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

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

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

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 07/2024 | 12/2024 | 70% |

DME Products | NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE | 1 | A | All dates | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | B | 06/2024 | 05/2027 | 70% |

NY-B0 - PROPANE 5 DECIMAL | 1 | A | 01/2024 | 05/2024 | ||||

NYM | CRUDE OIL SPREADS | NY-WCH - WCS HOUST ARGUS VS. WTI CAL | Delta | 1 | A | All dates | 70% | |

NY-WNC - WCS CUSH ARGUS VS. WTI CAL MTH FUT | 1 | B | All dates | |||||

NYM | NGL/PETROCHEMICALS | NY-B0 - PROPANE 5 DECIMAL | Delta | 1 | A | 01/2024 | 05/2024 | 70% |

NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | 1 | B | 06/2024 | 05/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | Delta | 1 | B | 06/2024 | 05/2027 | 70% |

NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | 1 | A | 01/2024 | 05/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | B | 06/2024 | 05/2027 | 70% |

NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | 1 | A | 01/2024 | 05/2024 | ||||

CBT | INTEREST RATES | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | A | 06/2023 | 09/2023 | 70% |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 2 | B | 06/2023 | 09/2023 | ||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 90% | |

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

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 | 12/2018 | 06/2019 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

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 | 03/2021 | 09/2021 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 03/2025 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 03/2025 | |||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | B | 06/2024 | 05/2027 | 70% |

NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | 1 | A | 06/2024 | 05/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-B0 - PROPANE 5 DECIMAL | Delta | 1 | A | 06/2024 | 05/2025 | 70% |

NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | 1 | B | 06/2024 | 05/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | B | 06/2024 | 05/2027 | 70% |

NY-B0 - PROPANE 5 DECIMAL | 1 | A | 06/2024 | 05/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | Delta | 1 | B | 06/2024 | 05/2027 | 70% |

NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | 1 | A | 06/2024 | 05/2025 | ||||

NYM | CRUDE OIL | NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT | Delta | 1 | B | 05/2023 | 06/2023 | 90% |

NY-HTA - WTI HOUSTON (ARGUS) TRADE MONTH FUT | 1 | A | 07/2023 | 07/2023 | ||||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | Delta | 1 | B | 08/2023 | 12/2035 | 70% |

ELECTRICITY | NY-N9 - PJM WESTH RT OFF-PEAK | 194 | A | All dates | ||||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | Delta | 1 | A | 08/2023 | 12/2035 | 70% |

ELECTRICITY | NY-E8 - PJM DPL DA OFF-PEAK | 194 | B | 07/2023 | 05/2029 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 02/2025 | 07/2025 | 70% |

DME Products | NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE | 1 | 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 | 03/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2022 | 12/2022 | ||||

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 | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 12/2020 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | CRUDE OIL | NY-HIA - WTI HOUSTON (ARGUS) FINANCIAL FUT | Delta | 1 | B | 07/2023 | 12/2026 | 90% |

NY-HTA - WTI HOUSTON (ARGUS) TRADE MONTH FUT | 1 | A | 08/2023 | 12/2026 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2016 | 03/2017 | 70% |

N1U - 10-YEAR USD MAC 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 | 12/2018 | 06/2019 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 7 | A | 06/2023 | 09/2023 | ||||

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

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

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 | 06/2017 | 12/2017 | ||||

CBT | AGRICULTURE | DFT - DAP FOB TAMPA SWAP | Delta | 1 | A | All dates | 70% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 2 | B | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 01/2025 | 06/2025 | 70% |

DME Products | NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE | 1 | A | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2021 | 06/2022 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 09/2023 | 03/2024 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-Z7 - ULSD 10PPM CIF MED VS. ICE GAS | Delta | 1 | A | 07/2023 | 12/2025 | 99% |

REFINED PRODUCTS | NY-GX - GASOIL CALENDAR FUT | 1 | A | 07/2023 | 12/2029 | |||

REFINED PRODUCTS | NY-Z6 - ULSD 10PPM CIF MED FUT | 1 | B | 07/2023 | 05/2027 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 07/2023 | 07/2023 | 90% |

NY-XB - WTI MIDLAND (ARGUS) FINANCIAL FUT | 1 | A | 07/2023 | 12/2028 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 09/2023 | 03/2024 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2024 | 03/2024 | 70% |

