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 07/2022 07/2022 2,000 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2022 08/2022 1,900 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2022 09/2022 1,850 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2022 10/2022 1,750 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2022 12/2022 1,700 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2023 01/2023 1,600 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2023 03/2023 1,550 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2023 05/2023 1,500 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2023 07/2023 1,425 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 08/2023 08/2023 1,400 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2023 09/2023 1,350 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2023 10/2023 1,325 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 12/2023 12/2023 1,300 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2024 01/2024 1,250 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 03/2024 03/2024 1,175 USD 13.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 05/2024 12/2025 1,150 USD 13.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2022 07/2022 2,800 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 08/2022 08/2022 2,750 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2022 09/2022 2,650 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 10/2022 10/2022 2,400 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 12/2022 12/2022 2,300 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2023 01/2023 2,225 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 03/2023 03/2023 2,100 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2023 05/2023 1,900 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2023 07/2023 1,850 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 08/2023 08/2023 1,825 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 09/2023 12/2025 1,800 USD 10.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 07/2022 07/2022 1,075 USD 25.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 09/2022 09/2022 1,025 USD 18.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 11/2022 07/2023 975 USD 18.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2023 03/2023 1,250 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 09/2022 12/2026 700 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2023 03/2023 1,000 USD 10.000%
CBT AGRICULTURE DEC-JUL CORN SYNT CAL SP 8CC 12/2022 12/2022 1,150 USD 10.000%
CBT AGRICULTURE AUSTRALIAN WHEAT FUTURES AUW 06/2022 05/2023 1,200 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 09/2022 12/2026 700 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 09/2022 12/2026 700 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 06/2022 08/2023 1,400 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 07/2022 07/2022 % 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 08/2022 08/2022 2,500 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 09/2022 04/2023 3,000 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 06/2022 08/2023 1,600 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 07/2022 07/2022 2,500 USD 30.000%
CBT AGRICULTURE CORN FUTURES C 09/2022 09/2022 2,500 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 12/2022 12/2022 2,300 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 03/2023 03/2023 1,900 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 05/2023 05/2023 1,700 USD 20.000%
CBT AGRICULTURE CORN FUTURES C 07/2023 07/2023 1,500 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 09/2023 09/2023 1,400 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 12/2023 12/2023 1,250 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 03/2024 03/2024 1,125 USD 16.000%
CBT AGRICULTURE CORN FUTURES C 05/2024 05/2024 1,125 USD 11.000%
CBT AGRICULTURE CORN FUTURES C 07/2024 12/2025 1,050 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2022 07/2022 1,200 USD 10.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2023 07/2023 900 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2022 12/2022 1,300 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT DEC-JULY SYNT CAL CK6 12/2022 12/2022 1,200 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2022 07/2022 900 USD 25
CBT AGRICULTURE KC HRW WHEAT JUL-DEC SYNT CAL S CKM 07/2023 07/2023 800 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2022 07/2022 1,400 USD 25
CBT AGRICULTURE KC HRW JUL-JUL WHEAT SYNT CALENDAR CKN 07/2023 07/2023 1,300 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2022 07/2022 1,825 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2023 07/2023 400 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2022 07/2022 1,500 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 08/2022 08/2022 600 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 09/2022 09/2022 510 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 10/2022 10/2022 400 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 12/2022 12/2022 300 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 01/2023 05/2023 250 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 07/2023 07/2023 225 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2023 03/2023 800 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2022 12/2022 1,200 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2022 07/2022 1,000 USD 10.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2023 07/2023 800 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2022 07/2022 1,700 USD 25.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2023 07/2023 1,400 USD 25.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 09/2022 09/2022 1,250 USD 30.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 12/2022 12/2022 1,225 USD 26.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 03/2023 03/2023 1,225 USD 19.000%
CBT AGRICULTURE CANADIAN WSTRN RED SPRING WHEAT FUT CWR 05/2023 09/2023 1,200 USD 10.000%
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 06/2022 05/2023 6,500 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 06/2022 09/2022 960 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 06/2022 09/2022 960 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 06/2022 09/2022 960 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 07/2022 10/2022 1,850 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 07/2022 10/2022 1,850 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 07/2022 10/2022 1,850 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2022 07/2022 850 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2022 09/2022 700 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 12/2022 07/2023 600 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2023 03/2023 900 USD 0.1
CBT AGRICULTURE KC HRW WHEAT-WHEAT ICS KCW 07/2022 07/2022 1,520 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT-WHEAT ICS KCW 12/2022 12/2022 1,480 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT-WHEAT ICS KCW 07/2023 07/2023 1,300 USD 25.000%
