HENRY HUB NATURAL GAS - 保证金

交易所 资产类别 产品价差 开始时间 期末 信贷
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 03/2023 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2022 09/2022 94%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
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 3 A All dates 75%
CBT YM - E-MINI DOW JONES IND AVG FUT 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
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 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
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
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 3 A All dates 75%
CBT YM - E-MINI DOW JONES IND AVG FUT 2 B 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
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 B All dates 75%
YIE - 30-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
LIO - 20-YEAR ERIS SWAP FUTURES 3 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 9 B All dates 75%
YIO - 20-YEAR ERIS SOFR SWAP FUTURES 10 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
LIE - 30-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
LIL - 15-YEAR ERIS SWAP FUTURES 2 A All dates
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 37 A All dates 75%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
F1U - 5-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 75%
S - SOYBEAN FUTURES 1 B All dates
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
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
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2022 06/2023
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 09/2022 06/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 12/2021 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
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
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 03/2021 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 12/2019 06/2020 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 09/2019 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
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 09/2022 06/2023
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 19 A All dates 75%
17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2023 06/2023 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2022 03/2023 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 B All dates 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 5 A 12/2022 06/2023
CBT INTEREST RATES YIB - 7-YEAR ERIS SOFR SWAP FUTURES Delta 3 A 09/2022 06/2023 75%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 2 B 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2022 09/2022 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2021 09/2022 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 03/2018 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
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
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2012 03/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2016 06/2017 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
66 - 10Y INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
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
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2020 03/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 75%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 03/2021 09/2022
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
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 06/2020
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 12/2031 09/2032 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2018 12/2018
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
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2022 06/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2020 03/2021
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 13 A All dates 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2022 06/2022 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2031 09/2032 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2021 03/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 09/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2022 06/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2031 09/2032
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2017 03/2018
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 13 A All dates 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2022 06/2022 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2031 09/2032 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 06/2020
CBT INTEREST RATES YIB - 7-YEAR ERIS SOFR SWAP FUTURES Delta 2 B 09/2022 06/2023 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A 12/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 09/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2021 12/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 12/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2021 12/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2031 09/2032
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2016 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2031 09/2032 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2020 03/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2023 06/2023
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 F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 03/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 10 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2031 09/2032 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2022 03/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2020 03/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2031 09/2032
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
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 75%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2016 09/2016
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
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 06/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
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 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2023 09/2023
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
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
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 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
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 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 06/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2031 09/2032
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 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 75%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 12/2022 03/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2015 12/2015
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 75%
YIC - 3-YEAR ERIS SOFR SWAP FUTURES 1 A 09/2022 06/2023
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 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2023 06/2023 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2023 03/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 75%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES YID - 4-YEAR ERIS SOFR SWAP FUTURES Delta 6 A 09/2022 06/2023 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 5 B 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2023 03/2023 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2023 06/2023 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2023 02/2023
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 LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 06/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 06/2023 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 06/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 06/2023 06/2023
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 LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 06/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2023 11/2027 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2023 06/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 06/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 06/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 12/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 06/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 12/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 06/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 12/2022 03/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2022 03/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2021 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
30Y - MICRO 30-YEAR YIELD FUTURES 8 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 03/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 06/2023 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 75%
LIC - 3-YEAR ERIS SWAP FUTURES 5 B 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2023 11/2023 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2023 06/2023 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2023 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2023 12/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2023 12/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 12/2021 03/2022 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 03/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 12/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 12/2021 03/2022 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 12/2022 03/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2022 03/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 06/2022 06/2023 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 06/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2023 03/2023 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 04/2023 06/2023
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 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 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
CBT INTEREST RATES YIC - 3-YEAR ERIS SOFR SWAP FUTURES Delta 5 A 09/2022 06/2023 75%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 B 12/2022 06/2023
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 B 12/2022 02/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2023 06/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
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
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 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 03/2023 09/2023 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 12/2021 03/2022 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
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 12/2028 09/2029 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2023 11/2023 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2023 11/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 A 06/2023 06/2023 75%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 A 12/2022 03/2023 75%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES KXD - 4-YEAR ERIS BSBY SWAP FUT Delta 6 A All dates 75%
KXW - 5-YEAR ERIS BSBY SWAP FUT 5 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
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 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
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
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 03/2023 03/2023
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 A All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 12/2012 03/2013
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2021 03/2022 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
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
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
CBT INTEREST RATES KXC - 3-YEAR ERIS BSBY SWAP FUT Delta 5 A All dates 75%
KXW - 5-YEAR ERIS BSBY SWAP FUT 3 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 09/2023 75%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 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 12/2022 02/2023
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 02/2023
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
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 12/2026 09/2027 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 06/2023
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
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
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
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
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
T1S - 2-YEAR SOFR MAC SWAP FUTURES 2 A All dates
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
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
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
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
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 12/2023 09/2024 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
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 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
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
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 12/2027 09/2028 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2022 03/2023
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
KXT - 2-YEAR ERIS BSBY SWAP FUT 2 A All dates
CBT INTEREST RATES YID - 4-YEAR ERIS SOFR SWAP FUTURES Delta 1 B 09/2022 06/2023 75%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A 09/2022 06/2023
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
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 03/2023 09/2023
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 ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2021 03/2022 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2022 09/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2022 02/2023 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 12/2022 02/2023 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES KXD - 4-YEAR ERIS BSBY SWAP FUT Delta 1 B All dates 75%
KXT - 2-YEAR ERIS BSBY SWAP FUT 2 A All dates
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
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 ED - EURODOLLAR FUTURES Delta 6 B 03/2023 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 12/2025 09/2026 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 03/2023 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 12/2023 09/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
