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KC HRW Wheat Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
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
CME ERIS Flex ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 3 A All dates 50%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Flex ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 3 A All dates 50%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 5 A 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
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
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
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
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 12/2021 09/2022
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 12/2022 09/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
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 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 50%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 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 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 AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 50%
S - SOYBEAN FUTURES 2 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
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
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 UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 6 A All dates 90%
CME SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 50%
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 4 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 UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ERIS Flex 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 Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE 5 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ERIS Flex ZB9912 - 5 YEAR INVOICE SWAP DEC 5 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 12/2022 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 12/2026 09/2027
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 12/2023 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 12/2024 09/2025
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 12/2021 09/2022
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 4 A 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 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
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 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 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 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 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
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 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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 02/2018 09/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
CME ERIS Flex ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 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 2 A All dates 50%
E1U - 20-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 50%
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 50%
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 50%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 10/2017 01/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
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 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
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 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 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Flex ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC 1 A All dates
CME ERIS Flex ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Flex ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Flex ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH 1 A All dates
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 3 A All dates 50%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
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
CME ERIS Flex ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Flex ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Flex ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 50%
CME ERIS Flex ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 10/2017 01/2018 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
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 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 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 10/2017 01/2018
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT AGRICULTURE 14 - ROUGH RICE FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
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 T1U - 2-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 50%
F1U - 5-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 10/2017 01/2018 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 1 A All dates 50%
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES 1 A 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 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 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
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
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 1 A All dates 50%
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES 1 A 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 TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 50%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 4 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ERIS Flex ZC9903 - 10 YEAR INVOICE SWAP MARCH 1 A 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 INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 50%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 2 A All dates 50%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
CME ERIS Flex 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 Flex ZA9909 - 2 YEAR INVOICE SWAP SEP 4 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
CME ERIS Flex ZA9903 - 2 YEAR INVOICE SWAP MARCH 4 A All dates
CME ERIS Flex ZA9906 - 2 YEAR INVOICE SWAP JUNE Delta 4 A All dates 50%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 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 N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 50%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
WEU - EU WHEAT FUTURES 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 41 - 30 DAY FED FUND FUTURES Delta 20 A 10/2017 10/2017 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 15 A 11/2017 02/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 7 A 10/2018 09/2020 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 10 A 03/2018 05/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
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 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 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 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
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 41 - 30 DAY FED FUND FUTURES Delta 8 A 06/2018 09/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
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 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 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
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 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 A All dates 90%
I3 - 30Y INTEREST RATE SWAP FUTU 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
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 90%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 90%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A 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
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
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 TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 3 B 10/2018 09/2020
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 45%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 3 B 06/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 10/2018 09/2020
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 1 A All dates 45%
CBT 07 - SOYBEAN OIL 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 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 06/2018 09/2018
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
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 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
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 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 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
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
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 90%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 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
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 1 A All dates 90%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 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 12/2025 09/2026
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
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 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 12/2020 09/2021
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 AGRICULTURE C - CORN FUTURES Delta 4 A 03/2018 12/2020 40%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 11/2017 09/2020
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2017 12/2017 40%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 11/2017 09/2020
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 12/2026 09/2027
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 12/2024 09/2025
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
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 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 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 B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 40%
