交易所 | 资产类别 | 产品价差 | 比 | 侧 | 开始时间 | 期末 | 信贷 | |
---|---|---|---|---|---|---|---|---|

CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 2 | B | All dates | 75% | |

SP - S&P 500 FUTURES | 1 | A | All dates | |||||

CME | FX | UN - NKR/USD FUTURES | Delta | 1 | A | All dates | 75% | |

XZAR - U.S. DOLLAR S.A. RAND FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | QN - NASDAQ COMPOSITE FUTURES | Delta | 5 | B | All dates | 75% | |

SP - S&P 500 FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 10 | A | All dates | 75% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | AQR - ADJ INT RATE FOR NASDAQ 100 T RET | Delta | 10 | A | All dates | 75% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 75% | |

SP - S&P 500 FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 75% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 10 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 75% | |

XAV - EMINI SP500- HEALTH CARE SECT INDEX | 10 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 75% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 10 | A | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 75% | |

SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 1 | A | All dates | 75% | |

SU - S&P/ CITIGROUP VALUE FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 75% | |

SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 75% | |

NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 75% | |

NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 75% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 2 | B | All dates | 75% | |

R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 3 | A | All dates | |||||

CME | EQUITY INDEX | ARR - ADJ INT RATE RUSS 1000 TOT RET FUT | Delta | 3 | A | All dates | 75% | |

NQ - E-MINI NASDAQ 100 FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 2 | B | All dates | ||||

CME | EQUITY INDEX | AQR - ADJ INT RATE FOR NASDAQ 100 T RET | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 2 | B | All dates | ||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 75% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | AQR - ADJ INT RATE FOR NASDAQ 100 T RET | Delta | 1 | A | All dates | 75% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 75% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | A2R - ADJ INT RATE RUSS 2000 TOT RET | Delta | 1 | A | All dates | 75% | |

N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | A2R - ADJ INT RATE RUSS 2000 TOT RET | Delta | 1 | A | All dates | 75% | |

AQR - ADJ INT RATE FOR NASDAQ 100 T RET | 1 | B | All dates | |||||

CME | EQUITY INDEX | A2R - ADJ INT RATE RUSS 2000 TOT RET | Delta | 2 | A | All dates | 75% | |

NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 75% | |

NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 3 | A | All dates | 75% | |

R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 2 | B | All dates | |||||

CME | EQUITY INDEX | ARR - ADJ INT RATE RUSS 1000 TOT RET FUT | Delta | 2 | A | All dates | 75% | |

ASR - ADJUSTED INT RATE S&P500 TOTAL RET | 3 | B | All dates | |||||

CME | EQUITY INDEX | ARR - ADJ INT RATE RUSS 1000 TOT RET FUT | Delta | 3 | A | All dates | 75% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 75% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 2 | B | All dates | |||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 3 | B | All dates | 75% | |

CME | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 3 | B | All dates | 75% | |

CME | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 75% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 2 | B | All dates | |||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 2 | B | All dates | 75% | |

CME | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 3 | B | All dates | 75% | |

CME | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 2 | A | All dates | 75% | |

XAU - EMINI SP500-UTILITIES SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 2 | B | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 2 | A | All dates | 75% | |

CME | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | B | All dates | ||||

CME | EQUITY INDEX | A2R - ADJ INT RATE RUSS 2000 TOT RET | Delta | 4 | A | All dates | 75% | |

CBT | DTR - DOW JONES IND TOTAL RTURN FUT | 3 | B | All dates | ||||

CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 1 | B | All dates | 75% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | A2R - ADJ INT RATE RUSS 2000 TOT RET | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 2 | B | All dates | ||||

CME | EQUITY INDEX | R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU | Delta | 3 | B | All dates | 75% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 2 | A | All dates | 75% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 75% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 6 | B | All dates | 75% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2031 | 09/2032 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

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 | 12/2030 | 09/2031 | 75% |

CBT | LIO - 20-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 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2031 | 09/2032 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

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 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2030 | 09/2031 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 12/2023 | 09/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 12/2024 | 09/2025 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2023 | 04/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2023 | 01/2023 | |||

