Asset Class Navigation

Random Length Lumber Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 100 A 03/2018 09/2019 90%
DY - CME DRY WHEY FUTURES 27 B 10/2017 11/2017
CSC - CASH CHEESE FUTURES 96 B 11/2017 02/2018
DB - CASH BUTTER FUTURES 4 B 10/2017 01/2018
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 6 A All dates 0%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 5 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 6 A All dates 0%
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 5 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 0%
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES 6 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 0%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 0%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 6 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 0%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 0%
CME ERIS Standards ZD9230 - 30-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 0%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 2 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 1 A All dates 0%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 10 A All dates 0%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 0%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 0%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 3 A All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 3 A All dates 0%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 0%
ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 0%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 B All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 3 A All dates 0%
ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 82%
SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CME FX EC - EURO FUTURE Delta 32 A All dates 85%
KRW - KOREAN WONU.S. DOLLAR FUTURE 4 A All dates
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 17 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
JY - JAPANESE YEN FUTURES 23 A All dates
AD - AUSTRALIAN DOLLAR FUTURES 11 A All dates
MP - MEXICAN PESO FUTURES 56 A All dates
CD - CANADIAN DOLLAR FUTURES 20 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 85%
EC - EURO FUTURE 33 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
BP - BRITISH POUND FUTURES 17 A All dates
JY - JAPANESE YEN FUTURES 24 A All dates
CD - CANADIAN DOLLAR FUTURES 21 A All dates
MP - MEXICAN PESO FUTURES 58 A All dates
AD - AUSTRALIAN DOLLAR FUTURES 12 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 80%
EC - EURO FUTURE 38 A All dates
BP - BRITISH POUND FUTURES 20 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
MP - MEXICAN PESO FUTURES 66 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 26 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 7 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 32 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 14 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 6 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 4 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 46 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 999 A All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 12 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 5 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 12 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 5 B All dates
CBT AGRICULTURE C - CORN FUTURES 36 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 14 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 8 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 11 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 4 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 8 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 21 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 11 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 10 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 7 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 8 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 6 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE SE2 - SP GSCI-ER 2 MTH FOWARD INX SWP 100 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE SE3 - GSCI-ER 3 MTH FOWARD INX SWPS 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 6 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE RRE - S&P GSCI ENHANCED ER SWAP FUT 100 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 82%
SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 4 A All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 6 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CBT AGRICULTURE DG2 - BLOOMBERG COMM INDX 2-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 6 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CBT AGRICULTURE DG3 - BLOOMBERG COMM INDX 3-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 4 A All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 9 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 8 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 4 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 2 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CBT AGRICULTURE DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 75%
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 100 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 100 A All dates 75%
CBT AGRICULTURE W - WHEAT FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES 4 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 37 A All dates 70%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 19 A All dates
SF - SWISS FRANC FUTURES 6 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
AD - AUSTRALIAN DOLLAR FUTURES 13 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
CME FX EC - EURO FUTURE Delta 51 A All dates 50%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
JY - JAPANESE YEN FUTURES 36 A All dates
MP - MEXICAN PESO FUTURES 89 A All dates
CME FX EC - EURO FUTURE Delta 67 A All dates 35%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 35 A All dates
SF - SWISS FRANC FUTURES 10 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 30%
CNH - USD/CNH FUTURES 8 A All dates
KRW - KOREAN WONU.S. DOLLAR FUTURE 7 A All dates
JY - JAPANESE YEN FUTURES 44 A All dates
CD - CANADIAN DOLLAR FUTURES 27 A All dates
AD - AUSTRALIAN DOLLAR FUTURES 14 A All dates
CME EQUITY INDEX IPO - E-MINI IPOX 100 U.S. INDEX FUTURES Delta 5 A All dates 82%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 1 A All dates 82%
RSG - EMINI RUSSELL 1000 GROWTH FUT 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 1 A All dates 82%
RSV - EMINI RUSSELL 1000 VALUE 1 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 80%
SP - S&P 500 FUTURES 2 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 6 A All dates 80%
CME SG - S&P/ CITIGROUP GROWTH INDEX FUTURES 2 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 5 A All dates 80%
ME - EMINI MIDCAP FUTURES 2 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 3 A All dates 80%
QN - NASDAQ COMPOSITE FUTURES 2 B All dates
CME FX EC - EURO FUTURE Delta 4 A All dates 80%
1SF - E-MICRO USD/CHF FUTURES 27 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 3 A All dates 80%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 2 B All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 3 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES Delta 3 A All dates 80%
GI - S&P-GSCI COMMODITY INDEX FUTURE 2 B All dates
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 5 A 11/2017 02/2018 80%
DB - CASH BUTTER FUTURES 2 B 10/2017 01/2018
NF - NONFAT DRY MILK FUTURES 2 B 12/2017 09/2019
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 5 A 03/2018 09/2019 80%
DB - CASH BUTTER FUTURES 2 B 10/2017 01/2018
NF - NONFAT DRY MILK FUTURES 2 B 12/2017 09/2019