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

NYM | CRUDE OIL SPREADS | NY-UMD - URALS MED VS DATED BRENT FUTURE | Delta | 1 | A | 05/2023 | 06/2023 | 70% |

NY-UNS - URALS NORTH VS MED DATED BRENT FUT | 1 | B | 05/2023 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2024 | 05/2028 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 11/2023 | 11/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 12/2022 | 06/2023 | ||||

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 | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2024 | 02/2024 | 70% |

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

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

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2024 | 05/2028 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 06/2024 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-XB - WTI MIDLAND (ARGUS) FINANCIAL FUT | 1 | A | 07/2023 | 12/2028 | ||||

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 | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2015 | 06/2016 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2018 | 09/2018 | ||||

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

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

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 | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2032 | 12/2032 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2029 | 03/2030 | 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 | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2030 | 03/2031 | 70% |

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

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 08/2023 | 08/2023 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2027 | 03/2028 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2029 | 03/2030 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2028 | 03/2029 | |||

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 | 09/2016 | 03/2017 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2028 | 03/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2027 | 03/2028 | 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 | 06/2029 | 03/2030 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2030 | 03/2031 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 08/2023 | 08/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2031 | 03/2032 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | 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 | |||||

NYM | CRUDE OIL SPREADS | NY-UMD - URALS MED VS DATED BRENT FUTURE | Delta | 1 | A | 07/2023 | 12/2024 | 70% |

NY-UNS - URALS NORTH VS MED DATED BRENT FUT | 1 | B | 07/2023 | 12/2025 | ||||

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 | 09/2019 | 03/2020 | ||||

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

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

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 | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2023 | 11/2023 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 09/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2023 | 12/2023 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 09/2023 | |||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 11/2023 | 11/2023 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 08/2023 | 08/2023 | ||||

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

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 2 | A | 06/2023 | 09/2023 | ||||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | Delta | 1 | A | All dates | 70% | |

PCF - PORK CUTOUT FUTURE | 1 | B | All dates | |||||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 06/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

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

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 | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2015 | 09/2015 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2023 | 08/2023 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2023 | 08/2023 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | ELECTRICITY | NY-D7 - PJM DAYTON DA PEAK | Delta | 1 | B | All dates | 70% | |

NY-J4 - PJM WESTHDA PEAK | 1 | A | All dates | |||||

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 | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 08/2023 | 08/2023 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 07/2025 | 02/2034 | 70% |

DME Products | NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE | 1 | A | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 70% |

CBT | YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

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 | 12/2015 | 06/2016 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 08/2025 | 03/2031 | 70% |

DME Products | NY-DOP - DME OMAN CRUDE/PLATTS DUBAI CRUDE | 1 | 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 | 12/2018 | 06/2019 | ||||

NYM | ELECTRICITY | NY-J4 - PJM WESTHDA PEAK | Delta | 1 | A | All dates | 70% | |

NY-Z9 - PJM AD HUB 5MW REAL TIME PK | 1 | B | All dates | |||||

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 | |||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-CS - WTI CALENDAR FUT | 1 | A | 08/2023 | 08/2023 | ||||

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 | 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 | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 03/2025 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | B | 06/2023 | 09/2023 | 70% |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 3 | A | 06/2023 | 09/2023 | ||||

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 | 06/2015 | 09/2015 | ||||

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 | 03/2018 | 09/2018 | ||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-CS - WTI CALENDAR FUT | 1 | A | 08/2023 | 08/2023 | ||||

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 | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | 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 | 06/2022 | 09/2022 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2023 | 08/2023 | 70% |

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

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2024 | |||

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

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2032 | 12/2032 | |||

NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 08/2023 | 08/2023 | ||||

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 | 06/2017 | 12/2017 | ||||

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 | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 06/2023 | ||||

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

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 70% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2023 | 11/2023 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 11/2023 | 11/2023 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2024 | 01/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2024 | 03/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2024 | 02/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 08/2023 | 08/2023 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2019 | 03/2020 | ||||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | B | 06/2023 | 09/2023 | 70% |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 7 | A | 06/2023 | 09/2023 | ||||

