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Eurodollar Margins

交易所 资产类别 产品价差 开始时间 期末 信贷
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 70%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 70%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 70%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 70%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 70%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 70%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 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 ED - EURODOLLAR FUTURES Delta 2 A 03/2026 12/2026 70%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2025 12/2025 70%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2027 12/2027 70%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2026 12/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2024 12/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2023 12/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2022 12/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2027 12/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2025 12/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2021 12/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 01/2018 04/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 70%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2023 12/2023 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2025 12/2025 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2023 12/2023 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2022 12/2022 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2026 12/2026 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2024 12/2024 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2027 12/2027 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2025 12/2025 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2024 12/2024 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2027 12/2027 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2023 12/2023 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2026 12/2026 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2022 12/2022 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2022 12/2022 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2024 12/2024 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2025 12/2025 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2027 12/2027 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2026 12/2026 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2021 12/2021 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2021 12/2021 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2021 12/2021 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2020 12/2020 65%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2020 12/2020 65%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2020 12/2020 65%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2027 12/2027 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2024 12/2024 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2022 12/2022 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2026 12/2026 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2023 12/2023 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 03/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2026 12/2026 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 03/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2023 12/2023 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2024 12/2024 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2026 12/2026 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2026 12/2026 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2023 12/2023 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2027 12/2027 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2025 12/2025 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2027 12/2027 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2025 12/2025 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2025 12/2025 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2023 12/2023 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2022 12/2022 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2027 12/2027 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2024 12/2024 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2022 12/2022 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2021 12/2021 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2021 12/2021 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2021 12/2021 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2021 12/2021 65%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 65%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2020 12/2020 65%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2020 12/2020 65%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2020 12/2020 65%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2025 12/2025 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2025 12/2025 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2026 12/2026 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2027 12/2027 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 65%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 65%
ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 65%
ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 7 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A All dates 60%
CBT 66 - 10Y INTEREST RATE SWAP FUTURES 2 B All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 60%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 60%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 60%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 2 A All dates 60%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 60%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 60%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 05/2018 12/2018
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 60%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 60%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 05/2018 12/2018 60%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 01/2018 04/2018 60%
CBT 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2018 12/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 60%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 60%
CME ED - EURODOLLAR FUTURES 5 B 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 55%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2019 12/2019 55%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 55%
ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 7 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 55%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 55%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 55%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 55%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 55%
ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 7 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 7 A All dates 55%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2018 04/2018 55%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2018 04/2018 55%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2018 04/2018 55%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 55%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2018 04/2018 55%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2019 12/2019 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2019 12/2019 50%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2019 12/2019 50%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2026 12/2026 50%
CBT E1U - 20-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 05/2018 12/2018 50%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 05/2018 12/2018 50%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 05/2018 12/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 01/2018 04/2018 50%
CBT B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 01/2018 04/2018 50%
ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 01/2018 04/2018 50%
ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2019 12/2019 50%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2019 12/2019 50%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2019 12/2019 50%
ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 03/2019 12/2019 50%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 05/2018 12/2018 50%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 05/2018 12/2018 50%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 05/2018 12/2018 50%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 4 A 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 01/2018 04/2018 50%
ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 01/2018 04/2018 50%
ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 01/2018 04/2018 50%
ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 50%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 50%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 50%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 50%
ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 50%
INTEREST RATES ED - EURODOLLAR FUTURES 5 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 50%
ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 50%
ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 50%
ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 50%
ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 50%
ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 50%
ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 50%
ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A All dates 50%
ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 50%
ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2022 12/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2025 12/2025 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2026 12/2026 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2027 12/2027 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2024 12/2024 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2023 12/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2021 12/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2020 12/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2018 08/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2019 12/2019 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A All dates 50%
EB - THREE MONTH EURIBOR FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2018 04/2018 50%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2019 12/2019 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2018 05/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 01/2018 04/2018 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 05/2018 12/2018 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2018 05/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 50%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 A 01/2018 12/2023 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 03/2027 12/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2026 12/2026 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2025 12/2025 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2023 12/2023 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2022 12/2022 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2024 12/2024 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2021 12/2021 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2020 12/2020 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 15 A 05/2018 12/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 20 A 01/2018 04/2018 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 01/2018 12/2023
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2025 12/2025 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2025 12/2025 45%
ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 7 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 7 A All dates 45%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 03/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2027 12/2027 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2027 12/2027 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2024 12/2024 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2025 12/2025 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2026 12/2026 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 45%
ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2024 12/2024 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 7 A All dates 45%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 03/2027 12/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2024 12/2024 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2026 12/2026 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2025 12/2025 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 45%
ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2027 12/2027 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2026 12/2026 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 7 A All dates 45%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 03/2026 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 7 A All dates 45%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 45%
ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 45%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2027 12/2027 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2025 12/2025 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2026 12/2026 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2024 12/2024 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 45%
ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH 7 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 7 A All dates 45%
INTEREST RATES ED - EURODOLLAR FUTURES 10 A 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 45%
ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 45%
ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE 7 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2018 05/2018 45%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2019 12/2019 45%
ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 7 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 40%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 05/2018 12/2018 40%
ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP 3 A All dates
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CBT INTEREST RATES F1E - 5-YEAR EURO MAC SWAP FUTURES Delta 3 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 01/2018 04/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 40%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CBT INTEREST RATES N1E - 10-YEAR EURO MAC SWAP FUTURES Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 01/2018 04/2018
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 35%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 5 A All dates 35%
CME ED - EURODOLLAR FUTURES 2 B 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 35%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 12/2020 35%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2018 01/2018 35%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 03/2019 12/2019
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 01/2018 04/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2023 12/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2026 12/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2025 12/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2022 12/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2024 12/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2027 12/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2021 12/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2026 12/2026 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2025 12/2025 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2024 12/2024 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2027 12/2027 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 30%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2025 12/2025 30%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2024 12/2024 30%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2026 12/2026 30%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2027 12/2027 30%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2023 12/2023 30%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2022 12/2022 30%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 12/2021 30%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 05/2018 12/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 01/2018 04/2018
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2025 12/2025
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2026 12/2026
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2024 12/2024
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2023 12/2023
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2022 12/2022
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2027 12/2027
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2021 12/2021
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2022 12/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2018 05/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2023 12/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2018 05/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2021 12/2021 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2018 05/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2020 12/2020 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2018 05/2018
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 05/2018 12/2018 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2018 01/2019
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 05/2018 12/2018
CBT INTEREST RATES T1E - 2-YEAR EURO MAC SWAP FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 1 B 01/2018 04/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 40 A 03/2023 12/2023 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 40 A 03/2024 12/2024 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 40 A 03/2022 12/2022 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 40 A 03/2026 12/2026 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 40 A 03/2025 12/2025 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 40 A 03/2027 12/2027 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 45 A 03/2021 12/2021 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 45 A 03/2020 12/2020 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 03/2019 12/2019 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 80 A 05/2018 12/2018 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 110 A 01/2018 04/2018 25%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2018 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 03/2027 12/2027 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 03/2025 12/2025 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 03/2024 12/2024 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 03/2023 12/2023 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 03/2022 12/2022 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 03/2026 12/2026 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 03/2021 12/2021 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2020 12/2020 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 11 A 03/2019 12/2019 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 A 05/2018 12/2018 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 19 A 01/2018 04/2018 25%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 03/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2018 04/2018 25%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2018 04/2018 25%
ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2023 12/2023 20%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 03/2018 03/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 03/2018 03/2019 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 03/2027 12/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2025 12/2025 20%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 03/2018 03/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 03/2018 03/2019 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 03/2026 12/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2024 12/2024 20%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 03/2018 03/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 03/2018 03/2019 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 03/2021 12/2021 20%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 03/2018 03/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 03/2018 03/2019 20%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 11 A 03/2019 12/2019 20%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 03/2018 03/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 03/2018 03/2019 20%
INTEREST RATES ED - EURODOLLAR FUTURES 15 A 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 20 A 01/2018 04/2018 20%
EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 03/2018 03/2019
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 05/2018 12/2018 20%
ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2018 04/2018 20%
ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC 7 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 7 A All dates 15%
INTEREST RATES ED - EURODOLLAR FUTURES 10 B 01/2018 04/2018
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 03/2022 12/2022
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 03/2021 12/2021
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 03/2020 12/2020
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 03/2019 12/2019
CME INTEREST RATES BU5 - 5-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 20 B 05/2018 12/2018
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 03/2021 12/2021
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 03/2020 12/2020
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 03/2019 12/2019
CME INTEREST RATES BU3 - 3-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 12 B 05/2018 12/2018
CME INTEREST RATES BU2 - 2-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 8 B 03/2019 12/2019
CME INTEREST RATES BU2 - 2-YR EURODOLLAR BUNDLE FUTURE Delta 1 A All dates 100%
ED - EURODOLLAR FUTURES 8 B 05/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2027 12/2027 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2026 12/2026 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2025 12/2025 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 85%
ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 85%
ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 85%
ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 85%
ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 85%
ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 85%
ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 85%
ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 85%
ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 85%
ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 85%
ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 85%
ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 85%
ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 85%
ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 85%
ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 85%
ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 85%
ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 85%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 85%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 85%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 85%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 12/2020 85%
ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025

欧洲美元利率期货

作为全球投资者的基准,欧洲美元期货提供对冲短期美元利率具有成本效率的宝贵工具。欧洲美元是存在美国之外商业银行的美元存款。

欧洲美元期货价格反映市场对未来特定日期三个月欧洲美元存款的利率预期。欧洲美元期货的最终结算价格由最后一个交易日三个月伦敦银行间拆借利率(LIBOR)确定。

交易欧洲美元的优势

  • 无与伦比的流动性——持续较窄的买卖价差
  • 较低的交易成本
  • 多样化的交易机会
  • 价格透明
  • 中期曲线提供较低的溢价和较高的时间衰减