HENRY HUB NATURAL GAS - 保证金

交易所 资产类别 产品价差 开始时间 期末 信贷
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 A All dates 70%
5YY - MICRO 5-YEAR YIELD FUTURES 6 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 70%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 06/2022 09/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2020 03/2021
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2029 09/2030 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 03/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2029 09/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2022 02/2023 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2030 09/2031 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 03/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2030 09/2031
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2022 02/2023
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2022 02/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2025 09/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2022 02/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 03/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2031 09/2032 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2025 09/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2025 09/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2026 09/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 6 A All dates 70%
3YR - 3 YEAR TREASURY NOTE FUTURE 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2014 09/2014
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 06/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 06/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2014 03/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 09/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 06/2022 09/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 06/2022 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2022 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 B 12/2022 03/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 12/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2013 12/2013
CBT INTEREST RATES YIT - 2-YEAR ERIS SOFR SWAP FUTURES Delta 5 A 09/2022 06/2023 70%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 2 B 12/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 12/2021 03/2022
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 8 B 09/2025 09/2026 70%
CBT KXD - 4-YEAR ERIS BSBY SWAP FUT 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 70%
YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2021 03/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 06/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 70%
KXC - 3-YEAR ERIS BSBY SWAP FUT 4 A All dates
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 8 B 03/2024 06/2024 70%
CBT KXD - 4-YEAR ERIS BSBY SWAP FUT 5 A All dates
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 8 B 09/2023 12/2023 70%
CBT KXD - 4-YEAR ERIS BSBY SWAP FUT 5 A All dates
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 8 B 09/2024 06/2025 70%
CBT KXD - 4-YEAR ERIS BSBY SWAP FUT 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 70%
2YY - MICRO 2-YEAR YIELD FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2021 09/2022 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 09/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 03/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 02/2023 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
YIA - 1-YEAR ERIS SOFR SWAP FUTURES 7 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 8 B 03/2023 06/2023 70%
CBT KXD - 4-YEAR ERIS BSBY SWAP FUT 5 A All dates
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 8 B 12/2022 12/2022 70%
CBT KXD - 4-YEAR ERIS BSBY SWAP FUT 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 09/2023 70%
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 70%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2023 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 12/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 12/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 09/2023 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2022 03/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 09/2023 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES KXT - 2-YEAR ERIS BSBY SWAP FUT Delta 5 A All dates 70%
KXW - 5-YEAR ERIS BSBY SWAP FUT 2 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2021 03/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2023 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 09/2022 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 12/2026 09/2027 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2026 09/2027 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 12/2022 02/2023 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 12/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2023 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 12/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2022 03/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2023 09/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 09/2023 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2022 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 03/2023 09/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2022 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2022 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2027 09/2028
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 09/2023 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2022 06/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2022 06/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2025 09/2026
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2025 09/2026 70%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES YIA - 1-YEAR ERIS SOFR SWAP FUTURES Delta 3 A 12/2022 06/2023 70%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 2 B 09/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 03/2023 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2016 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 06/2023
CBT INTEREST RATES KXA - 1-YEAR ERIS BSBY SWAP FUT Delta 2 A All dates 70%
KXD - 4-YEAR ERIS BSBY SWAP FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 06/2013 12/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 09/2016
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2023 09/2024
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2025 09/2026 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 06/2013 12/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2023 06/2023 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 09/2024
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2024 09/2025
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2022 03/2023 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2023 06/2023 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2022 03/2023 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2023 09/2023 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 09/2023 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2024 09/2025 70%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A 12/2022 06/2023
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2028 09/2029
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2025 09/2026
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2016 09/2016
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2026 09/2027
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2025 09/2026
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2027 09/2028
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2026 09/2027
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2022 09/2022 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2025 09/2026 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A 12/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 09/2021 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2015 12/2020 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 02/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2020 03/2021 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2018 09/2018 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2015 12/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2024 09/2025 70%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 09/2014
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 09/2020 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 1 A All dates 70%
5YY - MICRO 5-YEAR YIELD FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 12/2022 02/2023 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 12/2025 09/2026 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 1 A All dates 70%
30Y - MICRO 30-YEAR YIELD FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2021 03/2022 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2020 09/2020 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 70%
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 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 09/2014
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2015 12/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 03/2013
CBT AGRICULTURE UFE - UREA (GRANULAR) FOB EGYPT FUTURES Delta 1 B All dates 90%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2020 03/2021 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2022 06/2023 68%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 B All dates 90%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 67%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2020 03/2021 67%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 90%
