HENRY HUB NATURAL GAS - 証拠金

取引所 アセットクラス Spread Products Ratio Side 適用開始 適用終了 Credit
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 A 08/2023 08/2023 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 1 B 12/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2022 06/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 10/2023 10/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 10/2023 10/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 11/2023 11/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 12/2023 12/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 12/2023 12/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 11/2023 11/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 10/2023 10/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 30%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 03/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 11/2023 11/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 12/2023 12/2023 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2023 08/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2023 08/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2023 08/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2023 08/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2023 11/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2023 06/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 07/2023 07/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2023 06/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2023 06/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2023 11/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2023 12/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 09/2021 03/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2023 07/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 B 12/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2022 06/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2022 06/2023 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 30%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2019 03/2020
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 4 A All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2023 07/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2023 11/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 09/2023 09/2023 30%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2022 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 30%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 4 A All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2023 09/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 30%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 A All dates 30%
UFU - UAN FOB NOLA SWAP 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 03/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2023 10/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 06/2023 30%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 30%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 08/2023 08/2023 30%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2023 09/2023
CBT INTEREST RATES N1S - 10-YEAR SOFR MAC SWAP FUTURES Delta 1 A All dates 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2029 03/2030
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2030 03/2031
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2031 03/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2032 12/2032 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 09/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2032 03/2033
CBT EQUITY INDEX JR - DOW JONES US REAL ESTATE FUT Delta 1 A All dates 85%
CME XAR - REAL ESTATE SELECT SECTOR FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2030 03/2031 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2031 03/2032 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 30%
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 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2030 03/2031 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2031 03/2032 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2032 12/2032 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2032 03/2033
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2031 03/2032
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2030 03/2031
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2031 03/2032 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2030 03/2031 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2032 03/2033
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2031 03/2032
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2027 03/2028
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2030 03/2031
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2028 03/2029
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2032 12/2032 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 30%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2032 12/2032 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2021 03/2022 30%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2025 03/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 30%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2032 03/2033
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2021 03/2022 30%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2031 03/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2031 03/2032 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2021 03/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2018 03/2019 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2022 06/2023 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 4 A All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2023 08/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2023 06/2023 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES N1S - 10-YEAR SOFR MAC SWAP FUTURES Delta 1 B All dates 85%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 A 06/2023 09/2023
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 30%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 08/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2023 06/2023 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2021 09/2021
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 5 A All dates 30%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 08/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 30%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 08/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 5 A All dates 30%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 08/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2022 09/2022 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2019 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2021 03/2022 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 12/2021 03/2022 30%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2026 03/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2022 03/2023 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2022 03/2023 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B All dates 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2023 07/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2020 09/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2022 09/2022 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 09/2021 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2022 09/2022 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-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 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2020 09/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2021 03/2022 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2021 03/2022 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 30%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 03/2015
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2021 09/2021 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2020 09/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2021 09/2021 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2021 09/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 06/2023 85%
YIL - 15-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2021 03/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 10 A 12/2021 03/2022 30%
LIC - 3-YEAR ERIS SWAP FUTURES 7 B 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2020 03/2021 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2022 12/2022 85%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 A 03/2022 03/2023
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 2 A All dates 85%
NG - 5-YR INTEREST RATE SWAP FUTURES 7 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 B All dates 85%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 3 A 06/2023 09/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2023 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 85%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 1 A 06/2023 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 85%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 06/2023 06/2023
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 1 B All dates 85%
