CANADIAN DOLLAR - MARGINS

Start Period End Period
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2021 10/2021 242 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2022 04/2022 150 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 05/2022 07/2022 1,320 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 08/2022 08/2022 1,628 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 09/2022 09/2022 1,026 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 10/2022 10/2022 146 USD 25.000%
CME WEATHER SACRAMENTO MONTHLY CDD FUTURES KS 04/2023 10/2023 22.0% 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSK 09/2021 09/2021 5.5% 25.000%
CME WEATHER SACRAMENTO COOLING SEASONAL STRIP F KSN 08/2021 08/2021 5.5% 25.000%
CME REAL ESTATE LAS VEGAS CSI HOUSING INDEX FUTURES LAV 02/2021 02/2026 2,100 USD 0.01
CME REAL ESTATE LOS ANGELES CSI HOUSING INDEX FUT LAX 02/2021 02/2026 2,100 USD 25.000%
CME AGRICULTURE LUMBER110 FUTURES LB 01/2021 03/2021 4,000 USD 20.000%
CME AGRICULTURE LUMBER110 FUTURES LB 05/2021 03/2022 3,750 USD 20.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 02/2021 02/2021 1,600 USD 40.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 04/2021 04/2021 1,600 USD 28.000%
CME AGRICULTURE LIVE CATTLE TRADE AT SETTLEMENT LET 06/2021 10/2021 1,600 USD 23.000%
CME AGRICULTURE LEAN HOG FUTURES LN 02/2021 02/2021 1,800 USD 40.000%
CME AGRICULTURE LEAN HOG FUTURES LN 04/2021 04/2021 1,800 USD 30.000%
CME AGRICULTURE LEAN HOG FUTURES LN 05/2021 05/2021 1,800 USD 25.000%
CME AGRICULTURE LEAN HOG FUTURES LN 06/2021 07/2021 1,800 USD 18.000%
CME AGRICULTURE LEAN HOG FUTURES LN 08/2021 06/2022 1,800 USD 17.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 03/2021 03/2021 650 USD 45.000%
CME EQUITY INDEX MICRO E-MINI RUSSELL 2000 INDEX FUT M2K 06/2021 03/2022 650 USD 30.000%
CME FX MICRO AUD/USD FUTURES M6A 03/2021 03/2021 160 USD 40.000%
CME FX MICRO AUD/USD FUTURES M6A 06/2021 06/2021 160 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 03/2021 03/2021 270 USD 35.000%
CME FX MICRO GBP/USD FUTURES M6B 06/2021 06/2021 270 USD 25.000%
CME FX MICRO EUR/USD FUTURES M6E 03/2021 03/2021 200 USD 35.000%
CME FX MICRO EUR/USD FUTURES M6E 06/2021 06/2021 200 USD 25.000%
CME FX MICRO CAD/USD FUTURES MCD 03/2021 03/2021 110 USD 25.000%
CME FX MICRO CAD/USD FUTURES MCD 06/2021 06/2021 110 USD 20.000%
CME EQUITY INDEX EMINI MIDCAP FUTURES ME 03/2021 03/2022 13,500 USD 0.035
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 03/2021 03/2021 1,100 USD 45.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 06/2021 06/2021 1,100 USD 40.000%
CME EQUITY INDEX MICRO E-MINI S&P 500 FUTURES MES 09/2021 03/2022 1,100 USD 26.000%
CME REAL ESTATE MIAMI CSI HOUSING INDEX FUTURES MIA 02/2021 02/2026 2,500 USD 0.01
CME FX MICRO INR/USD FUTURE MIR 01/2021 12/2021 280 USD 0.08
CME FX MICRO JPY/USD MJY 03/2021 06/2021 250 USD 33.000%
CME FX MICRO USD/CNH FUTURES MNH 01/2021 01/2022 1,250 CNH 0.08
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 03/2021 03/2021 1,600 USD 45.000%