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2022 12/2022 1,400 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2022 07/2022 3,850 USD 30.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 09/2022 09/2022 3,800 USD 26.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 12/2022 12/2022 3,750 USD 19.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2023 01/2023 925 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2022 07/2022 3,850 USD 30.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2022 09/2022 3,800 USD 26.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2022 12/2022 3,750 USD 19.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2023 03/2023 3,700 USD 19.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2023 05/2023 3,600 USD 19.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2023 07/2023 3,300 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 09/2023 09/2023 3,100 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2023 12/2023 2,800 USD 10.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 03/2024 07/2024 2,600 USD 10.000%
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 07/2022 09/2022 % 0.05
CBT AGRICULTURE MGEX-CBOT WHEAT SPRD SYN FUTURES MCG 12/2022 09/2023 750 USD 0.05
CBT AGRICULTURE MAP CFR BRAZIL FUTURES MFC 06/2022 05/2023 8,000 USD 25.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2022 07/2022 770 USD 30.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2022 09/2022 760 USD 26.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2022 12/2022 750 USD 19.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2023 03/2023 740 USD 19.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2023 05/2023 720 USD 19.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2023 07/2023 660 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 09/2023 09/2023 620 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2023 12/2023 560 USD 10.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 03/2024 07/2024 520 USD 10.000%
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 07/2022 09/2022 % 0.05
CBT AGRICULTURE MGEX-KCBT WHEAT SPRD SYN FUTURES MKW 12/2022 09/2023 950 USD 0.05
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2022 07/2022 1,100 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2022 09/2022 700 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 10/2022 03/2023 550 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 05/2023 07/2023 350 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 07/2022 09/2022 2,400 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 12/2022 09/2024 2,100 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2022 12/2022 700 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2022 08/2022 1,375 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2022 09/2022 850 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2022 07/2022 1,000 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 09/2022 09/2022 700 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2022 12/2022 650 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2023 07/2023 625 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2022 07/2022 3,437 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2022 09/2022 2,790 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2022 12/2022 2,677 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2023 03/2023 2,475 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2023 05/2023 2,340 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2023 07/2023 2,115 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 09/2023 09/2023 1,980 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2023 12/2023 1,777 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2024 05/2024 1,631 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 07/2024 07/2024 1,597 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2023 03/2023 925 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2022 07/2022 4,000 USD 30.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2022 08/2022 3,900 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2022 09/2022 3,850 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2022 11/2022 3,700 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2023 01/2023 3,400 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2023 03/2023 3,000 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2023 05/2023 2,800 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2023 07/2023 2,600 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2023 08/2023 2,550 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 09/2023 09/2023 2,500 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2023 11/2023 2,200 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2024 01/2024 2,100 USD 12.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2024 11/2025 2,075 USD 12.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2023 01/2023 1,950 USD 0.25
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 07/2022 08/2022 5,000 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 09/2022 09/2022 4,800 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 11/2022 11/2022 4,700 USD 25.000%
CBT AGRICULTURE FOB SANTOS SOYBEANS FINANCIALLY SET SAS 01/2023 11/2023 4,300 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2022 07/2022 4,000 USD 30.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2022 08/2022 3,900 USD 25.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 09/2022 09/2022 3,850 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2022 11/2022 3,700 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 01/2023 01/2023 3,400 USD 12.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2023 03/2023 1,600 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2022 07/2022 2,400 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2023 07/2023 1,550 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2022 11/2022 1,000 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2022 08/2022 1,200 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2022 07/2022 2,000 USD 5.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2023 07/2023 1,200 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2022 11/2022 2,300 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2022 12/2022 1,100 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2022 08/2022 1,400 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2022 09/2022 1,050 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2022 07/2022 1,675 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2023 07/2023 1,100 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2022 11/2022 1,500 USD 25.000%