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

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2029 | 09/2030 | |||

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

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2023 | 04/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2022 | 01/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2023 | 10/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2023 | 09/2024 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2029 | 09/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2023 | 10/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2023 | 10/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2031 | 09/2032 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2029 | 09/2030 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2030 | 09/2031 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2027 | 09/2028 | |||

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 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 09/2027 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 02/2023 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 04/2023 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 02/2023 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 09/2023 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 02/2023 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 09/2023 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 10/2022 | 12/2022 | 75% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 02/2023 | 10/2023 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 02/2023 | 10/2023 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 10/2022 | 12/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2022 | 11/2022 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2023 | 01/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 09/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2022 | 01/2023 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 02/2023 | 06/2023 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 11/2022 | 11/2022 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 10/2022 | 12/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 10/2022 | 12/2022 | 75% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 11/2022 | 11/2022 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2028 | 09/2029 | |||

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 | B | 12/2028 | 09/2029 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 01/2023 | 09/2023 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2028 | 09/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2028 | 09/2029 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2027 | 09/2028 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2027 | 09/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 01/2023 | 09/2023 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2026 | 09/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 06/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2026 | 09/2027 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 12/2022 | 12/2022 | 75% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

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

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

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

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 10/2022 | 12/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 10/2022 | 12/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2022 | 11/2022 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2022 | 10/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 09/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 01/2023 | 09/2023 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 09/2024 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2021 | 03/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2021 | 03/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 01/2023 | 09/2023 | |||

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

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 09/2025 | 09/2026 | 75% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 10/2022 | 12/2022 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 10/2022 | 12/2022 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 01/2023 | 09/2023 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 01/2023 | 09/2023 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2026 | 09/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2027 | 09/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2025 | 09/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2026 | 09/2027 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 12/2024 | 09/2025 | 75% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | 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 | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2027 | 09/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 09/2025 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2021 | 03/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2028 | 09/2029 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 09/2025 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 09/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 09/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 1 | B | 10/2022 | 12/2022 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2025 | 09/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2021 | 03/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2025 | 09/2026 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 12/2025 | 09/2026 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 12/2026 | 09/2027 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 12/2027 | 09/2028 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 12/2026 | 09/2027 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 12/2026 | 09/2027 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2025 | 09/2026 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 12/2026 | 09/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 01/2023 | 09/2023 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2022 | 06/2023 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 12/2024 | 09/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 4 | B | 09/2025 | 09/2026 | 75% |

CBT | KXT - 2-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 12/2024 | 09/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2021 | 06/2022 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 2 | B | 03/2024 | 06/2024 | 75% |

CBT | KXA - 1-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 10/2022 | 12/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 10/2022 | 12/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2023 | 09/2024 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 01/2023 | 09/2023 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2018 | 03/2019 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2027 | 09/2028 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2026 | 09/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 12/2024 | 09/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 01/2023 | 09/2023 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 10/2022 | 12/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2023 | 09/2024 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 74% | |

RSG - EMINI RUSSELL 1000 GROWTH FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 72% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 70% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 1 | A | All dates | |||||

CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 70% | |

JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 70% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | IBV - USD-DENOMINATED IBOVESPA INDEX | Delta | 5 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 5 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 10 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 70% | |

SXI - EMINI SP INSURANCE SELECT INDUSTRY | 10 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 70% | |

XAU - EMINI SP500-UTILITIES SECTOR INDEX | 15 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 70% | |

XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 10 | A | All dates | |||||

CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 2 | B | All dates | 70% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 6 | A | All dates | ||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 70% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 6 | A | All dates | |||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 3 | B | All dates | 70% | |

CME | NQ - E-MINI NASDAQ 100 FUTURES | 4 | A | All dates | ||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 70% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 17 | A | All dates | |||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 1 | A | All dates | 70% | |

CME | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | ||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 70% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 70% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 3 | A | All dates | 70% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 2 | B | All dates | |||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | AQR - ADJ INT RATE FOR NASDAQ 100 T RET | Delta | 1 | A | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 70% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 12 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 70% | |

