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 05/2020 05/2020 1,250 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 07/2020 09/2020 1,250 USD 17.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 10/2020 12/2020 1,140 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 01/2021 08/2021 940 USD 10.000%
CBT AGRICULTURE SOYBEAN MEAL FUTURES 06 09/2021 12/2023 840 USD 10.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2020 05/2020 850 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 07/2020 09/2020 850 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 10/2020 12/2020 810 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 01/2021 03/2021 770 USD 8.500%
CBT AGRICULTURE SOYBEAN OIL FUTURES 07 05/2021 12/2023 730 USD 8.500%
CBT AGRICULTURE ROUGH RICE FUTURES 14 05/2020 05/2020 900 USD 25.000%
CBT AGRICULTURE ROUGH RICE FUTURES 14 07/2020 05/2021 900 USD 15.000%
CBT AGRICULTURE MAR-DEC CORN SYNTHETIC COMBO 3CC 03/2021 03/2021 675 USD 25
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX FUTURES 70 06/2020 12/2024 450 USD 0.02
CBT AGRICULTURE MAR-JUL CORN SYNTHETIC COMBO 7CC 03/2021 03/2021 450 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 03/2020 03/2021 370 USD 0.05
CBT AGRICULTURE BLOOMBERG COMDITY INDEX FUT MARKER AWI 06/2020 12/2024 450 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMDITY INDEX FUT AWT 06/2020 12/2024 450 USD 0.02
CBT AGRICULTURE BLACK SEA CORN FIN STL PLATTS FUT BCF 03/2020 06/2021 350 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 05/2020 05/2020 316 USD 25.000%
CBT AGRICULTURE CASH STL SUNOIL FOB PLATTS FUT BSF 06/2020 04/2021 700 USD 25.000%
CBT AGRICULTURE BLACK SEA WHEAT FIN STL PLATTS FUT BWF 03/2020 06/2021 330 USD 25.000%
CBT AGRICULTURE CORN FUTURES C 05/2020 05/2020 1,000 USD 30.000%
CBT AGRICULTURE CORN FUTURES C 07/2020 12/2020 1,000 USD 22.000%
CBT AGRICULTURE CORN FUTURES C 03/2021 03/2021 890 USD 22.000%
CBT AGRICULTURE CORN FUTURES C 05/2021 12/2021 780 USD 13.000%
CBT AGRICULTURE CORN FUTURES C 03/2022 12/2023 780 USD 11.000%
CBT AGRICULTURE CORN OLD/NEW CROPSYNT CAL SP CC6 07/2020 07/2020 200 USD 10.000%
CBT AGRICULTURE DEC-DEC CORN SYNT CAL SP CCZ 12/2020 12/2020 750 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 650 USD 25
CBT AGRICULTURE SOYBEAN OIL OLD/NEW CROP SYNT SPRD CO6 07/2020 07/2020 90 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 05/2020 01/2021 45 USD 25.000%
CBT AGRICULTURE SOYBEAN OIL NEW CROP SYNT CAL SPRD COY 03/2021 03/2021 55 USD 25.000%
CBT AGRICULTURE MAR-JUL WHEAT SYNTHETIC COMBO CW3 03/2021 03/2021 425 USD 10.000%
CBT AGRICULTURE OLD/NEW CROP WHEAT SYNT CAL S CW6 12/2020 12/2020 550 USD 25.000%
CBT AGRICULTURE JUL-DEC WHEAT SYNT CAL S CWM 07/2020 07/2020 325 USD 10.000%
CBT AGRICULTURE JUL-JUL WHEAT SYNT CALENDAR SP CWN 07/2020 07/2020 700 USD 25.000%
CBT AGRICULTURE DAP FOB NOLA FUTURES DFN 03/2020 03/2021 1,150 USD 25.000%
CBT AGRICULTURE BLOOMBERG COMM INDX 2-MONTH FWD SWP DG2 03/2020 07/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMM INDX 3-MONTH FWD SWP DG3 03/2020 07/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMDITY INDEX SWAP MARKER DGI 03/2020 07/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG COMMODITY INDEX SWAPS DGS 03/2020 07/2020 899 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG COMMODITY INDEX S DGT 03/2020 07/2020 899 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMM MARKER DRI 04/2020 07/2020 900 USD 0.02
CBT AGRICULTURE BLOOMBERG ROLL SELECT COMMDTY INDEX DRS 04/2020 07/2020 900 USD 0.02
CBT AGRICULTURE BTIC ON BLOOMBERG ROLL SELECT INDEX DRT 04/2020 07/2020 900 USD 0.02
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 05/2020 05/2020 375 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 07/2020 03/2021 200 USD 10.000%
CBT AGRICULTURE KC HRW CONSECUTIVE SYNTHETIC K7C 09/2020 09/2020 205 USD 10.000%
CBT AGRICULTURE KC HRW MAR-JUL SYNTHETIC COM KC3 03/2021 03/2021 350 USD 0.1
CBT AGRICULTURE KC HRW DEC-DEC WHEAT SYNT CAL SPRD KCZ 12/2020 12/2020 700 USD 25
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 05/2020 05/2020 1,450 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT TAS FUTURE KET 07/2020 09/2020 1,450 USD 20.000%
CBT AGRICULTURE JAN MAY SOYBEAN SYNT CAL SPRD KSC 01/2021 01/2021 450 USD 25.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2020 05/2020 1,450 USD 24.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 07/2020 09/2020 1,450 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 12/2020 03/2021 1,250 USD 20.000%