CBT AGRICULTURE THAILAND LONG GRAIN WHITE RICE TRF 06/2022 05/2023 800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 06/2022 11/2022 8,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 12/2022 05/2023 8,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 06/2022 05/2023 11,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 06/2022 11/2022 9,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 12/2022 05/2023 8,000 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 06/2022 05/2023 8,500 USD 0.06
CBT AGRICULTURE UAN FOB NOLA FUTURES UNO 06/2022 05/2023 6,500 USD 6.000%
CBT AGRICULTURE UKRAINIAN WHEAT (PLATTS) FUTURES UWF 06/2022 08/2023 1,100 USD 25.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2022 07/2022 3,750 USD 30.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2022 09/2022 3,700 USD 26.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2022 12/2022 3,650 USD 19.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2023 03/2023 3,600 USD 19.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2023 05/2023 3,500 USD 19.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2023 07/2023 3,200 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 09/2023 09/2023 3,000 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2023 12/2023 2,700 USD 10.000%
CBT AGRICULTURE WHEAT FUTURES W 03/2024 07/2024 2,500 USD 10.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2022 12/2022 1,500 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2022 07/2022 850 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 09/2022 09/2022 700 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 12/2022 07/2023 600 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2022 07/2022 500 USD 30.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2022 09/2022 500 USD 25.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2022 12/2022 460 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2023 03/2023 380 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2023 05/2023 340 USD 20.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2023 07/2023 300 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 09/2023 09/2023 280 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 12/2023 12/2023 250 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2024 03/2024 225 USD 16.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2024 05/2024 225 USD 11.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2024 12/2025 210 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2022 07/2022 800 USD 30.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2022 08/2022 780 USD 25.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2022 09/2022 770 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2022 11/2022 740 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2023 01/2023 680 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2023 03/2023 600 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2023 05/2023 560 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2023 07/2023 520 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2023 08/2023 510 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 09/2023 09/2023 500 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2023 11/2023 440 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2024 01/2024 420 USD 12.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2024 11/2025 415 USD 12.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2022 07/2022 750 USD 30.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2022 09/2022 740 USD 26.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2022 12/2022 730 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2023 03/2023 720 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2023 05/2023 700 USD 19.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2023 07/2023 640 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 09/2023 09/2023 600 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2023 12/2023 540 USD 10.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 03/2024 07/2024 500 USD 10.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2022 07/2022 2,500 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 09/2022 09/2022 2,500 USD 25.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 12/2022 12/2022 2,300 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2023 03/2023 1,900 USD 20.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2023 05/2023 1,700 USD 20.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 07/2022 07/2022 2,800 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 08/2022 08/2022 2,750 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 09/2022 09/2022 2,650 USD 12.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2022 12/2022 2,300 USD 12.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 07/2022 07/2022 2,000 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 08/2022 08/2022 1,900 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 09/2022 09/2022 1,850 USD 25.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2022 12/2022 1,700 USD 13.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 07/2022 07/2022 1,400 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2022 08/2022 900 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 09/2022 09/2022 825 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 11/2022 11/2022 600 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 01/2023 07/2023 500 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2022 07/2022 3,750 USD 30.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 09/2022 09/2022 3,700 USD 26.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2022 12/2022 3,650 USD 19.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 03/2023 03/2023 3,600 USD 19.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2023 05/2023 3,500 USD 19.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 06/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN MKR ADM 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 06/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX ADJ INT RATE DOW 30 TOT RTN ADR 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 06/2022 09/2022 9,000 USD 35.000%
CBT EQUITY INDEX BTIC ADJ INT RATE DOW 30 TOT RTN ADT 12/2022 12/2028 9,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 09/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2022 09/2022 8,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 12/2022 09/2023 8,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 06/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 06/2022 09/2022 800 USD 40.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 12/2022 06/2023 800 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 09/2022 06/2023 2,700 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 12/2022 06/2023 8,000 USD 20.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 12/2022 06/2023 8,000 USD 20.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2022 09/2022 8,000 USD 40.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 12/2022 06/2023 8,000 USD 20.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 06/2022 06/2022 408 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 07/2022 07/2022 2,086 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 08/2022 05/2025 2,075 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 07/2022 07/2022 4,300 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 08/2022 06/2025 4,150 USD 25.000%