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 | 09/2014 | 03/2015 | ||||

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 | ||||

NYM | CRUDE OIL SPREADS | NY-SCF - SGC (ARGUS) VS. WTI FIN FUT | Delta | 1 | B | 07/2023 | 12/2026 | 70% |

NY-SCT - SGC (ARGUS) VS. WTI TRD MTH FUT | 1 | A | 08/2023 | 12/2026 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2024 | 03/2025 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2024 | 03/2025 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2025 | 03/2026 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-FS - FUELOIL FUT:CARGOES VS.BARGES | Delta | 1 | A | 05/2023 | 06/2023 | 99% |

REFINED PRODUCTS | NY-UF - EUROPE 1% FUEL OIL NWE CALFUT | 1 | B | 05/2023 | 06/2023 | |||

REFINED PRODUCTS | NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT | 1 | A | 06/2023 | 06/2023 | |||

NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 08/2023 | 08/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 08/2023 | 08/2023 | ||||

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 | 09/2016 | 03/2017 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 70% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | A | 12/2022 | 03/2023 | ||||

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

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2025 | 03/2026 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2021 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 03/2024 | 70% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 06/2024 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 70% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 2 | A | 06/2023 | 06/2023 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 08/2023 | 08/2023 | ||||

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 | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | ||||

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 | 09/2022 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2018 | 06/2019 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2027 | 03/2028 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | |||

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 | |||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 08/2023 | 08/2023 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2023 | 03/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2023 | 03/2024 | |||

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 | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 12/2022 | 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 | 12/2015 | 06/2016 | ||||

NYM | ELECTRICITY | NY-J4 - PJM WESTHDA PEAK | Delta | 1 | A | All dates | 70% | |

NY-P2 - NEPOOL CONECTIC 5MW D AH PK | 1 | B | 07/2023 | 12/2028 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2025 | 03/2026 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2025 | 03/2026 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 09/2023 | 09/2023 | 90% |

NY-XB - WTI MIDLAND (ARGUS) FINANCIAL FUT | 1 | A | 07/2023 | 12/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2025 | 03/2026 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2016 | 06/2021 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 03/2023 | 70% |

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

NYM | ELECTRICITY | NY-P4 - NEPOOL SE MASS 5MW D AH PK | Delta | 1 | B | 07/2023 | 12/2028 | 70% |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | A | 08/2023 | 12/2028 | ||||

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 | B | 06/2023 | 06/2023 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 70% |

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

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 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 08/2023 | 08/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 03/2024 | 03/2024 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 03/2024 | 03/2024 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 02/2024 | 02/2024 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 02/2024 | 02/2024 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 01/2024 | 01/2024 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 01/2024 | 01/2024 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 08/2023 | 70% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2023 | 06/2024 | ||||

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% | |

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

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 07/2023 | 07/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

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

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

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | B | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2024 | 02/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 03/2031 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2024 | 01/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2032 | 12/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2024 | 03/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 03/2031 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2024 | 03/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2024 | 03/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2032 | 12/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2024 | 05/2028 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2031 | 03/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2024 | 02/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2024 | 05/2028 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 03/2031 | |||

NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 07/2023 | 07/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2024 | 05/2028 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2024 | 01/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2024 | 01/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 03/2031 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2024 | 02/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2031 | 03/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2024 | 01/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2031 | 03/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2024 | 02/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2032 | 12/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2024 | 03/2024 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2031 | 03/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2024 | 05/2028 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2024 | 05/2028 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2031 | 03/2032 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2024 | 05/2028 | 70% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 03/2031 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 07/2023 | 07/2023 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2023 | 08/2023 | |||

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 | 06/2015 | 09/2015 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2023 | 03/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 03/2023 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2027 | 03/2028 | 70% |

CBT | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2027 | 03/2028 | 70% |

CBT | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 06/2023 | 09/2023 | |||

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% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 2 | A | 12/2022 | 03/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 07/2023 | 07/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2023 | 08/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 03/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 03/2024 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 70% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2023 | 07/2023 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 09/2023 | |||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 07/2023 | |||

NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 07/2023 | 07/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 09/2023 | 03/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 09/2023 | 03/2024 | 70% |

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

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

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2027 | 03/2028 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2027 | 03/2028 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2026 | 03/2027 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2026 | 03/2027 | |||

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

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2016 | 03/2017 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 03/2023 | 70% |

