Expansion of Listing Schedule for Eurodollar Mid-Curve Options:

Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2026 | 12/2027 | |||

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 | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2019 | 09/2020 | |||

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 | 12/2026 | 12/2027 | 30% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | 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 | 12/2024 | 09/2025 | 30% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2018 | 09/2019 | |||

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 | 12/2021 | 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 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2022 | 09/2023 | 30% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2024 | 09/2025 | 30% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2026 | 12/2027 | 30% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2025 | 09/2026 | 30% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2023 | 09/2024 | 30% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2021 | 09/2022 | 30% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2020 | 09/2021 | 30% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2018 | 09/2018 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2017 | 02/2018 | |||

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 | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | T1E - 2-YEAR EURO MAC SWAP FUTURES | Delta | 1 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 1 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | T1E - 2-YEAR EURO MAC SWAP FUTURES | Delta | 1 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 1 | B | 12/2026 | 12/2027 | |||

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 | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | T1E - 2-YEAR EURO MAC SWAP FUTURES | Delta | 1 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 1 | B | 12/2020 | 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 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2022 | 09/2023 | 30% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2021 | 09/2022 | 30% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2020 | 09/2021 | 30% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2019 | 09/2020 | 30% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

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 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2018 | 09/2018 | 30% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2018 | 12/2018 | ||||

CBT | INTEREST RATES | T1E - 2-YEAR EURO MAC SWAP FUTURES | Delta | 1 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 1 | B | 03/2018 | 09/2018 | |||

CBT | INTEREST RATES | T1E - 2-YEAR EURO MAC SWAP FUTURES | Delta | 1 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 1 | B | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 85% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 85% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 40 | A | 12/2021 | 09/2022 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 40 | A | 12/2026 | 12/2027 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 40 | A | 12/2024 | 09/2025 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 40 | A | 12/2023 | 09/2024 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 40 | A | 12/2022 | 09/2023 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 85% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 40 | A | 12/2025 | 09/2026 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 45 | A | 12/2020 | 09/2021 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 45 | A | 12/2019 | 09/2020 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 60 | A | 12/2018 | 09/2019 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 80 | A | 03/2018 | 09/2018 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 110 | A | 12/2017 | 02/2018 | 25% |

EQUITY INDEX | SP - S&P 500 FUTURES | 1 | A | 12/2017 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 85% |

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 | 85% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 85% |

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 | 85% |

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 | 85% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||

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 | 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 | 12/2021 | 09/2022 | |||

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 | 12/2018 | ||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 7 | A | 12/2024 | 09/2025 | 25% |

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 12/2017 | 12/2018 | ||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 7 | A | 12/2021 | 09/2022 | 25% |

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 12/2017 | 12/2018 | ||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 7 | A | 12/2026 | 12/2027 | 25% |

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 12/2017 | 12/2018 | ||

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 | 12/2018 | ||

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 | 12/2018 | ||

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 | 12/2018 | ||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

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 | 12/2018 | ||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 11 | A | 12/2018 | 09/2019 | 25% |

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 12/2017 | 12/2018 | ||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | A | 03/2018 | 09/2018 | 25% |

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 12/2017 | 12/2018 | ||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 19 | A | 12/2017 | 02/2018 | 25% |

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 12/2017 | 12/2018 | ||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 85% |

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 | 85% |

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 | 85% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 25% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 85% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 25% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 85% |

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 | 85% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 85% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 85% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 85% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 85% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 85% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 85% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 85% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 85% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 85% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 85% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 85% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 85% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 12/2017 | 03/2019 | 20% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2026 | 12/2027 | 20% |

EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2017 | 03/2019 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 12/2017 | 03/2019 | 20% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2022 | 09/2023 | 20% |

EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2017 | 03/2019 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 12/2017 | 03/2019 | 20% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2023 | 09/2024 | 20% |

EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2017 | 03/2019 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 12/2017 | 03/2019 | 20% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2020 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 85% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2019 | 09/2020 | 20% |

EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2017 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 85% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 12/2017 | 03/2019 | 20% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 11 | A | 12/2018 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 15 | A | 03/2018 | 09/2018 | 20% |

EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2017 | 03/2019 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 12/2017 | 03/2019 | 20% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 20 | A | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 85% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 85% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 85% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | 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 | 03/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 85% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 85% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 85% |

