Asset Class Navigation

KC HRW Wheat Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 65%
F1U - 5-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 2 A All dates 65%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 5 A All dates 65%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 2 B 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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2018 11/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2018 11/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2018 11/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2018 11/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2018 11/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 05/2018 07/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2017 02/2018
CME EQUITY INDEX XAV - EMINI SP500- HEALTH CARE SECT INDEX Delta 3 A All dates 62%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 60%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 5 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 60%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 5 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 60%
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 5 A All dates
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 60%
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 5 A All dates 60%
B1U - 30-YEAR USD MAC SWAP FUTURES 3 B All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE Delta 1 A All dates 60%
CBT DGS - BLOOMBERG COMMODITY INDEX SWAPS 5 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME EQUITY INDEX XAP - EMINI SP 500 CONS STAPLES SECTOR IX Delta 2 A All dates 60%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 4 A All dates 60%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 60%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 1 A All dates 60%
7I - 7-YR INTEREST RATE SWAP FUT 2 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 A All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 60%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES BU2 - 2-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 60%
CBT 26 - 2 YEAR TREASURY NOTE FUTURES 7 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 4 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 9 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES NG - 5-YR INTEREST RATE SWAP FUTURES Delta 5 A All dates 60%
17 - 30 YR U.S. TREASURY BOND FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZB9205 - ERIS 5-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 60%
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 60%
21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
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 5 A All dates 60%
21 - 10Y TREASURY NOTE FUTURES 4 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 A All dates
CBT INTEREST RATES 7I - 7-YR INTEREST RATE SWAP FUT Delta 1 A All dates 60%
NG - 5-YR INTEREST RATE SWAP FUTURES 2 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES 7I - 7-YR INTEREST RATE SWAP FUT Delta 1 A All dates 60%
21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 95%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 60%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 60%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 60%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A All dates 60%
CBT 66 - 10Y INTEREST RATE SWAP FUTURES 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 95%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES Delta 1 A All dates 60%
CBT DGS - BLOOMBERG COMMODITY INDEX SWAPS 5 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 60%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 60%
25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 4 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 4 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 4 A All dates 60%
21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 60%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT AGRICULTURE WEU - EU WHEAT FUTURES Delta 1 A All dates 60%
W - WHEAT FUTURES 1 B All dates
CBT AGRICULTURE WEU - EU WHEAT FUTURES Delta 1 A All dates 60%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 60%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 12/2018 11/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 2 A All dates 60%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 2 A All dates 60%
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 60%
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 08/2018 11/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2018 09/2018 60%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2018 09/2018 60%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2017 02/2018 60%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2018 11/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 2 A All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 60%
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 60%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2017 02/2018
CME EQUITY INDEX FTU - EMINI USD FTSE 100 INDEX FUTURE Delta 2 A All dates 58%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 55%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 1 A All dates 55%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 2 A All dates 55%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 95%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 4 A All dates 55%
I3 - 30Y INTEREST RATE SWAP FUTU 3 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 95%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 1 A All dates 55%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 55%
B1U - 30-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 12/2017 01/2018 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 12/2017 12/2017
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 3 A All dates 55%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 55%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 3 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 02/2018 12/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 12/2017 12/2017
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 12/2017 01/2018 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 01/2018 11/2020
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 55%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 55%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 55%
25 - 5 YR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 55%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 55%
N1E - 10-YEAR EURO MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 55%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 95%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 7 A All dates 55%
CBT 66 - 10Y INTEREST RATE SWAP FUTURES 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 95%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 1 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2018 09/2018 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 5 A All dates 54%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 51%
JR - DJ US REAL ESTATE INDEX 2 B All dates
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 50%
CBT 25 - 5 YR TREASURY NOTE FUTURES 5 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 A All dates 50%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 1 B All dates
CBT AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 50%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 5 A All dates
CBT AGRICULTURE UME - UREA (GRANULAR) FOB MIDDLE EAST FUT Delta 1 A All dates 50%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME EQUITY INDEX IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX Delta 5 A All dates 50%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX XAU - EMINI SP500-UTILITIES SECTOR INDEX Delta 3 A All dates 50%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 50%
17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
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 50%
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 5 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 5 A All dates
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
E1U - 20-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 50%
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 1 A All dates 50%
41 - 30 DAY FED FUND FUTURES 8 B 05/2018 07/2018
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 4 A All dates 50%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2018 09/2019 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 50%
CBT E1U - 20-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2018 09/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2017 02/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 50%
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 50%
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 3 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 4 A All dates 50%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 A All dates 50%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 5 B 12/2021 09/2022 50%
CBT 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2020 09/2021
CBT AGRICULTURE UME - UREA (GRANULAR) FOB MIDDLE EAST FUT Delta 1 A All dates 50%
UFN - UREA (GRANULAR) FOB U.S. GULF SWAP 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
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 50%
T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT AGRICULTURE UME - UREA (GRANULAR) FOB MIDDLE EAST FUT Delta 1 A All dates 50%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 50%
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 50%
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
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 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 A All dates 50%
DFL - DAP FOB NOLA SWAP 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2017 02/2018
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 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 AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE 14 - ROUGH RICE FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 50%
S - SOYBEAN FUTURES 2 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 50%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 50%
25 - 5 YR TREASURY NOTE FUTURES 3 B All dates
CBT INTEREST RATES NG - 5-YR INTEREST RATE SWAP FUTURES Delta 2 A All dates 50%
7I - 7-YR INTEREST RATE SWAP FUT 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 50%
21 - 10Y TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 50%
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 4 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 2 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 4 A All dates 50%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 50%
41 - 30 DAY FED FUND FUTURES 3 B 08/2018 11/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2018 09/2018 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 50%
41 - 30 DAY FED FUND FUTURES 3 B 05/2018 07/2018
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
W - WHEAT FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2017 02/2018 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 4 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 4 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 4 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 4 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 50%
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 6 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2017 02/2018
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 50%
F1U - 5-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 50%
F1U - 5-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
WEU - EU WHEAT FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2017 02/2018 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2018 07/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 A All dates 90%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 2 A All dates 48%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 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
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 12/2017 01/2018 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 12/2017 01/2018 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 12/2017 01/2018 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 5 A All dates 45%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 02/2018 01/2022 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
NYM REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT Delta 1 A 02/2018 12/2020 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 02/2018 01/2022 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 45%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 12/2017 01/2018 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
NYM REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT Delta 1 A 02/2018 12/2020 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 02/2018 01/2022 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 02/2018 01/2022 45%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 7 A 12/2018 11/2020 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 12/2017 06/2023
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 45%
CME FC - FEEDER CATTLE FUTURES 1 A All dates
CME LC - LIVE CATTLE FUTURES 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 A 08/2018 11/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 12/2017 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 10 A 05/2018 07/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 12/2017 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 20 A 12/2017 12/2017 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 12/2017 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 15 A 01/2018 04/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 12/2017 06/2023
CME INTEREST RATES BU2 - 2-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 10 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 45%
DFT - DAP FOB TAMPA SWAP 1 B All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 45%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 45%
W - WHEAT FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 45%
14 - ROUGH RICE FUTURES 1 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 45%
T1E - 2-YEAR EURO MAC SWAP FUTURES 1 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 1 A All dates 45%
CBT 07 - SOYBEAN OIL FUTURES 1 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 12/2018 11/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 08/2018 11/2018
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 1 A All dates 45%
CBT 07 - SOYBEAN OIL FUTURES 1 B All dates
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%
25 - 5 YR TREASURY NOTE FUTURES 1 B 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 INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2018 09/2019 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 04/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 02/2018 12/2020 89%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 01/2018 11/2020
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 87%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 40%
CME BU5 - 5-YR EURODOLLAR BUNDLE FUTURE 50 B All dates
CBT INTEREST RATES NG - 5-YR INTEREST RATE SWAP FUTURES Delta 5 A All dates 40%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT AGRICULTURE UFU - UAN FOB NOLA SWAP Delta 1 A All dates 40%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 1 B All dates
CME EQUITY INDEX XAR - REAL ESTATE SELECT SECTOR FUTURES Delta 2 A All dates 40%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 40%
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 40%
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 4 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2017 03/2018 40%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 01/2018 11/2020
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 05/2018 12/2021 40%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 01/2018 11/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 40%
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 40%
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT AGRICULTURE UFU - UAN FOB NOLA SWAP Delta 1 A All dates 40%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 40%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 40%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 6 A All dates 85%
CME SP - S&P 500 FUTURES 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 40%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 40%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 40%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 40%
N1E - 10-YEAR EURO MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 40%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 5 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 40%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 40%
T1U - 2-YEAR USD MAC SWAP FUTURES 4 B All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 40%
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 40%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 4 A All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 7 A All dates 40%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 2 A All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 40%
O - OATS FUTURES 5 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 40%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 A All dates 40%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 4 A All dates 40%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 40%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 4 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 40%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 40%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 4 A All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 7 A All dates 40%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 2 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 1 A All dates 40%
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2017 02/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 40%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 6 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 40%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 6 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 40%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 40%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 5 A All dates 35%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 20 A All dates 35%
CME EQUITY INDEX SP - S&P 500 FUTURES 3 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 2 A All dates 35%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 25 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 15 A All dates 35%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 30 A All dates 35%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 4 A All dates 35%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 35%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 6 A All dates 85%
CME SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 35%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 35%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 35%
17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 35%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2017 03/2018 35%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 01/2018 11/2020
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 05/2018 12/2021 35%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 01/2018 11/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 35%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 35%
O - OATS FUTURES 1 B All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2017 02/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 35%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 5 A All dates 35%
CME ED - EURODOLLAR FUTURES 2 B 12/2017 02/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 35%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 4 A All dates 35%
21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 35%
25 - 5 YR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 35%
41 - 30 DAY FED FUND FUTURES 3 B 05/2018 07/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 35%
41 - 30 DAY FED FUND FUTURES 2 B 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2019 09/2020 35%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 35%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 35%
BWH - BLACK SEA WHEAT FIN STL PLATTS HALF 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2017 12/2017 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 35%
41 - 30 DAY FED FUND FUTURES 1 B 01/2018 04/2018
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 85%
B1U - 30-YEAR USD MAC SWAP FUTURES 3 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 11/2017 01/2018 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 12/2017 12/2017 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A All dates 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B All dates
NYM CRUDE OIL NY-WS - CRUDE OIL FINANCIAL FUTURES Delta 1 A All dates 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B All dates
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 01/2018 12/2025 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 02/2018 12/2026 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 01/2018
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 12/2017 12/2017 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 11/2017 01/2018 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 01/2018 12/2025 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 02/2018 12/2026 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 02/2018 12/2020
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2017 02/2018
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 8 B 01/2018 04/2018
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 8 B 12/2017 12/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 12/2018 11/2020
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 A All dates 30%
UFU - UAN FOB NOLA SWAP 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 08/2018 11/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 05/2018 07/2018
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 2 A All dates 85%
NG - 5-YR INTEREST RATE SWAP FUTURES 7 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 12/2017 12/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 01/2018 04/2018
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 3 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 30%
06 - SOYBEAN MEAL FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2026 12/2027
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 85%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 3 B 12/2017 12/2017
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 01/2018 04/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2026 12/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2024 09/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2022 09/2023
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 85%
21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2023 09/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2025 09/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2020 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2019 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 12/2018 09/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022