Asset Class Navigation

Cash-settled Butter Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 75%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 12 A All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 10 B All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 12 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 B All dates 75%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 2 A All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 75%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 10 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 75%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 12 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 B All dates 75%
RSV - EMINI RUSSELL 1000 VALUE 2 A All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 3 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 3 A All dates
CME EQUITY INDEX XAP - EMINI SP 500 CONS STAPLES SECTOR IX Delta 2 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 6 B All dates 75%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 5 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 08/2018 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 2 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 100 A 07/2018 10/2018
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 10/2018 05/2020
DY - CME DRY WHEY FUTURES 27 B 06/2018 07/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 75%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME AGRICULTURE DY - CME DRY WHEY FUTURES Delta 27 B 06/2018 07/2018 90%
CSC - CASH CHEESE FUTURES 96 B 11/2018 05/2020
DA - CLASS III MILK FUTURES 100 A 11/2018 05/2020
DB - CASH BUTTER FUTURES 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A 07/2018 10/2018
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 90%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 1 A All dates 90%
ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A 11/2018 05/2020
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 75%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 4 A 07/2018 10/2018
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A 07/2018 10/2018
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 06/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A 07/2018 10/2018
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 1 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A 06/2018 06/2018
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2018 05/2020 75%
DA - CLASS III MILK FUTURES 1 A 07/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A All dates
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 75%
ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 75%
ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2018 05/2020 75%
DA - CLASS III MILK FUTURES 1 A 11/2018 05/2020
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 6 A All dates 75%
ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 5 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2018 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 09/2019 06/2020
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 90%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2018 06/2019 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2018 05/2020 75%
DA - CLASS III MILK FUTURES 1 A 06/2018 06/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 06/2018 06/2018 75%
DA - CLASS III MILK FUTURES 1 A 06/2018 06/2018
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 90%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2018 06/2019 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 90%
LAX - LOS ANGELES CSI HOUSING INDEX FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2018 09/2018 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2018 06/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 4 A 11/2018 05/2020
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A 11/2018 05/2020
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A 11/2018 05/2020
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 4 A 07/2018 10/2018
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A 07/2018 10/2018
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 4 A 06/2018 06/2018
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A 06/2018 06/2018
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A All dates
DY - CME DRY WHEY FUTURES 1 B 08/2018 05/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A All dates
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2018 10/2018 90%
DA - CLASS III MILK FUTURES 4 A 06/2018 06/2018
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 4 A 11/2018 05/2020
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A 11/2018 05/2020
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 11/2018 05/2020 90%
DA - CLASS III MILK FUTURES 4 A 06/2018 06/2018
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 B All dates 74%
RSG - EMINI RUSSELL 1000 GROWTH FUT 2 A All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 3 A All dates 74%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A 06/2018 06/2018
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 06/2018 06/2018 90%
DA - CLASS III MILK FUTURES 4 A All dates
DY - CME DRY WHEY FUTURES 1 B 06/2018 07/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 1 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 1 A All dates 90%
ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 73%
EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES 2 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 1 B All dates 72%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 2 A All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 1 A All dates 72%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 1 B All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 1 B All dates 71%
RSG - EMINI RUSSELL 1000 GROWTH FUT 2 A All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 1 B All dates 70%
TPY - YEN DENOMINATED TOPIX FUTURES 1 A All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 1 B All dates 70%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 A All dates
CME FX 1JY - E-MICRO USD/JPY FUT Delta 16 B All dates 70%
BY - BPJY FUTURE 1 A All dates
CME FX CY - CD/JY FUTURES Delta 1 A All dates 70%
JY - JAPANESE YEN FUTURES 1 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 1 B All dates 70%
TPY - YEN DENOMINATED TOPIX FUTURES 1 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 70%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 10 A All dates
CME EQUITY INDEX SMP - S&P SMALLCAP 600 FUTURES Delta 10 A All dates 70%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 70%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 10 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 10 B All dates 70%
CME BU5 - 5-YR EURODOLLAR BUNDLE FUTURE 1 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 70%
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX 17 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 70%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 2 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 70%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 12 A All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 2 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 1 B All dates 70%
RSV - EMINI RUSSELL 1000 VALUE 2 A All dates
CME CRUDE OIL GCO - S&P GSCI-ER CRUDE SWAP Delta 10 A All dates 70%
NYM NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 70%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 3 A All dates
CME FX CZ - CZECH KORUNA FUTURES Delta 2 A All dates 70%
EC - EURO FUTURE 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP 1 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 70%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 4 B All dates 70%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 A All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 1 A All dates 70%
PZ - POLISH ZLOTY FUTURES 1 B All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 3 A All dates 70%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 1 B All dates 70%
RSV - EMINI RUSSELL 1000 VALUE 1 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 3 A All dates 70%
ZD9120 - ERIS 20-YR INT RATE SWAP 2 B All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 3 B All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZD9230 - 30-YR INT RATE SWAP SEC COUPON 3 B All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 70%
ZD9120 - ERIS 20-YR INT RATE SWAP 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 70%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 70%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 3 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 5 A All dates 70%
ZD9230 - 30-YR INT RATE SWAP SEC COUPON 3 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 B All dates 70%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 5 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 B All dates 70%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 5 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 5 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 1 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 2 A All dates
CME REAL ESTATE LAV - LAS VEGAS CSI HOUSING INDEX FUTURES Delta 1 B All dates 70%
LAX - LOS ANGELES CSI HOUSING INDEX FUT 1 A All dates
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 70%
LAV - LAS VEGAS CSI HOUSING INDEX FUTURES 1 B All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 B All dates 70%
ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 2 A All dates
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 70%
CUS - COMP CITIES CSI HOUSING INDEX FUT 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 2 A All dates
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 70%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 70%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE NYM - NEW YORK CSI HOUSING INDEX FUTURES Delta 1 A All dates 70%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 70%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 70%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 70%