ERIS Standards | ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 85% |

ERIS Standards | ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 85% |

ERIS Standards | ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 85% |

ERIS Standards | ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 85% |

ERIS Standards | ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 20% |

ERIS Standards | ZB9203 - ERIS 3-YR INT RATE SWAP SEC | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 20% |

ERIS Standards | ZB9203 - ERIS 3-YR INT RATE SWAP SEC | 7 | A | All dates | ||||

CME | ERIS Standards | ZB9103 - ERIS 3-YR INT RATE SWAP | Delta | 7 | A | All dates | 15% | |

INTEREST RATES | ED - EURODOLLAR FUTURES | 10 | B | 12/2017 | 02/2018 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 80% | |

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 | 80% | |

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 | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 12/2027 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 80% | |

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 | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 80% |

ERIS Standards | ZD9112 - ERIS 12-YR INT RATE SWAP | 2 | A | All dates | ||||

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 | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 80% |

ERIS Standards | ZD9112 - ERIS 12-YR INT RATE SWAP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 80% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 80% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | 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 | 12/2021 | 09/2022 | 80% |

CBT | 25 - 5 YR TREASURY NOTE FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 12/2023 | 09/2024 | 80% |

CBT | 25 - 5 YR TREASURY NOTE FUTURES | 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 | 5 | A | 12/2018 | 09/2019 | 80% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

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 | ||||

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 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 80% |

ERIS Standards | ZB9903 - 5 YEAR INVOICE SWAP MARCH | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 80% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 80% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

ERIS Standards | ZB9912 - 5 YEAR INVOICE SWAP DEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 80% |

ERIS Standards | ZB9906 - 5 YEAR INVOICE SWAP JUNE | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

ERIS Standards | ZB9909 - 5 YEAR INVOICE SWAP SEP | 3 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 80% |

ERIS Standards | ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

ERIS Standards | ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

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 | 12/2018 | 11/2020 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2018 | 09/2019 | |||

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 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 80% |

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 | 08/2018 | 11/2018 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZD9120 - ERIS 20-YR INT RATE SWAP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZD9120 - ERIS 20-YR INT RATE SWAP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZD9120 - ERIS 20-YR INT RATE SWAP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZD9115 - ERIS 15-YR INT RATE SWAP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZD9115 - ERIS 15-YR INT RATE SWAP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZD9115 - ERIS 15-YR INT RATE SWAP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZD9115 - ERIS 15-YR INT RATE SWAP | 2 | A | All dates | ||||

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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 75% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 75% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 75% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 75% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 75% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 75% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 75% |

ERIS Standards | ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) | 3 | A | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 12/2027 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 75% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

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 | ||||

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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 75% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 75% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZB9204 - ERIS 4-YR INT RATE SWAP SEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZB9204 - ERIS 4-YR INT RATE SWAP SEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZB9204 - ERIS 4-YR INT RATE SWAP SEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZB9204 - ERIS 4-YR INT RATE SWAP SEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 75% |

ERIS Standards | ZB9104 - ERIS 4-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 75% |

ERIS Standards | ZB9104 - ERIS 4-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 75% |

ERIS Standards | ZB9104 - ERIS 4-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 75% |

ERIS Standards | ZB9104 - ERIS 4-YR INT RATE SWAP | 3 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 12/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2018 | 11/2020 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2018 | 09/2018 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2018 | 09/2018 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2017 | 02/2018 | 75% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2018 | 04/2018 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | BU5 - 5-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 20 | B | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | BU5 - 5-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 20 | B | 12/2020 | 09/2021 | ||||

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 | INTEREST RATES | BU5 - 5-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 20 | B | 12/2018 | 09/2019 | ||||

CME | INTEREST RATES | BU5 - 5-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 20 | B | 03/2018 | 09/2018 | ||||

CBT | INTEREST RATES | UBE - LONG TERM U.S. TREASURY BOND FUTURE | Delta | 1 | A | All dates | 70% | |

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 | 70% | |

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 | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | UBE - LONG TERM U.S. TREASURY BOND FUTURE | Delta | 1 | A | All dates | 70% | |

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 | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 12/2027 | |||

CBT | INTEREST RATES | UBE - LONG TERM U.S. TREASURY BOND FUTURE | Delta | 1 | A | All dates | 70% | |

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 | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 09/2020 | |||

