Outrights/Vol Scans for Margins

Start Period End Period
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 04/2023 04/2023 275 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 05/2023 06/2023 250 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2023 01/2024 200 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 02/2024 06/2024 175 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 07/2024 08/2024 150 USD 10.000%
NYM REFINED PRODUCTS 1 MO CAL SPD SYN RBOB GAS FUTURES ZI 09/2024 11/2024 600 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 10/2021 10/2021 1,075 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 11/2021 11/2021 1,200 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 12/2021 12/2021 750 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 01/2022 01/2022 575 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 02/2022 04/2022 500 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 05/2022 10/2022 400 USD 10.000%
NYM REFINED PRODUCTS 2 MO CAL SPD SYN RBOB GAS FUTURES ZJ 06/2022 08/2022 350 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 10/2021 10/2021 1,400 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 11/2021 11/2021 1,300 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 12/2021 12/2021 900 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 01/2022 01/2022 750 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 02/2022 02/2022 700 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 03/2022 03/2022 600 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 04/2022 04/2022 675 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 05/2022 10/2022 550 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 06/2022 06/2022 450 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 07/2022 08/2022 400 USD 10.000%
NYM REFINED PRODUCTS 3 MO CAL SPD SYN RBOB GAS FUTURES ZK 09/2022 09/2022 500 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 10/2021 10/2021 1,700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 11/2021 11/2021 1,600 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2021 12/2021 1,300 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 01/2022 01/2022 1,350 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 02/2022 02/2022 1,100 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 03/2022 03/2022 950 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 04/2022 08/2022 850 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 05/2022 11/2022 750 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2022 06/2022 700 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 07/2022 10/2022 800 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2022 12/2022 900 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2023 06/2023 650 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 12/2023 12/2023 450 USD 10.000%
NYM REFINED PRODUCTS 6 MO CAL SPD SYN RBOB GAS FUTURES ZL 06/2024 06/2024 175 USD 10.000%

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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