GOLD - 保证金

交易所 资产类别 产品价差 比 侧 开始时间 期末 信贷
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 08/2023
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 08/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 06/2029 03/2030
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2026 03/2027
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2027 03/2028
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2026 03/2027
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 06/2031 03/2032
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 06/2026 03/2027
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 06/2032 12/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 06/2029 03/2030 60%
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 06/2027 03/2028 60%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A 06/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 06/2028 03/2029 60%
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 06/2026 03/2027 60%
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 06/2026 03/2027 60%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A 06/2023 09/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2022 03/2023 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2020 03/2021 60%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2023 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 08/2023 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2018 09/2018 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 06/2029 03/2030 60%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 06/2028 03/2029 60%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2022 09/2022
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 1 B All dates 60%
5YY - MICRO 5-YEAR YIELD FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 60%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2021 03/2022 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2016 06/2021 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2013 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 59%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CME EQUITY INDEX FTU - EMINI USD FTSE 100 INDEX FUTURE Delta 2 A All dates 58%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 58%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 57%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2021 03/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2023 06/2023 56%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 56%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2022 09/2022 87%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 06/2014
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 8 A All dates 55%
CBT YM - E-MINI DOW JONES IND AVG FUT 7 B All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 1 A All dates 55%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 A All dates 55%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 2 A All dates 55%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CME EQUITY INDEX SOX - EMINI PHLX SEMICONDUCTOR Delta 2 A All dates 55%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 13 A All dates 55%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CME EQUITY INDEX AFR - AIR FTSE 100 TR FUT Delta 2 A All dates 55%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 1 A All dates 55%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 1 A All dates 55%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS Delta 14 B All dates 55%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 14 B All dates 55%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT INTEREST RATES S1S - 7-YEAR SOFR MAC SWAP FUTURES Delta 6 A All dates 55%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 B All dates 55%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 7 A 06/2023 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 4 A All dates 55%
I3 - 30Y INTEREST RATE SWAP FUTU 3 B All dates
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT Delta 1 B 07/2023 05/2026 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 07/2023 07/2023
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT Delta 1 B 07/2023 05/2026 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 09/2023 12/2026
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 4 B All dates 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES 20U - 30-YEAR 2.0% COUPON UMBS TBA FUT Delta 1 A All dates 55%
45U - 30-YEAR 4.5% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2023 06/2023
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 07/2023 07/2023 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 07/2023 07/2023
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 07/2023 07/2023 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 09/2023 12/2026
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 01/2024 03/2024 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 07/2023 07/2023
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 04/2024 05/2026 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 07/2023 07/2023
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 08/2023 12/2023 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 07/2023 07/2023
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 01/2024 03/2024 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 09/2023 12/2026
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 08/2023 12/2023 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 09/2023 12/2026
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 04/2024 05/2026 55%
CBT AGRICULTURE C - CORN FUTURES 4 A 09/2023 12/2026
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 55%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 06/2032 12/2032
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 06/2029 03/2030
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 06/2030 03/2031
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 06/2031 03/2032
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 55%
E1U - 20-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B All dates 55%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2025 03/2026 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2025 03/2026 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 2 B All dates 55%
SSB - FOB SANTOS SOYBEANS FINANCIALLY SET 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 12/2017 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT AGRICULTURE CWR - CANADIAN WSTRN RED SPRING WHEAT FUT Delta 3 A All dates 55%
KCW - KC HRW WHEAT-WHEAT ICS 1 B All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2027 03/2028 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2026 03/2027 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2026 03/2027 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2031 03/2032 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2030 03/2031 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2032 12/2032 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A 09/2023 12/2026 55%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 09/2021 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 06/2023 06/2023 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT AGRICULTURE CWR - CANADIAN WSTRN RED SPRING WHEAT FUT Delta 3 A All dates 55%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 13 A All dates 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2020 03/2021 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 55%
41 - 30 DAY FED FUND FUTURES 3 B 10/2023 10/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 55%
41 - 30 DAY FED FUND FUTURES 3 B 12/2023 12/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 55%
41 - 30 DAY FED FUND FUTURES 3 B 11/2023 11/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 5 A All dates 55%
LIB - 7-YEAR ERIS SWAP FUTURES 3 B 09/2021 03/2023
CBT INTEREST RATES YIT - 2-YEAR ERIS SOFR SWAP FUTURES Delta 4 A 06/2023 09/2023 55%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2023 06/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 08/2023 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2023 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 55%
S1S - 7-YEAR SOFR MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 08/2023 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2022 12/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 08/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2022 06/2023 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2023 10/2023