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH 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 B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 40%
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE 4 A All dates
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 F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
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 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
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 40%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 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 F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT AGRICULTURE UFU - UAN FOB NOLA SWAP Delta 1 A All dates 40%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 40%
CME ERIS Flex ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 40%
CME ERIS Flex ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 6 A All dates 40%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
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 AGRICULTURE C - CORN FUTURES Delta 2 A All dates 40%
ETHANOL EH - ETHANOL FUTURES 1 B 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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
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 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
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 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
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 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 40%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
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 5 A All dates 40%
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 40%
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 40%
T1U - 2-YEAR USD MAC SWAP FUTURES 4 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 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 40%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 4 A All dates 40%
21 - 10Y TREASURY NOTE FUTURES 1 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 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 AGRICULTURE UFU - UAN FOB NOLA SWAP Delta 1 A All dates 40%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B 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 T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 5 A All dates 40%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 40%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 4 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 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
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 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 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 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
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 25 A All dates 35%
CME EQUITY INDEX SP - S&P 500 FUTURES 2 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 5 A All dates 35%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 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 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
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 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 EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 35%
INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2017 12/2017 35%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 11/2017 09/2020
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2018 12/2020 35%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 11/2017 09/2020
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 35%
INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A 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 N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
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 AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 35%
O - OATS FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 35%
41 - 30 DAY FED FUND FUTURES 2 B 11/2017 02/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 35%
41 - 30 DAY FED FUND FUTURES 3 B 03/2018 05/2018
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 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 S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 35%
26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 1 A All dates 35%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 35%
41 - 30 DAY FED FUND FUTURES 1 B 11/2017 02/2018
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2025 09/2026 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2022 09/2023 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2026 09/2027 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2023 09/2024 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2024 09/2025 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2021 09/2022 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2020 09/2021 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 12/2017 10/2020 85%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 11/2017 09/2020
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 UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
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 10/2018 09/2020
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 09/2027
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 12/2025 09/2026
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 10/2017 10/2017 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 11/2017 12/2025 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 12/2017 12/2025 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 09/2017 11/2017 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
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
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 12/2017 12/2025 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 09/2017 11/2017 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 11/2017 12/2025 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 10/2017 10/2017 30%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
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 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 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
41 - 30 DAY FED FUND FUTURES 5 B 06/2018 09/2018
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 5 A All dates 30%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 10/2018 09/2020
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 5 A All dates 30%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 06/2018 09/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
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
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 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 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2026 09/2027
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 30%
06 - SOYBEAN MEAL FUTURES 1 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2019 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2018 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2018 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 12/2019 09/2020
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 INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 02/2018 09/2018
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 12/2022 09/2023
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 12/2024 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 12/2021 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 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 10/2017 01/2018
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 T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2024 09/2025
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2022 09/2023
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2021 09/2022
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2023 09/2024
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2025 09/2026
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2026 09/2027
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2020 09/2021
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2019 09/2020
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2018 09/2019
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 02/2018 09/2018
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 10/2017 01/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 85%
21 - 10Y TREASURY NOTE FUTURES 3 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 84 B 11/2017 02/2018
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 64 B 03/2018 05/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 42 B 10/2018 09/2020 25%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2017 12/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 49 B 06/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 50 A All dates 25%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 A 02/2018 09/2018 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 19 A 10/2017 01/2018 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2018 09/2019
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
INTEREST RATES 41 - 30 DAY FED FUND FUTURES 14 B 11/2017 02/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
INTEREST RATES 41 - 30 DAY FED FUND FUTURES 11 B 03/2018 05/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2019 09/2020 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2025 09/2026 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2026 09/2027 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2022 09/2023 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2023 09/2024 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
