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Eurodollar 保证金

交易所 资产类别 产品价差 开始时间 期末 信贷
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2022 06/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2023 06/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2026 06/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2027 06/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2025 06/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2024 06/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2022 06/2023 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2021 06/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2022 06/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 06/2024 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2028 06/2029 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2027 06/2028 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2028 06/2029 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2020 06/2021 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2028 06/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2021 06/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2022 06/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2024 06/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2025 06/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2028 06/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2026 06/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2028 06/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2027 06/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2020 06/2021 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2027 06/2028 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2028 06/2029 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2025 06/2026 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2020 06/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2023 06/2024 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2019 06/2020 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2026 06/2027 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2025 06/2026 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 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
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2020 06/2021 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2019 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2021 06/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 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 12/2019 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2028 06/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2025 06/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2026 06/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2024 06/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2024 06/2025 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2025 06/2026 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2028 06/2029 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2027 06/2028 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2021 06/2022
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 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 09/2023 06/2024
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2024 06/2025
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2026 06/2027
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2025 06/2026
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2028 06/2029
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2019 06/2020 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2023 06/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2022 06/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2025 06/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2027 06/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2026 06/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2024 06/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2028 06/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 06/2020 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2026 06/2027 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2028 06/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2019 06/2020 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2019 11/2019 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2022 06/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2023 06/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2028 06/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2024 06/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2026 06/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2025 06/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2027 06/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2019 11/2019 65%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 63%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 B All dates 60%
CME ED - EURODOLLAR FUTURES 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 06/2020 60%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2019 06/2020 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2028 06/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2028 06/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2028 06/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 11/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2019 11/2019 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 11/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 59%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 59%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2019 11/2019 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2020 06/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 11/2019 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2028 06/2029 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2027 06/2028 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 1 A 06/2023 03/2024 55%
ED - EURODOLLAR FUTURES 1 B 09/2028 06/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2019 06/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2020 06/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2021 06/2022 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2028 06/2029 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2019 11/2019 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2019 06/2020 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2021 06/2022 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2016 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2019 11/2019 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 54%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 50%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 06/2020 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 11/2019 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 09/2020 06/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 12/2019 06/2020
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 09/2019 11/2019
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 A 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 06/2020 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 11/2019 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 11/2019 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2020 06/2021 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2021 06/2022 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2019 11/2019 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2022 06/2023 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2023 06/2024 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2019 06/2020 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2024 06/2025 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2019 06/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2019 11/2019 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2020 06/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2021 06/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 11/2019 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 11/2019 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2022 06/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2023 06/2024 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 11/2019 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 11/2019 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2028 06/2029 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2027 06/2028 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2024 06/2025 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES EM - ONE MONTH EURODOLLAR FUTURES Delta 1 B 01/2020 08/2020 50%
ED - EURODOLLAR FUTURES 1 A 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2025 06/2026 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2020 06/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2019 06/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2019 11/2019 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2020 06/2021 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2016 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2022 06/2023 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2023 06/2024 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2024 06/2025 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 11/2019 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2022 06/2023 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2016 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 06/2024 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2016 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2019 06/2020 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2016 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2019 11/2019 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2016 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2021 06/2022 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2023 06/2024 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2022 06/2023 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2026 06/2027 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2025 06/2026 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2024 06/2025 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2027 06/2028 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 08/2019 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 09/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2020 06/2021 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2021 06/2022 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2022 06/2023 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 06/2024 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2028 06/2029 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2026 06/2027 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2025 06/2026 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2027 06/2028 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2024 06/2025 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2023 06/2024 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2020 06/2021 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2022 06/2023 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2028 06/2029 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2027 06/2028 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 11/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2020 06/2021 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2021 06/2022 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2022 06/2023 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2023 06/2024 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 100 A 12/2019 06/2020 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2024 06/2025 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2025 06/2026 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2026 06/2027 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2027 06/2028 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 09/2028 06/2029 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 09/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2020 06/2021 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2021 06/2022 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2022 06/2023 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2023 06/2024 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 20 A 12/2019 06/2020 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2027 06/2028 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2026 06/2027 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2025 06/2026 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2024 06/2025 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 09/2028 06/2029 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 08/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 11 A 09/2020 06/2021 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2021 06/2022 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 09/2023 06/2024 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 09/2022 06/2023 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 A 12/2019 06/2020 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 09/2025 06/2026 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 09/2028 06/2029 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 09/2027 06/2028 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 09/2024 06/2025 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 09/2026 06/2027 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 06/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 11/2019
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2019 06/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 40%
ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 06/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2021 06/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2022 06/2023 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2026 06/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2025 06/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2024 06/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2027 06/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024

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