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 03/2023 09/2023 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 02/2023 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2031 09/2032 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2029 09/2030 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2030 09/2031 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 4 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 3 B 12/2031 09/2032
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2022 02/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2030 09/2031 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2031 09/2032 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2024 06/2025 45%
ED - EURODOLLAR FUTURES 1 B 12/2030 09/2031
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2024 06/2025 45%
ED - EURODOLLAR FUTURES 1 B 12/2031 09/2032
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 45%
ED - EURODOLLAR FUTURES 1 B 12/2026 09/2027
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 45%
ED - EURODOLLAR FUTURES 1 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 02/2023 45%
SR1 - ONE-MONTH SOFR FUTURES 3 B 11/2022 11/2022
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 45%
ED - EURODOLLAR FUTURES 1 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
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 BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 45%
ED - EURODOLLAR FUTURES 1 B 03/2023 09/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 45%
ED - EURODOLLAR FUTURES 1 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2031 09/2032 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
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 8 B 12/2030 09/2031 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
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 3 A 12/2031 09/2032 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2022 06/2023
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 12/2031 09/2032 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2030 09/2031 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2022 06/2023
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 3 A 12/2029 09/2030 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2029 09/2030 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 12/2030 09/2031 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 02/2023 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 09/2023 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2031 09/2032
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2030 09/2031
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 42%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 42%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 42%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2030 09/2031 42%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2031 09/2032 42%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2030 09/2031 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2028 09/2029 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2029 09/2030 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2026 09/2027 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2031 09/2032 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2027 09/2028 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 12/2023 09/2024 40%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 40%
CME ED - EURODOLLAR FUTURES 4 A 12/2022 02/2023
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 40%
CME ED - EURODOLLAR FUTURES 4 A 03/2023 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 8 B 12/2023 09/2024
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 8 B 12/2024 09/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 8 B 03/2023 09/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 40%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 40%
CME ED - EURODOLLAR FUTURES 2 A 12/2030 09/2031
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2023 09/2023 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 40%
CME ED - EURODOLLAR FUTURES 2 A 12/2029 09/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 02/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 B 12/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2030 09/2031 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2030 09/2031 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 40%
ED - EURODOLLAR FUTURES 1 B 12/2024 09/2025
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 40%
ED - EURODOLLAR FUTURES 1 B 12/2022 02/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 40%
ED - EURODOLLAR FUTURES 1 B 12/2028 09/2029
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 40%
ED - EURODOLLAR FUTURES 1 B 12/2023 09/2024
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 40%
ED - EURODOLLAR FUTURES 1 B 12/2027 09/2028
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 40%
ED - EURODOLLAR FUTURES 1 B 12/2030 09/2031
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 40%
ED - EURODOLLAR FUTURES 1 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 B 11/2022 11/2022
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 40%
ED - EURODOLLAR FUTURES 1 B 12/2022 02/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 40%
ED - EURODOLLAR FUTURES 1 B 12/2029 09/2030
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 40%
ED - EURODOLLAR FUTURES 1 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2031 09/2032 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2030 09/2031 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2031 09/2032 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2023 09/2023 40%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2030 09/2031 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 40%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 40%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 02/2023 40%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 40%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 40%
CME ED - EURODOLLAR FUTURES 2 A 12/2027 09/2028
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 40%
CME ED - EURODOLLAR FUTURES 2 A 03/2023 09/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 40%
CME ED - EURODOLLAR FUTURES 2 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 02/2023 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 09/2023 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2023 09/2023 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2015 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 02/2023 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2024 09/2025 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2025 09/2026 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2023 09/2023 35%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME ED - EURODOLLAR FUTURES 2 A 12/2031 09/2032
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 06/2024
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2030 09/2031 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2024 06/2025 35%
ED - EURODOLLAR FUTURES 1 B 03/2023 09/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2024 09/2025
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2028 09/2029
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2031 09/2032
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2026 09/2027
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2025 09/2026
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2027 09/2028
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2024 06/2024 35%
ED - EURODOLLAR FUTURES 1 B 12/2025 09/2026
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2029 09/2030
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2023 12/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2030 09/2031
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2030 09/2031 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 09/2023 35%
SR1 - ONE-MONTH SOFR FUTURES 3 B 11/2022 11/2022
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2030 09/2031
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2028 09/2029
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2029 09/2030
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2031 09/2032
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2030 09/2031 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2031 09/2032 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2022 02/2023 35%
CBT 5YY - MICRO 5-YEAR YIELD FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 35%
CME ED - EURODOLLAR FUTURES 2 A 12/2028 09/2029
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 35%
CME ED - EURODOLLAR FUTURES 2 A 12/2022 02/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 35%