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 | INTEREST RATES | BU3 - 3-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 12 | B | 12/2020 | 09/2021 | ||||

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 | |||

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 | ||||

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 | 12/2027 | |||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

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 | 12/2025 | 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 | 12/2021 | 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 | 12/2020 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 70% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 70% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | 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 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 70% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 70% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 70% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 12/2026 | 12/2027 | 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 | ||||

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 | 12/2022 | 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 | 12/2021 | 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 | 12/2027 | |||

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 | |||

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 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 09/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2018 | 09/2019 | |||

CME | INTEREST RATES | BU3 - 3-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 12 | B | 12/2019 | 09/2020 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2017 | 02/2018 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2018 | 04/2018 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2018 | 09/2018 | |||

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 | INTEREST RATES | BU3 - 3-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 12 | B | 03/2018 | 09/2018 | ||||

CME | INTEREST RATES | BU2 - 2-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 8 | B | 12/2018 | 09/2019 | ||||

CME | INTEREST RATES | BU2 - 2-YR EURODOLLAR BUNDLE FUTURE | Delta | 1 | A | All dates | 100% | |

ED - EURODOLLAR FUTURES | 8 | B | 03/2018 | 09/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 12/2027 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2022 | 09/2023 | 65% |

CBT | B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2022 | 09/2023 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 12/2027 | 65% |

CBT | B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2021 | 09/2022 | 65% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2022 | 09/2023 | 65% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 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 | 12/2021 | 09/2022 | 65% |

CBT | B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2025 | 09/2026 | 65% |

CBT | B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2021 | 09/2022 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2025 | 09/2026 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2023 | 09/2024 | 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% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2024 | 09/2025 | 65% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2024 | 09/2025 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2025 | 09/2026 | 65% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 12/2027 | 65% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2023 | 09/2024 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2020 | 09/2021 | 65% |

CBT | B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2020 | 09/2021 | 65% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2020 | 09/2021 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2019 | 09/2020 | 65% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

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 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2019 | 09/2020 | 65% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 12/2027 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2024 | 09/2025 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2025 | 09/2026 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2022 | 09/2023 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2021 | 09/2022 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2022 | 09/2023 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 12/2027 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2021 | 09/2022 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2021 | 09/2022 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2023 | 09/2024 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2025 | 09/2026 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2022 | 09/2023 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2025 | 09/2026 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 12/2027 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2023 | 09/2024 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2024 | 09/2025 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 12/2027 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2025 | 09/2026 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2024 | 09/2025 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2022 | 09/2023 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2021 | 09/2022 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2024 | 09/2025 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2023 | 09/2024 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2023 | 09/2024 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2020 | 09/2021 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2020 | 09/2021 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2020 | 09/2021 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2020 | 09/2021 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2019 | 09/2020 | 65% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2019 | 09/2020 | 65% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2019 | 09/2020 | 65% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2019 | 09/2020 | 65% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2018 | 09/2019 | |||

CME | 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 | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 65% |

ERIS Standards | ZC9107 - ERIS 7-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 65% |

ERIS Standards | ZC9107 - ERIS 7-YR INT RATE SWAP | 3 | A | All dates | ||||

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 | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 12/2027 | 65% |

ERIS Standards | ZC9107 - ERIS 7-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 65% |

ERIS Standards | ZC9107 - ERIS 7-YR INT RATE SWAP | 3 | A | 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 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 65% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 65% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 65% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 65% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 65% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2018 | 09/2019 | 65% |

ERIS Standards | ZB9103 - ERIS 3-YR INT RATE SWAP | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 65% |

ERIS Standards | ZB9103 - ERIS 3-YR INT RATE SWAP | 7 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 7 | A | All dates | 60% | |

CBT | 66 - 10Y INTEREST RATE SWAP FUTURES | 2 | B | All dates | ||||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 12/2027 | |||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 2 | A | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2018 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

ERIS Standards | ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 03/2018 | 09/2018 | 60% |

CBT | 25 - 5 YR TREASURY NOTE FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 12/2017 | 02/2018 | 60% |

CBT | 25 - 5 YR TREASURY NOTE FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2018 | 11/2018 | 60% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 12/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 60% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 60% |

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 | 05/2018 | 07/2018 | 60% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2018 | 09/2019 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2017 | 12/2017 | 60% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 55% |

