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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2027 | 09/2028 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2028 | 09/2029 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2029 | 09/2030 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2030 | 09/2031 | 45% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2020 | 03/2021 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2020 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 45% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2020 | 03/2021 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 02/2023 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2020 | 03/2021 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2022 | 02/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2023 | 06/2023 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 09/2014 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2022 | 03/2023 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 09/2014 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 45% |

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 | 45% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2020 | 09/2020 | 45% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2019 | 45% |

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 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2021 | 03/2022 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2021 | 09/2021 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 12/2015 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

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

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2023 | 09/2023 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2022 | 06/2023 | 45% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2019 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 45% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2020 | 09/2020 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 45% |

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

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2031 | 09/2032 | |||

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2022 | 09/2022 | 45% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2018 | 03/2019 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 45% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 45% |

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 | 45% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2022 | 09/2022 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 09/2014 | ||||

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 45% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2020 | 03/2021 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 12/2015 | ||||

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 45% | |

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

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 45% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 45% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2021 | 09/2021 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2021 | 03/2022 | 45% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2021 | 03/2022 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 09/2014 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2020 | 03/2021 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2021 | 09/2021 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 09/2014 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2020 | 03/2021 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 09/2014 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 45% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2012 | 03/2013 | ||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 3 | B | All dates | 85% | |

CME | R1R - RUSSELL 1000 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 | 85% | |

CME | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 1 | B | All dates | 85% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 43% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2022 | 06/2023 | 43% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 43% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 43% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2014 | 09/2014 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 43% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2013 | 12/2013 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2022 | 06/2022 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2021 | 12/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 06/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2031 | 09/2032 | 42% |

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 | 42% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 42% |

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 | 42% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2022 | 09/2022 | 42% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 42% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2029 | 09/2030 | 42% |

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 | 42% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2022 | 09/2022 | 42% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2031 | 09/2032 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2030 | 09/2031 | 42% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 42% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2015 | 12/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 41% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 12/2018 | ||||

CME | EQUITY INDEX | ARR - ADJ INT RATE RUSS 1000 TOT RET FUT | Delta | 4 | A | All dates | 85% | |

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

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 3 | B | All dates | 85% | |

CME | R1R - RUSSELL 1000 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 | 85% | |

CME | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 3 | A | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 1 | A | All dates | 85% | |

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

CBT | AGRICULTURE | MFC - MAP CFR BRAZIL FUTURES | Delta | 1 | A | All dates | 40% | |

UME - UREA (GRANULAR) FOB MIDDLE EAST FUT | 1 | B | All dates | |||||

CBT | AGRICULTURE | MFC - MAP CFR BRAZIL FUTURES | Delta | 1 | A | All dates | 40% | |

UFB - UREA (GRANULAR) CFR BRAZIL FUTURES | 1 | B | All dates | |||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 2 | A | All dates | 85% | |

CME | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 3 | B | All dates | ||||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 12/2022 | 01/2023 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 12/2022 | 12/2022 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 12/2022 | 01/2023 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 01/2023 | 01/2023 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 02/2023 | 12/2025 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 12/2022 | 12/2022 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 02/2023 | 12/2025 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 01/2023 | 01/2023 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 12/2022 | 01/2023 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 07/2023 | 09/2023 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 12/2022 | 01/2023 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 02/2023 | 06/2023 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 12/2022 | 01/2023 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 10/2023 | 11/2025 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 02/2023 | 12/2025 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 10/2023 | 11/2025 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 02/2023 | 12/2025 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 07/2023 | 09/2023 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 02/2023 | 12/2025 | 40% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 02/2023 | 06/2023 | |||

CME | EQUITY INDEX | IPO - E-MINI IPOX 100 U.S. INDEX FUTURES | Delta | 5 | A | All dates | 40% | |

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

CBT | AGRICULTURE | MFC - MAP CFR BRAZIL FUTURES | Delta | 1 | A | All dates | 40% | |

UFU - UAN FOB NOLA SWAP | 1 | B | All dates | |||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 1 | A | All dates | 40% | |

CME | VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | ||||

CME | EQUITY INDEX | VLQ - NASDAQ-100 VOL INDEX FUT | Delta | 1 | A | All dates | 40% | |

