交易所 | 资产类别 | 产品价差 | 比 | 侧 | 开始时间 | 期末 | 信贷 | |
---|---|---|---|---|---|---|---|---|

NYM | REFINED PRODUCTS | NY-1G - NY HRBR ULSD BALMO FUT | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-HO - NY HARBOR ULSD FUT | 1 | A | 04/2025 | 01/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-8K - CONWAY PROPANE 5 DEC. FUT | Delta | 1 | A | 03/2024 | 02/2025 | 75% |

NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | 1 | B | 03/2024 | 02/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | B | 03/2024 | 02/2027 | 75% |

NY-8K - CONWAY PROPANE 5 DEC. FUT | 1 | A | 03/2024 | 02/2025 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 03/2020 | 75% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-8W - GASOIL 0.1% CIF V. ICE GAS BLMO | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-Z5 - GASOIL 0.1%CIF MED VS. ICE GAS | 1 | A | 03/2023 | 03/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-8W - GASOIL 0.1% CIF V. ICE GAS BLMO | Delta | 1 | B | 04/03/2023 | 05/31/2023 | 75% |

NY-Z5 - GASOIL 0.1%CIF MED VS. ICE GAS | 1 | A | 03/2023 | 03/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 02/2024 | 04/2024 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 02/2024 | 04/2024 | ||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 09/2023 | 09/2023 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 10/2023 | 10/2023 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 02/2024 | 04/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 03/2023 | 03/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 03/2023 | 03/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 02/2024 | 04/2024 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 04/03/2023 | 05/31/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | B | 03/2024 | 02/2027 | 75% |

NY-8K - CONWAY PROPANE 5 DEC. FUT | 1 | A | 03/2025 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-8K - CONWAY PROPANE 5 DEC. FUT | Delta | 1 | A | 03/2025 | 12/2027 | 75% |

NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | 1 | B | 03/2024 | 02/2027 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 19 | A | All dates | 75% | |

17 - 30 YR U.S. TREASURY BOND FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 2 | B | All dates | 75% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2023 | 06/2023 | 75% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | |||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 10/2023 | 10/2023 | 93% |

NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 11/2023 | 01/2024 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-6X - JET FUEL CRG CIF NEW V ICE BLM | Delta | 1 | B | 04/03/2023 | 05/31/2023 | 75% |

NY-JC - JET CIF NWE VS ICE | 1 | A | 04/2023 | 12/2025 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-6X - JET FUEL CRG CIF NEW V ICE BLM | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-JC - JET CIF NWE VS ICE | 1 | A | 04/2023 | 12/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 04/2023 | 04/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 04/2023 | 04/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | Delta | 1 | A | 03/2024 | 02/2027 | 75% |

NY-SD0 - SYNTHETIC BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-D0 - BUTANE 5 DECIMAL | Delta | 1 | B | 10/2024 | 12/2027 | 75% |

NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | 1 | A | 03/2024 | 02/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-B0 - PROPANE 5 DECIMAL | Delta | 1 | A | 03/2024 | 02/2025 | 75% |

NY-SD0 - SYNTHETIC BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-D0 - BUTANE 5 DECIMAL | Delta | 1 | B | 10/2024 | 12/2027 | 75% |

NY-S1R - SYNTHETIC PROPANE NON LDH MT BELVI | 1 | A | 03/2024 | 02/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 03/2024 | 02/2027 | 75% |

NY-SD0 - SYNTHETIC BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-B0 - PROPANE 5 DECIMAL | Delta | 1 | A | 03/2024 | 02/2025 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 01/2024 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 10/2023 | 10/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 03/2024 | 02/2027 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | Delta | 1 | A | 03/2024 | 02/2025 | 75% |

NY-SD0 - SYNTHETIC BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-LEL - LLDPE (PCW) BALMO FUT | Delta | 1 | A | All dates | 75% | |

NY-LPE - LLDPE LI LW DSTY POLYETHYLENE FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | YII - 12-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | B | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2022 | 03/2023 | 75% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | |||||

NYM | NGL/PETROCHEMICALS | NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | Delta | 1 | A | 03/2025 | 12/2027 | 75% |

NY-SD0 - SYNTHETIC BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-D0 - BUTANE 5 DECIMAL | Delta | 1 | B | 10/2024 | 12/2027 | 75% |

NY-SB0 - SYNTHETIC PROPANE 5 DECIMAL | 1 | A | 03/2025 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-B0 - PROPANE 5 DECIMAL | Delta | 1 | A | 03/2025 | 12/2027 | 75% |