CME EQUITY INDEX MICRO E-MINI NASDAQ 100 FUTURE MNQ 06/2021 03/2022 1,600 USD 30.000%
CME FX MEXICAN PESO FUTURES MP 01/2021 06/2022 1,400 USD 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 12/2020 02/2021 175 GBP 35.000%
CME INTEREST RATES MPC SONIA FUTURES MPC 03/2021 12/2021 200 GBP 35.000%
CME FX MICRO CHF/USD FUTURES MSF 03/2021 06/2021 330 USD 25.000%
CME EQUITY INDEX NIKKEI 225 YEN FUT N1 02/2021 12/2026 750,000 JPY 35.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 03/2021 03/2021 10,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOT RETN INDEX MARKER N1M 06/2021 03/2022 10,500 USD 25.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 03/2021 03/2021 10,500 USD 40.000%
CME EQUITY INDEX NASDAQ-100 TOTAL RETURN INDEX FUT N1R 06/2021 03/2022 10,500 USD 25.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 03/2021 03/2021 10,500 USD 40.000%
CME EQUITY INDEX BTIC ON NASDAQ-100 TOT RETRN INDEX N1T 06/2021 03/2022 10,500 USD 25.000%
CME FX NEW ZEALAND FUTURES NE 03/2021 06/2022 1,450 USD 25.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 01/2021 01/2021 1,170 USD 40.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 02/2021 02/2021 1,920 USD 36.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 03/2021 09/2021 2,000 USD 33.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 10/2021 03/2022 1,700 USD 24.000%
CME AGRICULTURE NONFAT DRY MILK FUTURES NF 04/2022 12/2022 1,560 USD 24.000%
CME EQUITY INDEX YEN DENOMINATED NIKKEI MARKER NIM 02/2021 12/2026 750,000 JPY 35.000%
CME EQUITY INDEX BTIC ON YEN DENOMINATED NIKKEI FUT NIT 02/2021 12/2026 750,000 JPY 35.000%
CME EQUITY INDEX NIKKEI 225 DOLLAR FUTURES NK 03/2021 12/2026 7,500 USD 35.000%
CME EQUITY INDEX NIKKEI STOCK AVERAGE FUTURES MARKER NKM 03/2021 12/2026 7,500 USD 35.000%
CME EQUITY INDEX BTIC ON NIKKEI STOCK AVERAGE FUT NKT 03/2021 12/2026 7,500 USD 35.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 03/2021 03/2021 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ 100 FUTURES NQ 06/2021 03/2022 16,000 USD 30.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 03/2021 03/2021 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUTURES MARKER NQI 06/2021 03/2022 16,000 USD 30.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 03/2021 03/2021 16,000 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI NASDAQ-100 FUTURES NQQ 06/2021 06/2021 16,000 USD 30.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 03/2021 03/2021 16,000 USD 45.000%
CME EQUITY INDEX BTIC ON E-MINI NASDAQ-100 FUTURES NQT 06/2021 03/2022 16,000 USD 30.000%
CME REAL ESTATE NEW YORK CSI HOUSING INDEX FUTURES NYM 02/2021 02/2026 1,350 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL FUT OPF 01/2021 11/2022 1,200 USD 0.01
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 01/2021 01/2021 225 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OLEIN CAL SWAP OPS 02/2021 11/2022 1,000 USD 25.000%
CME AGRICULTURE USD MALAYSIAN PALM OIL GASOIL FUT POG 01/2021 12/2021 1,200 USD 0.01