ERIS Standards | ZC9107 - ERIS 7-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2018 | 09/2019 | 55% |

ERIS Standards | ZC9107 - ERIS 7-YR INT RATE SWAP | 3 | A | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 55% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2019 | 09/2020 | 55% |

ERIS Standards | ZB9103 - ERIS 3-YR INT RATE SWAP | 7 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 55% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2018 | 07/2018 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 09/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2018 | 04/2018 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 55% |

ERIS Standards | ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 55% |

ERIS Standards | ZA9912 - 2 YEAR INVOICE SWAP DEC | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 55% |

ERIS Standards | ZA9906 - 2 YEAR INVOICE SWAP JUNE | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 55% |

ERIS Standards | ZA9903 - 2 YEAR INVOICE SWAP MARCH | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 55% |

ERIS Standards | ZA9909 - 2 YEAR INVOICE SWAP SEP | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 55% |

ERIS Standards | ZA9906 - 2 YEAR INVOICE SWAP JUNE | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 55% |

ERIS Standards | ZA9903 - 2 YEAR INVOICE SWAP MARCH | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 55% |

ERIS Standards | ZA9909 - 2 YEAR INVOICE SWAP SEP | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 55% |

ERIS Standards | ZA9912 - 2 YEAR INVOICE SWAP DEC | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2018 | 09/2018 | 55% |

ERIS Standards | ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2017 | 02/2018 | 55% |

ERIS Standards | ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU | 7 | 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 | 12/2019 | 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 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2018 | 09/2019 | 50% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2018 | 09/2019 | 50% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | 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 | 12/2026 | 12/2027 | |||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 50% |

CBT | E1U - 20-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2018 | 09/2018 | 50% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2018 | 09/2018 | 50% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2018 | 09/2018 | 50% |

CBT | B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2017 | 02/2018 | 50% |

CBT | B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZD9230 - 30-YR INT RATE SWAP SEC COUPON | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT | 1 | A | All dates | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2018 | 09/2019 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2018 | 09/2018 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2018 | 09/2019 | 50% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2018 | 09/2019 | 50% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2018 | 09/2019 | 50% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2018 | 09/2019 | 50% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2018 | 09/2018 | 50% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2018 | 09/2018 | 50% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2018 | 09/2018 | 50% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2018 | 09/2018 | 50% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZD9903 - 30 YEAR INVOICE SWAP MARCH | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZD9906 - 30 YEAR INVOICE SWAP JUNE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZD9909 - 30 YEAR INVOICE SWAP SEP | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZD9912 - 30 YEAR INVOICE SWAP DEC | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZC9210 - 10-YR INT RATE SWAP SEC COUPON | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZC9903 - 10 YEAR INVOICE SWAP MARCH | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZC9906 - 10 YEAR INVOICE SWAP JUNE | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZC9912 - 10 YEAR INVOICE SWAP DEC | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZC9909 - 10 YEAR INVOICE SWAP SEP | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2018 | 09/2018 | 50% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2017 | 02/2018 | 50% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2017 | 02/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2017 | 02/2018 | 50% |

ERIS Standards | ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 50% |

ERIS Standards | ZB9204 - ERIS 4-YR INT RATE SWAP SEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 50% |

ERIS Standards | ZB9204 - ERIS 4-YR INT RATE SWAP SEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 09/2020 | 50% |

ERIS Standards | ZB9204 - ERIS 4-YR INT RATE SWAP SEC | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 50% |

ERIS Standards | ZB9104 - ERIS 4-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 50% |

ERIS Standards | ZB9104 - ERIS 4-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 50% |

ERIS Standards | ZB9104 - ERIS 4-YR INT RATE SWAP | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2021 | 09/2022 | 50% |

ERIS Standards | ZB9203 - ERIS 3-YR INT RATE SWAP SEC | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2022 | 09/2023 | 50% |

ERIS Standards | ZB9203 - ERIS 3-YR INT RATE SWAP SEC | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2020 | 09/2021 | 50% |

ERIS Standards | ZB9203 - ERIS 3-YR INT RATE SWAP SEC | 7 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2019 | 09/2020 | 50% |

ERIS Standards | ZB9203 - ERIS 3-YR INT RATE SWAP SEC | 7 | A | All dates |