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
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 10 B 12/2025 09/2026 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
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 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 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
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 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
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 12/2022 12/2022
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 06/2015 12/2015
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2022 06/2023 75%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2022 09/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2022 06/2023 75%
CME ED - EURODOLLAR FUTURES 3 A 03/2023 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 03/2023 09/2023
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 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
KXA - 1-YEAR ERIS BSBY SWAP FUT 2 A All dates
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 5 B 12/2022 02/2023 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 12/2022 02/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
YIA - 1-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
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
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
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
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 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
CBT INTEREST RATES YIA - 1-YEAR ERIS SOFR SWAP FUTURES Delta 3 A 12/2022 06/2023 75%
YIC - 3-YEAR ERIS SOFR SWAP FUTURES 1 B 09/2022 06/2023
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
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 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2022 02/2023 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 03/2023 09/2023 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A 12/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2022 09/2022 75%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2021 03/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2022 02/2023 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A 12/2022 06/2023
CBT INTEREST RATES KXA - 1-YEAR ERIS BSBY SWAP FUT Delta 3 A All dates 75%
KXC - 3-YEAR ERIS BSBY SWAP FUT 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 75%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
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
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 75%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 75%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
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
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 1 B All dates 75%
5YY - MICRO 5-YEAR YIELD FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2022 02/2023 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 03/2023 09/2023 75%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2021 09/2021 75%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2020 09/2020 75%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2021 03/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2021 03/2022 74%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2022 03/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 74%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2022 09/2022 73%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 03/2023 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 03/2023 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2022 06/2023 92%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2022 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2022 06/2023 92%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 71%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 71%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
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
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
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 03/2023 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2022 06/2023 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2022 03/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2022 09/2022 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 12/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2021 03/2022 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 70%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 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 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 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
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 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
CBT EQUITY INDEX JR - DOW JONES US REAL ESTATE FUT Delta 4 B All dates 70%
YM - E-MINI DOW JONES IND AVG FUT 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 7 B All dates 70%
TWE - 20-YEAR U.S. TREASURY BOND FUTURES 6 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 5 B All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 5 B All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 5 A 09/2022 06/2023 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 70%
SSB - FOB SANTOS SOYBEANS FINANCIALLY SET 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 B All dates 70%
E1U - 20-YEAR USD MAC SWAP FUTURES 2 A 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
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 70%
B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 A All dates 70%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 70%
N1S - 10-YEAR SOFR MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 70%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
LIL - 15-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
LII - 12-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 70%
LIE - 30-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 70%
LII - 12-YEAR ERIS SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B All dates 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2022 06/2022
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2021 12/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2020 03/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 70%
LIO - 20-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B All dates 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 06/2020
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 70%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 A All dates
CBT INTEREST RATES S1S - 7-YEAR SOFR MAC SWAP FUTURES Delta 2 A All dates 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2022 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 12/2018 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 09/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
5YY - MICRO 5-YEAR YIELD FUTURES 19 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2021 12/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 12/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2020 03/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 06/2020
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 03/2018
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
N1S - 10-YEAR SOFR MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES YIW - 5-YEAR ERIS SOFR SWAP FUTURES Delta 3 A 12/2022 06/2023 70%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 2 B 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 09/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 06/2017
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 03/2022 06/2022 70%
LIB - 7-YEAR ERIS SWAP FUTURES 3 A 03/2021 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 09/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2021 12/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2020 03/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2016 09/2016 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2017 03/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 03/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 70%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 7 A 12/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
F1S - 5-YEAR SOFR MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 06/2020
CBT AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 70%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 2 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 06/2015 12/2015 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A 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 12/2023 09/2024
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 LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 06/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LII - 12-YEAR ERIS 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 12/2029 09/2030
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 09/2019
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 LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
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 12/2027 09/2028 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 12/2026 09/2027
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 12/2025 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 12/2027 09/2028
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
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 12/2026 09/2027 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 09/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2023 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 4 B All dates 70%
S1S - 7-YEAR SOFR MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
F1S - 5-YEAR SOFR MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2014 03/2015 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 12/2022 03/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 70%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 2 A 12/2022 06/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 09/2016
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 06/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 06/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2022 09/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2023 06/2023
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 09/2014
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 12/2021 03/2022
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 12/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 03/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2017 03/2018
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
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2022 02/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2022 02/2023
CBT INTEREST RATES YIB - 7-YEAR ERIS SOFR SWAP FUTURES Delta 2 B 09/2022 06/2023 70%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 06/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 06/2022 06/2023
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2023 11/2027 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2023 12/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2016 06/2017
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 70%
7I - 7-YR INTEREST RATE SWAP FUT 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 06/2017
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 12/2021 03/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 12/2020 03/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 12/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 06/2023 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 12/2015 12/2020 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
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 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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CBT INTEREST RATES YIB - 7-YEAR ERIS SOFR SWAP FUTURES Delta 3 B 09/2022 06/2023 70%
YIC - 3-YEAR ERIS SOFR SWAP FUTURES 7 A 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 12/2022 03/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2016 09/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 09/2016
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2022 06/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 02/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 02/2023
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 12/2022 02/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 02/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2023 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 12/2026 09/2027
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 06/2023 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 06/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 06/2022 09/2022
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 03/2023 09/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2022 06/2022
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 09/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
T1S - 2-YEAR SOFR MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2023 06/2023 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2023 01/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 06/2023 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2021 12/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
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 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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2015 12/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 12/2015
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
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 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2023 11/2027 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
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 B 12/2031 09/2032 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
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 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2023 11/2027 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
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
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