CBT AGRICULTURE KC HRW WHEAT FUTURES KW 05/2021 07/2022 1,250 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 03/2020 03/2021 1,800 USD 25.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2020 05/2020 290 USD 24.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 07/2020 09/2020 290 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 12/2020 03/2021 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED KC HRW WHEAT FUTURES MKC 05/2021 07/2022 250 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 05/2020 05/2020 475 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 07/2020 07/2020 400 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 08/2020 03/2021 200 USD 25.000%
CBT AGRICULTURE SOYMEAL NEW CROP SYNT CAL SPRD MYC 12/2020 01/2021 250 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 05/2020 07/2020 650 USD 25.000%
CBT AGRICULTURE OATS FUTURES O 09/2020 09/2022 575 USD 13.000%
CBT AGRICULTURE DEC-JUL SOYBEAN OIL SYNTHETIC COMBO OC3 12/2020 12/2020 150 USD 25
CBT AGRICULTURE AUG-DEC SOYBEAN OIL SYNTHETIC COMBO OC4 08/2020 08/2020 85 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN OIL SYNTHETIC COMBO OC5 09/2020 09/2020 55 USD 25.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 05/2020 05/2020 140 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 07/2020 09/2020 125 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 12/2020 12/2020 250 USD 10.000%
CBT AGRICULTURE NEW CROP CORN SYNT CAL SP PYC 03/2021 03/2021 225 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2020 09/2020 1,091 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 12/2020 12/2020 1,012 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 03/2021 03/2021 963 USD 10.000%
CBT AGRICULTURE CORN-WHEAT SYNTHETIC COMBO QCW 05/2021 12/2021 913 USD 10.000%
CBT AGRICULTURE MAR JUL SOYBEAN CALENDAR SPREAD QX5 03/2021 03/2021 300 USD 25.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2020 05/2020 1,650 USD 30.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2020 07/2020 1,650 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2020 09/2020 1,600 USD 20.000%
CBT AGRICULTURE SOYBEAN FUTURES S 11/2020 11/2020 1,550 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 01/2021 01/2021 1,475 USD 10.000%
CBT AGRICULTURE SOYBEAN FUTURES S 03/2021 03/2021 1,400 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 05/2021 05/2021 1,350 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 07/2021 07/2021 1,325 USD 9.000%
CBT AGRICULTURE SOYBEAN FUTURES S 08/2021 11/2023 1,275 USD 9.000%
CBT AGRICULTURE JAN-MAR(14-MTH) SOYBEAN SYNT COMBO S8C 01/2021 01/2021 650 USD 0.25
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 05/2020 05/2020 1,650 USD 30.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 07/2020 07/2020 1,650 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 08/2020 09/2020 1,600 USD 20.000%
CBT AGRICULTURE SOYBEAN TAS FUTURE SBT 11/2020 11/2020 1,550 USD 10.000%
CBT AGRICULTURE MAR-NOV SOYBEAN SYNTHETIC COMBO SC0 03/2021 03/2021 525 USD 25.000%
CBT AGRICULTURE JUL-JUL SOYBEAN SYNTHETIC COMBO SC1 07/2020 07/2020 950 USD 25.000%
CBT AGRICULTURE NOV-MAR SOYBEAN SYNTHETIC COMBO SC3 11/2020 11/2020 475 USD 0.25
CBT AGRICULTURE AUG NOV SOYBEAN CALENDAR SP SC4 08/2020 08/2020 400 USD 25.000%
CBT AGRICULTURE JUL-NOV SOYBEAN SYNT CAL SPREAD SC5 07/2020 07/2020 450 USD 5.000%
CBT AGRICULTURE NOV NOV SOYBEAN SYNT CAL SP SCX 11/2020 11/2020 700 USD 25.000%
CBT AGRICULTURE DEC-JUL SOYBEAN MEAL SYNT COMBO SM3 12/2020 12/2020 600 USD 25.000%
CBT AGRICULTURE AUG-DEC SOYBEAN MEAL SYNT COMBO SM4 08/2020 08/2020 425 USD 25.000%
CBT AGRICULTURE SEP-DEC SOYBEAN MEAL SYNT COMBO SM5 09/2020 09/2020 300 USD 25.000%
CBT AGRICULTURE SOY MEAL OLD/NEW CROP SYNT CAL SPRD SM6 07/2020 07/2020 725 USD 25.000%
CBT AGRICULTURE NOV JUL SOYBEAN SYNT CALENDAR SP SX9 11/2020 11/2020 550 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 03/2020 09/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) CFR BRAZIL FUTURES UFB 10/2020 03/2021 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB EGYPT FUTURES UFE 03/2020 03/2021 3,500 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB U.S. GULF SWAP UFN 03/2020 03/2020 1,400 USD 0.06
CBT AGRICULTURE UAN FOB NOLA SWAP UFU 03/2020 03/2021 1,200 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 03/2020 09/2020 1,400 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB US GULF FUTURES UFV 10/2020 03/2021 1,800 USD 25.000%
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 03/2020 04/2020 1,400 USD 0.06
CBT AGRICULTURE UREA (GRANULAR) FOB MIDDLE EAST FUT UME 05/2020 03/2021 1,800 USD 0.06
CBT AGRICULTURE WHEAT FUTURES W 05/2020 05/2020 1,425 USD 28.000%
CBT AGRICULTURE WHEAT FUTURES W 07/2020 09/2020 1,425 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 12/2020 03/2021 1,250 USD 20.000%
CBT AGRICULTURE WHEAT FUTURES W 05/2021 07/2022 1,250 USD 12.000%