NY-SD0 - SYNTHETIC BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-B0 - PROPANE 5 DECIMAL | Delta | 1 | A | 03/2025 | 12/2027 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | B | 10/2024 | 12/2027 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2024 | 10/2024 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 10/2023 | 10/2023 | 93% |

NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 11/2023 | 01/2024 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2024 | 10/2024 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 05/2024 | 10/2024 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 05/2024 | 10/2024 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 04/03/2023 | 05/31/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 05/2023 | 01/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 05/2023 | 01/2024 | ||||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | A | 03/2023 | 09/2023 | 75% |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 2 | B | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2021 | 03/2023 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 75% | |

S1S - 7-YEAR SOFR MAC SWAP FUTURES | 5 | A | All dates | |||||

NYM | ELECTRICITY | NY-R7 - PJM DAYTON DA OFF-PEAK | Delta | 368 | A | All dates | 75% | |

NY-SRT - PJM WESTERN HUB PEAK AVG FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-R7 - PJM DAYTON DA OFF-PEAK | Delta | 368 | A | All dates | 75% | |

NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 01/2024 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 10/2023 | 10/2023 | ||||

NYM | ELECTRICITY | NY-SRT - PJM WESTERN HUB PEAK AVG FUT | Delta | 1 | B | 04/2023 | 12/2028 | 75% |

NY-V3 - PJM AD HUB 5MW REAL TIME O PK | 368 | A | All dates | |||||

NYM | ELECTRICITY | NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT | Delta | 1 | B | 04/2023 | 12/2028 | 75% |

NY-V3 - PJM AD HUB 5MW REAL TIME O PK | 368 | A | All dates | |||||

NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | Delta | 1 | A | 02/2023 | 04/2023 | 75% |

ELECTRICITY | NY-N9 - PJM WESTH RT OFF-PEAK | 194 | B | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2022 | 12/2022 | ||||

NYM | ELECTRICITY | NY-K2 - MISO INDIANA HUB 5MW D AH O PK | Delta | 368 | A | All dates | 75% | |

NY-SRT - PJM WESTERN HUB PEAK AVG FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-K2 - MISO INDIANA HUB 5MW D AH O PK | Delta | 368 | A | All dates | 75% | |

NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-H4 - MISO INDIANA HUB 5MW REAL TIME OFPK | Delta | 368 | A | All dates | 75% | |

NY-SRT - PJM WESTERN HUB PEAK AVG FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-H4 - MISO INDIANA HUB 5MW REAL TIME OFPK | Delta | 368 | A | All dates | 75% | |

NY-SDD - PJM WESTERN HUB DAY AHD PEAK FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | REFINED PRODUCTS | NY-MHS - MINI MID EAST HSFO 380 ARAB BALMO | Delta | 1 | B | All dates | 75% | |

NY-MSE - MINI MID EAST HSFO 380 ARAB GULF | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2018 | 09/2018 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 01/2024 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 75% | |

66 - 10Y INTEREST RATE SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2021 | 06/2022 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 03/2023 | 03/2023 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 03/2023 | 03/2023 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 04/03/2023 | 04/28/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 03/2023 | 03/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 03/2023 | 03/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-US - GLFCST ULSD ARGUS UP/DN FUT | 1 | A | 03/2023 | 03/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-US - GLFCST ULSD ARGUS UP/DN FUT | 1 | A | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 03/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2017 | 12/2017 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 11/2023 | 01/2024 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 10/2023 | 10/2023 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 11/2024 | 04/2025 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 11/2024 | 04/2025 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 11/2024 | 04/2025 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 11/2024 | 04/2025 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 04/03/2023 | 05/31/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 04/2023 | 05/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-4V - GASOIL 0.1% CRG CIF NW V ICE BL | Delta | 1 | B | 04/03/2023 | 05/31/2023 | 75% |

NY-TU - GASOIL 0.1% CIF NWE V. ISE FUTURES | 1 | A | 04/2023 | 12/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 04/2023 | 05/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-4V - GASOIL 0.1% CRG CIF NW V ICE BL | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-TU - GASOIL 0.1% CIF NWE V. ISE FUTURES | 1 | A | 04/2023 | 12/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 04/2023 | 04/2023 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 04/2023 | 04/2023 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 04/03/2023 | 04/28/2023 | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 10/2023 | 10/2023 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 11/2023 | 01/2024 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2023 | 06/2023 | ||||

