Inters/Intex/Supers for Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 12/2020 03/2021 90%
DA - CLASS III MILK FUTURES 100 A 04/2021 11/2022
DB - CASH BUTTER FUTURES 4 B 11/2020 11/2020
DY - CME DRY WHEY FUTURES 27 B 11/2020 11/2020
NYM REFINED PRODUCTS NY-SE - SINGAPORE 380CST FUEL OIL FUT Delta 1 B 02/2021 06/2021 100%
REFINED PRODUCTS NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 02/2021 06/2021
PETROLEUM CRACKS AND SPREADS NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM 1 A 12/2020 12/2025
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 05/2021 05/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 06/2021 06/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 11/2021 01/2022 75%
NY-HTA - WTI HOUSTON (ARGUS) TRADE MONTH FUT 1 A 02/2021 12/2024
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2021 06/2021 75%
NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT 1 A 12/2020 12/2023
NYM CRUDE OIL NY-42 - WTI BALMO FUT Delta 1 B All dates 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2022 06/2022
NYM CRUDE OIL NY-42 - WTI BALMO FUT Delta 1 B 11/02/2020 12/31/2020 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2022 06/2022
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2021 06/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 07/2021 07/2021 75%
NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT 1 A 12/2020 12/2023
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 10/2021 12/2021 75%
REFINED PRODUCTS NY-MM - NY HARBOR RESIDUAL FUEL 1.0% S FUT 1 B 12/2020 03/2025
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 01/2022 06/2022 75%
REFINED PRODUCTS NY-SP - SINGAPORE NAPHTHA FUT 1 B All dates
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 01/2023 12/2029 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 07/2021 09/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 A 01/2023 12/2029 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 07/2021 09/2021
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 01/2023 12/2028 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 07/2021 09/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 07/2021 07/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 01/2023 02/2032 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 07/2021 09/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 06/2021 06/2021 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 10/2021 12/2021 75%
NY-CY - BRENT FINANCIAL FUTURES 1 B 06/2021 06/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2021 06/2021 75%
NY-CS - WTI CALENDAR FUT 1 A 10/2021 12/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 06/2021 06/2021 75%
NY-CS - WTI CALENDAR FUT 1 A 10/2021 12/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 08/2021 10/2021 75%
NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT 1 A 12/2020 12/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A 01/2023 01/2025
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2021 10/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 02/2022 07/2022 75%
NY-J9 - BRENT BALMO FUT 1 B 11/02/2020 11/30/2020
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 10/2021 12/2021 75%
NY-CY - BRENT FINANCIAL FUTURES 1 B 06/2021 06/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 02/2022 07/2022 75%
NY-J9 - BRENT BALMO FUT 1 B 12/01/2020 02/26/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-BH - NY HRBR ULSD BULL FUT 1 A 01/2023 12/2023
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 11/2021 01/2022
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2021 02/2021
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-MP - NY HRBR ULSD FIN FUT 1 A 01/2023 12/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2021 06/2021 75%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 10/2021 12/2021
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 06/2021 06/2021 75%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 10/2021 12/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 10/2021 12/2021 75%
NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2021 06/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 10/2021 12/2021 75%
NY-BB - BRENT FINANCIAL FUTURES 1 B 06/2021 06/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 B 07/2021 09/2021 75%
REFINED PRODUCTS NY-23 - NY HRBR ULSD LST DAY FIN FUT 1 A 01/2023 01/2026
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 10/2021 12/2021 75%
NY-CY - BRENT FINANCIAL FUTURES 1 B 06/2021 06/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2021 03/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 04/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 06/2021 06/2021 75%
NY-WS - CRUDE OIL BULLET FUTURES 1 A 10/2021 12/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 06/2021 06/2021 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 02/2023 03/2029 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 10/2021 11/2023
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 B 02/2023 10/2029 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 10/2021 11/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
LII - 12-YEAR ERIS SWAP FUTURES 2 B All dates
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 B 02/2023 12/2027 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 10/2021 11/2023
NYM FREIGHT NY-T8B - FREIGHT ROUTE TD8 BALTIC BALMO FU Delta 1 B All dates 75%
NY-TD8 - FREIGHT ROUTE TD8 (BALTIC) FUTURES 1 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 04/2021
NYM FREIGHT NY-T6B - FREIGHT ROUTE TC6 BALTIC BALMO FUT Delta 1 B All dates 75%
NY-TC6 - FREIGHT ROUTE TC6 (BALTIC) FUT 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 01/2022 06/2022 75%
REFINED PRODUCTS NY-MM - NY HARBOR RESIDUAL FUEL 1.0% S FUT 1 B 12/2020 03/2025
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 08/2022 01/2023 75%
NY-J9 - BRENT BALMO FUT 1 B 11/02/2020 11/30/2020
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 08/2022 01/2023 75%
NY-J9 - BRENT BALMO FUT 1 B 12/01/2020 02/26/2021
CBT ETHANOL EH - ETHANOL FUTURES Delta 3 A 12/2020 12/2020 75%
NYM NY-EZ - NEW YORK ETHANOL FUT 2 B 12/2020 11/2023
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 02/2022 07/2022 75%
NY-HTA - WTI HOUSTON (ARGUS) TRADE MONTH FUT 1 A 02/2021 12/2024
NYM CRUDE OIL NY-42 - WTI BALMO FUT Delta 1 B 11/02/2020 12/31/2020 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2022 12/2022