CBT AGRICULTURE DEC-DEC WHEAT SYNT CAL SPRD WCZ 12/2020 12/2020 625 USD 25.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 05/2020 05/2020 300 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 07/2020 12/2020 225 USD 10.000%
CBT AGRICULTURE WHEAT NEW CROP SYNT CAL WZC 03/2021 03/2021 275 USD 10.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2020 05/2020 200 USD 30.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 07/2020 12/2020 200 USD 22.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2021 03/2021 178 USD 22.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 05/2021 12/2021 156 USD 13.000%
CBT AGRICULTURE MINI-SIZED CORN FUTURES YC 03/2022 12/2023 156 USD 11.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2020 05/2020 330 USD 30.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2020 07/2020 330 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2020 09/2020 320 USD 20.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 11/2020 11/2020 310 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 01/2021 01/2021 295 USD 10.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 03/2021 03/2021 280 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 05/2021 05/2021 270 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 07/2021 07/2021 265 USD 9.000%
CBT AGRICULTURE MINI-SIZED SOYBEANS FUTURES YK 08/2021 11/2023 255 USD 9.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2020 05/2020 285 USD 28.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 07/2020 09/2020 285 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 12/2020 03/2021 250 USD 20.000%
CBT AGRICULTURE MINI-SIZED WHEAT FUTURES YW 05/2021 07/2022 250 USD 12.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 05/2020 05/2020 1,000 USD 30.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 07/2020 12/2020 1,000 USD 22.000%
CBT AGRICULTURE CORN TAS FUTURE ZCT 03/2021 03/2021 890 USD 22.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 05/2020 05/2020 850 USD 30.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 07/2020 08/2020 850 USD 15.000%
CBT AGRICULTURE SOYBEAN OIL TAS FUTURES ZLT 12/2020 12/2020 810 USD 15.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 05/2020 05/2020 1,250 USD 30.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 07/2020 08/2020 1,250 USD 17.000%
CBT AGRICULTURE SOYBEAN MEAL TAS FUTURES ZMT 12/2020 12/2020 1,140 USD 10.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 05/2020 11/2020 250 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 08/2020 01/2021 300 USD 25.000%
CBT AGRICULTURE NEW CROP SOYBEAN SYNT CAL SP ZSC 03/2021 03/2021 225 USD 25.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 05/2020 05/2020 1,425 USD 28.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 07/2020 09/2020 1,425 USD 20.000%
CBT AGRICULTURE CHICAGO SRW WHEAT TAS FUTURE ZWT 12/2020 03/2021 1,250 USD 20.000%
CBT EQUITY INDEX DJ US REAL ESTATE SYNTHEIC DJR 06/2020 03/2021 3,900 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 06/2020 06/2020 6,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN MARKER DRM 09/2020 06/2021 6,000 USD 30.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 06/2020 06/2020 6,000 USD 35.000%
CBT EQUITY INDEX DOW JONES TOT RTURN FUT DTR 09/2020 06/2021 6,000 USD 30.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 06/2020 06/2020 6,000 USD 35.000%
CBT EQUITY INDEX BTIC ON DOW JONES TOT RTURN FUT DTT 09/2020 06/2021 6,000 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE INDEX JR 06/2020 03/2021 3,900 USD 35.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 06/2020 06/2020 1,200 USD 45.000%
CBT EQUITY INDEX MICRO E-MINI DOW JONES AVE FUTURE MYM 09/2020 03/2021 1,200 USD 30.000%
CBT EQUITY INDEX DJ US REAL ESTATE BTIC REX 06/2020 03/2021 3,900 USD 35.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 06/2020 06/2020 12,000 USD 45.000%
CBT EQUITY INDEX E-MINI DOW ($5) FUTURES YM 09/2020 03/2021 12,000 USD 30.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 06/2020 06/2020 12,000 USD 45.000%
CBT EQUITY INDEX E-MINI DJIA FUTURES MARKER YMI 09/2020 03/2021 12,000 USD 30.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 06/2020 06/2020 12,000 USD 45.000%
CBT EQUITY INDEX BTIC ON E-MINI DJIA FUTURES YMT 09/2020 03/2021 12,000 USD 30.000%
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 03/2020 03/2020 97 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 04/2020 04/2020 1,863 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 05/2020 05/2020 2,047 USD 0.06
CBT ETHANOL DENATURED FUEL ETHANOL FWD MTH FUT 71 06/2020 03/2023 2,025 USD 0.06
CBT ETHANOL ETHANOL FUTURES EH 04/2020 05/2020 4,350 USD 25.000%
CBT ETHANOL ETHANOL FUTURES EH 06/2020 04/2023 4,050 USD 25.000%
CBT INTEREST RATES 30 YR U.S. TREASURY BOND FUTURES 17 03/2020 12/2020 6,500 USD 50.000%