YII - 12-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES S1S - 7-YEAR SOFR MAC SWAP FUTURES Delta 1 A All dates 85%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 85%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2023 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 6 A All dates 25%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2024 03/2024 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 8 B All dates 25%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 06/2025 03/2026 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2023 10/2023 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2023 11/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 06/2024 03/2025 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 25%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B All dates
CBT ETHANOL 71 - DENATURED FUEL ETHANOL FWD MTH FUT Delta 1 B 07/2023 05/2026 25%
NYM NY-Z1 - ETHANOL(PL) T2 FOB RTRDM INCL 1 A 07/2023 05/2026
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 14 A 09/2023 12/2023 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 8 B 07/2023 07/2023 25%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 A 05/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2024 02/2024 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2023 11/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 14 A 06/2023 06/2023 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 2 A All dates 25%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 8 A 08/2023 12/2026 25%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 07/2023 05/2026
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 25%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2023 11/2023 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 06/2024 03/2025 25%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 17 B 09/2023 03/2024 25%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 06/2023 08/2023 25%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 17 B 06/2023 08/2023 25%
CBT TWE - 20-YEAR U.S. TREASURY BOND FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 85%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2022 03/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 25%
CME BSB - THREE-MONTH BSBY FUTURE 8 A 09/2023 12/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 25%
CME BSB - THREE-MONTH BSBY FUTURE 8 A 06/2023 06/2023
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 13 A All dates 85%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 B All dates 25%
CME OPF - USD MALAYSIAN PALM OLEIN CAL FUT 1 A All dates
CBT AGRICULTURE O - OATS FUTURES Delta 5 B All dates 25%
W - WHEAT FUTURES 1 A All dates
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 5 A 09/2023 12/2023 25%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 A All dates 85%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 06/2023 06/2023
CME INTEREST RATES BSB - THREE-MONTH BSBY FUTURE Delta 5 A 06/2023 06/2023 25%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 25%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 B All dates 85%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 7 A 06/2023 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 09/2023 09/2023
CBT AGRICULTURE 14 - ROUGH RICE FUTURES Delta 10 B All dates 25%
W - WHEAT FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2022 03/2023 25%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 08/2023 08/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 06/2022 09/2022 25%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT AGRICULTURE UWF - UKRAINIAN WHEAT (PLATTS) FUTURES Delta 5 A All dates 25%
W - WHEAT FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 09/2023 09/2023
CBT AGRICULTURE 14 - ROUGH RICE FUTURES Delta 1 B All dates 25%
C - CORN FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 08/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 02/2024 02/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2025 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 03/2024 03/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2025 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2024 01/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2025 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2025 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2024 02/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 01/2024 01/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2025 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2024 03/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 A All dates 85%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 09/2021 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2024 03/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2024 01/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2024 03/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2024 02/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2024 01/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2024 02/2024 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2024 05/2028 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 25%
CME BSB - THREE-MONTH BSBY FUTURE 3 A 06/2027 03/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 25%
LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2022 09/2022
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 B 07/2023 05/2024 25%
BCF - BLACK SEA CORN FIN STL PLATTS FUT 1 A 07/2023 08/2024
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 B 05/2023 06/2023 25%
BCF - BLACK SEA CORN FIN STL PLATTS FUT 1 A 07/2023 08/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 25%
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 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2023 09/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 85%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2024 01/2024 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2024 03/2024 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2024 02/2024 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2023 07/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2023 08/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 1 A All dates 85%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 25%
LIT - 2-YEAR ERIS SWAP FUTURE 5 B 12/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2023 07/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 1 B All dates 85%
YIW - 5-YEAR ERIS SOFR SWAP FUTURES 1 A 06/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2023 07/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2023 12/2023
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 25%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2023 08/2023 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2023 09/2023 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 06/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2023 07/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 4 A All dates 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2024 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 06/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2023 06/2023 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2023 08/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2025 03/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME BSB - THREE-MONTH BSBY FUTURE 5 A 09/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2024 03/2025
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2025 03/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2020 03/2021 25%
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 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2023 06/2023 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2031 03/2032
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2032 03/2033
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2030 03/2031
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2032 12/2032 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2030 03/2031 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2031 03/2032 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 07/2023 07/2023 25%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 4 A All dates 25%
41 - 30 DAY FED FUND FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 4 A All dates 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
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 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 25%
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 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 25%
CME ED - EURODOLLAR FUTURES 2 A 06/2032 12/2032
CBT INTEREST RATES 2YY - MICRO 2-YEAR YIELD FUTURES Delta 5 A All dates 25%
CME ED - EURODOLLAR FUTURES 2 A 06/2031 03/2032
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2023 07/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 25%
41 - 30 DAY FED FUND FUTURES 1 A 07/2023 07/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2031 03/2032 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2021 09/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2032 03/2033
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2032 12/2032 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2021 09/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2030 03/2031
