Product Margins
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.
SPAN 2 framework
As part of the SPAN 2 framework's initial Go-Live on July 21, in-scope Energy products will now display both the SPAN framework's legacy margins and the SPAN 2 framework's indicative margins.
Exchange | Asset Class | Product | Product Code | Period | Maintenance Long | Maintenance Short |
---|---|---|---|---|---|---|
Exchange | Asset Class | Product | Product Code | Period | Maintenance Long | Maintenance Short |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 06/2025 | 12,753 USD | 11,944 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 09/2025 | 12,770 USD | 12,006 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 12/2025 | 12,780 USD | 11,887 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 03/2026 | 12,802 USD | 11,865 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 06/2026 | 12,821 USD | 11,869 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 09/2026 | 12,838 USD | 11,970 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 12/2026 | 12,857 USD | 11,960 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 03/2027 | 12,874 USD | 11,958 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 06/2027 | 12,905 USD | 11,956 USD |
CBT | EQUITY INDEX | ADJ INT RATE DOW TOT RTN EFFR FUT | ADR | 12/2027 | 12,937 USD | 12,030 USD |
CBT | EQUITY INDEX | DOW JONES US REAL ESTATE FUT | JR | 06/2025 | 2,565 USD | 2,212 USD |
CBT | EQUITY INDEX | DOW JONES US REAL ESTATE FUT | JR | 09/2025 | 2,561 USD | 2,167 USD |
resources
Performance Bonds/Margin
Clearing
contacts
Clearing System Password Help
+1 312 930 3444
General Clearing Division
+1 312 930 3170
Deliveries
+1 312 930 3172
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