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

CBT | AGRICULTURE | MFC - MAP CFR BRAZIL FUTURES | Delta | 1 | A | All dates | 40% | |

UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | 1 | B | All dates | |||||

CBT | INTEREST RATES | NG - 5-YR INTEREST RATE SWAP FUTURES | Delta | 5 | A | All dates | 40% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | B | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 14 | A | 12/2026 | 09/2027 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 14 | A | 09/2025 | 09/2026 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2024 | 09/2025 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2023 | 09/2024 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2022 | 02/2023 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2031 | 09/2032 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2028 | 09/2029 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2027 | 09/2028 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2029 | 09/2030 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2025 | 09/2026 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2022 | 02/2023 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2026 | 09/2027 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 03/2023 | 09/2023 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2030 | 09/2031 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 2 | A | All dates | 40% | |

KCW - KC HRW WHEAT-WHEAT ICS | 1 | B | All dates | |||||

CBT | INTEREST RATES | 45U - 30-YEAR 4.5% COUPON UMBS TBA FUT | Delta | 1 | A | All dates | 40% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 17 | B | 03/2024 | 06/2024 | 40% |

CBT | TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 17 | B | 12/2023 | 09/2024 | 40% |

CBT | TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 1 | B | All dates | 40% | |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 17 | B | 03/2023 | 09/2023 | 40% |

CBT | TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 12/2022 | 02/2023 | |||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | 1 | B | All dates | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 8 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 8 | A | 09/2025 | 09/2026 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2024 | 09/2025 | |||

CBT | AGRICULTURE | UFG - UREA (GRANULAR) FOB EGYPT SWAP | Delta | 1 | B | All dates | 40% | |

UFU - UAN FOB NOLA SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

50U - 30-YEAR 5.0% COUPON UMBS TBA FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 40% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 40% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 04/2023 | 12/2023 | |||

CBT | AGRICULTURE | UFU - UAN FOB NOLA SWAP | Delta | 1 | A | All dates | 40% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 1 | B | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 5 | A | 09/2024 | 06/2025 | 40% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2015 | 12/2015 | 40% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 09/2023 | 40% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||

CBT | INTEREST RATES | T1U - 2-YEAR USD MAC SWAP FUTURES | Delta | 4 | B | All dates | 40% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2014 | 03/2015 | 40% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 40% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 40% | |

T1U - 2-YEAR USD MAC SWAP FUTURES | 5 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 09/2023 | 12/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 03/2024 | 06/2024 | |||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 1 | B | All dates | 40% | |

YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 14 | A | All dates | |||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 40% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2018 | 03/2019 | 40% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 40% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2020 | 09/2020 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 3 | A | 09/2025 | 09/2026 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 40% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 01/2023 | 01/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 40% | |

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

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | A | All dates | 40% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 2 | B | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 07/2023 | 11/2023 | 40% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 09/2025 | 09/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 07/2023 | 11/2023 | 40% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 40% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2029 | 09/2030 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 2 | A | 03/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 03/2023 | 09/2023 | 40% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2021 | 09/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 04/2023 | 06/2023 | 40% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 09/2024 | 06/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 04/2023 | 06/2023 | 40% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 03/2024 | 06/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2023 | 11/2027 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 02/2023 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 04/2023 | 12/2023 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 04/2023 | 12/2023 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2023 | 11/2027 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 02/2023 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 03/2023 | 03/2023 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 40% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 40% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 40% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | A | 12/2020 | 03/2021 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 02/2023 | 02/2023 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 02/2023 | 03/2023 | 40% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 09/2024 | 06/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 02/2023 | 03/2023 | 40% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 03/2024 | 06/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2023 | 11/2023 | 40% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 07/2023 | 11/2023 | 40% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 03/2023 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 40% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 40% |

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

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 01/2023 | 01/2023 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 3 | A | 09/2024 | 06/2025 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 40% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 3 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | 12/2022 | 03/2023 | 40% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | A | 12/2023 | 11/2027 | 40% |

30Y - MICRO 30-YEAR YIELD FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 40% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 40% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2020 | 03/2021 | 40% |