NYM CRUDE OIL NY-42 - WTI BALMO FUT Delta 1 B All dates 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2022 12/2022
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 07/2022 12/2022 75%
REFINED PRODUCTS NY-SP - SINGAPORE NAPHTHA FUT 1 B All dates
NYM FREIGHT NY-T9B - FREIGHT ROUTE TC9 BALTIC BALMO FUT Delta 1 B All dates 75%
NY-TC9 - FREIGHT ROUTE TC9 (BALTIC) FUTURES 1 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 05/2021 05/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 04/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 11/2021 01/2022 75%
NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT 1 A 12/2020 12/2023
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 07/2021 09/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 02/2021 06/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 02/2023 03/2029 75%
NY-J9 - BRENT BALMO FUT 1 B 11/02/2020 11/30/2020
NYM REFINED PRODUCTS NY-MGS - MINI MID EAST HSFO 180 ARAB BALMO Delta 1 B All dates 75%
NY-MHE - MINI MID EAST HSFO 180 ARAB GULF 1 A All dates
NYM REFINED PRODUCTS NY-MHS - MINI MID EAST HSFO 380 ARAB BALMO Delta 1 B All dates 75%
NY-MSE - MINI MID EAST HSFO 380 ARAB GULF 1 A All dates
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 07/2021 09/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 02/2021 06/2021
NYM CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES Delta 1 A 07/2021 09/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 02/2021 06/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 02/2023 03/2029 75%
NY-J9 - BRENT BALMO FUT 1 B 12/01/2020 02/26/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2021 06/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 04/2021
NYM CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT Delta 1 A 07/2021 09/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 02/2021 06/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 08/2022 01/2023 75%
NY-HTA - WTI HOUSTON (ARGUS) TRADE MONTH FUT 1 A 02/2021 12/2024
NYM PETROLEUM CRACKS AND SPREADS NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW Delta 1 B 11/02/2020 11/30/2020 75%
NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO 1 A 01/2021 12/2022
NYM PETROLEUM CRACKS AND SPREADS NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW Delta 1 B 12/01/2020 02/26/2021 75%
NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO 1 A 11/2020 12/2020
NYM PETROLEUM CRACKS AND SPREADS NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW Delta 1 B 12/01/2020 02/26/2021 75%
NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO 1 A 01/2021 12/2022
NYM PETROLEUM CRACKS AND SPREADS NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW Delta 1 B 11/02/2020 11/30/2020 75%
NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO 1 A 11/2020 12/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 3 A 01/2021 11/2023 75%
NYM NY-EZ - NEW YORK ETHANOL FUT 2 B 12/2020 11/2023
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 07/2022 12/2022 75%
REFINED PRODUCTS NY-MM - NY HARBOR RESIDUAL FUEL 1.0% S FUT 1 B 12/2020 03/2025
NYM REFINED PRODUCTS NY-SE - SINGAPORE 380CST FUEL OIL FUT Delta 1 B 07/2021 12/2021 100%
REFINED PRODUCTS NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 02/2021 06/2021
PETROLEUM CRACKS AND SPREADS NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM 1 A 12/2020 12/2025
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2021 03/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2021 11/2023 75%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 12/2020 12/2020
NYM REFINED PRODUCTS NY-H5G - USGC MARINE FUEL 0.5% (PLATTS) VS. Delta 1 B 11/2020 11/2020 75%
NY-HGB - USGC MARINE FUEL 0.5% (PLATTS) VS. 1 A 11/02/2020 11/20/2020
NYM CRUDE OIL NY-42 - WTI BALMO FUT Delta 1 B All dates 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2023 02/2032
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 01/2023 02/2032 75%
REFINED PRODUCTS NY-SP - SINGAPORE NAPHTHA FUT 1 B All dates
NYM CRUDE OIL NY-42 - WTI BALMO FUT Delta 1 B 11/02/2020 12/31/2020 75%
NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2023 02/2032
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 05/2021 05/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 07/2021 12/2021
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 A 05/2021 05/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 07/2021 12/2021
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 A 05/2021 05/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 07/2021 12/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 07/2021 07/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 04/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 02/2023 03/2029 75%
NY-HTA - WTI HOUSTON (ARGUS) TRADE MONTH FUT 1 A 02/2021 12/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 02/2022 07/2022 75%
NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT 1 A 12/2020 12/2023
NYM PETROLEUM CRACKS AND SPREADS NY-STB - SPORE FUELOIL 180CST 6.35 DUBAI BLM Delta 1 B 11/02/2020 11/30/2020 75%
NY-STR - SPORE FUEL OIL 180CST 6.35 CK 1 A 11/2020 11/2020
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A 07/2021 07/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 01/2022 03/2025
NYM PETROLEUM CRACKS AND SPREADS NY-STB - SPORE FUELOIL 180CST 6.35 DUBAI BLM Delta 1 B 11/02/2020 11/30/2020 75%
NY-STR - SPORE FUEL OIL 180CST 6.35 CK 1 A 12/2020 11/2023
NYM PETROLEUM CRACKS AND SPREADS NY-STB - SPORE FUELOIL 180CST 6.35 DUBAI BLM Delta 1 B 12/01/2020 02/26/2021 75%
NY-STR - SPORE FUEL OIL 180CST 6.35 CK 1 A 12/2020 11/2023
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
NYM PETROLEUM CRACKS AND SPREADS NY-STB - SPORE FUELOIL 180CST 6.35 DUBAI BLM Delta 1 B 12/01/2020 02/26/2021 75%
NY-STR - SPORE FUEL OIL 180CST 6.35 CK 1 A 11/2020 11/2020
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 A 07/2021 07/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 01/2022 03/2025
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 A 07/2021 07/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 01/2022 03/2025
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A 01/2023 02/2032 75%
REFINED PRODUCTS NY-MM - NY HARBOR RESIDUAL FUEL 1.0% S FUT 1 B 12/2020 03/2025
NYM CRUDE OIL NY-BB - BRENT FINANCIAL FUTURES Delta 1 A 08/2021 10/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 01/2022 03/2025
NYM CRUDE OIL NY-CY - BRENT FINANCIAL FUTURES Delta 1 A 08/2021 10/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 01/2022 03/2025