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B 07/2023 08/2024 55%
C - CORN FUTURES 2 A 07/2023 07/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2022 06/2023 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 03/2023 06/2023 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 08/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 55%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 03/2024 06/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2015 06/2016
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2023 08/2023 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 55%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2023 12/2023 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2023 11/2023 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2023 08/2023 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2023 11/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 08/2023 55%
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 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 08/2023
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 55%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 55%
41 - 30 DAY FED FUND FUTURES 1 B 09/2023 09/2023
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B 07/2023 08/2024 55%
C - CORN FUTURES 2 A 09/2023 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2024 05/2028 55%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2024 05/2028 55%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 55%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 09/2023 12/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME BSB - THREE-MONTH BSBY FUTURE 2 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 12/2023 12/2023 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2024 01/2024 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2024 03/2024 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2024 03/2024 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2024 12/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 10/2023 10/2023 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 11/2023 11/2023 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2024 02/2024 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2024 01/2024 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2024 02/2024 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2021 09/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 08/2023 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 06/2029 03/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME BSB - THREE-MONTH BSBY FUTURE 2 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2024 03/2025 55%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2020 12/2020 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 08/2023 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2020 12/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 55%
41 - 30 DAY FED FUND FUTURES 1 B 08/2023 08/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2025 03/2026 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 09/2021 03/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2017 12/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 06/2023 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 55%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 09/2024 12/2024
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 03/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 03/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2032 12/2032 55%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A 06/2023 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 06/2023 08/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 03/2023 55%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 06/2023 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 06/2032 12/2032
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 06/2031 03/2032
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 03/2024 03/2024 55%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 04/2024 05/2028 55%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 02/2024 02/2024 55%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 04/2024 05/2028 55%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2023 11/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 01/2024 01/2024 55%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2021 09/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 06/2023 06/2023 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2022 06/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2029 03/2030
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2022 06/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2031 03/2032
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2022 06/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2030 03/2031
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2032 12/2032 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2031 03/2032 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2030 03/2031 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2022 06/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2032 03/2033
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 55%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 06/2023 06/2023
CBT INTEREST RATES YIA - 1-YEAR ERIS SOFR SWAP FUTURES Delta 7 A 06/2023 09/2023 55%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 55%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 06/2032 12/2032 55%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 06/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 06/2031 03/2032 55%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A 06/2023 09/2023
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
41 - 30 DAY FED FUND FUTURES 1 A 09/2023 09/2023
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2023 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2021 03/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2023 03/2024 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2020 12/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 55%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2022 09/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2028 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2024 03/2025 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 08/2023 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2021 03/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2023 08/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2023 10/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 09/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2025 03/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 03/2024 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 03/2024 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
41 - 30 DAY FED FUND FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2020 03/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2027 03/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2025 03/2026
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2023 08/2023 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME ED - EURODOLLAR FUTURES 2 A 09/2023 03/2024
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME ED - EURODOLLAR FUTURES 2 A 09/2023 03/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 03/2024
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2023 06/2023 55%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2028 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2026 03/2027
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2027 03/2028
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 4 A All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME ED - EURODOLLAR FUTURES 2 A 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2025 03/2026 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 06/2016 06/2021
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME ED - EURODOLLAR FUTURES 2 A 06/2030 03/2031
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2022 09/2022
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME ED - EURODOLLAR FUTURES 2 A 06/2027 03/2028
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 55%
CME ED - EURODOLLAR FUTURES 2 A 06/2026 03/2027
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2024