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

NYM | PETROLEUM CRACKS AND SPREADS | NY-FK - EURO 3.5% FUEL OIL SPREAD | Delta | 1 | A | All dates | 99% | |

REFINED PRODUCTS | NY-UI - EUROPE 3.5% FUEL OIL MED CALFUT | 1 | B | All dates | ||||

REFINED PRODUCTS | NY-UV - EUROPE 3.5% FUEL OIL RDAM CALFUT | 1 | A | All dates | ||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-CS - WTI CALENDAR FUT | 1 | A | 07/2023 | 07/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 03/2024 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2022 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 09/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2016 | 03/2017 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 70% | |

5YY - MICRO 5-YEAR YIELD FUTURES | 6 | A | All dates | |||||

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 6 | A | All dates | 70% | |

3YR - 3 YEAR TREASURY NOTE FUTURE | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2022 | 12/2022 | ||||

NYM | ELECTRICITY | NY-D3 - NYISO ZONE J 5MW D AH PK | Delta | 1 | A | 07/2023 | 07/2023 | 70% |

NY-T3 - NYISO ZONE G 5MW D AH PK | 1 | B | 07/2023 | 07/2023 | ||||

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

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

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-CS - WTI CALENDAR FUT | 1 | A | 07/2023 | 07/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | 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 | 09/2014 | 03/2015 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2023 | 08/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2023 | 08/2023 | |||

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

LIB - 7-YEAR ERIS SWAP FUTURES | 3 | B | 09/2021 | 03/2023 | ||||

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

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 06/2016 | ||||

NYM | ELECTRICITY | NY-D3 - NYISO ZONE J 5MW D AH PK | Delta | 1 | A | 07/2023 | 07/2023 | 70% |

NY-T3 - NYISO ZONE G 5MW D AH PK | 1 | B | 08/2023 | 08/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 07/2023 | 07/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2023 | 08/2023 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 09/2023 | 03/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 03/2024 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 09/2023 | 03/2024 | 70% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2023 | 06/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 09/2023 | 03/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2029 | 03/2030 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2025 | 12/2025 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2024 | 03/2025 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 07/2023 | 07/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2023 | 08/2023 | 70% |

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

CBT | INTEREST RATES | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | Delta | 5 | A | 06/2023 | 09/2023 | 70% |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 2 | B | 06/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2028 | 03/2029 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2030 | 03/2031 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2031 | 03/2032 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2032 | 12/2032 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2031 | 03/2032 | 70% |

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

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 | 06/2031 | 03/2032 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2032 | 03/2033 | |||

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 | 06/2030 | 03/2031 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 07/2023 | 07/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 03/2026 | 03/2027 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2021 | 06/2022 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2015 | 06/2016 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 2 | A | 06/2023 | 06/2023 | ||||

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

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 06/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 03/2024 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 09/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 09/2023 | 03/2024 | |||

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

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2014 | 03/2015 | ||||

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

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | B | 12/2022 | 03/2023 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 07/2023 | 07/2023 | 90% |

NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 03/2023 | 70% |

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

NYM | ELECTRICITY | NY-R6 - NEPOOL W CNTR M 5MW D AH PK | Delta | 1 | B | 07/2023 | 12/2028 | 70% |

NY-U4 - NEPOOL RHD ISLD 5MW D AH PK | 1 | A | 07/2023 | 12/2028 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 09/2023 | 03/2024 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

KXC - 3-YEAR ERIS BSBY SWAP FUT | 4 | A | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 03/2025 | 12/2025 | 70% |

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

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

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

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 8 | B | 09/2024 | 12/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2029 | 03/2030 | 70% |

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

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 10/2023 | 10/2023 | 90% |

NY-XB - WTI MIDLAND (ARGUS) FINANCIAL FUT | 1 | A | 07/2023 | 12/2028 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

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

2YY - MICRO 2-YEAR YIELD FUTURES | 5 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2023 | 08/2023 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2015 | 09/2015 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2026 | 03/2027 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2027 | 03/2028 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2028 | 03/2029 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2026 | 03/2027 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2025 | 03/2026 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 03/2023 | 70% |

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

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 07/2023 | 07/2023 | 90% |

NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 10/2023 | 10/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2025 | 03/2026 | 70% |