CME AGRICULTURE PORK CUTOUT FUTURE PRK 02/2021 02/2021 1,900 USD 40.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 04/2021 04/2021 1,900 USD 30.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 05/2021 05/2021 1,900 USD 25.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 06/2021 07/2021 1,900 USD 18.000%
CME AGRICULTURE PORK CUTOUT FUTURE PRK 08/2021 06/2022 1,900 USD 17.000%
CME FX POLISH ZLOTY FUTURES PZ 03/2021 06/2022 4,200 USD 0.04
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 12/2020 12/2020 % 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 02/2021 02/2021 1,250 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 04/2021 04/2021 600 USD 25.000%
CME AGRICULTURE LIVE CATTLE 2 MTH SYN CAL SPREAD Q02 06/2021 06/2021 525 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 12/2020 12/2020 1,250 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 02/2021 02/2021 1,400 USD 25.000%
CME AGRICULTURE LIVE CATTLE 4 MTH SYN CAL SPREAD Q04 04/2021 04/2021 1,000 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 12/2020 12/2020 1,400 USD 25.000%
CME AGRICULTURE LIVE CATTLE 6 MTH SYN CAL SPREAD Q06 02/2021 02/2021 1,350 USD 25.000%
CME EQUITY INDEX NASDAQ COMPOSITE FUTURES QN 03/2021 06/2021 16,000 USD 0.09
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 03/2021 03/2021 16,000 USD 45.000%
CME EQUITY INDEX E-MINI NASDAQ-100 FUT TACO MARKER QQ1 06/2021 06/2021 16,000 USD 30.000%
CME FX HUNGARIAN FORINT/EUR CROSS RATE FUT R 03/2021 06/2022 2,000 EUR 0.03
CME EQUITY INDEX BTIC ON RUSSL 1000 TOT RETURN FUT R1B 03/2021 03/2022 7,800 USD 0.05
CME EQUITY INDEX RUSS 1000 TOT RETURN INDEX MARKER R1M 03/2021 03/2022 7,800 USD 0.05
CME EQUITY INDEX RUSSELL 1000 TOTAL RETURN INDEX FUT R1R 03/2021 03/2022 7,800 USD 0.05
CME EQUITY INDEX BTIC EMINI RUSSELL1000 INDEX FUT R1T 03/2021 03/2022 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 2000 GROWTH INDEX FUT R2G 03/2021 03/2022 4,700 USD 0.035
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 03/2021 03/2021 7,100 USD 40.000%
CME EQUITY INDEX RUSS 2000 TOT RETURN INDEX MARKER R2M 06/2021 03/2022 7,100 USD 25.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 03/2021 03/2021 7,100 USD 40.000%
CME EQUITY INDEX RUSSELL 2000 TOTAL RETURN INDEX FUT R2R 06/2021 03/2022 7,100 USD 25.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 03/2021 03/2021 7,100 USD 40.000%
CME EQUITY INDEX BTIC ON RUSS 2000 TOT RETURN FUT R2T 06/2021 03/2022 7,100 USD 25.000%
CME EQUITY INDEX EMINI RUSSELL 2000 VALUE INDEX FUTU R2V 03/2021 03/2022 7,500 USD 0.035
CME FX AFRICAN RAND FUTURES RA 01/2021 12/2022 1,800 USD 0.04
CME FX EURO FX/SF FUTURES RF 03/2021 06/2022 2,700 CHF 0.03
CME EQUITY INDEX BTIC EMINI RUSSELL 1000 GROWTH FUT RGT 03/2021 03/2022 7,200 USD 35.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 03/2021 03/2021 6,500 USD 45.000%
CME EQUITY INDEX BTIC ON EMINI RUSSELL 2000 INDEX FU RLT 06/2021 03/2022 6,500 USD 30.000%
CME FX U.S. DOLLARRENMINBI FUTURES RMB 01/2021 12/2023 2,300 USD 0.04
CME FX EURORENMINBI FUTURE RME 01/2021 06/2022 3,200 EUR 0.03