CBT INTEREST RATES 10Y TREASURY NOTE FUTURES 21 03/2020 12/2020 1,850 USD 42.000%
CBT INTEREST RATES 5 YR TREASURY NOTE FUTURES 25 03/2020 12/2020 925 USD 40.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 03/2020 06/2020 725 USD 50.000%
CBT INTEREST RATES 2 YEAR TREASURY NOTE FUTURES 26 09/2020 12/2020 755 USD 50.000%
CBT INTEREST RATES 3 YEAR TREASURY NOTE FUTURE 3YR 03/2020 12/2020 700 USD 30.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 03/2020 04/2020 675 USD 40.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 05/2020 05/2020 825 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 06/2020 07/2020 900 USD 35.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 08/2020 08/2020 900 USD 25.000%
CBT INTEREST RATES 30 DAY FED FUND FUTURES 41 09/2020 03/2023 885 USD 25.000%
CBT INTEREST RATES 30-YEAR USD MAC SWAP FUTURES B1U 06/2020 09/2020 10,300 USD 0.04
CBT INTEREST RATES 20-YEAR USD MAC SWAP FUTURES E1U 06/2020 09/2020 6,400 USD 0.04
CBT INTEREST RATES 5-YEAR USD MAC SWAP FUTURES F1U 06/2020 09/2020 1,150 USD 0.04
CBT INTEREST RATES 5-YEAR TREASURY INVOICE SWAP SPREAD FYA 03/2020 06/2020 50 USD 0.05
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2013 12/2013 260 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2014 03/2014 340 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2014 06/2014 410 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2014 09/2014 460 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2014 12/2014 515 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2015 03/2015 590 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2015 06/2015 650 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2015 09/2015 700 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2015 12/2015 755 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2016 03/2016 820 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2016 06/2016 840 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2016 09/2016 900 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2016 12/2016 930 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2017 03/2017 980 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2017 06/2017 1,020 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2017 09/2017 1,100 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2017 12/2017 1,145 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2018 03/2018 1,190 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2018 06/2018 1,230 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 09/2018 09/2018 1,290 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 12/2018 12/2018 1,340 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 03/2019 03/2019 1,400 USD 30.000%
CBT INTEREST RATES 7-YEAR ERIS SWAP FUTURES LIB 06/2019 09/2020 1,420 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2017 06/2017 20 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2017 09/2017 60 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2017 12/2017 120 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2018 03/2018 170 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2018 06/2018 220 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2018 09/2018 280 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2018 12/2018 380 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 470 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 09/2019 09/2019 530 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 12/2019 12/2019 590 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 03/2020 03/2020 650 USD 30.000%
CBT INTEREST RATES 3-YEAR ERIS SWAP FUTURES LIC 06/2020 09/2020 710 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2016 06/2016 85 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2016 09/2016 135 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2016 12/2016 200 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2017 03/2017 220 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2017 06/2017 265 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2017 09/2017 315 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2017 12/2017 355 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2018 03/2018 400 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2018 06/2018 460 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2018 09/2018 540 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2018 12/2018 600 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 03/2019 03/2019 650 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 06/2019 06/2019 690 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 09/2019 09/2019 740 USD 30.000%
CBT INTEREST RATES 4-YEAR ERIS SWAP FUTURES LID 12/2019 09/2020 775 USD 30.000%