NYM REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES Delta 1 B 01/2022 03/2025 75%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 08/2021 10/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2021 03/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
NYM PETROLEUM CRACKS AND SPREADS NY-7V - ULSD 10PPM CIF V. ICE GAS BLMO Delta 1 B 12/01/2020 02/26/2021 75%
NY-Z7 - ULSD 10PPM CIF MED VS. ICE GAS 1 A 11/2020 12/2020
NYM PETROLEUM CRACKS AND SPREADS NY-7V - ULSD 10PPM CIF V. ICE GAS BLMO Delta 1 B 11/02/2020 11/30/2020 75%
NY-Z7 - ULSD 10PPM CIF MED VS. ICE GAS 1 A 11/2020 12/2020
NYM REFINED PRODUCTS NY-H5G - USGC MARINE FUEL 0.5% (PLATTS) VS. Delta 1 B 12/2020 12/2023 75%
NY-HGB - USGC MARINE FUEL 0.5% (PLATTS) VS. 1 A 12/01/2020 02/19/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 08/2022 01/2023 75%
NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT 1 A 12/2020 12/2023
NYM NGL/PETROCHEMICALS NY-8M - CONWAY NORMAL BUTANE FUT Delta 1 A 11/2020 11/2020 75%
NY-CBB - CONWAY NORMAL BUTANE (OPIS) BALMO 1 B 11/02/2020 11/30/2020
NYM NGL/PETROCHEMICALS NY-8M - CONWAY NORMAL BUTANE FUT Delta 1 A 11/2020 11/2020 75%
NY-CBB - CONWAY NORMAL BUTANE (OPIS) BALMO 1 B 12/01/2020 12/31/2020
NYM REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES Delta 1 B 01/2022 03/2025 75%
CRUDE OIL NY-WS - CRUDE OIL BULLET FUTURES 1 A 10/2021 12/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 11/2021 01/2022
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
NYM REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES Delta 1 B 01/2022 03/2025 75%
CRUDE OIL NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT 1 A 10/2021 12/2021
NYM REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES Delta 1 B 01/2022 03/2025 75%
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
NYM CRUDE OIL NY-CS - WTI CALENDAR FUT Delta 1 A 10/2021 12/2021 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 01/2022 03/2025
NYM NATURAL GAS NY-DT - DEMARC SWING FUT Delta 1 A All dates 75%
NY-W9 - MALIN NG SWING 1 B All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2021 11/2023 75%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 01/2021 01/2021
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2021 11/2023 75%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 02/2021 06/2021
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B 02/2023 03/2029 75%
NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT 1 A 12/2020 12/2023
NYM NGL/PETROCHEMICALS NY-8M - CONWAY NORMAL BUTANE FUT Delta 1 A 12/2020 11/2023 75%
NY-CBB - CONWAY NORMAL BUTANE (OPIS) BALMO 1 B 12/01/2020 12/31/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2021 10/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 04/2021
NYM NGL/PETROCHEMICALS NY-8M - CONWAY NORMAL BUTANE FUT Delta 1 A 12/2020 11/2023 75%
NY-CBB - CONWAY NORMAL BUTANE (OPIS) BALMO 1 B 11/02/2020 11/30/2020
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-A5 - EIA FLAT TAX ONHWAY DIESEL FUT 1 B 11/2020 11/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2021 11/2023 75%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 07/2021 09/2021
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2021 11/2023 75%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 10/2021 11/2023
NYM ELECTRICITY NY-SRT - PJM WESTERN HUB PEAK AVG FUT Delta 1 B 12/2020 12/2025 75%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 23 A All dates
NYM ELECTRICITY NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT Delta 1 B 12/2020 12/2025 75%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 23 A All dates
NYM CRUDE OIL NY-UB - EUROPE DATED BRENT FUT Delta 1 B All dates 75%
DME Products NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE 1 A All dates
NYM NGL/PETROCHEMICALS NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS Delta 1 A 11/2020 12/2020 75%
NY-8O - MT BELIVIEU LDH PROPANE BALMO 1 B 11/02/2020 11/30/2020
NYM NGL/PETROCHEMICALS NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS Delta 1 A 11/2020 12/2020 75%
NY-8O - MT BELIVIEU LDH PROPANE BALMO 1 B 12/01/2020 12/31/2020
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 11/02/2020 11/30/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 12/2020 12/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 02/2022 07/2022
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2021 02/2021
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 12/01/2020 12/31/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 12/2020 12/2020
CBT INTEREST RATES YIL - 15-YEAR ERIS SOFR SWAP FUTURES Delta 2 A All dates 75%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 3 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2021 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 06/2021
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 11/02/2020 11/30/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 01/2021 01/2021
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 11/02/2020 11/30/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 02/2021 10/2021
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 12/01/2020 12/31/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 01/2021 01/2021
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 12/01/2020 12/31/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 02/2021 10/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2029 09/2030 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2028 09/2029 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2027 09/2028 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 05/2021 05/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
NYM NGL/PETROCHEMICALS NY-LEL - LLDPE (PCW) BALMO FUT Delta 1 A All dates 75%
NY-LPE - LLDPE LI LW DSTY POLYETHYLENE FUT 1 B All dates
NYM PETROLEUM CRACKS AND SPREADS NY-7V - ULSD 10PPM CIF V. ICE GAS BLMO Delta 1 B 12/01/2020 02/26/2021 75%
NY-Z7 - ULSD 10PPM CIF MED VS. ICE GAS 1 A 01/2021 12/2022
NYM PETROLEUM CRACKS AND SPREADS NY-7V - ULSD 10PPM CIF V. ICE GAS BLMO Delta 1 B 11/02/2020 11/30/2020 75%
NY-Z7 - ULSD 10PPM CIF MED VS. ICE GAS 1 A 01/2021 12/2022
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 12/2020 12/2020
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 12/2020 12/2020
NYM CRUDE OIL NY-DC - DUBAI CRUDE OIL CALENDAR FUT Delta 1 B 11/2020 11/2020 75%