CME FX EURO FX/BP FUTURE RP 01/2021 06/2022 3,200 GBP 0.03
CME AGRICULTURE S&P GSCI ENHANCED ER SWAP FUT RRE 01/2021 04/2021 1,100 USD 0.04
CME EQUITY INDEX EMINI RUSSELL 1000 INDEX FUTURES RS1 03/2021 03/2022 6,000 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 GROWTH FUT RSG 03/2021 03/2022 7,200 USD 35.000%
CME EQUITY INDEX EMINI RUSSELL 1000 VALUE RSV 03/2021 03/2022 4,700 USD 0.05
CME EQUITY INDEX EMINI RUSSELL 2000 SYN MARKER RTI 03/2021 03/2022 7,500 USD 0.035
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 03/2021 03/2021 6,500 USD 45.000%
CME EQUITY INDEX TACO ON E-MINI RUSSEL 2000 FUTURES RTQ 06/2021 06/2021 6,500 USD 30.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 03/2021 03/2021 6,500 USD 45.000%
CME EQUITY INDEX EMINI RUSSELL 2000 INDEX FUTURES RTY 06/2021 03/2022 6,500 USD 30.000%
CME FX RU RUSSIAN RUBLE FUTURES RU 01/2021 12/2025 2,100 USD 0.06
CME EQUITY INDEX BTIC ON EMINI RUSSELL 1000 VALUE RVT 03/2021 03/2022 4,700 USD 0.05
CME FX EURO FX/JY FUTURE RY 03/2021 06/2022 300,000 JPY 0.03
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2021 12/2021 550 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2022 12/2022 650 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2023 12/2024 800 USD 30.000%
CME EQUITY INDEX S&P 500 ANNUAL DIVIDEND INDEX FUT SDA 12/2025 12/2031 1,000 USD 30.000%
CME REAL ESTATE SAN DIEGO CSI HOUSING INDEX FUTURE SDG 02/2021 02/2026 2,000 USD 0.01
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 03/2021 03/2021 900 USD 0.035
CME EQUITY INDEX S&P 500 QUARLY DIVIDEND INDEX FUT SDI 06/2021 03/2022 1,500 USD 0.035
CME FX SKR/USD CROSS RATE FUTURES SE 03/2021 06/2022 4,800 USD 0.02
CME AGRICULTURE SP GSCI-ER 2 MTH FOWARD INX SWP SE2 01/2021 04/2021 1,450 USD 0.04
CME AGRICULTURE GSCI-ER 3 MTH FOWARD INX SWPS SE3 01/2021 04/2021 1,400 USD 0.04
CME AGRICULTURE S&P-GSCI EXCESS RETURN INDEX SWAPS SEI 01/2021 04/2021 1,600 USD 0.04
CME AGRICULTURE SP GSCI SWAP FUTURES SES 01/2021 04/2021 1,600 USD 0.04
CME AGRICULTURE BTIC ON S&P-GSCI EXCESS RETURN INDE SET 01/2021 04/2021 1,600 USD 0.04
CME REAL ESTATE SAN FRANCISCO CSI HOUSING INDEX FUT SFR 02/2021 02/2026 1,800 USD 0.01
CME EQUITY INDEX S&P/ CITIGROUP GROWTH INDEX FUTURES SG 03/2021 06/2021 35,000 USD 0.035
CME EQUITY INDEX BTIC S&P 500 / GROWTH SGT 03/2021 06/2021 35,000 USD 0.035
CME FX INR/USD FUTURE SIR 01/2021 12/2022 1,400 USD 0.08
CME FX SFJY FUTURES SJ 03/2021 06/2022 700,000 JPY 0.02
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX MARKER SLI 03/2021 03/2022 3,400 USD 0.07
CME EQUITY INDEX S&P MLP TOTAL RETURN INDEX FUTURE SLP 03/2021 03/2022 3,400 USD 0.07
CME EQUITY INDEX BTIC ON S&P MLP TOTAL RETURN INDEX SLT 03/2021 03/2022 3,400 USD 0.07
CME EQUITY INDEX E-MINI S&P SMALLCAP INDEX FUT SMC 03/2021 03/2022 8,000 USD 0.035
CME EQUITY INDEX BTIC S&P SMALLCAP 600 INDEX FUT SMT 03/2021 03/2022 8,000 USD 0.035