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

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 40% | |

41 - 30 DAY FED FUND FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2019 | 03/2020 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2023 | 12/2023 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 12/2022 | 12/2022 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 01/2023 | 01/2023 | 40% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | A | All dates | 40% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | B | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2019 | 09/2019 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 09/2020 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2029 | 09/2030 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2030 | 09/2031 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2031 | 09/2032 | 40% |

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 | 40% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 09/2020 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2031 | 09/2032 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2030 | 09/2031 | 40% |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 40% | |

26 - 2 YEAR TREASURY NOTE FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2022 | 09/2022 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2022 | 09/2022 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2029 | 09/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 40% |

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 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2028 | 09/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2029 | 09/2030 | 40% |

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 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2031 | 09/2032 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2019 | 03/2020 | 40% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 40% | |

30Y - MICRO 30-YEAR YIELD FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 40% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 40% |

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 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 40% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2020 | 03/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2027 | 09/2028 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2019 | 09/2019 | 40% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2020 | 09/2020 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 40% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2020 | 09/2020 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2022 | 02/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 02/2023 | 40% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 40% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2020 | 09/2020 | 40% |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 40% | |

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

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 40% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 40% |

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

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 40% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 40% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 40% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 40% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2021 | 03/2022 | 40% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2021 | 09/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2022 | 02/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2020 | 09/2020 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2023 | 09/2023 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 02/2023 | 40% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2017 | 03/2018 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 09/2023 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 03/2023 | 09/2023 | 40% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2015 | 12/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2019 | 03/2020 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2022 | 02/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2022 | 02/2023 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2023 | 11/2027 | 38% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2020 | 03/2021 | 36% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 12/2023 | 11/2027 | 35% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 04/2023 | 06/2023 | 35% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 07/2023 | 11/2023 | 35% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 8 | B | 02/2023 | 02/2023 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 35% | |

50U - 30-YEAR 5.0% COUPON UMBS TBA FUT | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2024 | 09/2025 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 14 | A | 03/2024 | 06/2024 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 14 | A | 09/2024 | 06/2025 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 8 | B | All dates | 35% | |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2025 | 09/2026 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 5 | B | All dates | 35% | |

TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 5 | B | 12/2023 | 11/2027 | 35% |

TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 6 | B | All dates | 35% | |

TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 1 | A | All dates | |||||

CBT | AGRICULTURE | O - OATS FUTURES | Delta | 1 | B | All dates | 35% | |

S - SOYBEAN FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 35% | |

3YR - 3 YEAR TREASURY NOTE FUTURE | 3 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 3 | B | All dates | 35% | |

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

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 22 | A | All dates | 35% | |

TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 35% | |

26 - 2 YEAR TREASURY NOTE FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 35% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 4 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 35% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 4 | A | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 35% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 8 | A | 09/2024 | 06/2025 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 35% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 8 | A | 03/2024 | 06/2024 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 35% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 4 | A | 06/2020 | 09/2020 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 35% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 35% | |

45U - 30-YEAR 4.5% COUPON UMBS TBA FUT | 1 | A | All dates | |||||

CBT | AGRICULTURE | 14 - ROUGH RICE FUTURES | Delta | 10 | B | All dates | 35% | |

W - WHEAT FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 5 | B | 02/2023 | 03/2023 | 35% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 03/2023 | 03/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 5 | A | 03/2024 | 06/2024 | 35% |

CBT | 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 | 06/2020 | 09/2020 | 35% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2023 | 09/2023 | 35% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2023 | 06/2023 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 04/2023 | 12/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2023 | 06/2023 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2022 | 03/2023 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 04/2023 | 12/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2022 | 03/2023 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 03/2023 | 03/2023 | |||

CBT | AGRICULTURE | AUW - AUSTRALIAN WHEAT FUTURES | Delta | 1 | A | 11/2022 | 12/2022 | 35% |

BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | 1 | B | 01/2023 | 02/2024 | ||||

