交易所 | 资产类别 | 产品价差 | 比 | 侧 | 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 |