DFN - DAP FOB NOLA FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
LIO - 20-YEAR ERIS SWAP FUTURES 1 B 09/2015 06/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 09/2022 06/2023 90%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2022 06/2023 90%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 A 09/2021 06/2022
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 A All dates 90%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 10 B All dates 90%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 9 A 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2022 06/2023
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 66%
CME FC - FEEDER CATTLE FUTURES 2 A All dates
CME LC - LIVE CATTLE FUTURES 4 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2022 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 66%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2020 03/2021 66%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2021 12/2021
CME EQUITY INDEX TPY - YEN DENOMINATED TOPIX FUTURES Delta 5 A All dates 65%
CBT YM - E-MINI DOW JONES IND AVG FUT 2 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2022 06/2023 90%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 1 A 03/2022 06/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 09/2022 90%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 90%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2023 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 90%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2022 03/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 90%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 90%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2023 02/2023 90%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2023 02/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2023 02/2023 90%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2023 01/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 03/2023 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2022 06/2023 90%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 1 B 03/2022 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2022 06/2023 90%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 1 B 03/2022 06/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2023 06/2023 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2015 12/2020 90%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2023 06/2023 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2022 09/2022 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2023 06/2023 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2022 03/2023 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2022 09/2022 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2023 06/2023 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2021 03/2022 90%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2022 09/2022 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2021 03/2022 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2022 09/2022 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2022 09/2022 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2021 03/2022 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 90%
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 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2021 09/2021 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2022 09/2022
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
LIT - 2-YEAR ERIS SWAP FUTURE 1 B 06/2021 09/2021
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 65%
CBT YM - E-MINI DOW JONES IND AVG FUT 6 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 1 A 06/2022 09/2022 90%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 12/2021 06/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2021 09/2021 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2021 03/2022
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 7 A All dates 65%
CBT YM - E-MINI DOW JONES IND AVG FUT 6 B All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 2 A All dates 65%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CME EQUITY INDEX XAV - EMINI SP500- HEALTH CARE SECT INDEX Delta 5 A All dates 65%
CBT YM - E-MINI DOW JONES IND AVG FUT 4 B All dates
CME EQUITY INDEX TPD - USD DENOMINATED TOPIX FUTURES Delta 5 A All dates 65%
CBT YM - E-MINI DOW JONES IND AVG FUT 3 B All dates
CME EQUITY INDEX E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT Delta 2 A All dates 65%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CBT INTEREST RATES TWE - 20-YEAR U.S. TREASURY BOND FUTURES Delta 10 A All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 6 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES 30U - 30-YEAR 3.0% COUPON UMBS TBA FUT Delta 1 A All dates 65%
35U - 30-YEAR 3.5% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES 20U - 30-YEAR 2.0% COUPON UMBS TBA FUT Delta 1 A All dates 65%
25U - 30-YEAR 2.5% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 7 B All dates 65%
TWE - 20-YEAR U.S. TREASURY BOND FUTURES 4 A All dates
CBT INTEREST RATES 25U - 30-YEAR 2.5% COUPON UMBS TBA FUT Delta 1 A All dates 65%
30U - 30-YEAR 3.0% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES 35U - 30-YEAR 3.5% COUPON UMBS TBA FUT Delta 1 A All dates 65%
40U - 30-YEAR 4.0% COUPON UMBS TBA FUT 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 B All dates 65%
SSB - FOB SANTOS SOYBEANS FINANCIALLY SET 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 09/2022 06/2023
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 2 B All dates 65%
W - WHEAT FUTURES 3 A All dates
CBT INTEREST RATES 40U - 30-YEAR 4.0% COUPON UMBS TBA FUT Delta 1 A All dates 65%
45U - 30-YEAR 4.5% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES 45U - 30-YEAR 4.5% COUPON UMBS TBA FUT Delta 1 A All dates 65%
50U - 30-YEAR 5.0% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 65%
S - SOYBEAN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 12/2030 09/2031 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 12/2027 09/2028 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 12/2026 09/2027 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 12/2029 09/2030 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 65%
S1S - 7-YEAR SOFR MAC SWAP FUTURES 3 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 12/2028 09/2029 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 12/2028 09/2029 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 12/2027 09/2028 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 12/2026 09/2027 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 12/2030 09/2031 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 12/2031 09/2032 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 12/2025 09/2026 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 12/2029 09/2030 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 12/2031 09/2032 65%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 65%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 4 A 09/2022 06/2023
CBT INTEREST RATES YIO - 20-YEAR ERIS SOFR SWAP FUTURES Delta 1 A All dates 65%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 2 B 09/2022 06/2023
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2024 09/2025
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2026 09/2027
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2025 09/2026
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2028 09/2029
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2029 09/2030
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2030 09/2031
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2027 09/2028
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2031 09/2032
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 22 A All dates 65%
TWE - 20-YEAR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 09/2018 06/2023 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 22 A All dates 65%
TWE - 20-YEAR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 65%
E1U - 20-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2031 09/2032 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2030 09/2031 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2029 09/2030 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 2 A All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 03/2018 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 65%
LIO - 20-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2023 06/2023 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 03/2023 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2021 03/2022 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 1 B All dates 65%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2022 09/2022 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2021 03/2022 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 65%
S1S - 7-YEAR SOFR MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 65%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2023 09/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2022 06/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2023 09/2023 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
3YR - 3 YEAR TREASURY NOTE FUTURE 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 65%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 2 A 09/2022 06/2023