LAX - LOS ANGELES CSI HOUSING INDEX FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 70%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 70%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 70%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 70%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
ZC9107 - ERIS 7-YR INT RATE SWAP 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 1 A All dates 70%
ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9107 - ERIS 7-YR INT RATE SWAP 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 06/2020 70%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 1 A All dates 70%
ZC9107 - ERIS 7-YR INT RATE SWAP 1 B All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2025 06/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2027 06/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2026 06/2027
CME EQUITY INDEX EME - EMINI S&P 500 EURO DENOMINATED FUTU Delta 50 A All dates 99%
SP - S&P 500 FUTURES 13 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2019 06/2019
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 5 A All dates 70%
ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2021 06/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2027 06/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2024 06/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2026 06/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2025 06/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 06/2020 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2020 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2019 05/2021 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 06/2018 10/2018
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2018 06/2019 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2018 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2019 05/2019 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 06/2018 10/2018
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 5 A All dates 70%
ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2018 06/2019 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2018 01/2019 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 06/2018 10/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B All dates 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2018 10/2018 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 06/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2018 09/2018 70%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 10/2018
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 2 A All dates 69%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 67%
XAF - EMINI SP500 - FINANCIAL SECT INDEX 3 A All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 1 A All dates 67%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 100 A All dates 66%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 1 A All dates 66%
IBV - USD-DENOMINATED IBOVESPA INDEX 1 B All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 66%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 66%
NE - NEW ZEALAND FUTURES 1 B All dates
CME FX BY - BPJY FUTURE Delta 1 A All dates 65%
CY - CD/JY FUTURES 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 65%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 A All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 1 B All dates 65%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 1 A All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 A All dates 65%
FX JY - JAPANESE YEN FUTURES 1 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 2 B All dates 65%
TPY - YEN DENOMINATED TOPIX FUTURES 15 A All dates
CME EQUITY INDEX TPY - YEN DENOMINATED TOPIX FUTURES Delta 3 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME FX 1JY - E-MICRO USD/JPY FUT Delta 64 B All dates 65%
RY - EURO FX/JY FUTURE 3 A All dates
CME FX NE - NEW ZEALAND FUTURES Delta 2 A All dates 65%
RY - EURO FX/JY FUTURE 5 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 65%
XAV - EMINI SP500- HEALTH CARE SECT INDEX 10 A All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 10 A All dates 65%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 65%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 10 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 2 A All dates 65%
NQ - E-MINI NASDAQ 100 FUTURES 3 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 65%
XAF - EMINI SP500 - FINANCIAL SECT INDEX 12 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 A All dates 65%
SMP - S&P SMALLCAP 600 FUTURES 2 B All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 2 A All dates 65%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 2 B All dates 65%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 B All dates 65%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 A All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 1 A All dates 65%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 1 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 7 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 65%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 65%
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 65%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 65%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 2 A All dates 65%
LC - LIVE CATTLE FUTURES 3 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2022 06/2023 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2021 06/2022 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2021 06/2022 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2022 06/2023 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2022 06/2023
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2023 06/2024 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2025 06/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2024 06/2025 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2025 06/2026 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2023 06/2024 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2024 06/2025
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2025 06/2026 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2024 06/2025 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2020 06/2021 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2020 06/2021 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2021 06/2022 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2022 06/2023 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2021 06/2022 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2021 06/2022 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2022 06/2023 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2021 06/2022 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2022 06/2023 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2022 06/2023 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2024 06/2025 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2025 06/2026 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2023 06/2024 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2024 06/2025 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2023 06/2024 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2025 06/2026 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2024 06/2025 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2023 06/2024 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2025 06/2026 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2023 06/2024 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2024 06/2025 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2025 06/2026 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2020 06/2021 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2020 06/2021 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2020 06/2021 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2020 06/2021 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 65%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 2 A All dates
CME AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Delta 1 B All dates 65%
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP 1 A All dates
CME AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Delta 1 B All dates 65%
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP 1 A 06/2018 04/2020
CME AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Delta 1 A All dates 65%
OPF - USD MALAYSIAN PALM OLEIN CAL FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 06/2020 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 65%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 A All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 1 A All dates 65%
OPF - USD MALAYSIAN PALM OLEIN CAL FUT 1 B All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 1 B All dates 65%
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 1 A All dates 65%
NF - NONFAT DRY MILK FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 65%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 5 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 65%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 6 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 A All dates 65%
CME GA - GSCI ER FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 05/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 05/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 05/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 05/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2018 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 05/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 05/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 05/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 05/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 05/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 05/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 06/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 05/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026