DME Products NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE 1 A All dates
NYM ELECTRICITY NY-R7 - PJM DAYTON DA OFF-PEAK Delta 368 A All dates 75%
NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT 1 B 12/2020 12/2025
NYM ELECTRICITY NY-R7 - PJM DAYTON DA OFF-PEAK Delta 368 A All dates 75%
NY-SRT - PJM WESTERN HUB PEAK AVG FUT 1 B 12/2020 12/2025
NYM ELECTRICITY NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT Delta 1 B 12/2020 12/2025 75%
NY-V3 - PJM AD HUB 5MW REAL TIME O PK 368 A All dates
NYM ELECTRICITY NY-SRT - PJM WESTERN HUB PEAK AVG FUT Delta 1 B 12/2020 12/2025 75%
NY-V3 - PJM AD HUB 5MW REAL TIME O PK 368 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2021 06/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
NYM ELECTRICITY NY-K2 - MISO INDIANA HUB 5MW D AH O PK Delta 368 A All dates 75%
NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT 1 B 12/2020 12/2025
NYM ELECTRICITY NY-K2 - MISO INDIANA HUB 5MW D AH O PK Delta 368 A All dates 75%
NY-SRT - PJM WESTERN HUB PEAK AVG FUT 1 B 12/2020 12/2025
NYM ELECTRICITY NY-H4 - MISO INDIANA HUB 5MW REAL TIME OFPK Delta 368 A All dates 75%
NY-SRT - PJM WESTERN HUB PEAK AVG FUT 1 B 12/2020 12/2025
NYM ELECTRICITY NY-H4 - MISO INDIANA HUB 5MW REAL TIME OFPK Delta 368 A All dates 75%
NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT 1 B 12/2020 12/2025
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 11/02/2020 11/30/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 11/2021 06/2022
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 12/01/2020 12/31/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 11/2021 06/2022
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 10/2021 11/2023
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 07/2021 09/2021
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 02/2021 06/2021
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 B 01/2021 01/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
NYM NGL/PETROCHEMICALS NY-1S - PROPANE NON LDH MT BLV BALMO Delta 1 A All dates 75%
NY-8O - MT BELIVIEU LDH PROPANE BALMO 1 B All dates
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 10/2021 11/2023
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 07/2021 09/2021
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 02/2021 06/2021
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 75%
REFINED PRODUCTS NY-1N - MOGAS92 UNLEADED (PLATTS) FUT 1 A 01/2021 01/2021
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-A5 - EIA FLAT TAX ONHWAY DIESEL FUT 1 B 12/2020 11/2023
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 B All dates 75%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES N1S - 10-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
NYM PETROLEUM CRACKS AND SPREADS NY-3V - ULSD 10P CRG CIF NW V ICE BL Delta 1 B 12/01/2020 02/26/2021 75%
NY-TP - ULSD 10PPM V. ICE FUT 1 A 11/2020 12/2020
NYM PETROLEUM CRACKS AND SPREADS NY-3V - ULSD 10P CRG CIF NW V ICE BL Delta 1 B 11/02/2020 11/30/2020 75%
NY-TP - ULSD 10PPM V. ICE FUT 1 A 11/2020 12/2020
NYM REFINED PRODUCTS NY-SE - SINGAPORE 380CST FUEL OIL FUT Delta 1 B 07/2021 12/2021 100%
REFINED PRODUCTS NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 07/2021 12/2021
PETROLEUM CRACKS AND SPREADS NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM 1 A 12/2020 12/2025
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 07/2021 07/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
CBT INTEREST RATES YII - 12-YEAR ERIS SOFR SWAP FUTURES Delta 2 A All dates 75%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 3 B All dates
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 11/02/2020 11/30/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 07/2022 12/2024
NYM NGL/PETROCHEMICALS NY-8J - MT BELIVIEU NORMAL BUTANE BALM Delta 1 B 12/01/2020 12/31/2020 75%
NY-D0 - BUTANE 5 DECIMAL 1 A 07/2022 12/2024
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
NYM REFINED PRODUCTS NY-SG - SINGAPORE GASOIL FUT Delta 1 B 12/2020 12/2024 75%
DME Products NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE 1 A All dates
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 12/2020 12/2020 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 11/02/2020 11/30/2020
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 12/2020 12/2020 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 12/01/2020 12/31/2020
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 12/01/2020 12/31/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 12/2020 12/2020
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 12/01/2020 12/31/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 01/2021 02/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2021 03/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2021 09/2021
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 12/2020 12/2020
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 01/2021 02/2021
NYM REFINED PRODUCTS NY-A8B - GRP THREE SUBOCTGAS VS RBOB GAS BAL Delta 1 B All dates 75%
PETROLEUM CRACKS AND SPREADS NY-A8 - GRP THREE SUB-OCT GS (PLT) VS RBOB 1 A All dates
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 B All dates 75%
NGL/PETROCHEMICALS NY-7Q - MT BELVIEU NAT GAS 5 D. OPIS 1 A 12/2020 07/2025
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-JET - NY BUCKEYE JET FUEL VS NY HARB ULSD Delta 1 A 11/2020 11/2020 75%
NY-JTB - NY BUCKEYE JET FUEL V. NY HR BALMO 1 B 11/02/2020 11/30/2020
NYM PETROLEUM CRACKS AND SPREADS NY-JET - NY BUCKEYE JET FUEL VS NY HARB ULSD Delta 1 A 12/2020 12/2023 75%
NY-JTB - NY BUCKEYE JET FUEL V. NY HR BALMO 1 B 11/02/2020 11/30/2020
NYM PETROLEUM CRACKS AND SPREADS NY-JET - NY BUCKEYE JET FUEL VS NY HARB ULSD Delta 1 A 11/2020 11/2020 75%
NY-JTB - NY BUCKEYE JET FUEL V. NY HR BALMO 1 B 12/01/2020 12/31/2020
NYM PETROLEUM CRACKS AND SPREADS NY-JET - NY BUCKEYE JET FUEL VS NY HARB ULSD Delta 1 A 12/2020 12/2023 75%
NY-JTB - NY BUCKEYE JET FUEL V. NY HR BALMO 1 B 12/01/2020 12/31/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 05/2021 05/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
NYM NGL/PETROCHEMICALS NY-8K - CONWAY PROPANE 5 DEC. FUT Delta 1 A 03/2021 11/2021 75%
NY-D0 - BUTANE 5 DECIMAL 1 B 02/2021 10/2021
NYM NGL/PETROCHEMICALS NY-HPD - HDPE (PCW) BALMO FUT Delta 1 A All dates 75%
NY-HPE - HDPE HIGH DEN POLYETHYLENE CAL FUT 1 B All dates
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 01/2021 01/2021 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 12/01/2020 12/31/2020
