Asset Class Navigation

Eurodollar Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
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 ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2024 09/2025
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 80%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
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 12/2020 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 12/2020 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 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 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 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
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 06/2018 09/2018 80%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
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 02/2018 09/2018
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 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
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 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 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 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 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 12/2026 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 12/2022 09/2023
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 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 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 12/2019 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
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2023 09/2024
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
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 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 ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2025 09/2026
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 12/2025 09/2026 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B 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 12/2020 09/2021
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 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
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 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 75%
CBT 21 - 10Y TREASURY NOTE FUTURES 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 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 ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 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 12/2024 09/2025 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 12/2026 09/2027 75%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 75%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A 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 12/2021 09/2022
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 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
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 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 12/2023 09/2024 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 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 12/2022 09/2023 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 12/2021 09/2022 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 12/2020 09/2021
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 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 INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 75%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 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 ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 75%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2019 09/2020
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 12/2025 09/2026
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 12/2024 09/2025
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 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 12/2022 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 12/2025 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 12/2024 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 12/2021 09/2022
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 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 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 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 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 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 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 12/2026 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 12/2022 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 12/2021 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 12/2024 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 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
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 ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 70%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2018 09/2019
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%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 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 12/2025 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 12/2026 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 12/2021 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 12/2024 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 12/2022 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 12/2023 09/2024
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
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
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
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
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
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 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
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
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
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 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
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
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
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 12/2025 09/2026 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 All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP 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 12/2019 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 02/2018 09/2018
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 INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 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 12/2018 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 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 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 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 12/2021 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 12/2026 09/2027 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 4 A 12/2024 09/2025 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 12/2023 09/2024
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 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 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2026 09/2027 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 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 12/2025 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 12/2022 09/2023
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 12/2024 09/2025 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 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 12/2023 09/2024
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 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 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 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 12/2026 09/2027
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 12/2024 09/2025
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 12/2024 09/2025
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 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 ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2020 09/2021
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 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 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
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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES BU2 - 2-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 8 B 12/2018 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 10/2017 01/2018
CME INTEREST RATES BU2 - 2-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 8 B 02/2018 09/2018
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 12/2023 09/2024
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
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 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
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 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A All dates 60%
CBT 66 - 10Y INTEREST RATE SWAP FUTURES 2 B All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 60%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 02/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2018 09/2018 60%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 09/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2018 09/2018 60%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 60%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 02/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2018 09/2018 60%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 09/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 60%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 02/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 02/2018 09/2018 60%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 10/2017 01/2018 60%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 7 A All dates 55%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 02/2018 09/2018 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 55%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 02/2018 09/2018
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 55%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2019 09/2020
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 55%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2018 09/2019
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 55%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 02/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
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 A 12/2025 09/2026
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 7 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2021 09/2022
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 7 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2022 09/2023
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 7 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2020 09/2021
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 7 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2019 09/2020
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 7 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2021 09/2022
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 7 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2020 09/2021
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 7 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2018 09/2019
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2018 09/2019
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 ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 12/2018 09/2019
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 02/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 02/2018 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 02/2018 09/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
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
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 ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 10/2017 01/2018
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 10/2017 01/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 10/2017 01/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2021 09/2022
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2022 09/2023
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2019 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 12/2020 09/2021
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 10/2017 01/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 10/2017 01/2018 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 10/2017 01/2018
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 10/2017 01/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 10/2017 01/2018 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 50%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 10/2017 01/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 50%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2025 09/2026 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2026 09/2027 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 09/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2019 09/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2018 09/2019 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2018 09/2019 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A All dates 50%
EB - THREE MONTH EURIBOR FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2018 09/2018 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 10/2017 01/2018 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 15 A 02/2018 09/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 20 A 10/2017 01/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2022 09/2023 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2026 09/2027 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2023 09/2024 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2021 09/2022 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2024 09/2025 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2025 09/2026 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2020 09/2021 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2018 09/2019 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2019 09/2020 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2017 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2018 09/2019 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 45%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2018 09/2019
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 45%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2018 09/2019
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2017 02/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 40%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 02/2018 09/2018
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 40%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 02/2018 09/2018
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2017 10/2017 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2018 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2019 09/2020 35%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 35%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2019 09/2020
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 35%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2019 09/2020
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 10/2017 01/2018
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
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 12/2026 09/2027 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2023 09/2024 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2021 09/2022 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2022 09/2023 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2024 09/2025 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2025 09/2026
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2026 09/2027
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2024 09/2025
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2022 09/2023
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2023 09/2024
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2021 09/2022
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 ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2020 09/2021
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2024 09/2025
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2025 09/2026
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2022 09/2023
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2023 09/2024
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2021 09/2022
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2026 09/2027
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 30%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2020 09/2021
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 85%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 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 12/2021 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 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
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2018 09/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 02/2018 09/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 10/2017 01/2018
CBT INTEREST RATES 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 12/2024 09/2025
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2026 09/2027
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2023 09/2024
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2021 09/2022
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2022 09/2023
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2020 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 12/2021 09/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 09/2021 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2019 09/2020 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 12/2018 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2018 09/2018 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2018 10/2018
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 02/2018 09/2018
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 10/2017 01/2018
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 80 A 02/2018 09/2018
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 110 A 10/2017 01/2018
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 60 A 12/2018 09/2019
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 45 A 12/2020 09/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 40 A 12/2026 09/2027
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 40 A 12/2023 09/2024
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 40 A 12/2024 09/2025
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 40 A 12/2025 09/2026
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 40 A 12/2022 09/2023
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 45 A 12/2019 09/2020
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 12/2017 12/2021 25%
INTEREST RATES ED - EURODOLLAR FUTURES 40 A 12/2021 09/2022
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 14 A 02/2018 09/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 19 A 10/2017 01/2018
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2018 09/2019
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2019 09/2020
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2024 09/2025
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2022 09/2023
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2023 09/2024
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2025 09/2026
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2021 09/2022
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2026 09/2027
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 12/2017 09/2018 25%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 10/2017 01/2018 25%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON Delta 7 A All dates 25%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 10/2017 01/2018
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU Delta 7 A All dates 25%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 10/2017 01/2018
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 15 A 02/2018 09/2018
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 20 A 10/2017 01/2018
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2018 09/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2020 09/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2017 12/2018 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2019 09/2020
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 02/2018 09/2018
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 7 A All dates 20%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 02/2018 09/2018
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 ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 7 A All dates 20%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 10/2017 01/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 7 A All dates 15%
INTEREST RATES ED - EURODOLLAR FUTURES 10 B 10/2017 01/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2026 09/2027 0%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 0%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 0%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2025 09/2026 0%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2017 02/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2026 09/2027 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2025 09/2026 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 09/2021 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2018 09/2019 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2019 09/2020 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 10/2017 01/2018 0%
EY - EURO YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2018 09/2018 0%
EY - EURO YEN FUTURES 1 B All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 0%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 10/2017 01/2018
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 0%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 10/2017 01/2018