/2019 12/2020 1,800 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 10/2019 06/2020 17,730 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 12/2019 12/2020 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 12/2019 12/2020 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 12/2019 12/2019 325 USD 35.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2020 12/2020 325 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 12/2019 12/2020 7,700 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2019 12/2019 630 USD 35.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2020 03/2020 630 USD 25.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2020 12/2020 630 USD 20.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 12/2019 12/2019 760 USD 40.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2020 12/2020 760 USD 20.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 11/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 12/2019 12/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2020 12/2020 4,600 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 12/2019 12/2019 4,600 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2020 12/2020 4,600 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 12/2019 12/2019 4,600 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2020 12/2020 4,600 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 11/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 11/2019 12/2024 480,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 12/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 12/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 12/2019 12/2024 4,800 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 12/2019 12/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2020 12/2020 7,600 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 12/2019 12/2019 7,600 USD 40.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2020 12/2020 7,600 USD 20.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 12/2019 12/2019 7,600 USD 40.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2020 12/2020 7,600 USD 20.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 12/2019 03/2020 7,200 USD 0.09
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 12/2019 12/2020 3,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 12/2019 12/2020 3,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 12/2019 12/2020 3,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 12/2019 12/2020 3,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 12/2019 12/2020 1,000 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 12/2019 12/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2020 12/2020 3,950 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 12/2019 12/2019 3,950 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2020 12/2020 3,950 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 12/2019 12/2019 3,950 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2020 12/2020 3,950 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.

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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.

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