NYM | FREIGHT | NY-T2B - FREIGHT ROUTE TD20 BALTIC BALMO FUT | Delta | 1 | A | All dates | 75% | |

NY-T2D - FREIGHT ROUTE TD20 (BALTIC) FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2021 | 09/2021 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 05/2023 | 02/2024 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 05/2023 | 02/2024 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 04/03/2023 | 04/28/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2022 | 12/2022 | ||||

NYM | REFINED PRODUCTS | NY-GT - EUR DIESEL10PPM BRGS FOB ARA(P)FUT | Delta | 1 | B | 04/2023 | 12/2025 | 99% |

REFINED PRODUCTS | NY-BG - GASOIL BULLET FUT | 1 | A | 04/2023 | 04/2023 | |||

PETROLEUM CRACKS AND SPREADS | NY-ET - EUR DIESEL10PPM BRGS FOB ARA(PLATTS | 1 | A | 03/2023 | 03/2023 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 10/2023 | 10/2023 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 11/2023 | 01/2024 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO | 1 | A | 04/2023 | 12/2025 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO | 1 | A | 03/2023 | 03/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW | Delta | 1 | B | 04/03/2023 | 05/31/2023 | 75% |

NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO | 1 | A | 04/2023 | 12/2025 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-6V - GASOIL0.1%BRGSFOB ARA(PLATTS)VS LOW | Delta | 1 | B | 04/03/2023 | 05/31/2023 | 75% |

NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO | 1 | A | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2023 | 06/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 75% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 09/2021 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2030 | 03/2031 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2031 | 03/2032 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2031 | 03/2032 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2032 | 12/2032 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 11/2023 | 01/2024 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2020 | 12/2020 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2025 | 02/2034 | ||||

NYM | CRUDE OIL | NY-42 - WTI BALMO FUT | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2025 | 02/2034 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 05/2025 | 03/2031 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 04/03/2023 | 05/31/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | 05/2025 | 03/2031 | 75% |

NY-J9 - BRENT BALMO FUT | 1 | B | 03/01/2023 | 03/31/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2022 | 12/2022 | ||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2020 | 12/2020 | ||||

NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 10/2023 | 10/2023 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 11/2023 | 01/2024 | ||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 06/2013 | 09/2013 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2021 | 06/2022 | ||||

CBT | INTEREST RATES | 5YY - MICRO 5-YEAR YIELD FUTURES | Delta | 13 | A | All dates | 75% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 06/2023 | 09/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 06/2023 | 09/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-HPD - HDPE (PCW) BALMO FUT | Delta | 1 | A | All dates | 75% | |

NY-HPE - HDPE HIGH DEN POLYETHYLENE CAL FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2023 | 09/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 11/2023 | 01/2024 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 75% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2021 | 06/2022 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-CMB - 3.5% FUEL OIL MED VS FOB BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-CMF - 3.5% FUEL OIL CIF MED VS 3.5% FUEL | 1 | B | 03/2023 | 03/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-US - GLFCST ULSD ARGUS UP/DN FUT | 1 | A | 04/2023 | 12/2025 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-GUD - GLFCST ULSD ARGUS UP/DN BALMO FUT | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-US - GLFCST ULSD ARGUS UP/DN FUT | 1 | A | 04/2023 | 12/2025 | ||||

CBT | INTEREST RATES | 30Y - MICRO 30-YEAR YIELD FUTURES | Delta | 13 | A | All dates | 75% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2019 | 03/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2032 | 03/2033 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 11/2023 | 01/2024 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 10/2023 | 10/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2032 | 12/2032 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2023 | 06/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 03/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-CMB - 3.5% FUEL OIL MED VS FOB BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-CMF - 3.5% FUEL OIL CIF MED VS 3.5% FUEL | 1 | B | 04/2023 | 12/2025 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

F1S - 5-YEAR SOFR MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2022 | 12/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2032 | 03/2033 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2032 | 12/2032 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2022 | 12/2022 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 75% | |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2023 | 09/2023 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 11/2023 | 01/2024 | 93% |

NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2018 | 06/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 75% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 10 | A | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2020 | 12/2020 | ||||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | B | 03/2023 | 09/2023 | 75% |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 06/2019 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-CMB - 3.5% FUEL OIL MED VS FOB BALMO FUT | Delta | 1 | A | 04/03/2023 | 05/31/2023 | 75% |

NY-CMF - 3.5% FUEL OIL CIF MED VS 3.5% FUEL | 1 | B | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 07/2023 | 03/2024 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 07/2023 | 03/2024 | |||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 11/2023 | 01/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2023 | 06/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2023 | 09/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2023 | 05/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 03/2031 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 03/2031 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2032 | 12/2032 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 06/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2021 | 06/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2032 | 03/2033 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 11/2023 | 01/2024 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 75% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | A | 06/2023 | 06/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-UMB - URALS MED VS. DATED BRENT BALMO | Delta | 1 | A | All dates | 75% | |