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2020 12/2020 125 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2021 03/2021 150 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2021 06/2021 175 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2021 09/2021 180 GBP 35.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2021 12/2021 185 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2022 03/2022 190 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2022 06/2022 195 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2022 09/2022 200 GBP 30.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2022 03/2023 225 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2023 09/2023 250 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2023 03/2024 300 GBP 25.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2024 09/2024 325 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 12/2024 12/2024 345 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 03/2025 03/2025 375 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 06/2025 06/2025 400 GBP 15.000%
CME INTEREST RATES QUARTERLY IMM SONIA FUTURES SON 09/2025 09/2025 425 GBP 15.000%
CME EQUITY INDEX S&P 500 FUTURES SP 03/2021 03/2021 55,000 USD 45.000%
CME EQUITY INDEX S&P 500 FUTURES SP 06/2021 06/2021 55,000 USD 40.000%
CME EQUITY INDEX S&P 500 FUTURES SP 09/2021 12/2025 55,000 USD 26.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 03/2021 03/2021 190 USD 10.000%
CME INTEREST RATES 1 YR SYNTHETIC ED FUTURES SPREAD SPO 06/2021 12/2021 145 USD 10.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 01/2021 01/2021 180 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 02/2021 02/2021 255 USD 40.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 03/2021 03/2021 275 USD 35.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 04/2021 06/2021 275 USD 30.000%
CME INTEREST RATES ONE-MONTH SOFR FUTURES SR1 07/2021 01/2022 300 USD 30.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 12/2020 12/2020 145 USD 45.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2021 06/2021 180 USD 40.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2021 12/2021 180 USD 35.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2022 06/2022 190 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2022 12/2022 210 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2023 12/2023 215 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 03/2024 06/2025 250 USD 25.000%
CME INTEREST RATES THREE-MONTH SOFR FUTURES SR3 09/2025 06/2030 260 USD 25.000%
CME EQUITY INDEX S&P/ CITIGROUP VALUE FUTURES SU 03/2021 06/2021 20,000 USD 0.04
CME EQUITY INDEX BTIC S&P/ CITIGROUP VALUE FUTURE SUT 03/2021 06/2021 20,000 USD 0.04
CME EQUITY INDEX S&P 500 / GROWTH SYNT MARKER TGT 03/2021 06/2021 35,000 USD 0.035
CME EQUITY INDEX S&P SMALLCAP 600 INDEX SYNT MARKER TMT 03/2021 03/2022 8,000 USD 0.035
CME EQUITY INDEX BTIC ON YEN DENOMINATED TOPIX FUT TPB 03/2021 03/2022 575,000 JPY 35.000%
CME EQUITY INDEX YEN DENOMINATED TOPIX FUTURES TPY 03/2021 03/2022 575,000 JPY 35.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 03/2021 03/2021 6,500 USD 45.000%