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 5 A 11/2017 02/2018 80%
DB - CASH BUTTER FUTURES 2 B 10/2017 01/2018
NF - NONFAT DRY MILK FUTURES 2 B 10/2017 11/2017
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 5 A 03/2018 09/2019 80%
DB - CASH BUTTER FUTURES 2 B 10/2017 01/2018
NF - NONFAT DRY MILK FUTURES 2 B 10/2017 11/2017
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 80%
NQ - E-MINI NASDAQ 100 FUTURES 1 B All dates
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 5 A 10/2017 10/2017 80%
DB - CASH BUTTER FUTURES 2 B 10/2017 01/2018
NF - NONFAT DRY MILK FUTURES 2 B 12/2017 09/2019
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 80%
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON 2 A All dates
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 5 A 10/2017 10/2017 80%
DB - CASH BUTTER FUTURES 2 B 10/2017 01/2018
NF - NONFAT DRY MILK FUTURES 2 B 10/2017 11/2017
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 80%
ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 80%
ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 80%
CBT INTEREST RATES 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 80%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 80%
CME ERIS Flex ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 09/2021 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 09/2020 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 1 A All dates 80%
RSG - EMINI RUSSELL 1000 GROWTH FUT 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2018 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2018 09/2019 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 80%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 1 A All dates 80%
ZD9115 - ERIS 15-YR INT RATE SWAP 1 B All dates
CME ERIS Flex ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 80%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2020 09/2021
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2019 09/2020
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 80%
CME ERIS Standards ZD9215 - ERIS 15-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 80%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 1 A All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES Delta 1 A All dates 80%
CBT 70 - BLOOMBERG COMMODITY INDEX FUTURES 10 B All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 80%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 80%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 1 A All dates
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 5 A All dates 80%
ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 B All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 1 A All dates 80%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2018 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 80%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 03/2018 10/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CME REAL ESTATE LAV - LAS VEGAS CSI HOUSING INDEX FUTURES Delta 1 A All dates 80%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 80%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 1 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 80%
CME ERIS Flex ZC9906 - 10 YEAR INVOICE SWAP JUNE 1 A All dates
CME ERIS Flex ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 1 A All dates 80%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME REAL ESTATE MIA - MIAMI CSI HOUSING INDEX FUTURES Delta 1 A All dates 80%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE SDG - SAN DIEGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 80%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 80%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 03/2018 10/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 80%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 03/2018 10/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 80%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 03/2018 10/2018
CME AGRICULTURE SES - SP GSCI SWAP FUTURES Delta 1 A All dates 80%
GA - GSCI ER FUTURES 1 B All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 2 A All dates 80%
ZC9107 - ERIS 7-YR INT RATE SWAP 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 3 B 12/2018 09/2019
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 80%
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 3 B 02/2018 09/2018
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2021 09/2022 80%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2022 09/2023 80%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2023 09/2024 80%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 80%
CUS - COMP CITIES CSI HOUSING INDEX FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2020 09/2021 80%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2019 09/2020 80%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2018 09/2019 80%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 80%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 1 A All dates
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 1 A All dates 80%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 1 A All dates 80%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Flex ZB9909 - 5 YEAR INVOICE SWAP SEP Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Flex ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 1 A All dates 80%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 80%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 80%
CME ERIS Flex ZA9906 - 2 YEAR INVOICE SWAP JUNE 1 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 80%
CME ERIS Flex ZA9903 - 2 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 80%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 1 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 79%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 3 A All dates 79%
CME N1 - NIKKEI 225 YEN FUT 2 B All dates
CME FX FXD - HEDGEABLE FX$INDEX FUTURES Delta 10 A All dates 99%
EC - EURO FUTURE 2 B All dates
BP - BRITISH POUND FUTURES 2 B All dates
SF - SWISS FRANC FUTURES 1 B All dates
JY - JAPANESE YEN FUTURES 1 B All dates
AD - AUSTRALIAN DOLLAR FUTURES 1 B All dates
CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 12 A All dates 78%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX FTU - EMINI USD FTSE 100 INDEX FUTURE Delta 3 A All dates 76%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 15 A All dates 75%
SP - S&P 500 FUTURES 2 B All dates
CME EQUITY INDEX IBV - USD-DENOMINATED IBOVESPA INDEX Delta 5 A All dates 75%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 12 A All dates 75%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 75%
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES 2 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 6 A All dates 75%
CME ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 75%
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 5 A All dates 75%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 6 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 2 A All dates 75%
NQ - E-MINI NASDAQ 100 FUTURES 3 B All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 1 A All dates 75%
SU - S&P/ CITIGROUP VALUE FUTURES 1 B All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 2 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 3 A All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 10 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 3 A All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 3 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 75%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 10 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 75%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 75%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON 2 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 75%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 2 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2019 09/2020