CBT | AGRICULTURE | AUW - AUSTRALIAN WHEAT FUTURES | Delta | 1 | A | 01/2023 | 11/2023 | 35% |

BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | 1 | B | 01/2023 | 02/2024 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 35% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | A | All dates | 35% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 03/2021 | 09/2022 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 35% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 3 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 35% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2022 | 06/2022 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 35% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2021 | 12/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 04/2023 | 06/2023 | 35% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 09/2025 | 09/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 04/2023 | 06/2023 | 35% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 35% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2020 | 03/2021 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 35% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 2 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 35% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2031 | 09/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 02/2023 | 03/2023 | 35% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 09/2025 | 09/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 02/2023 | 03/2023 | 35% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 12/2023 | 11/2027 | 35% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 03/2023 | 06/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 12/2023 | 11/2027 | 35% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 35% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 35% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 35% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 11/2023 | 35% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 11/2023 | 35% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 07/2023 | 11/2023 | 35% |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 35% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 35% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2021 | 09/2021 | 35% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | B | 12/2022 | 06/2023 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 35% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | B | 12/2022 | 06/2023 | 35% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2021 | 09/2021 | 35% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | B | 12/2022 | 06/2023 | 35% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 35% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 12/2018 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 35% | |

41 - 30 DAY FED FUND FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 35% | |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 35% | |

41 - 30 DAY FED FUND FUTURES | 1 | A | 02/2023 | 03/2023 | ||||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 35% | |

41 - 30 DAY FED FUND FUTURES | 1 | A | 02/2023 | 03/2023 | ||||

CBT | AGRICULTURE | AUW - AUSTRALIAN WHEAT FUTURES | Delta | 1 | A | All dates | 35% | |

BWH - BLACK SEA WHEAT FIN STL PLATTS HALF | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2030 | 09/2031 | 35% |

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 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2029 | 09/2030 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2021 | 03/2022 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2030 | 09/2031 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2031 | 09/2032 | 35% |

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 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2028 | 09/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 35% |

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 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2031 | 09/2032 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2029 | 09/2030 | 35% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 35% |

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 | 35% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2019 | 35% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 35% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2029 | 09/2030 | 35% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 35% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 35% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2022 | 02/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2021 | 09/2021 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2029 | 09/2030 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2021 | 09/2021 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | A | All dates | 35% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 12/2015 | 12/2020 | ||||

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 35% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 35% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 35% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2022 | 02/2023 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 35% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 35% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2022 | 02/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2018 | 03/2019 | 35% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 35% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2022 | 02/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 02/2023 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2023 | 09/2023 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 35% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2018 | 09/2018 | 35% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2021 | 03/2022 | 35% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 35% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2021 | 09/2021 | 35% |

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 | 35% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2021 | 09/2021 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2023 | 09/2023 | 35% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 34% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 34% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 06/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 33% |

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 | 33% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2021 | 03/2022 | 33% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 32% |

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 | 32% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 32% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 2 | A | All dates | 30% | |

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | All dates | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | B | 12/2022 | 01/2023 | 30% |

NYM | NY-MTH - METHANOL FOBHOUSTON (ARGUS) | 5 | A | 11/2022 | 12/2022 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | B | 02/2023 | 12/2025 | 30% |

NYM | NY-MTH - METHANOL FOBHOUSTON (ARGUS) | 5 | A | 01/2023 | 12/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 30% | |

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | All dates | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 7 | A | 06/2023 | 06/2023 | 30% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 7 | A | 12/2022 | 03/2023 | 30% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 7 | A | 06/2022 | 09/2022 | 30% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 6 | A | All dates | 30% | |

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | All dates | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 02/2023 | 03/2023 | 30% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 7 | A | 12/2021 | 03/2022 | 30% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 7 | A | 06/2021 | 09/2021 | 30% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||

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

45U - 30-YEAR 4.5% COUPON UMBS TBA FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 7 | A | 12/2020 | 03/2021 | 30% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 14 | A | 09/2023 | 12/2023 | 30% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | ||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 30% | |

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | 1 | B | All dates | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 5 | B | 07/2023 | 11/2023 | 30% |

TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 1 | A | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 17 | B | 09/2023 | 12/2023 | 30% |

CBT | TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 2 | A | All dates | ||||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 1 | A | All dates | 30% | |

KCW - KC HRW WHEAT-WHEAT ICS | 1 | B | All dates | |||||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 1 | B | All dates | 30% | |

