Swiss Franc Margins
| Start Period | End Period | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| CME | WEATHER | CME-PORTLAND HDD FUTURE | H7 | 11/2020 | 11/2023 | 2,132 USD | 25.000% | ||
| CME | WEATHER | CME-PORTLAND HDD FUTURE | H7 | 01/2024 | 10/2025 | 20.0% | 25.000% | ||
| CME | WEATHER | CME-PORTLAND HDD NOV STRIP | H7X | 03/2020 | 03/2020 | 4.0% | 25.000% | ||
| CME | WEATHER | CME-PORTLAND HDD DEC STRIP | H7Z | 02/2020 | 02/2020 | 4.0% | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 12/2019 | 12/2021 | 2,817 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 01/2020 | 01/2022 | 3,180 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 02/2020 | 02/2022 | 2,796 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 03/2020 | 03/2020 | 1,048 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 04/2020 | 04/2020 | 24 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 10/2020 | 11/2020 | 2,008 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 03/2021 | 03/2021 | 2,073 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 04/2021 | 04/2021 | 1,737 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 10/2021 | 11/2021 | 2,004 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 03/2022 | 03/2022 | 2,411 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 04/2022 | 04/2022 | 1,187 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 10/2022 | 10/2022 | 1,911 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS MONTH HDD FUTURES | HQ | 11/2022 | 11/2022 | 2,178 USD | 30 | ||
| CME | WEATHER | MINNEAPOLIS HEATING SEASONAL STRIP | HQX | 03/2020 | 03/2020 | 4,550 USD | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS HEATING SEASONAL STRIP | HQZ | 02/2020 | 02/2020 | 2,973 USD | 25.000% | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 12/2019 | 12/2019 | 1,451 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 01/2020 | 01/2020 | 1,358 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 02/2020 | 02/2020 | 962 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 03/2020 | 03/2020 | 744 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 04/2020 | 04/2020 | 492 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 10/2020 | 02/2021 | 455 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 03/2021 | 03/2021 | 448 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 04/2021 | 04/2021 | 367 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 10/2021 | 10/2021 | 84 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 11/2021 | 11/2021 | 861 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 12/2021 | 12/2021 | 1,308 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 01/2022 | 01/2022 | 1,194 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 02/2022 | 02/2022 | 1,261 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 03/2022 | 03/2022 | 908 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 04/2022 | 04/2022 | 292 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 10/2022 | 10/2022 | 237 USD | 30 | ||
| CME | WEATHER | SACRAMENTO MONTHLY HDD FUTURES | HS | 11/2022 | 11/2022 | 13.0% | 30 | ||
| CME | WEATHER | SACRAMENTO HEATING SEASONAL STRIP F | HSX | 03/2020 | 03/2020 | 1,362 USD | 250 | ||
| CME | WEATHER | SACRAMENTO HEATING SEASONAL STRIP F | HSZ | 02/2020 | 02/2020 | 927 USD | 250 | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 04/2020 | 07/2020 | 747 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 08/2020 | 08/2020 | 792 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 09/2020 | 09/2020 | 666 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 10/2020 | 10/2020 | 270 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 04/2021 | 10/2021 | 271 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 04/2022 | 04/2022 | 257 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 05/2022 | 05/2022 | 268 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 06/2022 | 06/2022 | 890 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 07/2022 | 07/2022 | 1,172 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 08/2022 | 08/2022 | 1,182 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 09/2022 | 09/2022 | 728 USD | 25.000% | ||
| CME | WEATHER | K0 LAS VEGAS CDD FUTURES | K0 | 10/2022 | 10/2022 | 163 USD | 25.000% | ||
| CME | WEATHER | LAS VEGAS SEASONAL STRIP CDD | K0K | 09/2020 | 09/2020 | 1,500 USD | 25.000% | ||
| CME | WEATHER | LAS VEGAS SEASONAL STRIP CDD FUTURE | K0N | 08/2020 | 08/2020 | 833 USD | 25.000% | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 04/2020 | 07/2020 | 843 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 08/2020 | 08/2020 | 863 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 09/2020 | 09/2020 | 754 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 10/2020 | 10/2020 | 362 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 04/2021 | 10/2021 | 219 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 04/2022 | 04/2022 | 258 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 05/2022 | 05/2022 | 997 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 06/2022 | 06/2022 | 1,070 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 07/2022 | 07/2022 | 1,359 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 08/2022 | 08/2022 | 1,471 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 09/2022 | 09/2022 | 1,459 USD | 30 | ||
| CME | WEATHER | K1 ATLANTA CDD FUTURES | K1 | 10/2022 | 10/2022 | 449 USD | 30 | ||
| CME | WEATHER | ATLANTA COOLING SEASONAL STRIP FUTU | K1K | 09/2020 | 09/2020 | 2,241 USD | 25.000% | ||
| CME | WEATHER | ATLANTA COOLING SEASONAL STRIP FUTU | K1N | 08/2020 | 08/2020 | 1,033 USD | 25.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 04/2020 | 07/2020 | 609 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 08/2020 | 08/2020 | 546 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 09/2020 | 09/2020 | 1,027 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 10/2020 | 10/2020 | 151 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 04/2021 | 10/2021 | 82 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 04/2022 | 04/2022 | 24 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 05/2022 | 05/2022 | 157 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 06/2022 | 06/2022 | 1,740 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 07/2022 | 07/2022 | 2,146 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 08/2022 | 08/2022 | 1,421 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 09/2022 | 09/2022 | 841 USD | 30.000% | ||