CRUDE OIL SPREADS | NY-UMD - URALS MED VS DATED BRENT FUTURE | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2018 | 09/2018 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 02/2024 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2020 | 12/2020 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 02/2024 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-CMB - 3.5% FUEL OIL MED VS FOB BALMO FUT | Delta | 1 | A | 04/03/2023 | 05/31/2023 | 75% |

NY-CMF - 3.5% FUEL OIL CIF MED VS 3.5% FUEL | 1 | B | 04/2023 | 12/2025 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 03/2025 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 11/2023 | 01/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2017 | 12/2017 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 75% | |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 09/2022 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 02/2024 | 09/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-D0 - BUTANE 5 DECIMAL | Delta | 1 | A | 02/2024 | 09/2024 | 75% |

NY-8J - MT BELIVIEU NORMAL BUTANE BALM | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | PETROLEUM CRACKS AND SPREADS | NY-CCM - CPC BLEND MED CARGOES VS DATED BREN | Delta | 1 | A | All dates | 75% | |

CRUDE OIL SPREADS | NY-CPD - CPC BLEND VS MED DATED BRENT FUTURE | 1 | B | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 3 | A | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2022 | 03/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 03/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2032 | 12/2032 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 09/2021 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 10/2023 | 10/2023 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 11/2023 | 01/2024 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2032 | 03/2033 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 03/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | A | 06/2023 | 06/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS | Delta | 1 | A | 03/2023 | 03/2023 | 75% |

NY-8O - MT BELIVIEU LDH PROPANE BALMO | 1 | B | 04/03/2023 | 04/28/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-3N - MT. BLVU PHSCL LDH PROPAN OPIS | Delta | 1 | A | 03/2023 | 03/2023 | 75% |

NY-8O - MT BELIVIEU LDH PROPANE BALMO | 1 | B | 03/01/2023 | 03/31/2023 | ||||

NYM | ELECTRICITY | NY-P2 - NEPOOL CONECTIC 5MW D AH PK | Delta | 1 | B | 04/2023 | 12/2028 | 75% |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2023 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2022 | 09/2022 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 03/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2016 | 03/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2031 | 03/2032 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

NYM | REFINED PRODUCTS | NY-GT - EUR DIESEL10PPM BRGS FOB ARA(P)FUT | Delta | 1 | B | 04/2023 | 12/2025 | 99% |

REFINED PRODUCTS | NY-BG - GASOIL BULLET FUT | 1 | A | 04/2023 | 04/2023 | |||

PETROLEUM CRACKS AND SPREADS | NY-ET - EUR DIESEL10PPM BRGS FOB ARA(PLATTS | 1 | A | 04/2023 | 12/2025 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 11/2023 | 01/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2031 | 03/2032 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2030 | 03/2031 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2032 | 12/2032 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2029 | 03/2030 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2030 | 03/2031 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2020 | 12/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2032 | 03/2033 | |||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 10/2023 | 10/2023 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 11/2023 | 01/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2032 | 12/2032 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 12/2020 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 12/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | YID - 4-YEAR ERIS SOFR SWAP FUTURES | Delta | 6 | A | 03/2023 | 09/2023 | 75% |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 5 | B | 03/2023 | 09/2023 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2024 | 03/2025 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2024 | 03/2025 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 10/2023 | 10/2023 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 11/2023 | 01/2024 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 12/2022 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 12/2022 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 12/2022 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2015 | 06/2016 | ||||

NYM | CRUDE OIL SPREADS | NY-FE - DATED TO FRONTLINE BRENT BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT | 1 | B | 03/2023 | 03/2023 | ||||

NYM | ELECTRICITY | NY-R6 - NEPOOL W CNTR M 5MW D AH PK | Delta | 1 | B | 04/2023 | 12/2028 | 75% |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | A | 05/2023 | 12/2028 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2027 | 03/2028 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-UNB - URALS NORTH VS DATED BRENT BALMO | Delta | 1 | B | All dates | 75% | |

CRUDE OIL SPREADS | NY-UNS - URALS NORTH VS MED DATED BRENT FUT | 1 | A | All dates | ||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 11/2023 | 01/2024 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2023 | 02/2024 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2024 | 02/2028 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | All dates | ||||

NYM | CRUDE OIL SPREADS | NY-FE - DATED TO FRONTLINE BRENT BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT | 1 | B | 04/2023 | 12/2028 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 75% | |

