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| 交易所 | 资产类别 | 产品价差 | 比 | 侧 | 开始时间 | 期末 | 信贷 | |
|---|---|---|---|---|---|---|---|---|
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2020 | 09/2021 | 90% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 50% |
| 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 | 90% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2020 | 11/2022 | 90% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 90% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 90% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2020 | 09/2020 | 90% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2020 | 09/2021 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2021 | 09/2022 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2022 | 09/2023 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2023 | 09/2024 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 50% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 50% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2027 | 09/2028 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 90% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2026 | 09/2027 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2028 | 09/2029 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2025 | 09/2026 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2024 | 09/2025 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2020 | 09/2021 | 90% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2020 | 09/2021 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2022 | 09/2023 | 90% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2019 | 02/2020 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2020 | 09/2020 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2016 | 12/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2021 | 09/2022 | 90% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2020 | 09/2020 | 50% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2020 | 09/2021 | 90% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 90% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 06/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2020 | 09/2020 | 90% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 90% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2020 | 09/2020 | 90% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 49% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2015 | 03/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2020 | 09/2020 | 49% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2016 | 12/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 48% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2015 | 03/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 48% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 48% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 48% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 48% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 47% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 47% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 47% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 47% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2021 | 09/2022 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 10 | A | 12/2020 | 09/2021 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2022 | 09/2023 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2023 | 09/2024 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2027 | 09/2028 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2025 | 09/2026 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2024 | 09/2025 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | 11/2019 | 06/2025 | 45% |
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 12/2026 | 09/2027 | ||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 45% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2020 | 09/2021 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2021 | 09/2022 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2022 | 09/2023 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| 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 | 5 | B | 03/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2028 | 09/2029 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2024 | 09/2025 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2026 | 09/2027 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2025 | 09/2026 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2027 | 09/2028 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2028 | 09/2029 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2027 | 09/2028 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 09/2027 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2028 | 09/2029 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2021 | 09/2022 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2020 | 09/2021 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 45% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2019 | 02/2020 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2020 | 09/2021 | 44% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2016 | 12/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 44% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2015 | 03/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2019 | 02/2020 | 43% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 42% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 42% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 41% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 02/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 03/2020 | 09/2020 | 40% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2020 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2019 | 02/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 03/2020 | 09/2020 | 40% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 40% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 40% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 40% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 40% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 40% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 40% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 12/2019 | 02/2020 | 35% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 5 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2023 | 09/2024 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 35% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 09/2023 | 35% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2022 | 09/2023 | 35% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 35% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 34% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 34% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 33% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 33% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 33% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 32% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 31% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 11 | A | 12/2020 | 09/2021 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2021 | 09/2022 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2022 | 09/2023 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 15 | A | 03/2020 | 09/2020 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2023 | 09/2024 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2025 | 09/2026 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2024 | 09/2025 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2027 | 09/2028 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2028 | 09/2029 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2026 | 09/2027 | 30% |
| EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 12/2019 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 30% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2020 | 09/2021 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2021 | 09/2022 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2022 | 09/2023 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2020 | 09/2020 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2023 | 09/2024 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2024 | 09/2025 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2027 | 09/2028 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2025 | 09/2026 | |||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2026 | 09/2027 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2028 | 09/2029 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2020 | 09/2020 | 30% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 30% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 30% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 30% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2019 | 02/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 30% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 30% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 30% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 30% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2021 | 09/2022 | 30% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2022 | 09/2023 | 30% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 30% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2020 | 12/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2023 | 09/2024 | 30% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2024 | 09/2025 | 30% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2020 | 09/2021 | 30% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 30% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2020 | 09/2020 | 30% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2020 | 09/2020 | 29% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 28% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2020 | 09/2021 | 27% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2016 | 06/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 26% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 26% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 21% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 20% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 19% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 16% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 13% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 12% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2020 | 09/2021 | 89% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2020 | 09/2020 | 89% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 89% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 89% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 88% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 88% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 88% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 88% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 09/2023 | 88% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 09/2023 | 87% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 87% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 87% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 87% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 86% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 86% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 86% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 86% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 85% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2023 | 09/2024 | 85% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 85% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2020 | 09/2020 | 85% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2020 | 11/2022 | 85% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2020 | 11/2020 | 85% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2022 | 09/2023 | 85% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2020 | 09/2020 | 85% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 85% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2020 | 11/2020 | 85% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 85% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 85% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2020 | 09/2020 | 85% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 85% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2020 | 09/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 03/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2023 | 03/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 06/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 06/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 06/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2022 | 06/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 85% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2020 | 09/2021 | 85% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 85% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 06/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2020 | 09/2020 | 85% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2020 | 09/2021 | 85% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2020 | 09/2021 | 84% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 84% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 09/2023 | 84% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2019 | 02/2020 | 84% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2019 | 02/2020 | 84% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 83% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 96% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 83% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 82% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 82% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 82% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 82% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 82% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 82% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 82% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 95% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 95% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2020 | 09/2021 | 95% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 81% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 81% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 81% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 81% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 81% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2020 | 09/2020 | 81% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2019 | 02/2020 | 81% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 81% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||
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
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