| CME | WEATHER | K2 CHICAGO CDD FUTURES | K2 | 10/2022 | 10/2022 | 70 USD | 30.000% | ||
| CME | WEATHER | CHICAGO COOLING SEASONAL STRIP FUTU | K2K | 09/2020 | 09/2020 | 1,832 USD | 25.000% | ||
| CME | WEATHER | CHICAGO COOLING SEASONAL STRIP FUTU | K2N | 08/2020 | 08/2020 | 1,242 USD | 25.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 04/2020 | 07/2020 | 973 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 08/2020 | 08/2020 | 935 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 09/2020 | 09/2020 | 820 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 10/2020 | 10/2020 | 269 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 04/2021 | 10/2021 | 160 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 04/2022 | 04/2022 | 32 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 05/2022 | 06/2022 | 1,997 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 07/2022 | 07/2022 | 2,183 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 08/2022 | 08/2022 | 2,208 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 09/2022 | 09/2022 | 2,004 USD | 30.000% | ||
| CME | WEATHER | K3 CINCINNATI CDD FUTURES | K3 | 10/2022 | 10/2022 | 340 USD | 30.000% | ||
| CME | WEATHER | CINCINNATI COOLING SEASONAL STRIP F | K3K | 09/2020 | 09/2020 | 1,624 USD | 25.000% | ||
| CME | WEATHER | CINCINNATI COOLING SEASONAL STRIP F | K3N | 08/2020 | 08/2020 | 864 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 04/2020 | 06/2020 | 956 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 07/2020 | 09/2022 | 960 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 08/2020 | 08/2020 | 912 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 09/2020 | 09/2020 | 1,037 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 10/2020 | 10/2020 | 447 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 04/2021 | 10/2021 | 159 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 04/2022 | 04/2022 | 927 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 05/2022 | 08/2022 | 970 USD | 25.000% | ||
| CME | WEATHER | K4 NEW YORK CDD FUTURES | K4 | 10/2022 | 10/2022 | 140 USD | 25.000% | ||
| CME | WEATHER | NEW YORK COOLING SEASONAL STRIP FUT | K4K | 09/2020 | 09/2020 | 1,398 USD | 25.000% | ||
| CME | WEATHER | NEW YORK COOLING SEASONAL STRIP FUT | K4N | 08/2020 | 08/2020 | 904 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 04/2020 | 07/2020 | 900 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 08/2020 | 08/2020 | 890 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 09/2020 | 09/2020 | 934 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 10/2020 | 10/2020 | 408 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 04/2021 | 10/2021 | 360 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 04/2022 | 08/2022 | 912 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 09/2022 | 09/2022 | 1,118 USD | 25.000% | ||
| CME | WEATHER | K5 DALLAS CDD FUTURES | K5 | 10/2022 | 10/2022 | 338 USD | 25.000% | ||
| CME | WEATHER | DALLAS COOLING SEASONAL STRIP FUTUR | K5K | 09/2020 | 09/2020 | 2,844 USD | 25.000% | ||
| CME | WEATHER | DALLAS COOLING SEASONAL STRIP FUTUR | K5N | 08/2020 | 08/2020 | 1,441 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 04/2020 | 04/2024 | 12 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 05/2020 | 05/2024 | 80 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 06/2020 | 06/2023 | 252 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 07/2020 | 07/2023 | 716 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 08/2020 | 08/2023 | 812 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 09/2020 | 09/2023 | 296 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 10/2020 | 10/2023 | 8 USD | 25.000% | ||
| CME | WEATHER | K7 PORTLAND CDD FUTURES | K7 | 06/2024 | 10/2025 | 20.0% | 25.000% | ||
| CME | WEATHER | CME-PORTLAND CDD MAY STRIP FUTURE | K7K | 09/2020 | 09/2020 | 4.0% | 25.000% | ||
| CME | WEATHER | CME-PORTLAND CDD JUL STRIP FUTURE | K7N | 08/2020 | 08/2020 | 4.0% | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTHLY CDD FUTURES | KQ | 04/2020 | 10/2021 | 47 USD | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTHLY CDD FUTURES | KQ | 04/2022 | 10/2022 | 21.0% | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTHLY CDD FUTURES | KQ | 05/2022 | 05/2022 | 80 USD | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTHLY CDD FUTURES | KQ | 06/2022 | 06/2022 | 651 USD | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTHLY CDD FUTURES | KQ | 07/2022 | 07/2022 | 1,349 USD | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTHLY CDD FUTURES | KQ | 08/2022 | 08/2022 | 786 USD | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS MONTHLY CDD FUTURES | KQ | 09/2022 | 09/2022 | 471 USD | 25.000% | ||
| CME | WEATHER | MINNEAPOLIS COOLING SEASONAL STRIP | KQK | 09/2020 | 09/2020 | 1,382 USD | 250 | ||
| CME | WEATHER | MINNEAPOLIS COOLING SEASONAL STRIP | KQN | 08/2020 | 08/2020 | 884 USD | 250 | ||
| CME | WEATHER | SACRAMENTO MONTHLY CDD FUTURES | KS | 04/2020 | 07/2020 | 999 USD | 25.000% | ||
| CME | WEATHER | SACRAMENTO MONTHLY CDD FUTURES | KS | 08/2020 | 08/2020 | 1,166 USD | 25.000% | ||
| CME | WEATHER | SACRAMENTO MONTHLY CDD FUTURES | KS | 09/2020 | 09/2020 | 1,193 USD | 25.000% | ||
| CME | WEATHER | SACRAMENTO MONTHLY CDD FUTURES | KS | 10/2020 | 10/2020 | 168 USD | 25.000% | ||
| 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 COOLING SEASONAL STRIP F | KSK | 09/2020 | 09/2020 | 1,400 USD | 25.000% | ||
| CME | WEATHER | SACRAMENTO COOLING SEASONAL STRIP F | KSN | 08/2020 | 08/2020 | 1,441 USD | 25.000% | ||
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