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

NYM | ELECTRICITY | NY-J4 - PJM WESTHDA PEAK | Delta | 1 | A | All dates | 70% | |

NY-N3 - PJM NILL DA PEAK | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2031 | 03/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

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

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 06/2027 | 03/2028 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2030 | 03/2031 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 06/2027 | 03/2028 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2027 | 03/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2026 | 03/2027 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2029 | 03/2030 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2026 | 03/2027 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2027 | 03/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2031 | 03/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

NYM | REFINED PRODUCTS | NY-H1 - NY 3.0% FUEL OIL (PLATTS) FUT | Delta | 1 | A | All dates | 90% | |

NY-MF - GULF COAST HSFO (PLATTS) FUTURES | 1 | B | 07/2023 | 07/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

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

NYM | ELECTRICITY | NY-J4 - PJM WESTHDA PEAK | Delta | 1 | A | All dates | 70% | |

NY-L5 - PJM PPL DA PEAK | 1 | B | 07/2023 | 05/2029 | ||||

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

YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 7 | A | All dates | |||||

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

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

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

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 03/2024 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 09/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2024 | 03/2025 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2028 | 03/2029 | |||

NYM | REFINED PRODUCTS | NY-H1 - NY 3.0% FUEL OIL (PLATTS) FUT | Delta | 1 | A | All dates | 90% | |

NY-MF - GULF COAST HSFO (PLATTS) FUTURES | 1 | B | 08/2023 | 12/2023 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2025 | 03/2026 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2025 | 03/2026 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 70% |

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

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 | 03/2018 | 09/2018 | ||||

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

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

NYM | ELECTRICITY | NY-4N - PJM PECO Z5 MW PK CLM DA LMP | Delta | 1 | A | 07/2023 | 12/2028 | 70% |

NY-Z9 - PJM AD HUB 5MW REAL TIME PK | 1 | B | 08/2023 | 12/2028 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2024 | 06/2024 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 08/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2025 | 12/2025 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 08/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2024 | 06/2024 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 08/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-Z7 - ULSD 10PPM CIF MED VS. ICE GAS | Delta | 1 | A | 05/2023 | 06/2023 | 99% |

REFINED PRODUCTS | NY-GX - GASOIL CALENDAR FUT | 1 | A | 05/2023 | 06/2023 | |||

REFINED PRODUCTS | NY-Z6 - ULSD 10PPM CIF MED FUT | 1 | B | 05/2023 | 06/2023 | |||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 11/2023 | 11/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2025 | 12/2025 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 08/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2024 | 06/2024 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2025 | 12/2025 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2027 | 03/2028 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2023 | 08/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 08/2023 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2013 | 06/2014 | ||||

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

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

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 11/2023 | 11/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2021 | 03/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2014 | 03/2015 | ||||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 70% |

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

CBT | INTEREST RATES | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | A | 06/2023 | 09/2023 | 70% |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 2 | B | 06/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 03/2024 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 09/2023 | 03/2024 | |||

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 | 06/2017 | 12/2017 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 11/2023 | 11/2023 | ||||

NYM | ELECTRICITY | NY-W4 - PJM APS ZONE DA OFF-PEAK | Delta | 16 | B | 07/2023 | 05/2029 | 70% |

NY-Z9 - PJM AD HUB 5MW REAL TIME PK | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 08/2023 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2023 | 08/2023 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2022 | 03/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2025 | 03/2026 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2022 | 03/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2024 | 03/2025 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2013 | 09/2013 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 08/2023 | 08/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 09/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 03/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2027 | 03/2028 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2028 | 03/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2028 | 03/2029 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 06/2023 | 06/2023 | 70% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2023 | 08/2023 | ||||

NYM | ELECTRICITY | NY-L5 - PJM PPL DA PEAK | Delta | 1 | A | 07/2023 | 05/2029 | 70% |

NY-E3 - PJM BGE DA PEAK | 1 | B | 07/2023 | 05/2029 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 70% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 08/2023 | ||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 08/2023 | 08/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 08/2023 | ||||

NYM | ELECTRICITY | NY-H2 - NEPOOL INTR HUB 5MW D AH O PK | Delta | 16 | A | All dates | 70% | |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | B | All dates | |||||