SXI - EMINI SP INSURANCE SELECT INDUSTRY | 3 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 70% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 12 | A | All dates | |||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 2 | A | All dates | 70% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | B | All dates | 70% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | A2R - ADJ INT RATE RUSS 2000 TOT RET | Delta | 2 | A | All dates | 70% | |

ASR - ADJUSTED INT RATE S&P500 TOTAL RET | 1 | B | All dates | |||||

CME | EQUITY INDEX | A2R - ADJ INT RATE RUSS 2000 TOT RET | Delta | 2 | A | All dates | 70% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 3 | B | All dates | 70% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 2 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 2 | A | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | B | All dates | |||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 70% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 2 | A | All dates | 70% | |

ESG - E-MINI S&P 500 ESG INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | B | All dates | 70% | |

SXI - EMINI SP INSURANCE SELECT INDUSTRY | 2 | A | All dates | |||||

CME | CRUDE OIL | GCO - S&P GSCI-ER CRUDE SWAP | Delta | 10 | A | All dates | 70% | |

NYM | NY-CL - CRUDE OIL FUTURE NYMEX | 7 | B | All dates | ||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 2 | A | All dates | 70% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | FX | RA - AFRICAN RAND FUTURES | Delta | 2 | A | All dates | 90% | |

XZAR - U.S. DOLLAR S.A. RAND FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | SXI - EMINI SP INSURANCE SELECT INDUSTRY | Delta | 2 | A | All dates | 70% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | EQUITY INDEX | XAU - EMINI SP500-UTILITIES SECTOR INDEX | Delta | 2 | A | All dates | 70% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 2 | A | All dates | 70% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | EQUITY INDEX | SXI - EMINI SP INSURANCE SELECT INDUSTRY | Delta | 1 | A | All dates | 70% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | XAR - REAL ESTATE SELECT SECTOR FUTURES | Delta | 3 | A | All dates | 70% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 5 | A | All dates | 90% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 10 | A | All dates | 90% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 90% | |

M6J - E-MICRO USD/JPY FUT | 10 | A | All dates | |||||

CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 1 | A | All dates | 70% | |

PZ - POLISH ZLOTY FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 90% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 11/2022 | 02/2023 | 70% |

DA - CLASS III MILK FUTURES | 1 | A | 11/2022 | 02/2023 | ||||

CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |

CUS - COMP CITIES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 70% | |

LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | B | All dates | 70% | |

LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | A | All dates | |||||

CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |

NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 70% | |

NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 70% | |

LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | REAL ESTATE | NYM - NEW YORK CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | WDC - WASH DC CSI HOUSING INDEX FUTURES | Delta | 1 | B | All dates | 70% | |

CHI - CHICAGO CSI HOUSING INDEX FUTURE | 1 | A | All dates | |||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 1 | A | All dates | 70% | |

DK - CLASS IV MILK FUTURE | 2 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2023 | 09/2027 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2023 | 10/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2031 | 09/2032 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2031 | 09/2032 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2029 | 09/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2026 | 09/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2029 | 09/2030 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2030 | 09/2031 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2027 | 09/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2023 | 04/2023 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 11/2022 | 11/2022 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 70% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2019 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2029 | 09/2030 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 70% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 70% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2026 | 09/2027 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 02/2023 | 10/2023 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 12/2023 | 09/2024 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 04/2023 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 09/2023 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 09/2027 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 09/2027 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 70% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 02/2023 | 10/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 09/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 04/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 01/2023 | 09/2023 | 70% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 12/2022 | 12/2022 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 12/2022 | 12/2022 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 01/2023 | 09/2023 | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 70% |

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

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 03/2024 | 06/2024 | 70% |

CBT | KXD - 4-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 09/2023 | 12/2023 | 70% |

CBT | KXD - 4-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2031 | 09/2032 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2029 | 09/2030 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2031 | 09/2032 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2027 | 09/2028 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2030 | 09/2031 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2029 | 09/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2031 | 09/2032 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2030 | 09/2031 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 10/2022 | 12/2022 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2030 | 09/2031 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2031 | 09/2032 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | All dates | 70% | |

CBT | NG - 5-YR INTEREST RATE SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 12/2022 | 12/2022 | 70% |

CBT | KXD - 4-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 03/2023 | 06/2023 | 70% |

