Asset Class Navigation

KC HRW Wheat Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 4 A All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 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 1 A All dates 80%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 3 A 09/2019 09/2019 80%
NYM NY-EZ - NEW YORK ETHANOL FUT 2 B 09/2019 07/2022
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 03/2019 03/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 3 A 10/2019 08/2022 80%
NYM NY-EZ - NEW YORK ETHANOL FUT 2 B 09/2019 07/2022
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 8 A All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 03/2019 03/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 03/2020
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 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 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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2020 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES Delta 1 B All dates 80%
W - WHEAT FUTURES 1 A All dates
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 B All dates 80%
NG - 5-YR INTEREST RATE SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2022 06/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2023 06/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2026 06/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2027 06/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2025 06/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2024 06/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 80%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 A All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 7 B 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 03/2021
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 B All dates 80%
CME SES - SP GSCI SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 A 09/2018 03/2020 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2022 06/2023 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2021 06/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2018 03/2020 80%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2022 06/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 06/2024 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 3 A All dates 77%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 77%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 77%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 3 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 3 B All dates 75%
CME R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT 4 A All dates
CME EQUITY INDEX R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT Delta 3 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 2 A All dates 75%
CME RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 75%
LIE - 30-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 75%
LIO - 20-YEAR ERIS SWAP FUTURES 3 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
LIL - 15-YEAR ERIS SWAP FUTURES 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2012 12/2018
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
LII - 12-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
F1U - 5-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
N1U - 10-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 75%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2028 06/2029 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2026 06/2027 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 09/2027 06/2028 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2027 06/2028 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2028 06/2029 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2019 03/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 03/2020
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 A All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 12/2012 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
66 - 10Y INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2020 06/2021 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2028 06/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2019 03/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2012 12/2018 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 09/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 03/2018 03/2020 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 09/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 03/2020 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2019 03/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
LID - 4-YEAR ERIS SWAP FUTURES 1 B 03/2018 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 09/2018 03/2020 75%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 A 09/2019 03/2020 75%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS Delta 1 B All dates 75%
DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2021 06/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 03/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 03/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 03/2018 03/2020 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 09/2017 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2022 06/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2024 06/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2025 06/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2028 06/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2026 06/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2028 06/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2027 06/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 03/2016 12/2017 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 09/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 75%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 01/2020 08/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2019 11/2019 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2020 06/2021 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2027 06/2028 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2028 06/2029 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 01/2020 08/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 01/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2025 06/2026 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2021 03/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2020 06/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2019 11/2019 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2019 10/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2023 06/2024 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
LID - 4-YEAR ERIS SWAP FUTURES 1 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2019 06/2020 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 01/2020 08/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 01/2020 08/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 01/2020 08/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 6 A 03/2016 12/2017 75%
LIW - 5-YEAR ERIS SWAP FUTURES 5 B 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2026 06/2027 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2025 06/2026 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2016 06/2018 75%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2018 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 A 09/2016 06/2018 75%
LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 B All dates 73%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 A All dates 71%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 1 A All dates 70%
CME NQ - E-MINI NASDAQ 100 FUTURES 1 B All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 3 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 2 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 2 B All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 5 B All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 5 B All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 70%
LII - 12-YEAR ERIS SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 5 A 03/2019 03/2020 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
LIL - 15-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 70%
LIE - 30-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 B All dates 70%
E1U - 20-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
LII - 12-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 20 A All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 70%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 70%
B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B All dates 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B All dates 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 70%
LIO - 20-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 70%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 03/2020 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 70%
7I - 7-YR INTEREST RATE SWAP FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2017 06/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 03/2020
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 06/2021 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 12/2013 12/2018 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2017 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 70%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 03/2018 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 70%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2019 03/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2018 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2022 03/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 03/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 03/2024
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2017 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 B All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 A All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 10 B 09/2017 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2017 06/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 B 03/2018 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 03/2016 12/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2020 06/2021 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 A All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 B 09/2017 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2016 06/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2019 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 B 03/2018 03/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2021 06/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 03/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 03/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2023 03/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2022 03/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 03/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2019 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 B 09/2017 06/2019 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 A All dates 70%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 12/2013 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 B 09/2018 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2028 06/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2025 06/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2026 06/2027
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2024 06/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2027 06/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2023 03/2024
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2024 06/2025 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2025 06/2026 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2017 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 1 B 09/2018 03/2020 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 B 03/2016 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 06/2019 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2017 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