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 02/2021 11/2021 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 12/01/2020 12/31/2020
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 02/2021 11/2021 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 11/02/2020 11/30/2020
NYM PETROLEUM CRACKS AND SPREADS NY-NFG - NY 1% FO (PLATTS) V GF CO HSFO BAL Delta 1 B 11/02/2020 11/30/2020 75%
NY-VR - NY1%FO V. GULF COAST HSFO FUT 1 A 12/2020 11/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2021 10/2021
NYM PETROLEUM CRACKS AND SPREADS NY-NFG - NY 1% FO (PLATTS) V GF CO HSFO BAL Delta 1 B 12/01/2020 12/31/2020 75%
NY-VR - NY1%FO V. GULF COAST HSFO FUT 1 A 12/2020 11/2023
NYM PETROLEUM CRACKS AND SPREADS NY-NFG - NY 1% FO (PLATTS) V GF CO HSFO BAL Delta 1 B 12/01/2020 12/31/2020 75%
NY-VR - NY1%FO V. GULF COAST HSFO FUT 1 A 11/2020 11/2020
NYM PETROLEUM CRACKS AND SPREADS NY-NFG - NY 1% FO (PLATTS) V GF CO HSFO BAL Delta 1 B 11/02/2020 11/30/2020 75%
NY-VR - NY1%FO V. GULF COAST HSFO FUT 1 A 11/2020 11/2020
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 01/2021 01/2021 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 11/02/2020 11/30/2020
NYM CRUDE OIL SPREADS NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 12/01/2020 01/29/2021 75%
NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH 1 B 12/2020 01/2021
NYM CRUDE OIL SPREADS NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A All dates 75%
NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH 1 B 12/2020 01/2021
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 12/01/2020 12/31/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 03/2021 06/2021
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 03/2021 06/2021
NYM PETROLEUM CRACKS AND SPREADS NY-3V - ULSD 10P CRG CIF NW V ICE BL Delta 1 B 11/02/2020 11/30/2020 75%
NY-TP - ULSD 10PPM V. ICE FUT 1 A 01/2021 12/2022
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 07/2021 11/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2021 06/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 12/01/2020 12/31/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 07/2021 11/2021
NYM PETROLEUM CRACKS AND SPREADS NY-3V - ULSD 10P CRG CIF NW V ICE BL Delta 1 B 12/01/2020 02/26/2021 75%
NY-TP - ULSD 10PPM V. ICE FUT 1 A 01/2021 12/2022
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 1 A All dates 75%
NY-XO - CHICAGO NAT GAS FIXED PRICE FUT 4 B All dates
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 12/2021 11/2024 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 11/02/2020 11/30/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
66 - 10Y INTEREST RATE SWAP FUTURES 1 B All dates
NYM PETROLEUM CRACKS AND SPREADS NY-NYF - NEW YORK FUEL OIL 1% V. EURO 1% FO Delta 1 B 12/2020 11/2023 75%
NY-NYG - NY FO 1% VS EURO 1%FOB NWE BALMO 1 A 12/01/2020 12/31/2020
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 12/2021 11/2022
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 12/01/2020 12/31/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 12/2021 11/2022
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 A 12/2021 11/2024 75%
NY-1S - PROPANE NON LDH MT BLV BALMO 1 B 12/01/2020 12/31/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2021 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 75%
N1S - 10-YEAR SOFR MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 10 B All dates 75%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 12/2022 12/2024
NYM NGL/PETROCHEMICALS NY-8O - MT BELIVIEU LDH PROPANE BALMO Delta 1 A 12/01/2020 12/31/2020 75%
NY-B0 - PROPANE 5 DECIMAL 1 B 12/2022 12/2024
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 B 01/2021 01/2021 75%
NY-8K - CONWAY PROPANE 5 DEC. FUT 1 A 03/2021 11/2021
NYM CRUDE OIL SPREADS NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL 1 B 11/2020 11/2020
NYM CRUDE OIL SPREADS NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO Delta 1 A 12/01/2020 01/29/2021 75%
NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL 1 B 11/2020 11/2020
NYM NGL/PETROCHEMICALS NY-8K - CONWAY PROPANE 5 DEC. FUT Delta 1 A 03/2021 11/2021 75%
NY-D0 - BUTANE 5 DECIMAL 1 B 11/2021 06/2022
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 75%
NY-WTT - WTI MIDLAND (ARG) VS. WTI TRADE MTH 1 B 02/2021 12/2026
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 12/2020 12/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2022 01/2023
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2021 02/2021
NYM CRUDE OIL NY-DOO - DME OMAN CRUDE FUT Delta 1 A All dates 75%
REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES 1 B 01/2021 01/2021
NYM REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES Delta 1 B 02/2021 06/2021 75%
CRUDE OIL NY-DOO - DME OMAN CRUDE FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 12/01/2020 01/29/2021 75%
NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH 1 B 02/2021 12/2024
NYM CRUDE OIL SPREADS NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A All dates 75%
NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH 1 B 02/2021 12/2024
NYM NGL/PETROCHEMICALS NY-8K - CONWAY PROPANE 5 DEC. FUT Delta 1 A 03/2021 11/2021 75%
NY-D0 - BUTANE 5 DECIMAL 1 B 07/2022 12/2024
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES YIB - 7-YEAR ERIS SOFR SWAP FUTURES Delta 3 A All dates 75%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2016 06/2016 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 B 12/2021 11/2024 75%
NY-8K - CONWAY PROPANE 5 DEC. FUT 1 A 01/2021 02/2021
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 B 12/2021 11/2024 75%
NY-8K - CONWAY PROPANE 5 DEC. FUT 1 A 03/2021 11/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 07/2021 07/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 A All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 09/2012 12/2012
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2015 12/2015 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2021 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 06/2021 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2019 06/2021
NYM PETROLEUM CRACKS AND SPREADS NY-UNB - URALS NORTH VS DATED BRENT BALMO Delta 1 B All dates 75%
CRUDE OIL SPREADS NY-UNS - URALS NORTH VS MED DATED BRENT FUT 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-UMB - URALS MED VS. DATED BRENT BALMO Delta 1 A All dates 75%