30Y - MICRO 30-YEAR YIELD FUTURES | 8 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 03/2023 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 12/2021 | 03/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2023 | 09/2023 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 04/2023 | 06/2023 | 75% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 07/2023 | 03/2024 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 07/2023 | 03/2024 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 04/2023 | 06/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 10/2023 | 02/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 10/2023 | 02/2024 | ||||

NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 11/2023 | 01/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 10/2023 | 10/2023 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2021 | 03/2022 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 06/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | B | 06/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2015 | 09/2015 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 03/2023 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 06/2022 | 09/2022 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 03/2025 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 12/2022 | 06/2023 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2022 | 03/2023 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 11/2023 | 01/2024 | 93% |

NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 10/2023 | 10/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

NYM | CRUDE OIL SPREADS | NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH | Delta | 1 | A | 02/27/2023 | 02/28/2023 | 75% |

NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH | 1 | B | 04/2023 | 04/2023 | ||||

NYM | CRUDE OIL SPREADS | NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH | Delta | 1 | A | 03/01/2023 | 04/25/2023 | 75% |

NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH | 1 | B | 04/2023 | 04/2023 | ||||

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 1 | B | All dates | 75% | |

DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX | 1 | A | All dates | |||||

CBT | INTEREST RATES | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | Delta | 5 | A | 03/2023 | 09/2023 | 75% |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | B | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2027 | 03/2028 | 75% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2027 | 03/2028 | 75% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 07/2023 | 03/2024 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2023 | 09/2023 | |||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 04/03/2023 | 04/28/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 10/2024 | 12/2027 | ||||

NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 10/2023 | 10/2023 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 11/2023 | 01/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-8J - MT BELIVIEU NORMAL BUTANE BALM | Delta | 1 | B | 03/01/2023 | 03/31/2023 | 75% |

NY-D0 - BUTANE 5 DECIMAL | 1 | A | 10/2024 | 12/2027 | ||||

NYM | ELECTRICITY | NY-B3 - PJM NI HUB 5MW REAL TIME PK | Delta | 1 | A | All dates | 75% | |

NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | 1 | B | All dates | |||||

NYM | CRUDE OIL SPREADS | NY-FE - DATED TO FRONTLINE BRENT BALMO FUT | Delta | 1 | A | 04/03/2023 | 05/31/2023 | 75% |

NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT | 1 | B | 03/2023 | 03/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 06/2022 | 09/2022 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2022 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2029 | 03/2030 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2029 | 03/2030 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 1 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2029 | 03/2030 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

NYM | CRUDE OIL SPREADS | NY-FE - DATED TO FRONTLINE BRENT BALMO FUT | Delta | 1 | A | 04/03/2023 | 05/31/2023 | 75% |

NY-FY - DATED TO FRONTLINE BRENT CLNDR FUT | 1 | B | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | Delta | 1 | A | All dates | 75% | |

NY-Y1 - PJM AECO DA PEAK | 1 | B | 04/2023 | 02/2029 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 02/2024 | 04/2024 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2024 | 06/2024 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 03/2024 | 06/2024 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

BSB - THREE-MONTH BSBY FUTURE | 1 | A | 09/2024 | 12/2024 | ||||

NYM | ELECTRICITY | NY-E9 - PJM EASTERNH DA PEAK | Delta | 1 | B | 04/2023 | 02/2029 | 75% |

NY-J4 - PJM WESTHDA PEAK | 1 | A | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 09/2022 | |||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 02/2024 | 04/2024 | 93% |

NY-BB - BRENT FINANCIAL FUTURES | 1 | B | 02/2024 | 04/2024 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2025 | 03/2026 | |||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 03/2024 | 02/2027 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 04/03/2023 | 04/28/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 03/2023 | 03/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 03/2023 | 03/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 03/2024 | 02/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 03/2024 | 02/2025 | ||||

NYM | NGL/PETROCHEMICALS | NY-1R - PROPANE NON LDH MT BELVIEU | Delta | 1 | A | 03/2024 | 02/2027 | 75% |

NY-1S - PROPANE NON LDH MT BLV BALMO | 1 | B | 03/01/2023 | 03/31/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2023 | 04/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 04/2023 | 06/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 02/2024 | 04/2024 | 93% |

NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2024 | 03/2025 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2024 | 03/2025 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2025 | 03/2026 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | KXD - 4-YEAR ERIS BSBY SWAP FUT | Delta | 6 | A | All dates | 75% | |