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2021 09/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2030 03/2031 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2021 09/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2031 03/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2032 12/2032 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2026 03/2027
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2032 03/2033
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2031 03/2032
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2030 03/2031
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2028 03/2029
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2027 03/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2031 03/2032 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2030 03/2031 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2019 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2028 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 85%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2024 03/2025
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2020 09/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 09/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2023 03/2024 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2023 08/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 08/2023 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2031 03/2032
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2030 03/2031 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2028 03/2029
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2030 03/2031
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2027 03/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2032 03/2033
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2032 12/2032 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2031 03/2032 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2026 03/2027
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2018 03/2019 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2026 03/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2023 06/2023 85%
CME SR3 - THREE-MONTH SOFR FUTURES 10 B 06/2025 03/2026
CBT INTEREST RATES 5YY - MICRO 5-YEAR YIELD FUTURES Delta 4 A All dates 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 06/2023 06/2023 25%
5YY - MICRO 5-YEAR YIELD FUTURES 4 A All dates
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 4 A All dates 25%
41 - 30 DAY FED FUND FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES 10Y - MICRO 10-YEAR YIELD FUTURES Delta 4 A All dates 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 25%
41 - 30 DAY FED FUND FUTURES 1 A 06/2023 06/2023
CBT INTEREST RATES 30Y - MICRO 30-YEAR YIELD FUTURES Delta 4 A All dates 25%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2023 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2023 06/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 24%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2031 03/2032
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 24%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2032 03/2033
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 3 A All dates 85%
DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 1 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 24%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2030 03/2031
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 24%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2029 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2032 12/2032 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 B 06/2022 09/2022 24%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2028 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2030 03/2031 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2029 03/2030 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2031 03/2032 24%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2022 09/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2021 03/2022 23%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2022 06/2023 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2022 09/2022 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 85%
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 85%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2024 03/2025
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 2 B All dates 20%
CME FX JY - JAPANESE YEN FUTURES 3 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2023 06/2023 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 20%
CME FX JY - JAPANESE YEN FUTURES 1 A All dates
CBT ETHANOL 71 - DENATURED FUEL ETHANOL FWD MTH FUT Delta 1 B 07/2023 05/2026 20%
NYM NY-EZ - NEW YORK ETHANOL FUT 1 A 07/2023 05/2026
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 03/2015
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2022 09/2022 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2022 09/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 03/2024
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2022 03/2023 85%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2023 06/2023 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2022 03/2023
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 3 A All dates 15%
CBT ETHANOL EH - ETHANOL FUTURES 1 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 4 A All dates 15%
CBT S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2022 09/2022 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2023 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2021 03/2022 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2021 03/2022 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2021 03/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2023 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2021 03/2022 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES T1S - 2-YEAR SOFR MAC SWAP FUTURES Delta 1 A All dates 85%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2021 03/2022 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2021 09/2021 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2022 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2021 09/2021 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES T1S - 2-YEAR SOFR MAC SWAP FUTURES Delta 1 B All dates 85%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 85%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2022 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2021 09/2021 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Scan 2 All dates 70%
3YR - 3 YEAR TREASURY NOTE FUTURE 2 All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Scan 5 All dates 65%
21 - 10Y TREASURY NOTE FUTURES 12 All dates
25 - 5 YR TREASURY NOTE FUTURES 18 All dates
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 8 All dates
TWE - 20-YEAR U.S. TREASURY BOND FUTURES 4 All dates
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A 08/2023 11/2026 98%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A 07/2023 07/2023 98%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 98%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 98%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 11 A All dates 88%
07 - SOYBEAN OIL FUTURES 9 A All dates
S - SOYBEAN FUTURES 10 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 A All dates 76%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 4 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 11 A All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 620 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 4 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 6 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 B All dates 76%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 4 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 3 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 620 A All dates
CBT AGRICULTURE C - CORN FUTURES 11 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 4 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 6 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 13 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 7 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 28 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 8 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 12 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 35 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 39 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE RRE - S&P GSCI ENHANCED ER SWAP FUT 100 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE2 - SP GSCI-ER 2 MTH FOWARD INX SWP 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE3 - GSCI-ER 3 MTH FOWARD INX SWPS 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 8 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 2 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 9 A All dates
CBT AGRICULTURE DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 3 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 4 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 6 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