NYM | ELECTRICITY | NY-J4 - PJM WESTHDA PEAK | Delta | 1 | A | All dates | 70% | |

NY-L8 - PJM DPL DA PEAK | 1 | B | 07/2023 | 05/2029 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2026 | 03/2027 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2023 | 03/2024 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2022 | 03/2023 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2024 | |||

CBT | INTEREST RATES | KXT - 2-YEAR ERIS BSBY SWAP FUT | Delta | 5 | A | All dates | 70% | |

KXW - 5-YEAR ERIS BSBY SWAP FUT | 2 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2031 | 03/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2031 | 03/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-XB - WTI MIDLAND (ARGUS) FINANCIAL FUT | 1 | A | 07/2023 | 12/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2032 | 12/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2027 | 03/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2032 | 12/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

NYM | ELECTRICITY | NY-L5 - PJM PPL DA PEAK | Delta | 1 | A | 07/2023 | 05/2029 | 70% |

NY-L6 - PJM PSEG DA PEAK | 1 | B | 07/2023 | 05/2029 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2032 | 12/2032 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

NYM | ELECTRICITY | NY-D7 - PJM DAYTON DA PEAK | Delta | 1 | B | 08/2023 | 06/2029 | 70% |

NY-F5 - PJM PPL DA OFF-PEAK | 16 | A | 07/2023 | 05/2029 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 03/2024 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 09/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2019 | 03/2020 | ||||

NYM | ELECTRICITY | NY-F5 - PJM PPL DA OFF-PEAK | Delta | 16 | B | 07/2023 | 05/2029 | 70% |

NY-Z9 - PJM AD HUB 5MW REAL TIME PK | 1 | A | 08/2023 | 12/2028 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2023 | 06/2023 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2022 | 09/2022 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 08/2023 | 08/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2026 | 03/2027 | 70% |

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

NYM | ELECTRICITY | NY-L6 - PJM PSEG DA PEAK | Delta | 1 | B | 07/2023 | 05/2029 | 70% |

NY-Y1 - PJM AECO DA PEAK | 1 | A | 07/2023 | 05/2029 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2025 | 03/2026 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 03/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2025 | 03/2026 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2023 | 06/2023 | 70% |

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

NYM | ELECTRICITY | NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | Delta | 1 | B | All dates | 70% | |

NY-V3 - PJM AD HUB 5MW REAL TIME O PK | 16 | A | All dates | |||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-CS - WTI CALENDAR FUT | 1 | A | 08/2023 | 08/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2021 | 03/2023 | 70% |

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

NYM | ELECTRICITY | NY-L6 - PJM PSEG DA PEAK | Delta | 1 | A | 07/2023 | 05/2029 | 70% |

NY-S4 - PJM APS ZONE DA PEAK | 1 | B | 07/2023 | 05/2029 | ||||

NYM | ELECTRICITY | NY-4P - PJM PECO Z5 MW OFPK CLM DA LMP | Delta | 16 | B | 07/2023 | 12/2028 | 70% |

NY-J4 - PJM WESTHDA PEAK | 1 | A | All dates | |||||

NYM | ELECTRICITY | NY-L9 - NEPOOL W CNT MASS 5MW D AH O PK | Delta | 16 | A | 07/2023 | 12/2028 | 70% |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | B | 08/2023 | 12/2028 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2016 | 06/2021 | ||||

NYM | ELECTRICITY | NY-B6 - PJM NI HUB 5MW REAL TIME O PK | Delta | 16 | A | All dates | 70% | |

NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 70% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2016 | 06/2021 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2018 | 06/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 08/2023 | 70% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 06/2023 | 06/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-CS - WTI CALENDAR FUT | 1 | A | 08/2023 | 08/2023 | ||||

NYM | CRUDE OIL SPREADS | NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH | Delta | 1 | A | 07/2023 | 07/2023 | 70% |

NY-WTT - WTI MIDLAND (ARG) VS. WTI TRADE MTH | 1 | B | 07/2023 | 07/2023 | ||||

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

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

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

CBT | INTEREST RATES | KXA - 1-YEAR ERIS BSBY SWAP FUT | Delta | 2 | A | All dates | 70% | |

