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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2018 | 03/2019 | 30% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2021 | 03/2022 | ||||

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 | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2020 | 03/2021 | 30% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2019 | 03/2020 | 30% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2018 | 03/2019 | 30% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2020 | 09/2020 | 30% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2019 | 03/2020 | 30% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2019 | 03/2020 | 30% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2019 | 09/2019 | 30% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2020 | 09/2020 | 30% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 29% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 29% |

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

NYM | ETHANOL | NY-EZ - NEW YORK ETHANOL FUT | Delta | 1 | B | All dates | 25% | |

CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | Delta | 1 | B | All dates | 25% | |

CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 6 | A | All dates | 25% | |

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

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 1 | B | All dates | 25% | |

AGRICULTURE | W - WHEAT FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 8 | B | All dates | 25% | |

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

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 14 | A | 03/2023 | 06/2023 | 25% |

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

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 14 | A | 12/2022 | 12/2022 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 01/2023 | 09/2023 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 12/2023 | 09/2024 | 25% |

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

CBT | ETHANOL | 71 - DENATURED FUEL ETHANOL FWD MTH FUT | Delta | 1 | B | 11/2022 | 09/2025 | 25% |

NYM | NY-Z1 - ETHANOL(PL) T2 FOB RTRDM INCL | 1 | A | 10/2022 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 17 | B | 01/2023 | 09/2023 | 25% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 17 | B | 10/2022 | 12/2022 | 25% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 17 | B | 10/2022 | 12/2022 | 25% |

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

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 1 | B | All dates | 25% | |

CME | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | A | All dates | ||||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 1 | A | All dates | 25% | |

O - OATS FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 25% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 8 | A | 12/2022 | 12/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 25% | |

CME | BSB - THREE-MONTH BSBY FUTURE | 8 | A | 03/2023 | 06/2023 | |||

CBT | AGRICULTURE | UWF - UKRAINIAN WHEAT (PLATTS) FUTURES | Delta | 5 | A | All dates | 25% | |

W - WHEAT FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 25% | |

T1U - 2-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 5 | A | 12/2022 | 12/2022 | 25% |

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

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 5 | A | 03/2023 | 06/2023 | 25% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 25% | |

41 - 30 DAY FED FUND FUTURES | 2 | B | 11/2022 | 12/2022 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2022 | 09/2022 | 25% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | A | 12/2021 | 03/2022 | 25% |

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

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

41 - 30 DAY FED FUND FUTURES | 2 | B | 11/2022 | 12/2022 | ||||

CBT | AGRICULTURE | AUW - AUSTRALIAN WHEAT FUTURES | Delta | 1 | B | 10/2022 | 09/2023 | 25% |

BCF - BLACK SEA CORN FIN STL PLATTS FUT | 1 | A | 10/2022 | 12/2023 | ||||

CBT | AGRICULTURE | AUW - AUSTRALIAN WHEAT FUTURES | Delta | 1 | B | 09/2022 | 09/2022 | 25% |

BCF - BLACK SEA CORN FIN STL PLATTS FUT | 1 | A | 10/2022 | 12/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 09/2023 | 09/2027 | 25% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 25% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2023 | 08/2023 | 25% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2025 | 12/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | A | 04/2023 | 08/2023 | 25% |

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 | 08/2023 | 25% |

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 | 08/2023 | 25% |

CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2026 | 06/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 09/2023 | 09/2027 | 25% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 09/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2023 | 03/2023 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2023 | 03/2023 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2023 | 09/2027 | 25% |

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 | 08/2023 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2023 | 09/2027 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2023 | 09/2027 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 08/2023 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2023 | 09/2027 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2023 | 09/2027 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2023 | 09/2027 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2022 | 12/2022 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2022 | 12/2022 | 25% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 25% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 25% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 5 | B | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 09/2022 | 10/2022 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 09/2022 | 10/2022 | 25% |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

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

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 09/2022 | 10/2022 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 09/2022 | 10/2022 | 25% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 2 | B | All dates | 25% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 5 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 09/2022 | 10/2022 | 25% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 09/2022 | 10/2022 | 25% |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

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

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | A | 09/2022 | 10/2022 | 25% |

5YY - MICRO 5-YEAR YIELD FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 09/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2019 | 25% |

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 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2031 | 09/2032 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 25% |

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 | 25% |

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 | 25% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2019 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2030 | 09/2031 | 25% |

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

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 09/2022 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

41 - 30 DAY FED FUND FUTURES | 1 | A | 09/2022 | 10/2022 | ||||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