CME EQUITY INDEX E-MINI RUSSELL 2000 FUTURES TACO MA TQ1 06/2021 06/2021 6,500 USD 30.000%
CME EQUITY INDEX BTIC ON S&P 500 TOTAL RETURN INDEX TRB 01/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX FUTURES TRI 01/2021 12/2027 11,000 USD 6.000%
CME FX TURKISH LIRA/US DOLLAR (TRY/USD) TRL 03/2021 06/2022 9,000 USD 45.000%
CME EQUITY INDEX S&P 500 TOTAL RETURN INDEX MARKER TRM 01/2021 12/2027 11,000 USD 6.000%
CME EQUITY INDEX S&P VALUE INDEX SYNT MARKER TST 03/2021 06/2021 20,000 USD 0.04
CME FX NKR/USD FUTURES UN 03/2021 06/2022 8,200 USD 0.02
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 01/2021 02/2021 15,500 USD 45.000%
CME EQUITY INDEX NASDAQ-100 VOL INDEX FUT VLQ 03/2021 04/2021 15,500 USD 30.000%
CME REAL ESTATE WASH DC CSI HOUSING INDEX FUTURES WDC 02/2021 02/2026 1,700 USD 0.01
CME EQUITY INDEX EMINI SP500 MATERIALS SECTOR INDEX XAB 03/2021 03/2022 5,200 USD 0.035
CME EQUITY INDEX EMINI SP 500 ENERGY SECTOR INDEX XAE 03/2021 03/2022 4,000 USD 0.035
CME EQUITY INDEX EMINI SP500 - FINANCIAL SECT INDEX XAF 03/2021 03/2022 7,500 USD 35.000%
CME EQUITY INDEX EMINI SP500-INDUSTRIAL SECTOR INDEX XAI 03/2021 03/2022 6,700 USD 0.035
CME EQUITY INDEX EMINI SP500-TECHNOLOGY SECTOR INDEX XAK 03/2021 03/2022 9,500 USD 35.000%
CME EQUITY INDEX EMINI SP 500 CONS STAPLES SECTOR IX XAP 03/2021 03/2022 3,500 USD 0.035
CME EQUITY INDEX REAL ESTATE SELECT SECTOR FUTURES XAR 03/2021 03/2022 3,250 USD 35.000%
CME EQUITY INDEX EMINI SP500-UTILITIES SECTOR INDEX XAU 03/2021 03/2022 4,800 USD 35.000%
CME EQUITY INDEX EMINI SP500- HEALTH CARE SECT INDEX XAV 03/2021 03/2022 7,100 USD 35.000%
CME EQUITY INDEX E-MINI SP500 CONS DISCRET SECTOR IX XAY 03/2021 03/2022 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SERVICES SELECT SECTOR XAZ 03/2021 03/2022 5,000 USD 25.000%
CME EQUITY INDEX BTIC SP 500 MATERIALS SEL SECTOR XBT 03/2021 03/2022 5,200 USD 0.035
CME EQUITY INDEX BTIC SP 500 ENERGY SELECT SECTOR XET 03/2021 03/2022 4,000 USD 0.035
CME EQUITY INDEX BTIC SP 500 FINANCIAL SECTOR TIC XFT 03/2021 03/2022 7,500 USD 35.000%
CME EQUITY INDEX BTIC SP 500 INDUSTTRIAL SECTOR TIC XIT 03/2021 03/2022 6,700 USD 0.035
CME EQUITY INDEX BTIC SP 500 TECHNOLOGY SECTOR TIC XKT 03/2021 03/2022 9,500 USD 35.000%
CME EQUITY INDEX BTIC CONSUMER STAPLES SECTOR TIC XPT 03/2021 03/2022 3,500 USD 0.035
CME EQUITY INDEX E-MINI REAL ESTATE INDEX MARKER XRI 03/2021 03/2022 3,250 USD 35.000%
CME EQUITY INDEX BTIC REAL ESTATE SELECT INDEX FUT XRT 03/2021 03/2022 3,250 USD 35.000%
CME EQUITY INDEX BTIC SP 500 UTILITIES SEL SECTOR XUT 03/2021 03/2022 4,800 USD 35.000%
CME EQUITY INDEX BTIC SP 500 HEALTH CARE SECTOR TIC XVT 03/2021 03/2022 7,100 USD 35.000%
CME EQUITY INDEX BTIC E-MINI SP500 CONS DISCRET TAI XYT 03/2021 03/2022 9,500 USD 35.000%
CME EQUITY INDEX E-MINI COM SELECT SECTOR MARKER XZI 03/2021 06/2021 5,000 USD 25.000%
CME EQUITY INDEX BTIC ON E-MINI COM SERVICES SECTOR XZT 03/2021 03/2022 5,000 USD 25.000%
CME FX POLISH ZLOTY/EURO CROSS RATE FUT Z 03/2021 06/2022 2,700 EUR 0.03
CME FX U.S. DOLLAR S.A. RAND FUTURES ZAR 01/2021 12/2022 110,000 ZAR 0.07