CBT INTEREST RATES MICRO 10-YEAR YIELD FUTURES 10Y 06/2022 07/2022 240 USD 40.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 06/2022 03/2023 3,800 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 06/2022 03/2023 1,800 USD 50.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 06/2022 12/2022 1,400 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 06/2022 06/2022 1,050 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2022 12/2022 1,100 USD 50.000%
CBT INTEREST RATES MICRO 2-YEAR YIELD FUTURES 2YY 06/2022 07/2022 330 USD 40.000%
CBT INTEREST RATES MICRO 30-YEAR YIELD FUTURES 30Y 06/2022 07/2022 240 USD 40.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 06/2022 12/2022 1,550 USD 50.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2022 06/2022 525 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 07/2022 07/2022 900 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2022 08/2022 950 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2022 09/2022 1,060 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 10/2022 05/2027 1,260 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 12/2022 06/2023 1,350 USD 25.000%
CBT INTEREST RATES MICRO 5-YEAR YIELD FUTURES 5YY 06/2022 07/2022 320 USD 40.000%
CBT INTEREST RATES 30-YEAR SOFR MAC SWAP FUTURES B1S 09/2022 03/2023 5,000 USD 40.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 09/2022 12/2022 5,000 USD 0.04
CBT INTEREST RATES 20-YEAR SOFR MAC SWAP FUTURES E1S 09/2022 03/2023 3,300 USD 40.000%
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 09/2022 12/2022 3,300 USD 0.04
CBT INTEREST RATES 5-YEAR SOFR MAC SWAP FUTURES F1S 09/2022 03/2023 1,225 USD 40.000%
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 09/2022 12/2022 1,225 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS BSBY SWAP FUT KXA 06/2022 03/2023 250 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS BSBY SWAP FUT KXB 06/2022 03/2023 1,520 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS BSBY SWAP FUT KXC 06/2022 03/2023 775 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS BSBY SWAP FUT KXD 06/2022 03/2023 1,050 USD 40.000%
CBT INTEREST RATES 2-YEAR ERIS BSBY SWAP FUT KXT 06/2022 03/2023 550 USD 40.000%
CBT INTEREST RATES 5-YEAR ERIS BSBY SWAP FUT KXW 06/2022 03/2023 1,100 USD 40.000%
CBT INTEREST RATES 10-YEAR ERIS BSBY SWAP FUT KXY 06/2022 03/2023 1,800 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 80 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 95 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 155 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 230 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 335 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 425 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 475 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 550 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 625 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 700 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 750 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 800 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 925 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 06/2019 1,000 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2019 09/2019 1,050 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2019 12/2019 1,100 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2020 03/2020 1,150 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2020 06/2020 1,200 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2020 12/2020 1,225 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2021 03/2021 1,250 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2021 06/2021 1,275 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2021 09/2021 1,300 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2021 12/2021 1,375 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2022 03/2022 1,450 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2022 06/2022 1,520 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2022 03/2023 1,550 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 09/2019 10 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 50 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 120 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 06/2020 190 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2020 09/2020 250 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2020 12/2020 325 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2021 03/2021 400 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2021 06/2021 450 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2021 09/2021 525 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2021 12/2021 585 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2022 03/2022 650 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2022 06/2022 720 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2022 03/2023 775 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 09/2018 25 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 60 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 130 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 190 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 250 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 12/2019 320 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2020 03/2020 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2020 06/2020 450 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2020 09/2020 525 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2020 12/2020 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2021 03/2021 650 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2021 06/2021 700 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2021 09/2021 750 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2021 12/2021 825 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2022 03/2022 875 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2022 06/2022 900 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2022 03/2023 1,050 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2012 09/2013 4,000 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2013 06/2017 4,600 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 09/2017 03/2023 5,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2015 06/2017 1,700 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2017 03/2018 1,800 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 06/2018 09/2018 1,900 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 12/2018 06/2019 2,000 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 09/2019 03/2023 2,100 