CRUDE OIL SPREADS NY-UMD - URALS MED VS DATED BRENT FUTURE 1 B All dates
NYM NATURAL GAS NY-A1 - TCO NG SWING Delta 1 A All dates 75%
NY-W5 - TENNESSEE 800 LEG NAT GAS SWING 1 B All dates
NYM NATURAL GAS NY-T4 - TENNESSEE ZONE 0 NG SWING Delta 1 A All dates 75%
NY-T8 - MICHCON NG SWING 1 B All dates
NYM CRUDE OIL SPREADS NY-FE - DATED TO FRONTLINE BRENT BALMO FUT Delta 1 A 11/02/2020 11/30/2020 75%
NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT 1 B 11/2020 11/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 75%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 05/2021 05/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2021 09/2021
NYM NGL/PETROCHEMICALS NY-B0 - PROPANE 5 DECIMAL Delta 1 A 12/2022 12/2024 75%
NY-D0 - BUTANE 5 DECIMAL 1 B 11/2021 06/2022
NYM REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES Delta 1 B 01/2022 03/2025 75%
CRUDE OIL NY-DOO - DME OMAN CRUDE FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 75%
S1S - 7-YEAR SOFR MAC SWAP FUTURES 5 A All dates
NYM REFINED PRODUCTS NY-MF - GULF COAST HSFO (PLATTS) FUTURES Delta 1 B 07/2021 12/2021 75%
CRUDE OIL NY-DOO - DME OMAN CRUDE FUT 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-RHB - SINGAPORE JET KEROSENE VS. GASOIL 5 Delta 1 A 12/01/2020 02/26/2021 75%
NY-RHS - SINGAPORE JET KEROSENE VS GASOIL 1 B 11/2020 11/2020
NYM PETROLEUM CRACKS AND SPREADS NY-RHB - SINGAPORE JET KEROSENE VS. GASOIL 5 Delta 1 A 11/02/2020 11/30/2020 75%
NY-RHS - SINGAPORE JET KEROSENE VS GASOIL 1 B 11/2020 11/2020
NYM CRUDE OIL SPREADS NY-FE - DATED TO FRONTLINE BRENT BALMO FUT Delta 1 A 11/02/2020 11/30/2020 75%
NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT 1 B 12/2020 12/2025
NYM REFINED PRODUCTS NY-BCR - GULFCST CBOB GAS A2 VS RBOB BALMO Delta 1 B All dates 75%
PETROLEUM CRACKS AND SPREADS NY-CRB - GULF COAST CBOB GAS A2 VS RBOB SRRD 1 A All dates
NYM PETROLEUM CRACKS AND SPREADS NY-RHB - SINGAPORE JET KEROSENE VS. GASOIL 5 Delta 1 A 11/02/2020 11/30/2020 75%
NY-RHS - SINGAPORE JET KEROSENE VS GASOIL 1 B 12/2020 12/2022
NYM PETROLEUM CRACKS AND SPREADS NY-RHB - SINGAPORE JET KEROSENE VS. GASOIL 5 Delta 1 A 12/01/2020 02/26/2021 75%
NY-RHS - SINGAPORE JET KEROSENE VS GASOIL 1 B 12/2020 12/2022
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2021 10/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2020 03/2021 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 06/2021 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
NYM CRUDE OIL SPREADS NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO Delta 1 A 11/02/2020 11/30/2020 75%
NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL 1 B 12/2020 12/2023
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 B 12/2021 11/2024 75%
NY-8K - CONWAY PROPANE 5 DEC. FUT 1 A 12/2021 11/2022
NYM CRUDE OIL SPREADS NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO Delta 1 A 12/01/2020 01/29/2021 75%
NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL 1 B 12/2020 12/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 75%
25 - 5 YR TREASURY NOTE FUTURES 3 B All dates
NYM REFINED PRODUCTS NY-SE - SINGAPORE 380CST FUEL OIL FUT Delta 1 B 01/2022 12/2025 100%
REFINED PRODUCTS NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 01/2021 01/2021
PETROLEUM CRACKS AND SPREADS NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM 1 A 12/2020 12/2025
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2021 06/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
NYM NGL/PETROCHEMICALS NY-1R - PROPANE NON LDH MT BELVIEU Delta 1 B 12/2021 11/2024 75%
NY-8K - CONWAY PROPANE 5 DEC. FUT 1 A 12/2022 12/2024
NYM REFINED PRODUCTS NY-AB6 - GRP THREE ULSD VS NY HAR ULSD BALMO Delta 1 B All dates 75%
PETROLEUM CRACKS AND SPREADS NY-A6 - GRP3 ULSD VS NY HRBR ULSD FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-FE - DATED TO FRONTLINE BRENT BALMO FUT Delta 1 A 12/01/2020 02/26/2021 75%
NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT 1 B 11/2020 11/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2021 03/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2019 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 75%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
NYM ELECTRICITY NY-P2 - NEPOOL CONECTIC 5MW D AH PK Delta 1 B 12/2020 12/2025 75%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2020 03/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2021 06/2021
NYM PETROLEUM CRACKS AND SPREADS NY-CCM - CPC BLEND MED CARGOES VS DATED BREN Delta 1 A All dates 75%
CRUDE OIL SPREADS NY-CPD - CPC BLEND VS MED DATED BRENT FUTURE 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 12/01/2020 12/31/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 12/2020 12/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 07/2021 07/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2021 09/2021
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 11/02/2020 11/30/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 12/2020 12/2020
NYM CRUDE OIL SPREADS NY-FE - DATED TO FRONTLINE BRENT BALMO FUT Delta 1 A 12/01/2020 02/26/2021 75%
NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT 1 B 12/2020 12/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
NYM PETROLEUM CRACKS AND SPREADS NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT Delta 1 B 11/02/2020 11/30/2020 75%
NY-US - GLFCST ULSD ARGUS UP/DN FUT 1 A 11/2020 11/2020
NYM PETROLEUM CRACKS AND SPREADS NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT Delta 1 B 12/01/2020 12/31/2020 75%
NY-US - GLFCST ULSD ARGUS UP/DN FUT 1 A 11/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2021 09/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 11/02/2020 11/30/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 01/2021 02/2021
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 12/01/2020 12/31/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 01/2021 02/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 11/2021 01/2022
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 04/2021
NYM NATURAL GAS NY-SQ - ANR, OKLA. SWING FUT Delta 1 B All dates 75%
NY-SY - WAHA SWING FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
NYM PETROLEUM CRACKS AND SPREADS NY-RK - SINGAPORE JET KERO GASOIL FUT Delta 1 A 11/2020 11/2020 75%
NY-Z0 - SING JET KERO VS GASOIL SPR B 1 B 11/02/2020 11/30/2020
NYM PETROLEUM CRACKS AND SPREADS NY-RK - SINGAPORE JET KERO GASOIL FUT Delta 1 A 11/2020 11/2020 75%