KXW - 5-YEAR ERIS BSBY SWAP FUT | 5 | B | All dates | |||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2025 | 03/2026 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 04/2023 | 06/2023 | |||

NYM | REFINED PRODUCTS | NY-BG - GASOIL BULLET FUT | Delta | 1 | A | 04/2023 | 04/2023 | 99% |

REFINED PRODUCTS | NY-VL - GASOIL 0.1%BRGS FOB ARA (PLATTS)FUT | 1 | B | 04/2023 | 02/2026 | |||

PETROLEUM CRACKS AND SPREADS | NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO | 1 | A | 04/2023 | 12/2025 | |||

NYM | CRUDE OIL | NY-CY - BRENT FINANCIAL FUTURES | Delta | 1 | B | 02/2024 | 04/2024 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 02/2024 | 04/2024 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 04/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2028 | 03/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 04/2023 | 05/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 04/2023 | 05/2023 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 03/2025 | 12/2027 | ||||

NYM | NGL/PETROCHEMICALS | NY-8O - MT BELIVIEU LDH PROPANE BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-B0 - PROPANE 5 DECIMAL | 1 | B | 03/2025 | 12/2027 | ||||

NYM | CRUDE OIL SPREADS | NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH | Delta | 1 | A | 03/01/2023 | 04/25/2023 | 75% |

NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH | 1 | B | 05/2023 | 12/2030 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 06/2023 | 06/2023 | 75% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 5 | B | All dates | |||||

NYM | CRUDE OIL SPREADS | NY-HTB - WTI HOUSTON ARGUS V.WTI TRADE MONTH | Delta | 1 | A | 02/27/2023 | 02/28/2023 | 75% |

NY-HTT - WTI HOUSTON ARGUS V.WTI TRADE MONTH | 1 | B | 05/2023 | 12/2030 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 02/2024 | 04/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 07/2023 | 03/2024 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

T1S - 2-YEAR SOFR MAC SWAP FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 02/2024 | 04/2024 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2029 | 03/2030 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2025 | 03/2026 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2028 | 03/2029 | ||||

NYM | ELECTRICITY | NY-D3 - NYISO ZONE J 5MW D AH PK | Delta | 1 | A | 05/2023 | 05/2023 | 75% |

NY-T3 - NYISO ZONE G 5MW D AH PK | 1 | B | 05/2023 | 05/2023 | ||||

NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 02/2024 | 04/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 02/2024 | 04/2024 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2023 | 06/2023 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | All dates | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2023 | 12/2023 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2024 | 03/2025 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2023 | 12/2023 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2024 | 03/2025 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2024 | 03/2025 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 04/2023 | 06/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-EVC - SING 380 FUEL OIL VS FUEL OIL ROTDM | Delta | 1 | B | All dates | 75% | |

NY-SFB - SING 380CST VS 3.5 FUEL ROTDM BALMO | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 02/2024 | 04/2024 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2022 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2027 | 03/2028 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 06/2027 | 03/2028 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2028 | 03/2029 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 06/2027 | 03/2028 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 06/2028 | 03/2029 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 02/2024 | 04/2024 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 1 | B | 04/2023 | 06/2023 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

KXT - 2-YEAR ERIS BSBY SWAP FUT | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 04/2023 | 06/2023 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2025 | 03/2026 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 03/2026 | 03/2027 | 75% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

NYM | ELECTRICITY | NY-D3 - NYISO ZONE J 5MW D AH PK | Delta | 1 | A | 07/2023 | 08/2024 | 75% |

NY-T3 - NYISO ZONE G 5MW D AH PK | 1 | B | 07/2023 | 08/2024 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 04/2023 | 06/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2022 | 09/2022 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 02/2024 | 04/2024 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 07/2023 | 03/2024 | ||||

NYM | ELECTRICITY | NY-L1 - PJM WES HUB PEAK CAL MON REAL TIME | Delta | 1 | B | All dates | 75% | |

NY-N9 - PJM WESTH RT OFF-PEAK | 16 | A | All dates | |||||

NYM | ELECTRICITY | NY-N9 - PJM WESTH RT OFF-PEAK | Delta | 16 | A | All dates | 75% | |

NY-Z9 - PJM AD HUB 5MW REAL TIME PK | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 75% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2021 | 03/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2028 | 03/2029 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 02/2024 | 04/2024 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2027 | 03/2028 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2023 | 06/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 75% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CBT | INTEREST RATES | KXC - 3-YEAR ERIS BSBY SWAP FUT | Delta | 5 | A | All dates | 75% | |