KXD - 4-YEAR ERIS BSBY SWAP FUT | 1 | B | All dates | |||||

NYM | ELECTRICITY | NY-H2 - NEPOOL INTR HUB 5MW D AH O PK | Delta | 16 | B | All dates | 70% | |

NY-P2 - NEPOOL CONECTIC 5MW D AH PK | 1 | A | 07/2023 | 12/2028 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2022 | 03/2023 | 70% |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2030 | 03/2031 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2026 | 03/2027 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 08/2023 | 08/2023 | 90% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 11/2023 | 11/2023 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2026 | 03/2027 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2021 | 09/2021 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2023 | 06/2023 | ||||

NYM | CRUDE OIL SPREADS | NY-BKF - BAKKEN CUSH ARGUS VS. WTI FIN FUT | Delta | 1 | B | 07/2023 | 12/2026 | 70% |

NY-BKT - BAKKEN CUSH ARGUS V WTI TRD MTH FUT | 1 | A | 08/2023 | 12/2026 | ||||

NYM | ELECTRICITY | NY-D6 - PJM DUQUS 5MW D AH O PK | Delta | 16 | B | 07/2023 | 12/2028 | 70% |

NY-L6 - PJM PSEG DA PEAK | 1 | A | 07/2023 | 05/2029 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2013 | 06/2014 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2013 | 06/2014 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 03/2017 | ||||

NYM | ELECTRICITY | NY-L6 - PJM PSEG DA PEAK | Delta | 1 | B | 07/2023 | 05/2029 | 70% |

NY-X1 - PJM AECO DA OFF-PEAK | 16 | A | 07/2023 | 05/2029 | ||||

NYM | ELECTRICITY | NY-F2 - PJM JCPL DA OFF-PEAK | Delta | 16 | A | 07/2023 | 05/2029 | 70% |

NY-L6 - PJM PSEG DA PEAK | 1 | B | 07/2023 | 05/2029 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-JC - JET CIF NWE VS ICE | Delta | 1 | A | 07/2023 | 12/2025 | 99% |

REFINED PRODUCTS | NY-UJ - EUROPE JET KERO NWE CALFUT | 1 | B | 07/2023 | 05/2026 | |||

REFINED PRODUCTS | NY-GX - GASOIL CALENDAR FUT | 1 | A | 07/2023 | 12/2029 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 08/2023 | 08/2023 | ||||

NYM | ELECTRICITY | NY-F5 - PJM PPL DA OFF-PEAK | Delta | 16 | A | 07/2023 | 05/2029 | 70% |

NY-L6 - PJM PSEG DA PEAK | 1 | B | 07/2023 | 05/2029 | ||||

NYM | ELECTRICITY | NY-P3 - NEPOOL CNCTCT 5MW D AH O PK | Delta | 16 | B | 07/2023 | 12/2028 | 70% |

NY-U4 - NEPOOL RHD ISLD 5MW D AH PK | 1 | A | 07/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-L9 - NEPOOL W CNT MASS 5MW D AH O PK | Delta | 16 | A | 07/2023 | 12/2028 | 70% |

NY-R6 - NEPOOL W CNTR M 5MW D AH PK | 1 | B | 07/2023 | 12/2028 | ||||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2029 | 03/2030 | |||

NYM | CRUDE OIL SPREADS | NY-FF - WTI MIDLAND(ARGUS) VS WTI FINCL FUT | Delta | 1 | B | 05/2023 | 06/2023 | 70% |

NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH | 1 | A | 07/2023 | 07/2023 | ||||

NYM | ELECTRICITY | NY-47 - PJM METED ZONE PK CAL LMP FUTURES | Delta | 1 | B | 07/2023 | 12/2028 | 70% |

NY-L5 - PJM PPL DA PEAK | 1 | A | 07/2023 | 05/2029 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 09/2023 | 03/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 09/2023 | 03/2024 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2016 | 06/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2016 | 03/2017 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 11/2023 | 11/2023 | 90% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 08/2023 | 08/2023 | ||||

NYM | ELECTRICITY | NY-47 - PJM METED ZONE PK CAL LMP FUTURES | Delta | 1 | B | 07/2023 | 12/2028 | 70% |

NY-Y1 - PJM AECO DA PEAK | 1 | A | 07/2023 | 05/2029 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2019 | 03/2020 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2018 | 03/2019 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2023 | 08/2023 |