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2023 08/2023 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2020 03/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2023 08/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 09/2021 55%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2022 09/2022 55%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2016 06/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2026 03/2027 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 06/2016 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 06/2030 03/2031 55%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 06/2031 03/2032 55%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 06/2032 12/2032 55%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 06/2030 03/2031 55%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 06/2021 55%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 55%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 06/2021 55%
LIW - 5-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2023 06/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2021 09/2021 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2022 03/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 52%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2023 06/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 52%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2027 03/2028
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 52%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 52%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2022 09/2022 52%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 51%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 51%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2023 06/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 51%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2028 03/2029
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 12/2017
CME EQUITY INDEX SXO - EMINI SP OIL & GAS SELECT INDUSTRY Delta 3 B All dates 50%
CBT YM - E-MINI DOW JONES IND AVG FUT 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 06/2016
CBT AGRICULTURE UFV - UREA (GRANULAR) FOB US GULF FUTURES Delta 1 A All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 B All dates
CBT AGRICULTURE MFC - MAP CFR BRAZIL FUTURES Delta 1 A All dates 50%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 5 A All dates 50%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CME EQUITY INDEX XAZ - E-MINI COM SERVICES SELECT SECTOR Delta 2 B All dates 50%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 A All dates
CME EQUITY INDEX SXT - EMINI SP BIOTECH SELECT INDUSTRY Delta 5 B All dates 50%
CBT YM - E-MINI DOW JONES IND AVG FUT 2 A All dates
CBT AGRICULTURE DFN - DAP FOB NOLA FUTURES Delta 1 B All dates 50%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 A All dates
CME EQUITY INDEX SXR - EMINI SP RETAIL SELECT INDUSTRY Delta 2 A All dates 50%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 A All dates
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 50%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 A All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 7 A All dates 50%
CBT YM - E-MINI DOW JONES IND AVG FUT 2 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 2 A All dates 50%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CBT AGRICULTURE UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP Delta 1 B All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 A All dates
CME EQUITY INDEX IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX Delta 5 A All dates 50%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 B All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 5 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 B All dates 50%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 7 A 06/2023 09/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 03/2023 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A All dates 50%
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 13 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A All dates 50%
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 13 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 50%
TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CBT INTEREST RATES 20U - 30-YEAR 2.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
50U - 30-YEAR 5.0% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 5 B 06/2016 06/2021 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 20U - 30-YEAR 2.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES 25U - 30-YEAR 2.5% COUPON UMBS TBA FUT Delta 1 A All dates 50%
60U - 30-YEAR 6.0% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES 25U - 30-YEAR 2.5% COUPON UMBS TBA FUT Delta 1 A All dates 50%
65U - 30-YEAR 6.5% COUPON UMBS TBA 1 B All dates
CBT INTEREST RATES 30U - 30-YEAR 3.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
60U - 30-YEAR 6.0% COUPON UMBS TBA FUT 1 B All dates
CBT INTEREST RATES 30U - 30-YEAR 3.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
65U - 30-YEAR 6.5% COUPON UMBS TBA 1 B All dates
CBT INTEREST RATES 25U - 30-YEAR 2.5% COUPON UMBS TBA FUT Delta 1 A All dates 50%
55U - 30-YEAR 5.5% COUPON UMBS TBA FUT 1 B All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 06/2024 03/2025 50%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 06/2024 03/2025 50%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 17 B 03/2025 12/2025 50%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 06/2026 03/2027 50%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CBT INTEREST RATES 65U - 30-YEAR 6.5% COUPON UMBS TBA Delta 1 A All dates 50%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2023 06/2023
CBT INTEREST RATES 20U - 30-YEAR 2.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2022 03/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2025 03/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2024 03/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2024 03/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2022 09/2022
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 1 A All dates 50%
TWE - 20-YEAR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
35U - 30-YEAR 3.5% COUPON UMBS TBA FUT 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2023 03/2024
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2023 03/2024
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 3 B 06/2019 09/2019
CBT INTEREST RATES 20U - 30-YEAR 2.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2023 08/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2023 08/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2023 08/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 8 B 06/2028 03/2029
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 8 B 06/2027 03/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
30U - 30-YEAR 3.0% COUPON UMBS TBA FUT 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
25U - 30-YEAR 2.5% COUPON UMBS TBA FUT 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
F1U - 5-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 50%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2025 03/2026 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2024 03/2025 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 65U - 30-YEAR 6.5% COUPON UMBS TBA Delta 1 A All dates 50%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
2YY - MICRO 2-YEAR YIELD FUTURES 19 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 03/2024 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 03/2024 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 B All dates 50%
SSB - FOB SANTOS SOYBEANS FINANCIALLY SET 1 A All dates
CBT INTEREST RATES 35U - 30-YEAR 3.5% COUPON UMBS TBA FUT Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
CME SES - SP GSCI SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2023 08/2023 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 40U - 30-YEAR 4.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 B All dates 50%
YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A 06/2023 09/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2024 03/2025 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2024 03/2025 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 4 A All dates 50%
LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
3YR - 3 YEAR TREASURY NOTE FUTURE 3 A All dates
