List of Historical Margins by Name
Historical margin data, including beyond the last 5 years, is now available on CME DataMine. Historical datasets in CSV format can be accessed at the following link for all CME Group Exchange listed products. For margin data on any listed products within the last 5 years not available below, please reach out to clearing.riskmanagement@cmegroup.com
Agriculture
| Clearing Code | Product Name | 2019 - Present |
|---|---|---|
| 06 | Soybean Meal | |
| 07 | Soybean Oil | |
| 48 | Live Cattle | |
| 62 | Feeder Cattle | |
| C | Corn | |
| LN | Lean Hogs | |
| S | Soybeans | |
| W | Wheat |
Energy
| Clearing Code | Product Name | 2019 - October 19, 2023 | October 20, 2023 - Present* |
|---|---|---|---|
| CL | Light Sweet Crude Oil (WTI) | ||
| NG | Natural Gas (Henry Hub) | ||
| RB | RBOB Gasoline | ||
| HO | Heating Oil |
*Last SPAN2 migration date for core energy products
Equity
| Clearing Code | Product Name | 2019-Present |
|---|---|---|
| SP | S&P 500 | |
| 11 | Dow Jones ($10) | |
| NK | Nikkei 225 (Dollar) | |
| ND | NASDAQ-100 |
Interest Rates
| Clearing Code | Product Name | 2019 - present |
|---|---|---|
| UBE | Ultra T-Bond | |
| 17 | 30-Year U.S. Treasury Bond | |
| 21 | 10-Year U.S. Teasury Note | |
| 25 | 5-Year U.S. Teasury Note | |
| 26 | 2-Year U.S. Teasury Note | |
| 41 | 30-Day Federal Funds Rate | |
| TN | Ultra 10-YR US Treasury Note | |
| SR1 | One-Month SOFR Futures | |
| SR3 | Three-Month SOFR Futures | |
| Clearing Code | Product Name | 2019 - 2023* |
| ED | EuroDollar |
* Please note that this contract was delisted on 6/19/23.
Metals
FX
| Clearing Code | Product Name | 2019 - Present |
|---|---|---|
| AD | Australian Dollar | |
| BP | British Pound | |
| CD | Canadian Dollar | |
| EC | Euro Currency | |
| JY | Japanese Yen | |
| NE | New Zealand Dollar | |
| SF | Swiss Franc |