INTEREST RATES 41 - 30 DAY FED FUND FUTURES 7 B 10/2018 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2020 09/2021 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2017 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 25%
EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
INTEREST RATES 41 - 30 DAY FED FUND FUTURES 8 B 06/2018 09/2018
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 25%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 25%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 25%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 6 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 25%
T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 10/2017 01/2018 25%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 6 A All dates 25%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 7 A All dates 25%
17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 2 A All dates 25%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 25%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
NYM ETHANOL NY-Z1 - ETHANOL(PL) T2 FOB RTRDM INCL Delta 1 A 11/2017 09/2020 25%
CBT 71 - DENATURED FUEL ETHANOL FWD MTH FUT 1 B 11/2017 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 25%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 3 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 3 A All dates 25%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 3 B 03/2018 05/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 03/2018 05/2018
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 1 A All dates 25%
CBT C - CORN FUTURES 1 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 1 A All dates 25%
CBT C - CORN FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 9 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 4 A All dates 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 5 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 20%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 6 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A All dates
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT Delta 1 A 11/2017 09/2020 20%
CBT 71 - DENATURED FUEL ETHANOL FWD MTH FUT 1 B 11/2017 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 4 A All dates 15%
CBT S - SOYBEAN FUTURES 1 B All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 4 A All dates 15%
CBT S - SOYBEAN FUTURES 1 B All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 3 A All dates 15%
CBT ETHANOL EH - ETHANOL FUTURES 1 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 3 A All dates 15%
CBT ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 11/2017 02/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2017 10/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2017 10/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 10/2017 02/2018
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 0%
CME LC - LIVE CATTLE FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 0%
07 - SOYBEAN OIL FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 5 A All dates 0%
CBT C - CORN FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 0%
O - OATS FUTURES 2 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2017 12/2017 0%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 12/2017 01/2021
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 1 A 11/2017 12/2020 0%
CBT AGRICULTURE C - CORN FUTURES 4 B 03/2018 12/2020
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 1 A 11/2017 12/2020 0%
CBT AGRICULTURE C - CORN FUTURES 4 B 12/2017 12/2017
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2018 12/2020 0%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 10/2017 11/2017
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2017 12/2017 0%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 10/2017 11/2017
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2018 12/2020 0%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B 12/2017 01/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 03/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 2 B 10/2017 02/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2017 10/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 11/2017 02/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 03/2018 05/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2017 10/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 10/2017 02/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 5 B 03/2018 09/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 0%
3YR - 3 YEAR TREASURY NOTE FUTURE 3 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 10/2017 02/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 0%
CME EB - THREE MONTH EURIBOR FUTURES 3 B 03/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2017 02/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 0%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 03/2018 10/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A All dates 0%
CME EY - EURO YEN FUTURES 2 B All dates
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 5 A All dates 0%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 10/2017 10/2017
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 5 A All dates 0%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 03/2018 05/2018
CME INTEREST RATES EB - THREE MONTH EURIBOR FUTURES Delta 5 A All dates 0%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 11/2017 02/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2017 10/2017
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 10/2018 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 03/2018 05/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 11/2017 02/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 0%
41 - 30 DAY FED FUND FUTURES 2 B 06/2018 09/2018
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 0%
O - OATS FUTURES 5 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 0%
ETHANOL EH - ETHANOL FUTURES 5 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 0%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 0%
07 - SOYBEAN OIL FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 0%
14 - ROUGH RICE FUTURES 10 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES Delta 2 A All dates 0%
CBT KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 A All dates 0%
O - OATS FUTURES 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 A All dates 0%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES Delta 2 A All dates 0%
CBT KCW - KC HRW WHEAT FUTURES 1 B All dates
CME INTEREST RATES EM - ONE MONTH EURODOLLAR FUTURES Delta 2 A All dates 0%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT AGRICULTURE O - OATS FUTURES Delta 1 A All dates 0%
14 - ROUGH RICE FUTURES 1 B All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 3 A All dates 0%
CBT KCW - KC HRW WHEAT FUTURES 2 B All dates
CBT AGRICULTURE O - OATS FUTURES Delta 1 A All dates 0%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT AGRICULTURE 14 - ROUGH RICE FUTURES Delta 2 A All dates 0%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT AGRICULTURE O - OATS FUTURES Delta 2 A All dates 0%
KCW - KC HRW WHEAT FUTURES 1 B All dates
NYM REFINED PRODUCTS NY-RT - RBOB GASOLINE FINANCIAL FUTURES Delta 1 A 11/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 12/2017 01/2021 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 10/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT Delta 1 A 12/2017 12/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 10/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 1 A 11/2017 12/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-27 - RBOB LAST DAY FINANCIAL FUTURES Delta 1 A 12/2017 12/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 12/2017 01/2021 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM ETHANOL NY-Z1 - ETHANOL(PL) T2 FOB RTRDM INCL Delta 1 A 11/2017 09/2020 0%
CBT EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A 12/2017 01/2021 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 1 A 11/2017 12/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM ETHANOL NY-Z1 - ETHANOL(PL) T2 FOB RTRDM INCL Delta 1 A 11/2017 09/2020 0%
CBT EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-RT - RBOB GASOLINE FINANCIAL FUTURES Delta 1 A 11/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-27 - RBOB LAST DAY FINANCIAL FUTURES Delta 1 A 12/2017 12/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT Delta 1 A 12/2017 12/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 12/2017 01/2021 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-27 - RBOB LAST DAY FINANCIAL FUTURES Delta 1 A 11/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 10/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 1 A 10/2017 10/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RL - RBOB CALENDAR FUT Delta 1 A 10/2017 10/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A 10/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-RT - RBOB GASOLINE FINANCIAL FUTURES Delta 1 A 12/2017 10/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 10/2017 11/2017
NYM REFINED PRODUCTS NY-27 - RBOB LAST DAY FINANCIAL FUTURES Delta 1 A 11/2017 11/2017 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
NYM REFINED PRODUCTS NY-RT - RBOB GASOLINE FINANCIAL FUTURES Delta 1 A 12/2017 10/2020 0%
CBT ETHANOL EH - ETHANOL FUTURES 1 B 12/2017 10/2020
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 4 A All dates 0%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 10 A All dates 0%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
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 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 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 85%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT AGRICULTURE UFU - UAN FOB NOLA SWAP Delta 2 A All dates 0%
DFT - DAP FOB TAMPA SWAP 1 B All dates