CBT INTEREST RATES 30-YEAR ERIS SWAP FUTURES LIE 12/2012 09/2020 10,300 USD 30.000%
CBT INTEREST RATES 12-YEAR ERIS SWAP FUTURES LII 03/2016 09/2020 3,000 USD 30.000%
CBT INTEREST RATES 15-YEAR ERIS SWAP FUTURES LIL 03/2016 09/2020 4,650 USD 30.000%
CBT INTEREST RATES 20-YEAR ERIS SWAP FUTURES LIO 03/2016 09/2020 6,400 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2018 06/2018 10 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2018 09/2018 60 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2018 12/2018 120 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2019 03/2019 170 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2019 06/2019 220 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 09/2019 09/2019 310 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 12/2019 12/2019 360 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 03/2020 03/2020 420 USD 30.000%
CBT INTEREST RATES 2-YEAR ERIS SWAP FUTURE LIT 06/2020 09/2020 500 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2015 06/2015 5 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2015 09/2015 60 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2015 12/2015 120 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2016 03/2016 180 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2016 06/2016 250 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2016 09/2016 310 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2016 12/2016 340 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 470 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2017 09/2017 540 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2017 12/2017 590 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2018 03/2018 650 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2018 06/2018 710 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2018 09/2018 770 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2018 12/2018 830 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2019 03/2019 890 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2019 06/2019 940 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 09/2019 09/2019 1,000 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 12/2019 12/2019 1,040 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 03/2020 03/2020 1,090 USD 30.000%
CBT INTEREST RATES 5-YEAR ERIS SWAP FUTURES LIW 06/2020 09/2020 1,150 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2012 12/2012 960 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2013 03/2013 1,020 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2013 06/2013 1,090 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2013 09/2013 1,160 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2013 12/2013 1,190 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2014 03/2014 1,220 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2014 06/2014 1,250 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2014 09/2014 1,290 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2014 12/2014 1,350 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2015 03/2015 1,420 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2015 06/2015 1,490 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2015 09/2015 1,520 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2015 12/2015 1,550 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2016 03/2016 1,580 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2016 06/2016 1,620 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2016 09/2016 1,650 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2016 12/2016 1,680 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 1,820 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2017 09/2017 1,910 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2017 12/2017 1,980 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2018 03/2018 2,010 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2018 06/2018 2,050 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2018 09/2018 2,110 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 12/2018 12/2018 2,240 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 03/2019 03/2019 2,310 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 06/2019 06/2019 2,380 USD 30.000%
CBT INTEREST RATES 10-YEAR ERIS SWAP FUTURES LIY 09/2019 09/2020 2,450 USD 30.000%
CBT INTEREST RATES 10-YEAR USD MAC SWAP FUTURES N1U 06/2020 09/2020 2,450 USD 0.04
CBT INTEREST RATES 7-YEAR USD MAC SWAP FUTURES S1U 06/2020 09/2020 1,420 USD 0.04
CBT INTEREST RATES 2-YEAR USD MAC SWAP FUTURES T1U 06/2020 09/2020 500 USD 0.04
CBT INTEREST RATES ULTRA 10-YEAR U S TREASURY NOTE FUT TN 03/2020 12/2020 3,550 USD 30.000%
CBT INTEREST RATES ULTRA 10-YEAR TREASURY INVOICE SWAP TNA 03/2020 06/2020 50 USD 0.05