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2015 06/2016 2,200 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2016 06/2017 2,300 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 09/2017 09/2018 2,500 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 12/2018 03/2023 2,650 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 09/2015 09/2016 2,800 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 12/2016 09/2017 2,900 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 12/2017 03/2019 3,000 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 06/2019 03/2023 3,300 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2020 09/2020 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2020 12/2020 45 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2021 03/2021 120 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2021 06/2021 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2021 09/2021 250 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2021 12/2021 350 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2022 03/2022 425 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2022 06/2022 500 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2022 09/2022 600 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2022 03/2023 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 09/2017 10 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 50 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 130 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 190 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 320 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 400 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 450 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 525 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 600 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 06/2020 700 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2020 09/2020 750 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2020 12/2020 800 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2021 03/2021 850 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2021 06/2021 900 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2021 09/2021 950 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2021 12/2021 975 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2022 03/2022 1,050 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2022 06/2022 1,125 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2022 03/2023 1,225 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2012 09/2012 300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 340 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 520 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 730 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 780 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 870 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 940 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,000 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,060 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,120 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,190 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,400 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,600 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 1,650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 1,700 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 06/2020 1,750 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2020 12/2020 1,800 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2021 06/2021 1,850 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2021 12/2021 1,900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2022 03/2023 1,950 USD 30.000%
CBT INTEREST RATES 10-YEAR SOFR MAC SWAP FUTURES N1S 09/2022 03/2023 1,950 USD 40.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 09/2022 12/2022 1,950 USD 0.04
CBT INTEREST RATES 7-YEAR SOFR MAC SWAP FUTURES S1S 09/2022 03/2023 1,550 USD 40.000%
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 09/2022 12/2022 1,550 USD 0.04
CBT INTEREST RATES 2-YEAR SOFR MAC SWAP FUTURES T1S 09/2022 03/2023 650 USD 40.000%
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 09/2022 12/2022 650 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 06/2022 03/2023 2,750 USD 50.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES ULTRA 10-YR U S TREA TAS FUT TNT 09/2022 09/2022 2,750 USD 50.000%
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 20-YEAR U.S. TREASURY BOND FUTURES TWE 06/2022 03/2023 4,800 USD 50.000%
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 06/2022 03/2023 6,500 USD 50.000%
CBT INTEREST RATES ULTRA U.S TRES BOND TAS FUT UBT 09/2022 09/2022 6,500 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 06/2022 09/2022 50 USD 0.05
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 06/2021 09/2021 15 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2021 12/2021 50 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 03/2022 03/2022 100 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 06/2022 06/2022 180 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 09/2022 09/2022 275 USD 40.000%
CBT INTEREST RATES 1-YEAR ERIS SOFR SWAP FUTURES YIA 12/2022 03/2023 325 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2020 12/2020 1,250 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 03/2021 03/2021 1,275 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 06/2021 06/2021 1,300 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 09/2021 09/2021 1,375 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 12/2021 12/2021 1,450 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 03/2022 03/2022 1,520 USD 40.000%
CBT INTEREST RATES 7-YEAR ERIS SOFR SWAP FUTURES YIB 06/2022 03/2023 1,550 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2020 12/2020 400 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2021 03/2021 450 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 06/2021 06/2021 525 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 09/2021 09/2021 585 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 12/2021 12/2021 650 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 03/2022 03/2022 720 USD 40.000%
CBT INTEREST RATES 3-YEAR ERIS SOFR SWAP FUTURES YIC 06/2022 03/2023 775 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2020 12/2020 650 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 03/2021 03/2021 700 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 06/2021 06/2021 750 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 09/2021 09/2021 825 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 12/2021 12/2021 875 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 03/2022 03/2022 900 USD 40.000%
CBT INTEREST RATES 4-YEAR ERIS SOFR SWAP FUTURES YID 06/2022 03/2023 1,050 USD 40.000%

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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