CBT | KXD - 4-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 09/2024 | 06/2025 | 70% |

CBT | KXD - 4-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2029 | 09/2030 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 09/2025 | 09/2026 | 70% |

CBT | KXD - 4-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

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 | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2022 | 12/2022 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 01/2023 | 09/2023 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 06/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2027 | 09/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 01/2023 | 09/2023 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2021 | 03/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 01/2023 | 09/2023 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 10/2022 | 12/2022 | 70% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2029 | 09/2030 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 09/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 10/2022 | 12/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 10/2022 | 12/2022 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 01/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 01/2023 | 09/2023 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2026 | 09/2027 | 70% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 12/2026 | 09/2027 | 70% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 12/2026 | 09/2027 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 12/2028 | 09/2029 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2025 | 09/2026 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 12/2027 | 09/2028 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2025 | 09/2026 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 12/2025 | 09/2026 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 12/2026 | 09/2027 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 12/2025 | 09/2026 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2027 | 09/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2031 | 09/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2025 | 09/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2029 | 09/2030 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2025 | 09/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2030 | 09/2031 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2025 | 09/2026 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 12/2025 | 09/2026 | 70% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2030 | 09/2031 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2026 | 09/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2031 | 09/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2026 | 09/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2021 | 03/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2021 | 03/2022 | 70% |

CME | ED - EURODOLLAR FUTURES | 10 | B | 01/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2021 | 03/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2021 | 03/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 12/2025 | 09/2026 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2022 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2022 | 06/2023 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2021 | 03/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2025 | 09/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 01/2023 | 09/2023 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 01/2023 | 09/2023 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2024 | 09/2025 | 70% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 12/2025 | 09/2026 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2021 | 06/2022 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2028 | 09/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2022 | 12/2022 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2027 | 09/2028 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2018 | 09/2018 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 10/2022 | 12/2022 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2024 | 09/2025 | 70% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 12/2025 | 09/2026 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 2 | A | All dates | 69% | |

ME - EMINI MIDCAP FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ARR - ADJ INT RATE RUSS 1000 TOT RET FUT | Delta | 1 | A | All dates | 90% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 90% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 90% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 100 | A | All dates | 66% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | FX | M6S - E-MICRO USD/CHF FUTURES | Delta | 10 | A | All dates | 90% | |

SF - SWISS FRANC FUTURES | 1 | A | All dates | |||||

CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2022 | 01/2023 | 90% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2023 | 01/2023 | |||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 1 | A | All dates | 66% | |

CME | FC - FEEDER CATTLE FUTURES | 2 | A | All dates | ||||

CME | LC - LIVE CATTLE FUTURES | 4 | B | All dates | ||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 66% | |

NE - NEW ZEALAND FUTURES | 1 | B | All dates | |||||

CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 65% | |

CY - CD/JY FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2022 | 01/2023 | 90% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 12/2022 | 12/2022 | |||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 5 | A | All dates | 65% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 65% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 65% | |

N1 - NIKKEI 225 YEN FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 2 | A | All dates | 65% | |

N1 - NIKKEI 225 YEN FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 2 | B | All dates | 65% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 15 | A | All dates | |||||

CME | EQUITY INDEX | TPY - YEN DENOMINATED TOPIX FUTURES | Delta | 2 | B | All dates | 65% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 65% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | TPY - YEN DENOMINATED TOPIX FUTURES | Delta | 3 | A | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 2 | B | All dates | ||||

CME | FX | NE - NEW ZEALAND FUTURES | Delta | 2 | A | All dates | 65% | |

RY - EURO FX/JY FUTURE | 5 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 3 | B | All dates | 65% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 20 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 65% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 10 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 65% | |

SU - S&P/ CITIGROUP VALUE FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 2 | B | All dates | 65% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 3 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | A | All dates | 65% | |

SMP - S&P SMALLCAP 600 FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 6 | A | All dates | ||||

CME | AGRICULTURE | GI - S&P-GSCI COMMODITY INDEX FUTURE | Delta | 1 | B | All dates | 65% | |

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 65% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 12 | A | All dates | |||||