KXW - 5-YEAR ERIS BSBY SWAP FUT | 3 | B | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 06/2022 | 09/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2024 | 03/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2022 | 09/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2024 | 03/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

NYM | ELECTRICITY | NY-F2 - PJM JCPL DA OFF-PEAK | Delta | 16 | A | 04/2023 | 02/2029 | 75% |

NY-Z9 - PJM AD HUB 5MW REAL TIME PK | 1 | B | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 02/2024 | 04/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 02/2024 | 04/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2023 | 03/2024 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 06/2023 | 02/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 06/2023 | 02/2024 | ||||

CBT | INTEREST RATES | YID - 4-YEAR ERIS SOFR SWAP FUTURES | Delta | 1 | B | 03/2023 | 09/2023 | 75% |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | 03/2023 | 09/2023 | ||||

NYM | CRUDE OIL SPREADS | NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL | 1 | B | 03/2023 | 03/2023 | ||||

NYM | CRUDE OIL SPREADS | NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL | 1 | B | 03/2023 | 03/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 07/2023 | 03/2024 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 07/2023 | 03/2024 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 07/2023 | 03/2024 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2026 | 03/2027 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 05/2024 | 10/2024 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2024 | 10/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2026 | 03/2027 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

NYM | CRUDE OIL SPREADS | NY-BDB - BRENT CRUDE V DUBAI CRUDE BALMO FUT | Delta | 1 | B | All dates | 75% | |

NY-DB - ICE BRENT DUBAI FUT | 1 | A | All dates | |||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2024 | 12/2024 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2023 | 03/2024 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2023 | 03/2024 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 07/2023 | 03/2024 | ||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | B | 06/2013 | 09/2013 | ||||

NYM | CRUDE OIL SPREADS | NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL | 1 | B | 04/2023 | 12/2026 | ||||

NYM | CRUDE OIL SPREADS | NY-HIB - WTI HOUSTON (ARGUS) VS. WTI BALMO | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-HIL - WTI HOUSTON ARGUS V. WTI FINANCIAL | 1 | B | 04/2023 | 12/2026 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 4 | B | 03/2026 | 03/2027 | 75% |

CBT | KXT - 2-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

NYM | REFINED PRODUCTS | NY-BG - GASOIL BULLET FUT | Delta | 1 | A | 04/2023 | 04/2023 | 99% |

REFINED PRODUCTS | NY-VL - GASOIL 0.1%BRGS FOB ARA (PLATTS)FUT | 1 | B | 04/2023 | 02/2026 | |||

PETROLEUM CRACKS AND SPREADS | NY-WQ - GASOIL0.1%BRGSFOB ARA (PLATTS)VS LO | 1 | A | 03/2023 | 03/2023 | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 05/2024 | 10/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 05/2024 | 10/2024 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2023 | 03/2024 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-A6 - GRP3 ULSD VS NY HRBR ULSD FUT | Delta | 1 | A | All dates | 75% | |

REFINED PRODUCTS | NY-AB6 - GRP THREE ULSD VS NY HAR ULSD BALMO | 1 | B | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

KXA - 1-YEAR ERIS BSBY SWAP FUT | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 04/2023 | 06/2023 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2027 | 03/2028 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2027 | 03/2028 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | B | 05/2024 | 10/2024 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 05/2024 | 10/2024 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 04/2023 | 06/2023 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 03/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2026 | 03/2027 | ||||

NYM | ELECTRICITY | NY-D7 - PJM DAYTON DA PEAK | Delta | 1 | B | 05/2023 | 03/2029 | 75% |

NY-F2 - PJM JCPL DA OFF-PEAK | 16 | A | 04/2023 | 02/2029 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 9 | A | 12/2022 | 03/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 10 | B | 06/2026 | 03/2027 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2022 | 06/2023 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2022 | 03/2023 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 04/2023 | 04/2023 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2026 | 03/2027 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 04/2023 | 06/2023 | 75% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | B | 04/2023 | 04/2023 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2022 | 09/2022 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2022 | 03/2023 | ||||

CBT | INTEREST RATES | KXD - 4-YEAR ERIS BSBY SWAP FUT | Delta | 1 | B | All dates | 75% | |

KXT - 2-YEAR ERIS BSBY SWAP FUT | 2 | A | All dates | |||||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 05/2024 | 10/2024 | 93% |

NY-CS - WTI CALENDAR FUT | 1 | A | 05/2024 | 10/2024 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | B | 06/2023 | 06/2023 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 07/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2023 | 03/2024 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2023 | 06/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 1 | B | 04/2023 | 06/2023 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2026 | 03/2027 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 | |||