CBT INTEREST RATES 2-YEAR TREASURY INVOICE SWAP SPREAD TVA 03/2020 06/2020 50 USD 0.05
CBT INTEREST RATES 10-YEAR TREASURY INVOICE SWAP SPRD TYA 03/2020 06/2020 50 USD 0.05
CBT INTEREST RATES ULTRA TREASURY INVOICE SWAP SPREAD UBA 06/2020 06/2020 50 USD 0.05
CBT INTEREST RATES LONG TERM U.S. TREASURY BOND FUTURE UBE 03/2020 12/2020 14,000 USD 50.000%
CBT INTEREST RATES 30-YEAR TREASURY INVOICE SWAP SPRD UTA 06/2020 06/2020 50 USD 0.05
CME AGRICULTURE LIVE CATTLE FUTURES 48 04/2020 04/2020 2,150 USD 40.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 06/2020 06/2020 2,150 USD 28.000%
CME AGRICULTURE LIVE CATTLE FUTURES 48 08/2020 08/2021 2,150 USD 25.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 03/2020 04/2020 4,050 USD 40.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 05/2020 05/2020 4,050 USD 30.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 08/2020 09/2020 4,050 USD 27.000%
CME AGRICULTURE FEEDER CATTLE FUTURES 62 10/2020 03/2021 4,050 USD 21.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 03/2020 04/2020 790 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 05/2020 07/2020 2,160 USD 50.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 08/2020 08/2020 1,490 USD 32.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 09/2020 09/2020 1,260 USD 26.000%
CME AGRICULTURE BLOCK CHEESE FUTURES BLK 10/2020 03/2022 1,155 USD 26.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 03/2020 04/2020 670 USD 35.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 05/2020 07/2020 2,250 USD 29.000%
CME AGRICULTURE CASH BUTTER FUTURES CB 08/2020 03/2022 2,330 USD 18.000%
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 03/2020 03/2020 % 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 04/2020 04/2020 2,220 USD 0.01
CME AGRICULTURE MALAYSIAN CRUDE PALM OIL CAL SWAP CPC 05/2020 03/2025 1,550 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 03/2020 03/2020 % 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 04/2020 04/2020 2,220 USD 0.01
CME AGRICULTURE USD MALAYSIAN CRUDE PALM CAL FUT CPO 05/2020 03/2025 1,550 USD 0.01
CME AGRICULTURE CASH CHEESE FUTURES CSC 03/2020 04/2020 630 USD 40.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 05/2020 07/2020 2,000 USD 38.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 08/2020 08/2020 1,420 USD 29.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 09/2020 09/2020 1,420 USD 23.000%
CME AGRICULTURE CASH CHEESE FUTURES CSC 10/2020 03/2022 1,330 USD 23.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 03/2020 04/2020 620 USD 40.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 05/2020 08/2020 1,940 USD 34.000%
CME AGRICULTURE CLASS III MILK FUTURES DA 09/2020 03/2022 1,240 USD 24.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 03/2020 04/2020 800 USD 40.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 05/2020 08/2020 2,050 USD 33.000%
CME AGRICULTURE CLASS IV MILK FUTURE DK 09/2020 03/2022 2,050 USD 32.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 03/2020 04/2020 840 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 05/2020 05/2020 1,150 USD 35.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 06/2020 03/2021 1,660 USD 19.000%
CME AGRICULTURE CME DRY WHEY FUTURES DY 04/2021 03/2022 1,480 USD 12.000%
CME AGRICULTURE GSCI ER FUTURES GA 04/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE S&P-GSCI COMMODITY INDEX MARKER GDM 04/2020 06/2020 7,500 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI COMMODITY INDEX GDT 04/2020 06/2020 7,500 USD 0.04
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 04/2020 04/2020 4,050 USD 40.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 05/2020 05/2020 4,050 USD 30.000%
CME AGRICULTURE FEEDER CATTLE TRADE AT SETTLE GFT 08/2020 08/2020 4,050 USD 27.000%
CME AGRICULTURE S&P-GSCI COMMODITY INDEX FUTURE GI 04/2020 06/2020 7,500 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX FUTURE GII 04/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE GIT 04/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 04/2020 04/2020 2,500 USD 40.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 06/2020 06/2020 2,500 USD 22.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 07/2020 08/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 10/2020 10/2020 2,200 USD 17.000%
CME AGRICULTURE LEAN HOGS TRADE AT SETTLE HET 12/2020 12/2020 1,850 USD 17.000%
CME AGRICULTURE MLK MID FUTURES JQ 03/2020 04/2020 310 USD 40.000%
CME AGRICULTURE MLK MID FUTURES JQ 05/2020 08/2020 970 USD 34.000%
CME AGRICULTURE MLK MID FUTURES JQ 09/2020 03/2022 620 USD 24.000%
CME AGRICULTURE LUMBER110 FUTURES LB 03/2020 05/2020 3,500 USD 20.000%
