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 03/2021 750 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 % 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 03/2020 03/2020 519 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 04/2020 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 02/2020 05/2020 700 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 02/2020 05/2020 700 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 02/2020 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 204 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 02/2020 02/2020 1,011 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 03/2020 12/2022 1,000 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 02/2020 02/2020 2,150 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 03/2020 03/2020 2,000 USD 0.05
CBT ETHANOL ETHANOL FUTURES EH 04/2020 01/2023 2,000 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 975 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 03/2020 03/2020 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 255 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 310 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 370 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 415 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 465 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 535 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 585 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 635 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 680 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 745 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 760 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 815 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 850 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 890 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 925 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 990 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 1,035 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 1,075 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 1,120 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 1,160 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 1,220 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 1,270 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 09/2020 1,300 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 40 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 80 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 140 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 205 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 265 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 350 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 405 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2019 03/2019 440 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2019 06/2019 495 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 550 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 610 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 09/2020 660 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2016 03/2016 85 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 135 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 200 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 260 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 315 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 375 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 425 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 475 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 550 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 650 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 700 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 750 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 800 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2020 850 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 09/2020 4,300 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 09/2020 1,950 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 09/2020 2,350 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 09/2020 3,100 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 30 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 75 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 130 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 200 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 275 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 325 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 380 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 09/2020 450 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 30 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 80 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 125 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 185 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 245 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 300 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 355 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2017 03/2017 410 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2017 06/2017 460 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 505 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 550 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 610 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 660 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 710 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 760 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 800 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 850 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 880 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 925 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 09/2020 975 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 725 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 775 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 825 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 875 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 900 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 925 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 950 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 975 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,025 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,075 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,125 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,175 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,200 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,225 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,275 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2017 03/2017 1,300 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2017 06/2017 1,375 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,450 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,500 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 1,525 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 1,575 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 1,625 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 1,675 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 09/2020 1,700 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 03/2020 06/2020 1,700 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 03/2020 06/2020 1,300 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 03/2020 06/2020 450 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 10-YEAR TREASURY INVOICE SWAP TNA 03/2020 03/2020 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 03/2020 03/2020 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 03/2020 03/2020 50 USD 0.05
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 880 USD 10.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 01/2020 01/2020 141 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 141 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 34.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2020 05/2020 850 USD 25.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 06/2020 06/2020 725 USD 18.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 07/2020 12/2021 800 USD 18.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 01/2020 01/2020 620 USD 40.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 02/2020 05/2020 1,440 USD 29.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 06/2020 11/2020 760 USD 19.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 12/2020 12/2021 720 USD 19.000%
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 02/2020 05/2020 1,050 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 02/2020 04/2020 5,000 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 02/2020 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 02/2020 04/2020 5,000 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 02/2020 05/2020 1,050 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 02/2020 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 40.000%
CME AGRICULTURE MLK MID FUTURES JQ 02/2020 05/2020 720 USD 29.000%
CME AGRICULTURE MLK MID FUTURES JQ 06/2020 11/2020 380 USD 19.000%
CME AGRICULTURE MLK MID FUTURES JQ 12/2020 12/2021 360 USD 19.000%
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 129 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 16,641 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 02/2020 02/2020 16,789 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2020 03/2020 16,974 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 04/2020 04/2020 17,067 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2020 05/2020 17,168 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 06/2020 06/2020 17,242 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2020 12/2020 17,668 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2021 12/2021 18,556 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 02/21/2020 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 01/21/2020 02/14/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 01/21/2020 02/03/2020 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 02/2020 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 02/2020 12/2025 510,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 02/2020 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%

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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