CBT INTEREST RATES 20U - 30-YEAR 2.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 A All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 06/2013 09/2013
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2023 03/2024 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2023 03/2024 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 30U - 30-YEAR 3.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2021 03/2022 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 25U - 30-YEAR 2.5% COUPON UMBS TBA FUT Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 A 06/2032 12/2032
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2030 03/2031
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 03/2017 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2031 03/2032
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
N1S - 10-YEAR SOFR MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 65U - 30-YEAR 6.5% COUPON UMBS TBA Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES 50U - 30-YEAR 5.0% COUPON UMBS TBA FUT Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 45U - 30-YEAR 4.5% COUPON UMBS TBA FUT Delta 1 A All dates 50%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
CME GA - GSCI ER FUTURES 1 B All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2023 08/2023 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2023 08/2023 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 A 06/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES YIC - 3-YEAR ERIS SOFR SWAP FUTURES Delta 4 A 06/2023 09/2023 50%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 09/2014 03/2015 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2023 08/2023
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2023 08/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 12/2023 06/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2023 09/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2023 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 12/2022 06/2023 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2021 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 12/2022 03/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 7 B All dates 50%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 10 A 06/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2024 03/2024 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A 07/2023 08/2024 50%
C - CORN FUTURES 2 B 07/2023 07/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2024 02/2024 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2024 01/2024 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 03/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 03/2024
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2021 06/2022
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 B All dates 50%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2022 03/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2024 03/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2024 02/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2024 01/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2024 03/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2024 02/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2024 01/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 50%
UFN - UREA (GRANULAR) FOB U.S. GULF SWAP 1 A All dates
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A 07/2023 08/2024 50%
C - CORN FUTURES 2 B 09/2023 12/2026
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2022 09/2022 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2023 10/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2015 09/2015
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2022 09/2022 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2023 10/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2022 03/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES YIA - 1-YEAR ERIS SOFR SWAP FUTURES Delta 10 A 06/2023 09/2023 50%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 B 06/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 06/2023 08/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2023 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 06/2032 12/2032
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 06/2031 03/2032
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 06/2030 03/2031
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2022 03/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2022 09/2022 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2023 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2022 09/2022 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2023 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2021 03/2022 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2023 10/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2023 06/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 06/2023 06/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 06/2013 09/2013 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B All dates 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 1 B All dates 50%
CWR - CANADIAN WSTRN RED SPRING WHEAT FUT 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2020 12/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2022 12/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 06/2023 06/2023 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2024 01/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2024 02/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2024 02/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2024 03/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2024 01/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2024 01/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2021 03/2022 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2024 03/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 04/2024 05/2028 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2024 03/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2024 02/2024 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 50%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2023 12/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2025 03/2026
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2022 03/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 50%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 03/2024 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 03/2024 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2021 09/2021 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2023 10/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 12/2021 03/2022
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 1 B All dates 50%
UWF - UKRAINIAN WHEAT (PLATTS) FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 2 A 06/2029 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2021 06/2022
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
DGS - BLOOMBERG COMMODITY INDEX SWAPS 3 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 50%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2023 06/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2022 03/2023 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2020 12/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2016 03/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2021 09/2021 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2023 09/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 12/2022 03/2023
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 6 A All dates 50%
3YR - 3 YEAR TREASURY NOTE FUTURE 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2023 08/2023 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 50%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 06/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2023 06/2023 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2023 10/2023 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 3 B All dates 50%
C - CORN FUTURES 1 A All dates
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 6 A All dates 50%
3YR - 3 YEAR TREASURY NOTE FUTURE 1 A All dates

黄金期货

COMEX黄金期货（交易代码：GC）代表世界领先的黄金价格基准期货合约。该合约具有卓越的流动性，日交易量接近2700万盎司。

黄金期货的用途很多：分散投资组合、在存在不确定性的时期投资于被广泛视作避险的资产、对冲通胀以及甚至是用作货币。

黄金期货使得如今参与对世界事件非常敏感的黄金市场变得十分容易，这些事件几乎在所有市场情况下都会带来机会。

交易黄金的优势

  • 出色的流动性
  • 交易执行具有弹性
  • ≥ 80%的保证金冲抵 - 在一个市场从事金属投资组合的全部交易，可以降低总保证金要求。
  • 实物交割
  • 控制庞大的名义价值合约只需相对较小的资金量
  • 确保获得综合60%的长期、40%的短期资本收益待遇
反馈意见

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