CBT AGRICULTURE BSW - BLACK SEA WHEAT FUTURES Delta 1 B All dates 65%
W - WHEAT FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2023 09/2023 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2022 06/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 03/2023 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 65%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2023 11/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2023 11/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2023 02/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2021 12/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2023 09/2023 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2023 09/2023 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2020 03/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 03/2023 09/2023
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 06/2023 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2013 12/2013
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2023 09/2023 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 03/2023 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2023 10/2023 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2023 02/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 B All dates 65%
F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 B All dates 65%
F1S - 5-YEAR SOFR MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 65%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 9 A 12/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 4 A All dates 65%
26 - 2 YEAR TREASURY NOTE FUTURES 5 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2023 10/2023 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2023 01/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 11/2023 10/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 65%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2021 09/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 06/2023 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2023 02/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 B 12/2022 03/2023
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2013 12/2013
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 12/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME BSB - THREE-MONTH BSBY FUTURE 2 A 09/2024 06/2025
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2024 09/2025
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 09/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES YIB - 7-YEAR ERIS SOFR SWAP FUTURES Delta 2 B 09/2022 06/2023 65%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 7 A 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2029 09/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2028 09/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 A 06/2020 09/2020 65%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 B 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2027 09/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2030 09/2031 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2026 09/2027
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2026 09/2027
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2025 09/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 65%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 10 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2030 09/2031 65%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2031 09/2032 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2012 03/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2012 03/2013
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 11/2023 10/2027 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 12/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 65%
T1S - 2-YEAR SOFR MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2022 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 12/2022 03/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2022 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2031 09/2032
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 10/2023 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 12/2022 03/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2022 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2030 09/2031
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2031 09/2032 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2030 09/2031 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 12/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2023 02/2023 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2022 11/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 09/2023 12/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
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 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2031 09/2032
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2021 03/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2030 09/2031
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2021 03/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2021 03/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2031 09/2032 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2030 09/2031 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 03/2023 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 11/2023 10/2027 65%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 65%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 65%
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 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2022 06/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES YIA - 1-YEAR ERIS SOFR SWAP FUTURES Delta 5 A 12/2022 06/2023 65%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 B 12/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2025 09/2026
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2027 09/2028
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2022 03/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 02/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2020 03/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2021 03/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 65%
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 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 12/2028 09/2029 65%
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 A 06/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 12/2027 09/2028 65%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2024 09/2025
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
LIT - 2-YEAR ERIS SWAP FUTURE 2 B 06/2022 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2022 12/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 02/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2022 12/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 02/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2022 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 02/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2022 02/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2026 09/2027 65%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 02/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2022 06/2023 65%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2024 09/2025
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2026 09/2027 65%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2024 09/2025
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2023 09/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2019 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2025 09/2026
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2026 09/2027
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2021 03/2022 65%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 02/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2022 02/2023
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2025 09/2026
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2029 09/2030
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2028 09/2029
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2026 09/2027 65%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A 12/2021 06/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2020 03/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 03/2023 09/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2025 09/2026 65%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 02/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 09/2023 65%
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 65%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 12/2022 02/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2015 12/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2024 09/2025
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2015 12/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 09/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2021 03/2022 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2015 12/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2028 09/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2029 09/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2027 09/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2031 09/2032 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2030 09/2031 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2015 12/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2025 09/2026 65%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020