CME | EQUITY INDEX | SXO - EMINI SP OIL & GAS SELECT INDUSTRY | Delta | 2 | B | All dates | 65% | |

XAE - EMINI SP 500 ENERGY SECTOR INDEX | 3 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 65% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 3 | A | All dates | 65% | |

NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 2 | A | All dates | 65% | |

XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 65% | |

NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | XAY - E-MINI SP500 CONS DISCRET SECTOR IX | Delta | 2 | A | All dates | 65% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||

CME | EQUITY INDEX | SOX - EMINI PHLX SEMICONDUCTOR | Delta | 2 | A | All dates | 65% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 2 | A | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | EQUITY INDEX | SXI - EMINI SP INSURANCE SELECT INDUSTRY | Delta | 2 | A | All dates | 65% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 7 | A | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 6 | B | All dates | ||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 65% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |

RSG - EMINI RUSSELL 1000 GROWTH FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 2 | A | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | EQUITY INDEX | XAV - EMINI SP500- HEALTH CARE SECT INDEX | Delta | 5 | A | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 4 | B | All dates | ||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 3 | A | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |

XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | XAZ - E-MINI COM SERVICES SELECT SECTOR | Delta | 2 | B | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | A | All dates | ||||

CME | AGRICULTURE | SES - SP GSCI SWAP FUTURES | Delta | 5 | B | All dates | 65% | |

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 2 | A | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 1 | B | All dates | ||||

CME | AGRICULTURE | GA - GSCI ER FUTURES | Delta | 5 | B | All dates | 65% | |

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 2 | A | All dates | 65% | |

NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||

CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 7 | A | All dates | 65% | |

CBT | YM - E-MINI DOW JONES IND AVG FUT | 2 | B | All dates | ||||

CME | EQUITY INDEX | R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT | Delta | 1 | B | All dates | 65% | |

R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU | 1 | A | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 65% | |

SXI - EMINI SP INSURANCE SELECT INDUSTRY | 1 | A | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT | Delta | 5 | B | All dates | 65% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 4 | B | All dates | 65% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | |||||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | A | All dates | 65% | |

XAU - EMINI SP500-UTILITIES SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | B | All dates | 65% | |

XAR - REAL ESTATE SELECT SECTOR FUTURES | 1 | A | All dates | |||||

CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 1 | A | 11/2022 | 09/2027 | 65% |

OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | B | All dates | |||||

CME | AGRICULTURE | CPV - USD MALAY CRD PALM OIL BULLET FUT | Delta | 1 | A | 11/2022 | 09/2027 | 65% |

OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | B | All dates | |||||

CME | AGRICULTURE | CPV - USD MALAY CRD PALM OIL BULLET FUT | Delta | 1 | A | 11/2022 | 09/2027 | 65% |

OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | B | All dates | |||||

CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 1 | B | 11/2022 | 09/2027 | 65% |

OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | A | All dates |

NYMEX WTI轻质原油期货(CL)是世界上最具流动性和交投最活跃的原油合约，可以提供当今全球石油市场最有效的交易方法。

NYMEX WTI价格源于俄克拉荷马州库欣，与全世界能源市场有着密切的关联。

WTI（西德克萨斯中质原油）是轻质低硫混合原油。'轻质’指的是粘稠度和硫含量低，非常适合转化成汽油和柴油。该合约的交易代码为CL，指的是“轻质原油”。

原油市场提供在几乎所有市场条件下的交易机会，但可能高度波动。影响价格的因素有很多，包括直接因素（输油管道变化）或宏观因素（例如，经济健康程度、天气），这使得价格的风险管理至关重要。

NYMEX WTI期货提供直接投资石油市场的机会，无论您是寻求对冲风险或是对价格的走向套利，期货相对于其他交易方式都是一个关键的优势。

**交易NYMEX WTI期货的优势**

- 流动性深厚的市场
- 随着美国石油产量、亚洲使用量的增加和美国出口禁令的废除，WTI成为了世界石油价格的首选指标
- 以少量资金控制大笔合约
- 享受60%的长期、40%的短期资本收益待遇
- 利用其他NYMEX的石油合约实现大量的节省和精确的敞口配置
- NYMEX WTI与现货市场紧密联系，可降低成本