CME AGRICULTURE LUMBER110 FUTURES LB 07/2020 05/2021 3,300 USD 20.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 04/2020 04/2020 2,150 USD 40.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 06/2020 06/2020 2,150 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 08/2020 02/2021 2,150 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2020 04/2020 2,500 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2020 05/2020 2,500 USD 30.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2020 06/2020 2,500 USD 22.000%
CME AGRICULTURE LEAN HOG FUTURES LN 07/2020 08/2020 2,200 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 10/2020 10/2020 2,200 USD 17.000%
CME AGRICULTURE LEAN HOG FUTURES LN 12/2020 07/2021 1,850 USD 17.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 03/2020 04/2020 1,400 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 05/2020 05/2020 2,400 USD 36.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 06/2020 07/2020 3,000 USD 33.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 08/2020 03/2022 3,000 USD 24.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 03/2020 02/2022 1,200 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 03/2020 03/2020 % 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 04/2020 04/2020 870 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 05/2020 02/2022 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 03/2020 03/2021 1,200 USD 0.01
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2020 04/2020 1,100 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2020 06/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 08/2020 08/2020 450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 10/2020 10/2020 375 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 04/2020 04/2020 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 06/2020 06/2020 700 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 08/2020 08/2020 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 04/2020 04/2020 1,450 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 06/2020 06/2020 800 USD 25.000%
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 03/2020 07/2020 1,800 USD 0.04
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 03/2020 07/2020 1,300 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 03/2020 07/2020 1,300 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 03/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 03/2020 07/2020 1,600 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 03/2020 07/2020 1,600 USD 0.04
CME EQUITY INDEX SP 500 MATERIALS SEL SECTOR SYNTH 1BT 06/2020 06/2021 5,800 USD 0.035
CME EQUITY INDEX SP 500 ENERGY SLCT SEC SYNTHETIC 1ET 06/2020 06/2021 6,000 USD 0.035
CME EQUITY INDEX SP 500 FINANCIAL SLCT SEC SYNT 1FT 06/2020 06/2021 8,600 USD 35.000%
CME EQUITY INDEX SP 500 - INDUSTRIAL SEL SECTOR SYNT 1IT 06/2020 06/2021 7,500 USD 0.035
CME EQUITY INDEX SP 500 TECHNOLOGY SECTOR SYNTH 1KT 06/2020 06/2021 10,500 USD 35.000%
CME EQUITY INDEX SP 500 - CONS STAPLES SYNTHETIC 1PT 06/2020 06/2021 5,300 USD 0.035
CME EQUITY INDEX SP 500 UTILITIES SEL SECTOR SYNTH 1UT 06/2020 06/2021 7,000 USD 35.000%
CME EQUITY INDEX SP 500 HEALTH CARE SECTOR SYNTHETIC 1VT 06/2020 06/2021 8,500 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SYNTHETIC 1YT 06/2020 06/2021 12,500 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH MARKER 2GI 06/2020 06/2021 1,000 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 GROWTH I 2GT 06/2020 06/2021 1,000 USD 0.035
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE IND MARKER 2VI 06/2020 06/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 VALUE IN 2VT 06/2020 06/2021 1,500 USD 0.035
CME EQUITY INDEX BTIC E-MINI NASDAQ BIOTECHNOLOGY BIT 06/2020 06/2021 17,000 USD 20.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECHNOLOGY FUTURES BQ 06/2020 06/2021 17,000 USD 20.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 03/2020 03/2020 10,970 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 04/2020 04/2020 11,220 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 05/2020 05/2020 11,295 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 06/2020 06/2020 11,328 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 07/2020 07/2020 11,352 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 08/2020 08/2020 11,402 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 09/2020 09/2020 11,443 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2020 12/2020 11,649 USD 70.000%
CME EQUITY INDEX BITCOIN FUTURES BTC 12/2021 12/2021 13,093 USD 70.000%
CME EQUITY INDEX E-MINI NASDAQ BIOTECH SYNT MARKER BTT 06/2020 06/2021 17,000 USD 20.000%
CME EQUITY INDEX BTIC S&P CARRY ADJUSTED TOTAL RETRN CTB 06/2020 06/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P500 CARRY ADJUSTED RETURN MARKER CTM 06/2020 06/2021 3,310 USD 20.000%