C - CORN FUTURES | 1 | A | All dates | |||||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 1 | A | All dates | 30% | |

O - OATS FUTURES | 1 | B | All dates | |||||

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

CME | BSB - THREE-MONTH BSBY FUTURE | 8 | A | 09/2023 | 12/2023 | |||

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

CME | ED - EURODOLLAR FUTURES | 8 | B | 12/2022 | 02/2023 | |||

CBT | AGRICULTURE | 14 - ROUGH RICE FUTURES | Delta | 2 | A | All dates | 30% | |

KCW - KC HRW WHEAT-WHEAT ICS | 1 | B | All dates | |||||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 1 | A | All dates | 30% | |

O - OATS FUTURES | 1 | B | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 2 | A | All dates | 30% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 02/2023 | 02/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 5 | A | 09/2023 | 12/2023 | 30% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 01/2023 | 01/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2022 | 02/2023 | 30% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 30% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 02/2023 | 30% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 09/2020 | 30% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | A | 06/2021 | 09/2021 | 30% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2020 | 30% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | A | 06/2022 | 09/2022 | 30% |

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

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 30% | |

41 - 30 DAY FED FUND FUTURES | 1 | B | 02/2023 | 03/2023 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 12/2021 | 03/2022 | 30% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 30% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 03/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2021 | 09/2022 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2023 | 12/2023 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2021 | 09/2022 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 30% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2023 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 02/2023 | 02/2023 | |||

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

CME | BSB - THREE-MONTH BSBY FUTURE | 3 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2021 | 09/2022 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2023 | 02/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2022 | 03/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 02/2023 | 02/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2023 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 01/2023 | 01/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 30% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 06/2020 | 09/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2021 | 09/2022 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 01/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2022 | 03/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 01/2023 | 01/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2023 | 11/2027 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2023 | 11/2027 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2024 | 06/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2023 | 06/2023 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2023 | 06/2023 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2024 | 06/2024 | |||

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 1 | A | All dates | 30% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2022 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2022 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2023 | 11/2027 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2025 | 12/2025 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 06/2023 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2022 | 06/2023 | 30% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2022 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 30% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 2 | B | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2023 | 06/2023 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2025 | 12/2025 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 06/2023 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2023 | 02/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2023 | 11/2027 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2026 | 06/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2023 | 11/2027 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2026 | 09/2026 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2022 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2023 | 11/2027 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2023 | 11/2027 | 30% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2022 | 06/2023 | 30% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 2 | B | All dates | 30% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 5 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2023 | 11/2023 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2026 | 09/2026 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 06/2023 | 06/2023 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2023 | 01/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2023 | 06/2023 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2026 | 06/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2023 | 06/2023 | 30% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2026 | 09/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 11/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 11/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 06/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 11/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 11/2023 | 30% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 3 | A | 09/2025 | 09/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 30% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2023 | 03/2023 | 30% |

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

CBT | AGRICULTURE | UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | Delta | 1 | A | All dates | 30% | |

UFU - UAN FOB NOLA SWAP | 1 | B | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 30% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 30% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 5 | B | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 30% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 2 | B | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 30% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 30% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 5 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 30% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 12/2023 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 30% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 12/2023 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 30% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 03/2023 | |||

CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 2 | A | All dates | 85% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | A | 02/2023 | 03/2023 | 30% |

5YY - MICRO 5-YEAR YIELD FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 30% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 30% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 12/2023 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 30% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 12/2023 | |||

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

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 | 30% |

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

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

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

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

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

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 30% | |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2019 | 09/2019 | 30% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2023 | 12/2023 | |||

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

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

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

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

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

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

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

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

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

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 09/2027 | |||

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

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

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

CME | BSB - THREE-MONTH BSBY FUTURE | 5 | A | 12/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2031 | 09/2032 | 30% |

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 | 30% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2020 | 30% |

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 | 30% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2030 | 09/2031 | 30% |

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 | 30% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2030 | 09/2031 | 30% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2020 | 03/2021 | 30% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2031 | 09/2032 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2020 | 03/2021 | 30% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2020 | 03/2021 | 30% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2029 | 09/2030 |