41 - 30 DAY FED FUND FUTURES | 1 | A | 09/2022 | 10/2022 | ||||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 4 | A | All dates | 25% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 09/2022 | |||

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 25% | |

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

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 25% | |

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

CBT | INTEREST RATES | 2YY - MICRO 2-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 25% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2029 | 09/2030 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2030 | 09/2031 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2031 | 09/2032 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2030 | 09/2031 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2031 | 09/2032 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2020 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2029 | 09/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 25% |

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 | 25% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2029 | 09/2030 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2031 | 09/2032 | 25% |

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 | 25% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 25% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2020 | 03/2021 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2030 | 09/2031 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 01/2023 | 09/2023 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 10/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2022 | 12/2022 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2030 | 09/2031 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2029 | 09/2030 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2029 | 09/2030 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2028 | 09/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2030 | 09/2031 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2031 | 09/2032 | 25% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2031 | 09/2032 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2019 | 09/2019 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 25% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2018 | 09/2018 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 25% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2019 | 03/2020 | 25% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2017 | 03/2018 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 25% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2019 | 03/2020 | 25% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2019 | 03/2020 | 25% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2019 | 03/2020 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 25% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 24% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2021 | 03/2022 | 24% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 24% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2029 | 09/2030 | 24% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2030 | 09/2031 | 24% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2031 | 09/2032 | 24% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2021 | 03/2022 | 24% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2021 | 03/2022 | 24% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2021 | 03/2022 | 24% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2021 | 03/2022 | 24% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2021 | 09/2021 | 23% |

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

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 3 | A | All dates | 20% | |

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

CBT | ETHANOL | 71 - DENATURED FUEL ETHANOL FWD MTH FUT | Delta | 1 | B | 11/2022 | 09/2025 | 20% |

NYM | NY-EZ - NEW YORK ETHANOL FUT | 1 | A | 10/2022 | 09/2025 | |||

CBT | AGRICULTURE | O - OATS FUTURES | Delta | 5 | B | All dates | 20% | |

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

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 20% | |

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

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

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

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 1 | B | All dates | 15% | |

CME | AGRICULTURE | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 3 | A | All dates | |||

CME | AGRICULTURE | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | Delta | 4 | A | All dates | 15% | |

CBT | S - SOYBEAN 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 | ||||

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 | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YIE - 30-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | B1S - 30-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YIE - 30-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | B1S - 30-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | A | All dates | 85% | |

B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YIE - 30-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 37 | A | All dates | 85% | |

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

CBT | INTEREST RATES | YIO - 20-YEAR ERIS SOFR SWAP FUTURES | Delta | 1 | A | All dates | 85% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | E1S - 20-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | A | All dates | 85% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | E1S - 20-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YIO - 20-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | EQUITY INDEX | JR - DOW JONES US REAL ESTATE FUT | Delta | 1 | A | All dates | 85% | |

CME | XAR - REAL ESTATE SELECT SECTOR FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2018 | 06/2023 | 85% |

YIO - 20-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 06/2023 | 85% |

YIL - 15-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 2 | B | All dates | 85% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | I3 - 30Y INTEREST RATE SWAP FUTU | Delta | 2 | A | All dates | 85% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 7 | B | All dates | |||||

CBT | INTEREST RATES | N1S - 10-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | A | All dates | 85% | |

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

CBT | INTEREST RATES | N1S - 10-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YII - 12-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 85% |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2021 | 06/2022 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 85% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 85% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 85% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2018 | 09/2018 | 85% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2017 | 03/2018 | 85% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 85% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2019 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 85% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 12/2022 | 03/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 85% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | S1S - 7-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | A | All dates | 85% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | A | All dates | 85% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 85% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 13 | A | All dates | 85% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | B | All dates | 85% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 7 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2022 | 06/2023 | 85% |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2022 | 06/2022 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 09/2022 | 85% |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | A | All dates | 85% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2023 | 03/2023 | 85% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2023 | 10/2023 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | A | All dates | 85% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2022 | 12/2022 | 85% |

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

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 09/2022 | 10/2022 | 85% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 85% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2013 | 03/2014 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 85% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 06/2023 | 85% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 85% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 85% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 85% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 85% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2022 | 06/2023 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2021 | 03/2022 | 85% |

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 | 85% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2022 | 09/2022 | 85% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2021 | 03/2022 | 85% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 09/2020 | 85% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 12/2022 | 06/2023 | 85% |

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 | 85% |

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

CBT | INTEREST RATES | T1S - 2-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | A | All dates | 85% | |