NY-Z0 - SING JET KERO VS GASOIL SPR B 1 B 12/01/2020 02/26/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
NYM NATURAL GAS NY-TTF - DUTCH TTF NATURAL GAS CAL MONTH FUT Delta 5 A 02/2021 02/2021 75%
NY-UKG - UK NBP NAT GAS CAL MTH FUT 4 B 02/2021 02/2021
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 11/02/2020 11/30/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 03/2021 11/2021
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 12/01/2020 12/31/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 03/2021 11/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RK - SINGAPORE JET KERO GASOIL FUT Delta 1 A 12/2020 12/2022 75%
NY-Z0 - SING JET KERO VS GASOIL SPR B 1 B 11/02/2020 11/30/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 02/2022 07/2022
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
NYM PETROLEUM CRACKS AND SPREADS NY-RK - SINGAPORE JET KERO GASOIL FUT Delta 1 A 12/2020 12/2022 75%
NY-Z0 - SING JET KERO VS GASOIL SPR B 1 B 12/01/2020 02/26/2021
NYM ELECTRICITY NY-R6 - NEPOOL W CNTR M 5MW D AH PK Delta 1 B 12/2020 12/2025 75%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 1 A 02/2021 12/2026
NYM PETROLEUM CRACKS AND SPREADS NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT Delta 1 B 11/02/2020 11/30/2020 75%
NY-US - GLFCST ULSD ARGUS UP/DN FUT 1 A 12/2020 12/2022
NYM PETROLEUM CRACKS AND SPREADS NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT Delta 1 B 12/01/2020 12/31/2020 75%
NY-US - GLFCST ULSD ARGUS UP/DN FUT 1 A 12/2020 12/2022
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS Delta 1 B All dates 75%
DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES YIB - 7-YEAR ERIS SOFR SWAP FUTURES Delta 2 B All dates 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
NYM NATURAL GAS NY-TTF - DUTCH TTF NATURAL GAS CAL MONTH FUT Delta 5 A 03/2021 03/2021 75%
NY-UKG - UK NBP NAT GAS CAL MTH FUT 4 B 02/2021 02/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2021 06/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
NYM NATURAL GAS NY-TTF - DUTCH TTF NATURAL GAS CAL MONTH FUT Delta 5 A 03/2021 03/2021 75%
NY-UKG - UK NBP NAT GAS CAL MTH FUT 4 B 03/2021 03/2021
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 11/02/2020 11/30/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 12/2021 09/2022
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 12/01/2020 12/31/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 12/2021 09/2022
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 12/01/2020 12/31/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 10/2022 12/2024
NYM NGL/PETROCHEMICALS NY-8C - MT BELIVIEU ETHANE BALMO FUT Delta 1 A 11/02/2020 11/30/2020 75%
NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT 1 B 10/2022 12/2024
NYM NATURAL GAS NY-TTF - DUTCH TTF NATURAL GAS CAL MONTH FUT Delta 5 A 04/2021 09/2021 75%
NY-UKG - UK NBP NAT GAS CAL MTH FUT 4 B 04/2021 09/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
NYM CRUDE OIL SPREADS NY-BDB - BRENT CRUDE V DUBAI CRUDE BALMO FUT Delta 1 B All dates 75%
NY-DB - ICE BRENT DUBAI FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 05/2021 05/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
NYM DME Products NY-DBI - BRENT CRUDE VS DUBAI CRUDE Delta 1 A All dates 75%
CRUDE OIL SPREADS NY-BDB - BRENT CRUDE V DUBAI CRUDE BALMO FUT 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
NYM DME Products NY-DBI - BRENT CRUDE VS DUBAI CRUDE Delta 1 B 11/2020 11/2020 75%
NY-DHI - BRENT CRUDE OIL VS. DUBAI CRUDE OIL 1 A 11/02/2020 11/30/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
NYM DME Products NY-DBI - BRENT CRUDE VS DUBAI CRUDE Delta 1 B 12/2020 11/2023 75%
NY-DHI - BRENT CRUDE OIL VS. DUBAI CRUDE OIL 1 A 12/01/2020 02/26/2021
NYM DME Products NY-DBI - BRENT CRUDE VS DUBAI CRUDE Delta 1 B 11/2020 11/2020 75%
NY-DHI - BRENT CRUDE OIL VS. DUBAI CRUDE OIL 1 A 12/01/2020 02/26/2021
NYM DME Products NY-DBI - BRENT CRUDE VS DUBAI CRUDE Delta 1 B 12/2020 11/2023 75%
NY-DHI - BRENT CRUDE OIL VS. DUBAI CRUDE OIL 1 A 11/02/2020 11/30/2020
NYM DME Products NY-DHI - BRENT CRUDE OIL VS. DUBAI CRUDE OIL Delta 1 B All dates 75%
CRUDE OIL SPREADS NY-DB - ICE BRENT DUBAI FUT 1 A All dates
NYM ELECTRICITY NY-E4 - PJM WESTH DA OFF-PEAK Delta 16 A All dates 75%
NY-P2 - NEPOOL CONECTIC 5MW D AH PK 1 B 12/2020 12/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
F1S - 5-YEAR SOFR MAC SWAP FUTURES 1 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 02/2023 03/2029
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2021 02/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 10 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES YID - 4-YEAR ERIS SOFR SWAP FUTURES Delta 6 A All dates 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 5 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 06/2020 06/2021
NYM ELECTRICITY NY-L9 - NEPOOL W CNT MASS 5MW D AH O PK Delta 16 A 12/2020 12/2025 75%
NY-U4 - NEPOOL RHD ISLD 5MW D AH PK 1 B 12/2020 12/2025
NYM ELECTRICITY NY-P5 - NEPOOL SE MASS 5MW D AH O PK Delta 16 A 12/2020 12/2025 75%
NY-R6 - NEPOOL W CNTR M 5MW D AH PK 1 B 12/2020 12/2025
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
NYM REFINED PRODUCTS NY-ULB - NY (ARGUS) VS. NY HRBR ULSD BALMO Delta 1 B All dates 75%
PETROLEUM CRACKS AND SPREADS NY-7Y - NY ULSD VS. NY HRBR ULSD FUT 1 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2021 10/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2021 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 75%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 75%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2021
NYM ELECTRICITY NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME Delta 1 A All dates 75%
NY-Y1 - PJM AECO DA PEAK 1 B 12/2020 11/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
NYM ELECTRICITY NY-E9 - PJM EASTERNH DA PEAK Delta 1 B 12/2020 11/2026 75%
NY-J4 - PJM WESTHDA PEAK 1 A All dates
CBT INTEREST RATES YIC - 3-YEAR ERIS SOFR SWAP FUTURES Delta 3 A All dates 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2024 09/2025
NYM NATURAL GAS NY-A1 - TCO NG SWING Delta 1 A All dates 75%
NY-T7 - TENNESSEE 500 LEG NG SWING 1 B All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 06/2021 06/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
NYM NATURAL GAS NY-A1 - TCO NG SWING Delta 1 A All dates 75%
NY-T4 - TENNESSEE ZONE 0 NG SWING 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 75%