NYM | ELECTRICITY | NY-U5 - NEPOOL RHODE IL 5MW D AH O PK | Delta | 16 | A | 04/2023 | 12/2028 | 75% |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 1 | B | 05/2023 | 12/2028 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 1 | A | 09/2023 | 12/2023 | 75% |

ED - EURODOLLAR FUTURES | 1 | B | 04/2023 | 06/2023 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2024 | 03/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2024 | 03/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 04/2023 | 06/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 05/2024 | 10/2024 | 93% |

NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2024 | 10/2024 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 09/2020 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 06/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2020 | 03/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

NYM | PETROLEUM CRACKS AND SPREADS | NY-A8 - GRP THREE SUB-OCT GS (PLT) VS RBOB | Delta | 1 | A | All dates | 75% | |

REFINED PRODUCTS | NY-A8B - GRP THREE SUBOCTGAS VS RBOB GAS BAL | 1 | B | All dates | ||||

NYM | ELECTRICITY | NY-KI - ISO NEW ENGLAND OFF-PEAK LMP FUT | Delta | 1 | B | All dates | 75% | |

NY-U6 - NEPOOL INTR HUB 5MW D AH PK | 13 | A | 05/2023 | 12/2028 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 6 | B | 06/2023 | 06/2023 | 75% |

CBT | KXC - 3-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 04/2023 | 06/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 09/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 12/2022 | 03/2023 | |||

NYM | CRUDE OIL | NY-BB - BRENT FINANCIAL FUTURES | Delta | 1 | B | 05/2024 | 10/2024 | 93% |

NY-WS - CRUDE OIL BULLET FUTURES | 1 | A | 05/2024 | 10/2024 | ||||

NYM | ELECTRICITY | NY-E4 - PJM WESTH DA OFF-PEAK | Delta | 16 | A | All dates | 75% | |

NY-P2 - NEPOOL CONECTIC 5MW D AH PK | 1 | B | 04/2023 | 12/2028 | ||||

CME | INTEREST RATES | BSB - THREE-MONTH BSBY FUTURE | Delta | 2 | B | 09/2024 | 12/2024 | 75% |

CBT | KXA - 1-YEAR ERIS BSBY SWAP FUT | 5 | A | All dates | ||||

CBT | INTEREST RATES | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | A | 06/2023 | 09/2023 | 75% |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 1 | B | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2025 | 03/2026 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2024 | 03/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2025 | 03/2026 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2024 | 03/2025 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 04/2023 | 06/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 04/2023 | 06/2023 | |||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2028 | 03/2029 | |||

NYM | CRUDE OIL | NY-CS - WTI CALENDAR FUT | Delta | 1 | A | 05/2024 | 10/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 05/2024 | 10/2024 | ||||

CBT | INTEREST RATES | 10Y - MICRO 10-YEAR YIELD FUTURES | Delta | 5 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2028 | 03/2029 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 07/2023 | 03/2024 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 07/2023 | 03/2024 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 75% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2021 | 03/2022 | ||||

NYM | ELECTRICITY | NY-L9 - NEPOOL W CNT MASS 5MW D AH O PK | Delta | 16 | A | 04/2023 | 12/2028 | 75% |

NY-U4 - NEPOOL RHD ISLD 5MW D AH PK | 1 | B | 04/2023 | 12/2028 | ||||

NYM | ELECTRICITY | NY-P5 - NEPOOL SE MASS 5MW D AH O PK | Delta | 16 | A | 04/2023 | 12/2028 | 75% |

NY-R6 - NEPOOL W CNTR M 5MW D AH PK | 1 | B | 04/2023 | 12/2028 | ||||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 03/01/2023 | 03/31/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 03/2024 | 12/2024 | ||||

NYM | NGL/PETROCHEMICALS | NY-8C - MT BELIVIEU ETHANE BALMO FUT | Delta | 1 | A | 04/03/2023 | 04/28/2023 | 75% |

NY-C0 - MONT BELVIEU ETHANE (OPIS) FUT | 1 | B | 03/2024 | 12/2024 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2023 | 04/2023 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2022 | 03/2023 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2022 | 09/2022 | ||||

NYM | CRUDE OIL | NY-26 - CRUDE OIL LAST DAY FINANCIAL FUT | Delta | 1 | A | 05/2024 | 10/2024 | 93% |

NY-CY - BRENT FINANCIAL FUTURES | 1 | B | 05/2024 | 10/2024 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 04/2023 | 06/2023 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 04/2023 | 06/2023 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 04/2023 | 06/2023 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | 06/2023 | 09/2023 |

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