T1U - 2-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2023 | 06/2023 | 85% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2022 | 03/2023 | 85% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2021 | 03/2022 | 85% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2021 | 09/2021 | 85% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2023 | 06/2023 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2022 | 03/2023 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2021 | 03/2022 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2021 | 09/2021 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 85% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2020 | 03/2021 | 85% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2020 | 09/2020 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 85% |

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

CBT | INTEREST RATES | T1S - 2-YEAR SOFR MAC SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | T1U - 2-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 85% | |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2019 | 03/2020 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 85% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2019 | 03/2020 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2020 | 03/2021 | 85% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2020 | 03/2021 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 1 | A | 06/2022 | 09/2022 | 85% |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 06/2019 | 09/2019 | 85% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2020 | 03/2021 | 85% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | ||||

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

3YR - 3 YEAR TREASURY NOTE FUTURE | 2 | All dates | ||||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Scan | 5 | All dates | 65% | ||

21 - 10Y TREASURY NOTE FUTURES | 12 | All dates | ||||||

25 - 5 YR TREASURY NOTE FUTURES | 18 | All dates | ||||||

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 8 | All dates | ||||||

TWE - 20-YEAR U.S. TREASURY BOND FUTURES | 4 | All dates | ||||||

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 3 | All dates | ||||||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | Delta | 1 | A | 11/2022 | 11/2022 | 98% |

SNS - SOYBEAN CALENDAR SWAP | 1 | B | All dates | |||||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | Delta | 1 | A | 01/2023 | 11/2025 | 98% |

SNS - SOYBEAN CALENDAR SWAP | 1 | B | All dates | |||||

CBT | AGRICULTURE | W - WHEAT FUTURES | Delta | 1 | A | All dates | 98% | |

WCS - WHEAT CALENDAR SWAP | 1 | B | All dates | |||||

CBT | AGRICULTURE | W - WHEAT FUTURES | Delta | 1 | A | All dates | 98% | |

WCS - WHEAT CALENDAR SWAP | 1 | B | All dates | |||||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 11 | A | All dates | 88% | |

07 - SOYBEAN OIL FUTURES | 9 | A | All dates | |||||

S - SOYBEAN FUTURES | 10 | B | All dates | |||||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 5 | A | All dates | 79% | |

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | A | All dates | |||

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | 620 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 2 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 5 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 5 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | A | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | A | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 4 | A | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 3 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | A | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 5 | B | All dates | 79% | |

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | 620 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 2 | B | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | B | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | B | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | B | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | B | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 4 | B | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 3 | B | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 5 | B | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | B | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | B | All dates | |||

CME | AGRICULTURE | FC - FEEDER CATTLE FUTURES | Delta | 1 | A | All dates | 75% | |

CME | AGRICULTURE | GI - S&P-GSCI COMMODITY INDEX FUTURE | 100 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 5 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 9 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 8 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 27 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 7 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 13 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 6 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 6 | A | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 3 | A | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 6 | A | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 30 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 47 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 12 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 10 | A | All dates | 75% | |

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CME | AGRICULTURE | RRE - S&P GSCI ENHANCED ER SWAP FUT | 100 | B | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 6 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 3 | A | All dates | |||

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

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 14 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 16 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 5 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 10 | A | All dates | 75% | |

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CME | AGRICULTURE | SES - SP GSCI SWAP FUTURES | 100 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 6 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 3 | A | All dates | |||

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

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 14 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 16 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 5 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | Delta | 6 | A | All dates | 75% | |

CME | AGRICULTURE | FC - FEEDER CATTLE FUTURES | 1 | A | All dates | |||

CME | AGRICULTURE | GA - GSCI ER FUTURES | 100 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 10 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 3 | A | All dates | |||

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

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 14 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 16 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 5 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 10 | A | All dates | 75% | |

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CME | AGRICULTURE | SE2 - SP GSCI-ER 2 MTH FOWARD INX SWP | 100 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 6 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 3 | A | All dates | |||

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

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 14 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 16 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 5 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 10 | A | All dates | 75% | |

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CME | AGRICULTURE | SE3 - GSCI-ER 3 MTH FOWARD INX SWPS | 100 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 6 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 3 | A | All dates | |||

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

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 14 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 16 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 5 | A | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 2 | A | All dates | 75% | |

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 4 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 9 | A | All dates | |||

CBT | AGRICULTURE | DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX | 100 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 1 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 2 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 2 | A | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 2 | A | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 3 | A | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 3 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 4 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 8 | A | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 2 | A | All dates | 75% | |

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 4 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 10 | A | All dates | |||