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2018 09/2019
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES 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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 09/2021 75%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2019 09/2020
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 1 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 09/2021 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 09/2020 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 75%
CBT 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 75%
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 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 6 A All dates 75%
ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 5 B All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 09/2020 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 12 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 75%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2026 09/2027
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 75%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Flex ZC9903 - 10 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Flex ZC9906 - 10 YEAR INVOICE SWAP JUNE 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Flex ZC9909 - 10 YEAR INVOICE SWAP SEP 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
CME ERIS Flex ZC9912 - 10 YEAR INVOICE SWAP DEC 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 75%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 A All dates 75%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 75%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 11/2017 02/2018 75%
CSC - CASH CHEESE FUTURES 1 B 03/2018 09/2019
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 1 A All dates 75%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 03/2018 09/2019 75%
CSC - CASH CHEESE FUTURES 1 B 03/2018 09/2019
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 10/2017 10/2017 75%
CSC - CASH CHEESE FUTURES 1 B 03/2018 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 10/2017 01/2018 75%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 3 A All dates 74%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 A All dates 74%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 74%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 10 A All dates 73%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 73%
FX JY - JAPANESE YEN FUTURES 1 A All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 73%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 72%
NQ - E-MINI NASDAQ 100 FUTURES 1 B 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
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 1 A All dates 72%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 1 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 A All dates 71%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME CRUDE OIL GCO - S&P GSCI-ER CRUDE SWAP Delta 10 A All dates 70%
NYM NY-CS - WTI CALENDAR FUT 7 B All dates
CME CRUDE OIL GCO - S&P GSCI-ER CRUDE SWAP Delta 10 A All dates 70%
NYM NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 17 A All dates 70%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX SMP - S&P SMALLCAP 600 FUTURES Delta 10 A All dates 70%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 10 A All dates 70%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 10 A All dates 70%
SP - S&P 500 FUTURES 1 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP 5 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZD9230 - 30-YR INT RATE SWAP SEC COUPON 3 B All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 3 B All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 70%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP 5 A All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 70%
CBT 25 - 5 YR TREASURY NOTE FUTURES 10 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 70%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 70%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 3 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 5 A All dates 70%
ZD9230 - 30-YR INT RATE SWAP SEC COUPON 3 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 5 A All dates 70%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 3 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 70%
RSV - EMINI RUSSELL 1000 VALUE 4 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 5 A All dates
CME ERIS Flex ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Flex ZC9903 - 10 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Flex ZC9909 - 10 YEAR INVOICE SWAP SEP 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Flex ZC9906 - 10 YEAR INVOICE SWAP JUNE 5 A All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 5 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 3 A All dates 70%
ZD9120 - ERIS 20-YR INT RATE SWAP 2 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 2 A All dates 70%
CME FX JY - JAPANESE YEN FUTURES 1 B All dates
CME FX CZ - CZECH KORUNA FUTURES Delta 2 A All dates 70%
EC - EURO FUTURE 1 B All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 3 A All dates 70%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 70%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 70%
ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 2 A All dates 70%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 70%
ZD9120 - ERIS 20-YR INT RATE SWAP 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 70%
CY - CD/JY FUTURES 1 A All dates
CME FX BY - BPJY FUTURE Delta 1 A All dates 70%
1JY - E-MICRO USD/JPY FUT 16 B All dates
CME ERIS Flex ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Flex ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Flex ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH 1 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Flex ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Flex ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ERIS Flex ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME ERIS Flex ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Flex ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 70%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 2 A All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 1 A All dates 70%
N1 - NIKKEI 225 YEN FUT 1 B All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 5 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 5 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
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 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 70%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2018 09/2019 70%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 1 A All dates 70%
PZ - POLISH ZLOTY FUTURES 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 5 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2018 09/2019 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9912 - 5 YEAR INVOICE SWAP DEC 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Flex ZB9909 - 5 YEAR INVOICE SWAP SEP 5 A All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 1 A All dates 70%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 70%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2018 09/2019
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 B All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 70%
ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 A All dates 70%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 5 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 B All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Flex ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Flex ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Flex ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ERIS Flex ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 2 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 1 A All dates 70%
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 70%
ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CME INTEREST RATES EM - ONE MONTH EURODOLLAR FUTURES Delta 5 A 10/2017 02/2018 70%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 10/2018 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 70%
LAV - LAS VEGAS CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 70%
LAV - LAS VEGAS CSI HOUSING INDEX FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 2 B All dates 70%
ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2019 09/2020
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 70%
CUS - COMP CITIES CSI HOUSING INDEX FUT 1 B All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 3 A All dates 70%
ZC9107 - ERIS 7-YR INT RATE SWAP 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 B All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 1 A All dates 70%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2017 02/2018
CME INTEREST RATES EM - ONE MONTH EURODOLLAR FUTURES Delta 5 A 10/2017 02/2018 70%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 06/2018 09/2018
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 70%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2017 02/2018
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 70%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE NYM - NEW YORK CSI HOUSING INDEX FUTURES Delta 1 A All dates 70%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 70%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2024 09/2025 70%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 70%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 70%
LAX - LOS ANGELES CSI HOUSING INDEX FUT 1 B All dates
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 70%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
ZC9107 - ERIS 7-YR INT RATE SWAP 1 B All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 1 A All dates 70%
ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 5 A All dates 70%
ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 2 B All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 1 A All dates 70%
ZC9107 - ERIS 7-YR INT RATE SWAP 1 B All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 2 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9903 - 2 YEAR INVOICE SWAP MARCH 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9906 - 2 YEAR INVOICE SWAP JUNE 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9912 - 2 YEAR INVOICE SWAP DEC 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
CME ERIS Flex ZA9909 - 2 YEAR INVOICE SWAP SEP 2 A All dates
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 10/2017 10/2017 70%
CSC - CASH CHEESE FUTURES 1 B 10/2017 10/2017
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 1 A All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 12/2019 09/2020
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 5 A All dates 69%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 5 A All dates 69%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 5 A All dates 69%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 2 A All dates 69%
ME - EMINI MIDCAP FUTURES 1 B All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 1 A All dates 69%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 12/2018 09/2019
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 3 A All dates 67%
N1 - NIKKEI 225 YEN FUT 2 B All dates
CME EQUITY INDEX XAV - EMINI SP500- HEALTH CARE SECT INDEX Delta 1 A All dates 67%
NQ - E-MINI NASDAQ 100 FUTURES 1 B All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 1 A All dates 67%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 100 A All dates 66%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 1 A All dates 66%
IBV - USD-DENOMINATED IBOVESPA INDEX 1 B All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 66%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 02/2018 09/2018
CME FX EC - EURO FUTURE Delta 5 A All dates 65%
TRY - U.S. DOLLAR TURKISH LIRA FUTURES 12 B All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 12 A All dates 65%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 12/2020 09/2021
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 12 A All dates 65%
ME - EMINI MIDCAP FUTURES 5 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 2 A All dates 65%
RY - EURO FX/JY FUTURE 5 B All dates
CME FX RY - EURO FX/JY FUTURE Delta 3 A All dates 65%
1JY - E-MICRO USD/JPY FUT 64 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 7 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 65%
NQ - E-MINI NASDAQ 100 FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 65%
NK - NIKKEI 225 DOLLAR FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 65%
N1 - NIKKEI 225 YEN FUT 2 B All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 2 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 A All dates 65%
SMP - S&P SMALLCAP 600 FUTURES 2 B All dates
CME FX EC - EURO FUTURE Delta 2 A All dates 65%
SF - SWISS FRANC FUTURES 3 B All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 2 A All dates 65%
LC - LIVE CATTLE FUTURES 3 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 65%
EQUITY INDEX N1 - NIKKEI 225 YEN FUT 2 A All dates
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 12/2019 09/2020
CME FX BY - BPJY FUTURE Delta 1 A All dates 65%
CY - CD/JY FUTURES 1 B All dates
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 12/2018 09/2019
CME FX RA - AFRICAN RAND FUTURES Delta 2 A All dates 99%
XZAR - U.S. DOLLAR S.A. RAND FUTURES 1 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 7 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2018 09/2019
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 7 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 02/2018 09/2018
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2026 09/2027
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2022 09/2023
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2022 09/2023
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2021 09/2022
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2024 09/2025
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2025 09/2026
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2023 09/2024
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 02/2018 09/2018
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2022 09/2023 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2024 09/2025
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2026 09/2027
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2021 09/2022 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2026 09/2027 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2025 09/2026 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2024 09/2025 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2023 09/2024 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 6 A All dates 65%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2020 09/2021 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2020 09/2021
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
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 1 A All dates 99%
CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 09/2021 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2019 09/2020
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2019 09/2020 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022