LIC - 3-YEAR ERIS SWAP FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2020 03/2021 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2018 09/2018
NYM ELECTRICITY NY-D3 - NYISO ZONE J 5MW D AH PK Delta 1 A 02/2021 02/2021 75%
NY-T3 - NYISO ZONE G 5MW D AH PK 1 B 02/2021 02/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 75%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2023 09/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 A 12/2020 03/2021 75%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 A 06/2021 06/2021 75%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 09/2021 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
NYM REFINED PRODUCTS NY-SE - SINGAPORE 380CST FUEL OIL FUT Delta 1 B 01/2022 12/2025 100%
REFINED PRODUCTS NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT 1 A 02/2021 06/2021
PETROLEUM CRACKS AND SPREADS NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM 1 A 12/2020 12/2025
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 03/2021 03/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2024 03/2030 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
NYM ELECTRICITY NY-L5 - PJM PPL DA PEAK Delta 1 A 12/2020 11/2026 75%
NY-S4 - PJM APS ZONE DA PEAK 1 B 12/2020 11/2026
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2022 06/2023 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
NYM ELECTRICITY NY-H2 - NEPOOL INTR HUB 5MW D AH O PK Delta 16 A All dates 75%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 1 B All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
NYM ELECTRICITY NY-J2 - PJM JCPL DA PEAK Delta 1 B 12/2020 11/2026 75%
NY-N3 - PJM NILL DA PEAK 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2022 09/2023
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 07/2021 07/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 75%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 75%
YIC - 3-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 75%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
NYM ELECTRICITY NY-H5 - MISO INDIANA HUB 5MW D AH PK Delta 1 A 02/2021 12/2026 75%
NY-Y1 - PJM AECO DA PEAK 1 B 12/2020 11/2026
CBT INTEREST RATES YID - 4-YEAR ERIS SOFR SWAP FUTURES Delta 2 B All dates 75%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 11/2021 01/2022
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 05/2021 05/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 09/2021 75%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
NYM ELECTRICITY NY-H3 - MISO INDIANA HUB 5MW REAL TIME PK Delta 1 A 02/2021 12/2026 75%
NY-Y1 - PJM AECO DA PEAK 1 B 12/2020 11/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 02/2021 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 06/2018 09/2018 75%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 12/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 06/2018 09/2018 75%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 06/2021 06/2021
NYM ELECTRICITY NY-D3 - NYISO ZONE J 5MW D AH PK Delta 1 A 04/2021 05/2022 75%
NY-T3 - NYISO ZONE G 5MW D AH PK 1 B 04/2021 05/2022
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2022 01/2023
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 12/2016 03/2017 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 12/2016 03/2017 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 03/2020 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 11/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 03/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 11/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 11/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 11/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2021 11/2021
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 08/2021 10/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 06/2021 75%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
NYM ELECTRICITY NY-U5 - NEPOOL RHODE IL 5MW D AH O PK Delta 16 A 12/2020 12/2025 75%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 1 B 02/2021 12/2026
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 09/2023 06/2024 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 09/2021 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 75%
41 - 30 DAY FED FUND FUTURES 1 B 12/2021 11/2025
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 04/2021 04/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 02/2021 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2021 11/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
NYM ELECTRICITY NY-KI - ISO NEW ENGLAND OFF-PEAK LMP FUT Delta 1 B All dates 75%
NY-U6 - NEPOOL INTR HUB 5MW D AH PK 13 A 02/2021 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 06/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2021 02/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 12/2020 12/2020 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 03/2021 06/2021 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 09/2021 06/2022 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 09/2021 06/2022 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 03/2021 06/2021 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 05/2021 05/2021
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 02/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
NYM ELECTRICITY NY-D8 - PJM COMED 5MW D AH PK Delta 1 B 12/2020 12/2025 75%
NY-X1 - PJM AECO DA OFF-PEAK 16 A 12/2020 11/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 03/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2021 01/2021
NYM ELECTRICITY NY-D8 - PJM COMED 5MW D AH PK Delta 1 B 12/2020 12/2025 75%
NY-F2 - PJM JCPL DA OFF-PEAK 16 A 12/2020 11/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2022 09/2023 75%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 12/2020 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
NYM CRUDE OIL SPREADS NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH Delta 1 A 02/2021 12/2024 94%
CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B 11/2021 01/2022
CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 06/2021 06/2021

About Margins | Performance Bonds

Margins, also known as Performance Bonds are deposits required to ensure that a clearing member can cover potential losses with his or her trading positions. Margins / Performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary according to product and market volatility.

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