CBT | AGRICULTURE | DG2 - BLOOMBERG COMM INDX 2-MONTH FWD SWP | 100 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 2 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 2 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 3 | A | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 3 | A | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 2 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 3 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 6 | A | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 2 | A | All dates | 75% | |

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

CBT | AGRICULTURE | C - CORN FUTURES | 10 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | DG3 - BLOOMBERG COMM INDX 3-MONTH FWD SWP | 100 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 2 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 2 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 3 | A | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 3 | A | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 2 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 3 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 6 | A | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 5 | B | All dates | 73% | |

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | B | All dates | |||

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | 620 | A | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 2 | B | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | B | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | B | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | B | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | B | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 4 | B | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 3 | B | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | B | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | B | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 5 | B | All dates | 73% | |

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | 620 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 2 | B | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | B | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | B | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | B | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | B | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 4 | B | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 3 | B | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | B | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | B | All dates | |||

CME | AGRICULTURE | FC - FEEDER CATTLE FUTURES | Delta | 1 | A | All dates | 70% | |

CME | AGRICULTURE | GI - S&P-GSCI COMMODITY INDEX FUTURE | 100 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 5 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 9 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 8 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 27 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 7 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 13 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 6 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 6 | A | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 3 | A | All dates | |||

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 30 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 47 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 12 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | Delta | 5 | A | All dates | 70% | |

CME | AGRICULTURE | FC - FEEDER CATTLE FUTURES | 1 | A | All dates | |||

CME | AGRICULTURE | GA - GSCI ER FUTURES | 100 | B | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 10 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 6 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 3 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 3 | A | All dates | |||

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

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 14 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 16 | A | All dates | |||

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 620 | A | All dates | 68% | |

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | B | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | B | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | B | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | B | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | B | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 4 | B | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | B | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 5 | B | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | B | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | Delta | 4 | B | All dates | 68% | |

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | B | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | B | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | 620 | A | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | B | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | B | All dates | |||

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 4 | B | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | B | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 5 | B | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | B | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | Delta | 5 | B | All dates | 64% | |

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | B | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | B | All dates | |||

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | 620 | A | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 2 | B | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | B | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | B | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | B | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | B | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 5 | B | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | B | All dates | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 5 | A | All dates | 64% | |

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | A | All dates | |||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | 620 | B | All dates | |||

CBT | AGRICULTURE | C - CORN FUTURES | 12 | A | All dates | |||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 2 | A | All dates | |||

CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 4 | A | All dates | |||

CME | AGRICULTURE | LN - LEAN HOG FUTURES | 3 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | 5 | A | All dates | |||

CBT | AGRICULTURE | W - WHEAT FUTURES | 4 | A | All dates | |||

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 6 | A | All dates | |||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 13 | A | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 5 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 6 | A | All dates | |||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | Delta | 1 | A | 01/2023 | 11/2025 | 50% |

SNS - SOYBEAN CALENDAR SWAP | 1 | B | All dates | |||||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | Delta | 1 | A | 11/2022 | 11/2022 | 50% |

SNS - SOYBEAN CALENDAR SWAP | 1 | B | All dates | |||||

CBT | AGRICULTURE | W - WHEAT FUTURES | Delta | 1 | A | All dates | 50% | |

WCS - WHEAT CALENDAR SWAP | 1 | B | All dates | |||||

CBT | AGRICULTURE | W - WHEAT FUTURES | Delta | 1 | A | All dates | 50% | |

WCS - WHEAT CALENDAR SWAP | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2021 | 03/2022 | 84% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2020 | 03/2021 | 84% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2022 | 09/2022 | 84% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2022 | 03/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 84% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2013 | 03/2014 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 09/2020 | 84% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2021 | 03/2022 | 84% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 84% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2021 | 03/2022 | 84% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2021 | 09/2021 | 83% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2021 | 03/2022 | 83% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2021 | 09/2021 | 83% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 82% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2021 | 09/2021 | 82% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2020 | 03/2021 | 82% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 09/2020 | 82% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2022 | 06/2023 | 82% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2020 | 09/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 82% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2013 | 03/2014 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 81% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 81% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 09/2020 | 81% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 09/2020 | 81% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 81% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2021 | 03/2022 | 81% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2021 | 03/2022 | 81% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2022 | 09/2022 | 81% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2021 | 09/2021 | 81% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | ||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 5 | B | All dates | 80% | |

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

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 5 | A | All dates | 80% | |

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

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 4 | A | All dates | 80% | |

CME | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | 3 | B | All dates | ||||