CME EQUITY INDEX S&P 500 ADJUSTED TOTAL RETURN INDEX CTR 06/2020 06/2021 3,310 USD 20.000%
CME EQUITY INDEX FTSE DEVELOPED EUROPE INDEX FUTURES DVE 06/2020 06/2021 1,850 EUR 20.000%
CME EQUITY INDEX BTIC FTSE DEVELOPED EURO INDEX FUT DVT 06/2020 06/2021 2,600 EUR 20.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX MARKE EGI 06/2020 06/2021 12,600 USD 35.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 ESG INDEX EGT 06/2020 06/2021 12,600 USD 35.000%
CME EQUITY INDEX FTSE EMERGING INDEX FUTURES EI 06/2020 06/2021 3,600 USD 35.000%
CME EQUITY INDEX BTIC FTSE EMERGING INDEX FUTURES EIT 06/2020 06/2021 2,000 USD 20.000%
CME EQUITY INDEX BTIC E-MINI S&P MIDCAP 400 FUT EMT 06/2020 06/2021 17,000 USD 0.035
CME EQUITY INDEX E-MINI NIKKEI 225 YEN DENOMINATED ENY 06/2020 03/2021 180,000 JPY 35.000%
CME EQUITY INDEX FORWARD STARTING TACO EQ1 04/17/2020 06/19/2020 90 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES ES 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX NEARBY MONTH FWD STARTING BTIC ES1 03/30/2020 04/30/2020 80 USD 35.000%
CME EQUITY INDEX 2ND MONTH FWD STARTING BTIC ES2 03/30/2020 04/13/2020 170 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 ESG INDEX FUTURES ESG 06/2020 06/2021 12,600 USD 35.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX E-MINI S&P 500 FUTURES MARKER ESI 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI S&P 500 FUTURES ESQ 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 06/2020 06/2020 12,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 09/2020 09/2020 12,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI S&P 500 FUTURES EST 12/2020 06/2021 12,000 USD 25.000%
CME EQUITY INDEX E-MINI S&P MIDCAP 400 SYNT MARKER ETT 06/2020 06/2021 17,000 USD 0.035
CME EQUITY INDEX E-MINI FTSE 100 INDEX FUTURES FT1 06/2020 06/2021 3,350 GBP 35.000%
CME EQUITY INDEX EMINI FTSE CHINA 50 INDEX FUTURE FT5 06/2020 06/2021 2,200 USD 15.000%
CME EQUITY INDEX BTIC EMINI USD FTSE 100 INDEX FUT FTB 06/2020 06/2021 2,150 USD 15.000%
CME EQUITY INDEX BTIC EMINI FTSE CHINA 50 INDEX FTC 06/2020 06/2021 2,200 USD 15.000%
CME EQUITY INDEX EMINI FTSE 100 VALUE SYN MARKER FTI 06/2020 06/2021 3,350 GBP 35.000%
CME EQUITY INDEX BTIC EMINI FTSE 100 INDEX FUTURE FTT 06/2020 06/2021 3,350 GBP 35.000%
CME EQUITY INDEX EMINI USD FTSE 100 INDEX FUTURE FTU 06/2020 06/2021 2,150 USD 15.000%
CME EQUITY INDEX EMINI FTSE CHINA50 INDEX SYN MARKER FTY 06/2020 06/2021 2,200 USD 15.000%
CME EQUITY INDEX EMINI USD FTSE100 VALUE SYN MARKER FTZ 06/2020 06/2021 2,150 USD 15.000%
CME EQUITY INDEX USD-DENOMINATED IBOVESPA INDEX IBV 04/2020 10/2020 18,230 USD 15.000%
CME EQUITY INDEX E-MINI IPOX 100 U.S. INDEX FUTURES IPO 06/2020 06/2021 1,300 USD 15.000%
CME EQUITY INDEX BTIC ON E-MINI IPOX 100 U.S. INDEX IPT 06/2020 06/2021 1,300 USD 20.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 06/2020 06/2020 710 USD 45.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 09/2020 06/2021 710 USD 30.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 06/2020 06/2021 17,000 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2020 06/2020 1,200 USD 45.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2020 09/2020 1,200 USD 30.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 12/2020 06/2021 1,200 USD 25.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 06/2020 06/2020 1,500 USD 45.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 09/2020 06/2021 1,500 USD 30.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 04/2020 12/2025 900,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2020 06/2020 5,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 09/2020 06/2021 5,500 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2020 06/2020 5,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 09/2020 06/2021 5,500 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2020 06/2020 5,500 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 09/2020 06/2021 5,500 USD 25.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 04/2020 12/2025 900,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 04/2020 12/2025 900,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 06/2020 12/2025 9,000 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 06/2020 12/2025 9,000 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 06/2020 12/2025 9,000 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2020 06/2020 15,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 09/2020 06/2021 15,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 06/2020 06/2020 15,000 USD 45.000%

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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