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Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 03/2021 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 74%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2020 12/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 74%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 94%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 93%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 12/2020 93%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 73%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 73%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 03/2021 92%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 03/2021 92%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 03/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 03/2021 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2020 12/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 71%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 71%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
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
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
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 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
CME EQUITY INDEX ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 1 A All dates 90%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2021 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
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 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 E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
LIO - 20-YEAR ERIS SWAP FUTURES 1 B 03/2016 12/2018
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 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 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 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 70%
LIO - 20-YEAR ERIS SWAP FUTURES 2 B All dates
CBT AGRICULTURE UFE - UREA (GRANULAR) FOB EGYPT FUTURES Delta 1 B All dates 90%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2021
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 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 LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
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 INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
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 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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
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 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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2015 09/2015 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
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 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2019 09/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2014 03/2015 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2016 03/2017
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2014 09/2014 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2021 90%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2016 09/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2017 03/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2018 12/2018 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B 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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2016 09/2016
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 3 A 09/2029 06/2030 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2028 06/2029 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2027 06/2028 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 03/2018 06/2018 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2022 06/2023 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2021 06/2022 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2015 09/2015
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 09/2019 12/2019
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 A All dates 90%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2021 06/2022 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2014 03/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
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 03/2021
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
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 03/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2014 09/2014
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 03/2021 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
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 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 03/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 09/2019 12/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
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 09/2029 06/2030
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 09/2025 06/2026
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 12/2018 03/2019
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 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 06/2013 09/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 06/2013 09/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
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 06/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2017 03/2018
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 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2018 12/2018
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 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
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 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2029 06/2030 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2029 06/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2029 06/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2028 06/2029 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2027 06/2028 70%
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 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
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 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2025 06/2026 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
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 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 12/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 03/2021 03/2021
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 09/2020 12/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 12/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 12/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 03/2021
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 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 03/2021 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 09/2020 12/2020 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 03/2021 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 03/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 12/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2023 03/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 12/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2024 12/2029
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 12/2020 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 03/2021 03/2021 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 09/2020 12/2020 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 03/2021 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2024 12/2029
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 07/2020 09/2020 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2019 12/2019
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 12/2014 03/2015
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
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 03/2021 03/2021
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2020 12/2020
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 06/2014 09/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 09/2019 12/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2024 06/2025 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2025 06/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2025 06/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2021 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 06/2021 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2021 06/2023 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 09/2020 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 03/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
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 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2022 03/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2024 12/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
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 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 03/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 B 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2023 06/2024 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2024 06/2025 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 07/2020 09/2020 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2021 03/2021
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 03/2013
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 10/2020 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2020 07/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2023 06/2024 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 02/2021 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 02/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 12/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 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 02/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 06/2021 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2020 08/2020 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2020 08/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 03/2021
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2022 06/2023 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 07/2020 09/2020 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2020 12/2020 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2021 03/2021 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 10 A 03/2019 06/2019 70%
26 - 2 YEAR TREASURY NOTE FUTURES 9 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2018 12/2018 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 10/2020 06/2021 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 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 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2022 06/2023 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2021 03/2021 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2020 12/2020 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 12/2019
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 10/2020 06/2021 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2024 12/2029
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2023 03/2024
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2021 06/2022 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
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 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2018 12/2018 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2020 06/2020 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2024 12/2029
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 06/2023 03/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
LIT - 2-YEAR ERIS SWAP FUTURE 2 B 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2019 12/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 10/2020 06/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 B 09/2016 12/2016 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2018 12/2018 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2017 06/2017 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 1 B 03/2018 06/2018 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 1 B 09/2017 12/2017 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2018 06/2018 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 06/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2018 06/2018 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2018 12/2018 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2017 06/2017 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 09/2017 12/2017 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 90%
DFN - DAP FOB NOLA FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 12/2020 90%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 90%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 90%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 B All dates 90%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2021 03/2021 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2021 03/2021 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2020 06/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2021 03/2021 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2020 12/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2020 06/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2021 03/2021 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 90%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2020 06/2020 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2020 06/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2020 06/2020 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 90%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2019 06/2019 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2019 06/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 1 B 03/2019 06/2019 90%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2019 06/2019 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 12/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 03/2021 68%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 67%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 67%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 66%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 66%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
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 SP - S&P 500 FUTURES Delta 1 B All dates 88%
CBT YM - E-MINI DOW ($5) FUTURES 5 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 6 A 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 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 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
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
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 B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 65%
25 - 5 YR TREASURY NOTE FUTURES 3 B 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
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2029 06/2030
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 B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 09/2026 06/2027
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
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 09/2029 06/2030 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
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
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
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 09/2024 06/2025
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
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
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
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
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
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 LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 03/2021
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 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 LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2021
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 AGRICULTURE C - CORN FUTURES Delta 4 A 07/2020 07/2020 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 08/2020 08/2020
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 07/2020 07/2020 65%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 08/2020 06/2023
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2020 12/2023 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 08/2020 08/2020
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2013 09/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 03/2021 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2013 09/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2012 03/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2012 03/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
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 07/2020 07/2020 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 09/2020 01/2021
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2020 12/2023 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 09/2020 01/2021
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 07/2020 07/2020 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 05/2021 06/2023
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2020 12/2023 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 02/2021 04/2021
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 AGRICULTURE C - CORN FUTURES Delta 4 A 07/2020 07/2020 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 02/2021 04/2021
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2020 12/2023 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 05/2021 06/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 03/2014 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2017 12/2017 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 12/2019 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 10/2020 06/2021 65%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 10/2020 06/2021 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2021
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 65%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
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 03/2021
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 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2029 06/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2021
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 03/2021
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 2 A 09/2025 06/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 03/2021 03/2021
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 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 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 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2029 06/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2029 06/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2019 12/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 65%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 03/2019 06/2019
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 12/2020 65%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 B 09/2020 12/2020
CBT AGRICULTURE BSW - BLACK SEA WHEAT FUTURES Delta 1 B All dates 65%
W - WHEAT FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 09/2027 06/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 09/2029 06/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 09/2028 06/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 09/2026 06/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2025 06/2026 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2026 06/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2026 06/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2020 12/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2021 06/2023 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2024 06/2025 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 01/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2020 08/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 65%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2021 06/2023 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 07/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2021 06/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 07/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 07/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 07/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 07/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 07/2020 10/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 03/2021 03/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2022 03/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 03/2021 03/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2024 12/2029
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 03/2021 03/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 06/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 09/2020 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 06/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 01/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2020 07/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 11/2020 01/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 09/2020 10/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 11/2020 01/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 10/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2023 06/2024 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 07/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 07/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 03/2021 65%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2023 06/2024 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 07/2020 09/2020 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2022 06/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 09/2020 03/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 06/2021 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2022 06/2023 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 07/2020 09/2020 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2020 03/2021
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 09/2029 06/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 65%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2019 12/2019
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 09/2027 06/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 10/2020 06/2021 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 07/2020 09/2020 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 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 INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
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 09/2024 06/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2021 06/2022 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
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
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2018 06/2018 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2018 06/2018 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2018 06/2018 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2019 06/2019 65%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014