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 3 | B | All dates | 80% | |

CME | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 3 | B | All dates | 80% | |

CME | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CME | EQUITY INDEX | AQR - ADJ INT RATE FOR NASDAQ 100 T RET | Delta | 4 | A | All dates | 80% | |

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

CBT | EQUITY INDEX | ADQ - ADJ INT RATE DOW 30 TOT RTN MKR | Delta | 1 | B | All dates | 80% | |

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

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | B | All dates | 80% | |

CBT | DTR - DOW JONES IND TOTAL RTURN FUT | 1 | A | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES IND TOTAL RTURN FUT | Delta | 1 | A | All dates | 80% | |

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

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 80% | |

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

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 80% | |

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

CME | EQUITY INDEX | ARR - ADJ INT RATE RUSS 1000 TOT RET FUT | Delta | 3 | A | All dates | 80% | |

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

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 80% | |

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

CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 2 | A | All dates | 80% | |

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

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 80% | |

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 | A | All dates | 80% | |

B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | A | All dates | 80% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 3 | B | All dates | |||||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | Delta | 1 | A | All dates | 99% | |

DGS - BLOOMBERG COMMODITY INDEX SWAPS | 1 | B | All dates | |||||

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | Delta | 1 | B | All dates | 80% | |

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

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | A | All dates | 80% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 06/2023 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

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

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 80% |

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

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 1 | B | All dates | 80% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 2 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 80% | |

30Y - MICRO 30-YEAR YIELD FUTURES | 19 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

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

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | Delta | 10 | B | All dates | 80% | |

CME | SES - SP GSCI SWAP FUTURES | 1 | A | All dates | ||||

CBT | INTEREST RATES | KXY - 10-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

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

CBT | INTEREST RATES | KXY - 10-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

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

CBT | INTEREST RATES | KXY - 10-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 2 | B | All dates | 80% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 3 | A | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2019 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2017 | 09/2017 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2016 | 03/2017 | 80% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | KXB - 7-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | KXB - 7-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 06/2023 | 80% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2023 | 08/2023 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2023 | 10/2023 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 06/2023 | 80% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2024 | 09/2025 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 80% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 80% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | A | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2030 | 09/2031 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2029 | 09/2030 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2028 | 09/2029 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2027 | 09/2028 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 06/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2026 | 09/2027 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2025 | 09/2026 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2029 | 09/2030 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | KXW - 5-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | KXW - 5-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2022 | 03/2023 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

5YY - MICRO 5-YEAR YIELD FUTURES | 8 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 8 | A | All dates | 80% | |

21 - 10Y TREASURY NOTE FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 12/2022 | 03/2023 | 80% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | KXW - 5-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 12/2022 | 03/2023 | 80% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 08/2023 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2023 | 03/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2020 | 03/2021 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2023 | 08/2023 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2023 | 03/2023 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2022 | 12/2022 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 09/2022 | 10/2022 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2022 | 12/2022 | 80% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 10/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 80% |

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

CBT | INTEREST RATES | KXD - 4-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

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

CBT | INTEREST RATES | KXD - 4-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 09/2022 | 06/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 80% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2014 | 09/2014 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2024 | 09/2025 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 01/2023 | 09/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 80% |

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 | 80% |

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

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 80% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2024 | 09/2025 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 10/2022 | 12/2022 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 10/2022 | 12/2022 | 80% |

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

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 4 | A | All dates | 80% | |

KXD - 4-YEAR ERIS BSBY SWAP FUT | 3 | B | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

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 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 80% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 01/2023 | 09/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2025 | 09/2026 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2025 | 09/2026 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2027 | 09/2028 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2026 | 09/2027 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2026 | 09/2027 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 10/2022 | 12/2022 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 01/2023 | 09/2023 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 10/2022 | 12/2022 | 80% |

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

CBT | INTEREST RATES | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | Delta | 4 | A | 09/2022 | 06/2023 | 80% |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 3 | B | 09/2022 | 06/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 03/2024 | 06/2024 | 80% |

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

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 09/2023 | 12/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 80% |

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 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 80% |

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 | 12/2021 | 03/2022 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 80% |

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

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | B | 06/2023 | 06/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 03/2023 | 06/2023 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 80% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2021 | 03/2022 | 80% |

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

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 09/2024 | 06/2025 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 01/2023 | 09/2023 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 80% |

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

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 1 | A | All dates | 80% | |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 09/2022 | 06/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2024 | 09/2025 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 12/2023 | 09/2024 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 12/2024 | 09/2025 | 80% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 80% |

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