Asset Class Navigation

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 1 A 12/2020 09/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 11/2019 01/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2020 09/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 49%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 49%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 48%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2020 09/2021 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2021 09/2022 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 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2023 09/2024 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2022 09/2023 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2028 09/2029 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2025 09/2026 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2027 09/2028 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2026 09/2027 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2024 09/2025 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 44%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 44%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 43%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 42%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 42%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 41%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 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 12/2020 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 02/2020 09/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 40%
CBT 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 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 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 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 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 02/2020 09/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 11/2019 01/2020 35%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 34%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 34%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 32%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 31%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2020 09/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 15 A 02/2020 09/2020
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2028 09/2029
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2020 09/2021 30%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2019 06/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 02/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2028 09/2029
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 30%
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 01/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2020 09/2020 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 29%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 28%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 27%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 26%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2014 03/2015 26%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 25%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 21%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 19%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 16%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 13%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 12%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 88%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 87%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 86%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2020 09/2020 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 85%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 85%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 84%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 96%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 83%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 95%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 95%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 95%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 95%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 95%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018

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