CBT AGRICULTURE DG2 - BLOOMBERG COMM INDX 2-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 6 A All dates 75%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE DG3 - BLOOMBERG COMM INDX 3-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 13 A All dates 70%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 28 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 8 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 12 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 35 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 39 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 70%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 B All dates 69%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 4 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 3 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 B All dates
CBT AGRICULTURE C - CORN FUTURES 11 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 B All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 620 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 B All dates 69%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 4 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 3 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 620 A All dates
CBT AGRICULTURE C - CORN FUTURES 11 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 B All dates 65%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 4 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 B All dates
CBT AGRICULTURE C - CORN FUTURES 11 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 B All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 620 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 6 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 B All dates 65%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 4 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 620 A All dates
CBT AGRICULTURE C - CORN FUTURES 11 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 6 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 A All dates 63%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 11 A All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 620 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 4 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 B All dates 63%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 3 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 620 A All dates
CBT AGRICULTURE C - CORN FUTURES 11 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 4 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 B All dates 60%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 B All dates
CBT AGRICULTURE C - CORN FUTURES 11 B All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 620 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 6 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 15 A All dates 60%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 5 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 5 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 6 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 620 B All dates
CBT AGRICULTURE C - CORN FUTURES 11 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 3 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 5 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 6 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 7 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 13 A All dates 55%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 7 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES 28 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 8 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 12 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 39 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 13 A All dates 50%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 28 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 8 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 12 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 39 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A 07/2023 07/2023 50%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A 08/2023 11/2026 50%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 50%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 50%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2022 03/2023 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2023 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 09/2021 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2022 03/2023 84%
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 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2022 09/2022 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2021 03/2022 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2023 06/2023 82%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2023 06/2023 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2022 09/2022 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2021 03/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2022 03/2023 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2022 09/2022 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2021 03/2022 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT EQUITY INDEX ADQ - ADJ INT RATE DOW 30 TOT RTN MKR Delta 1 B All dates 80%
CME ES - E-MINI S&P 500 FUTURES 1 A All dates
CBT EQUITY INDEX DTR - DOW JONES IND TOTAL RTURN FUT Delta 1 A All dates 80%
CME ES - E-MINI S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX AQR - ADJ INT RATE FOR NASDAQ 100 T RET Delta 4 A All dates 80%
CBT DTR - DOW JONES IND TOTAL RTURN FUT 3 B All dates
CBT EQUITY INDEX ADQ - ADJ INT RATE DOW 30 TOT RTN MKR Delta 4 A All dates 80%
CME N1R - NASDAQ-100 TOTAL RETURN INDEX FUT 3 B All dates
CBT EQUITY INDEX ADQ - ADJ INT RATE DOW 30 TOT RTN MKR Delta 3 B All dates 80%
CME N1R - NASDAQ-100 TOTAL RETURN INDEX FUT 4 A All dates
CBT EQUITY INDEX DTR - DOW JONES IND TOTAL RTURN FUT Delta 3 B All dates 80%
CME N1R - NASDAQ-100 TOTAL RETURN INDEX FUT 4 A All dates
CBT EQUITY INDEX ADQ - ADJ INT RATE DOW 30 TOT RTN MKR Delta 1 B All dates 80%
CME TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A All dates
CBT EQUITY INDEX DTR - DOW JONES IND TOTAL RTURN FUT Delta 1 A All dates 80%
CME TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 B All dates
CME EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 B All dates 80%
CBT DTR - DOW JONES IND TOTAL RTURN FUT 1 A All dates
CME EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 80%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 80%
CBT YM - E-MINI DOW JONES IND AVG FUT 1 B All dates
CME EQUITY INDEX ARR - ADJ INT RATE RUSS 1000 TOT RET FUT Delta 3 A All dates 80%
CBT YM - E-MINI DOW JONES IND AVG FUT 2 B All dates
CME EQUITY INDEX R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 3 A All dates 80%
CBT YM - E-MINI DOW JONES IND AVG FUT 2 B All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 A All dates 80%
LIE - 30-YEAR ERIS SWAP FUTURES 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 A All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 1 A All dates 99%
DGS - BLOOMBERG COMMODITY INDEX SWAPS 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 5 A 03/2023 06/2023 80%
LIE - 30-YEAR ERIS SWAP FUTURES 3 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2022 12/2022 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS Delta 1 B All dates 80%
W - WHEAT FUTURES 1 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 1 B All dates 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 B All dates 80%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 2 A 06/2023 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
30Y - MICRO 30-YEAR YIELD FUTURES 19 A All dates
CBT INTEREST RATES KXY - 10-YEAR ERIS BSBY SWAP FUT Delta 1 A All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2021 06/2022
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 80%
YIB - 7-YEAR ERIS SOFR SWAP FUTURES 3 A 06/2023 09/2023
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 1 B All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES KXY - 10-YEAR ERIS BSBY SWAP FUT Delta 1 A All dates 80%
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 09/2019 03/2020 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2021 09/2021
CBT INTEREST RATES KXY - 10-YEAR ERIS BSBY SWAP FUT Delta 1 A All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2023 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2023 06/2023 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2023 06/2023
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2023 06/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 06/2019 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2023 06/2023 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2022 12/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2020 12/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2023 06/2023 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2025 03/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2023 06/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2023 06/2023 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2023 12/2023 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2023 10/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2024 01/2024 80%
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 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2023 06/2024
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