CME ED - EURODOLLAR FUTURES 2 A 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 09/2023 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 02/2023 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 35%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 35%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2023 09/2023 35%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2021 09/2021
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 11/2022 06/2028 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 11/2022 06/2028 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2023 09/2024
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 11/2022 06/2028 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 11/2022 06/2028 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 11/2022 06/2028 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 8 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2022 02/2023 30%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 02/2023 30%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2030 09/2031
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2030 09/2031
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2030 09/2031
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2023 09/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2026 09/2027 30%
ED - EURODOLLAR FUTURES 1 B 12/2022 02/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2025 09/2026 30%
ED - EURODOLLAR FUTURES 1 B 12/2022 02/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2025 09/2026 30%
ED - EURODOLLAR FUTURES 1 B 03/2023 09/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2026 09/2027 30%
ED - EURODOLLAR FUTURES 1 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2022 12/2022 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2022 03/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2024 09/2025
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 09/2024 06/2025 30%
ED - EURODOLLAR FUTURES 1 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 B 11/2022 11/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2022 12/2022 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2030 09/2031 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2030 09/2031
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2026 09/2027 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2022 03/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2027 09/2028 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2022 03/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2027 09/2028
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2026 09/2027
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 30%
ED - EURODOLLAR FUTURES 1 B 12/2025 09/2026
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2025 09/2026
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 03/2023 06/2023 30%
ED - EURODOLLAR FUTURES 1 B 12/2026 09/2027
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 1 A 12/2022 12/2022 30%
ED - EURODOLLAR FUTURES 1 B 12/2029 09/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2025 09/2026 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2022 12/2022 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2022 12/2022 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 B 11/2022 11/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2022 12/2022 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2031 09/2032 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2030 09/2031 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2030 09/2031 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2031 09/2032 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2030 09/2031 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2031 09/2032 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2031 09/2032 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2030 09/2031 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 12/2023 09/2024 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 03/2023 09/2023 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 03/2023 09/2023 25%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2030 09/2031
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2023 10/2027 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 03/2023 11/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 02/2023 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 03/2023 11/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 02/2023 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 03/2023 11/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 02/2023 02/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 02/2023 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 03/2023 11/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2029 09/2030 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 03/2023 11/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 01/2023 01/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 01/2023 01/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 01/2023 01/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 01/2023 01/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 12/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 12/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 12/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 B 12/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2030 09/2031 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2026 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2030 09/2031 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2031 09/2032 25%
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 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 25%
CME ED - EURODOLLAR FUTURES 2 A 12/2030 09/2031
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 25%
CME ED - EURODOLLAR FUTURES 2 A 12/2029 09/2030
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 25%
CME ED - EURODOLLAR FUTURES 2 A 12/2031 09/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2031 09/2032 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2030 09/2031 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2031 09/2032 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2030 09/2031 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 09/2023 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 25%
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 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2030 09/2031 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2031 09/2032 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 02/2023 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 09/2023 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2030 09/2031 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2031 09/2032 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 02/2023 85%
SR1 - ONE-MONTH SOFR FUTURES 3 B 02/2023 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 02/2023 85%
SR1 - ONE-MONTH SOFR FUTURES 3 B 01/2023 01/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 85%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 85%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Scan All dates 98%
SR3 - THREE-MONTH SOFR FUTURES All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2030 09/2031 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2030 09/2031 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2030 09/2031 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2030 09/2031 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2020 03/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2030 09/2031 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2023 09/2024 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2024 09/2025 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2027 09/2028 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2025 09/2026 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 12/2026 09/2027 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 09/2023 80%
SR1 - ONE-MONTH SOFR FUTURES 3 B 02/2023 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 09/2023 80%
SR1 - ONE-MONTH SOFR FUTURES 3 B 03/2023 11/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2023 05/2023 80%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 10/2023 80%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2023 02/2023 80%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 80%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 80%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 80%
CME ED - EURODOLLAR FUTURES 3 B 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 12/2023 09/2024 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 12/2024 09/2025 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 09/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 02/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 12/2023 09/2024 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 03/2023 09/2023 80%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 95%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2025 09/2026

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