LIT - 2-YEAR ERIS SWAP FUTURE 2 B 09/2018 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2018 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 B 03/2016 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 09/2016 06/2018 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 09/2017 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2028 06/2029 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 09/2027 06/2028 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 1 B 09/2016 06/2018 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2016 06/2018
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 68%
CBT YM - E-MINI DOW ($5) FUTURES 3 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 68%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 66%
25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME EQUITY INDEX TPY - YEN DENOMINATED TOPIX FUTURES Delta 3 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX XAV - EMINI SP500- HEALTH CARE SECT INDEX Delta 3 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 2 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX XAZ - E-MINI COM SERVICES SELECT SECTOR Delta 1 B All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 A All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 3 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 2 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 7 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 03/2019 03/2020
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 8 B All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2021 06/2022 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2019 09/2019 65%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 09/2019 07/2022
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2019 09/2019 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 09/2019 09/2019
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2019 12/2022 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2022 06/2023 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2023 06/2024 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2026 06/2027 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2024 06/2025 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2019 09/2019 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 10/2019 02/2020
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2019 12/2022 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 10/2019 02/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2021 06/2022
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 65%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2019 12/2022 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 03/2020 05/2020
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2019 09/2019 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 06/2020 07/2022
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2019 12/2022 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 06/2020 07/2022
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2019 09/2019 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 03/2020 05/2020
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2022 06/2023
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2023 06/2024
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2024 06/2025
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2026 06/2027
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2025 06/2026
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2028 06/2029
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 1 B All dates 65%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2027 06/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 65%
LIO - 20-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 65%
E1U - 20-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2012 12/2018
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 03/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2019 03/2020 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 09/2019 03/2020 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2019 06/2020 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 03/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 09/2017 06/2019 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2023 06/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2022 06/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2018 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2025 06/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2027 06/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2026 06/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2024 06/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2028 06/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 06/2021 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 06/2020 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 09/2019 03/2020
CBT AGRICULTURE BSW - BLACK SEA WHEAT FUTURES Delta 1 B All dates 65%
W - WHEAT FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 08/2020 07/2022
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 09/2018 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 03/2020 07/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 03/2020 07/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 07/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 B 09/2018 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2019 02/2020 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 02/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 02/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 02/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 03/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2023 03/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 03/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 03/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 08/2020 07/2022 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2026 06/2027 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2018 03/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2018 03/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2023 03/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2018 03/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2022 03/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2019 06/2020 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 09/2018 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 03/2020 07/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 08/2019 12/2019
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 09/2016 06/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 07/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2019 11/2019 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 09/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2019 03/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 08/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 02/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 08/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2022 06/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2023 06/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2019 09/2019 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2028 06/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2024 06/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2026 06/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2025 06/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2027 06/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 08/2019 12/2019
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2019 06/2019
CME EQUITY INDEX SU - S&P/ CITIGROUP VALUE FUTURES Delta 2 B All dates 61%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 5 A All dates 60%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 3 B All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 10 B All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 A All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LII - 12-YEAR ERIS SWAP FUTURES 5 B All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS Delta 5 B All dates 60%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2020 60%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 09/2019 03/2020 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 5 B 12/2012 12/2018 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 B 09/2017 06/2019 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B All dates 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 3 B 03/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 60%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 12/2019 12/2022 60%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 09/2019 07/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES 7I - 7-YR INTEREST RATE SWAP FUT Delta 2 B All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 60%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 12/2012 12/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 10 B 03/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 4 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 60%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 9 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 60%
NG - 5-YR INTEREST RATE SWAP FUTURES 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 09/2019 03/2020
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 03/2016 12/2018 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 12/2018
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 3 B 12/2013 12/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 4 B 09/2017 06/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2020 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 03/2020
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 60%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 06/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LII - 12-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 10 B 12/2013 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 03/2019 03/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2020 03/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2021 03/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2023 03/2024
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2022 03/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2020 03/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2019 03/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 60%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
7I - 7-YR INTEREST RATE SWAP FUT 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 06/2019 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 03/2020
CBT INTEREST RATES 7I - 7-YR INTEREST RATE SWAP FUT Delta 1 A All dates 60%
NG - 5-YR INTEREST RATE SWAP FUTURES 2 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 03/2020 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2020 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 12/2018
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 B All dates 60%
CME ED - EURODOLLAR FUTURES 7 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2023 03/2024
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2022 03/2023
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS Delta 5 B All dates 60%
CME GA - GSCI ER FUTURES 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
T1U - 2-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 12/2012 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 12/2017 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 12/2013 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 08/2020 07/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates