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Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 A 12/2020 12/2020 65%
CBT 26 - 2 YEAR TREASURY NOTE FUTURES 1 B 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 11/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 10/2020 12/2020 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 03/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 65%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2021 08/2025 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 1 A 10/2020 11/2021 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B 10/2020 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 10/2020 12/2020 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2028 09/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2029 09/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2027 09/2028 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 09/2021 08/2025 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 08/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2020 06/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 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 01/2021 03/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 01/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 01/2021 09/2021 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 03/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2024 09/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 10/2020 12/2020 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2023 09/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2019 03/2020 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2019 09/2019 65%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 64%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 63%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 62%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 62%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
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
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2020 09/2020 61%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 60%
CBT YM - E-MINI DOW ($5) FUTURES 3 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 03/2020 87%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
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 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 B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LII - 12-YEAR ERIS SWAP FUTURES 5 B 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 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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 06/2021 60%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B 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 06/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 09/2012 12/2012
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 60%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B 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 12/2013 12/2018
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 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 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 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 10 B 03/2019 06/2021
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 LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 09/2015 06/2018 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
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 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%
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 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 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 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 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 LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 06/2021 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2019 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
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%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2015 12/2015
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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2013 12/2013 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2015 06/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2013 06/2013 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 A All dates 60%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2018 12/2018
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 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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2024 03/2030
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2023 06/2024
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2021 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2017 09/2017 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 01/2021 09/2021 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-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 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
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 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
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 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 06/2021 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2013 06/2013
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2016 06/2016
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 06/2021 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2012 12/2012
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2015 12/2015
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2015 06/2015
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2016 06/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2024 03/2030
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 06/2024
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2014 12/2014
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2015 12/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2012 12/2012
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2014 06/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2017 09/2017
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2014 06/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2016 03/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2015 06/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2014 12/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 A 12/2020 12/2020 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 12/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2014 06/2014
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 06/2020 06/2021 60%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A 12/2020 03/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 12/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 09/2021 08/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 04/2021 08/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 04/2021 08/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 06/2020 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 06/2020 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 01/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2021 06/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2021 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 03/2013 06/2013 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2020 12/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 12/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 12/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2021 08/2025 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
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 03/2013 06/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 06/2019 09/2019 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 06/2019 09/2019 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2021 08/2025 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 08/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2021 03/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 08/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 01/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2021 03/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2021 03/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2021 08/2025 60%
CME ED - EURODOLLAR FUTURES 5 B 01/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2021 03/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2024 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 12/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 01/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2021 08/2025 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2021 08/2025 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 10/2020 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2018 09/2018 60%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 10/2020 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2017 03/2018 60%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 59%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CME EQUITY INDEX FTU - EMINI USD FTSE 100 INDEX FUTURE Delta 2 A All dates 58%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 58%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 58%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 57%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 56%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2020 06/2021 56%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 55%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 55%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 1 A All dates 55%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 1 A All dates 55%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 4 B All dates 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 55%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 4 A All dates 55%
I3 - 30Y INTEREST RATE SWAP FUTU 3 B All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 10/2020 10/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 09/2020 09/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 11/2020 09/2023 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 09/2020 09/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 10/2020 10/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 10/2020 10/2020
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B All dates 55%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 10/2020 10/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 11/2020 03/2021
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 10/2020 10/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 07/2021 08/2023
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 10/2020 10/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 04/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 55%
E1U - 20-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2027 09/2028
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2026 09/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2029 09/2030
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2028 09/2029
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2025 09/2026
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2015 12/2015 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 06/2021 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 55%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2023 06/2024 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2022 06/2023 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2024 03/2030 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 06/2021 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2019 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2021 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 12/2020 06/2021 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 10/2020 12/2020 55%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 10/2020 12/2020 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
LIT - 2-YEAR ERIS SWAP FUTURE 4 A 12/2020 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 5 A All dates 55%
LIB - 7-YEAR ERIS SWAP FUTURES 3 B 03/2019 06/2021
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 55%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2021 09/2022 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2021 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 55%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 03/2020 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 03/2020 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 01/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2021 03/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 08/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2021 06/2021 55%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 55%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2021 03/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2021 09/2021 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 10/2020 12/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 12/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 12/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 10/2020 12/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 55%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 12/2018 03/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 12/2018 03/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 10/2020 12/2020 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 12/2020 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 01/2021 09/2021 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 01/2021 09/2021 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 10/2020 12/2020 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2022 09/2023 55%
CBT 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 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2021 09/2022 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 55%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2019 03/2020 55%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 55%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 53%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 52%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 03/2020 52%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 51%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 40 A All dates 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 1 A All dates 85%
YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 3 B All dates 85%
CME R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT 4 A All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 2 A All dates 85%
CME RS1 - EMINI RUSSELL 1000 INDEX FUTURES 3 B All dates
CME EQUITY INDEX XAP - EMINI SP 500 CONS STAPLES SECTOR IX Delta 2 A All dates 50%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 2 A All dates 50%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 8 A All dates 50%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2021 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME EQUITY INDEX IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX Delta 5 A All dates 50%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 5 B 12/2013 12/2018 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 50%
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 50%
CME ED - EURODOLLAR FUTURES 4 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2021 09/2021 50%
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 50%
CME ED - EURODOLLAR FUTURES 4 A 01/2021 09/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 10/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 10/2020 12/2020 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 3 B 12/2016 03/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 4 A All dates 50%
LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2021 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2020 03/2021
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
F1U - 5-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2020 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2019 03/2020
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 A 12/2028 09/2029
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 A All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 09/2012 12/2012
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 8 B 12/2024 09/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 8 B 12/2023 09/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2022 06/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2021 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2021 06/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2021 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2021 06/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2021 06/2021
CBT AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 50%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 2 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 50%
LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 A All dates
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 50%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2015 06/2015 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP Delta 1 B All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 A All dates
CBT AGRICULTURE MFC - MAP CFR BRAZIL FUTURES Delta 1 A All dates 50%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 B All dates
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 B All dates 50%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 A All dates
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 50%
UFN - UREA (GRANULAR) FOB U.S. GULF SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE DFN - DAP FOB NOLA FUTURES Delta 1 B All dates 50%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE UFV - UREA (GRANULAR) FOB US GULF FUTURES Delta 1 A All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 B All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 03/2021 06/2021 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 B All dates 50%
SSB - FOB SANTOS SOYBEANS FINANCIALLY SET 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2021 06/2022 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 03/2021 06/2021 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2021 06/2022 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2012 12/2012 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 7I - 7-YR INTEREST RATE SWAP FUT Delta 1 B All dates 50%
NG - 5-YR INTEREST RATE SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2019 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
3YR - 3 YEAR TREASURY NOTE FUTURE 2 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 10/2020 12/2020 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 06/2021 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A 03/2021 12/2023 50%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 50%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 A All dates 50%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
KCW - KC HRW WHEAT-WHEAT ICS 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 01/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B 10/2020 11/2021 50%
W - WHEAT FUTURES 2 A All dates
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B 10/2020 11/2021 50%
W - WHEAT FUTURES 2 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 06/2020 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2020 06/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2015 06/2015
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B 10/2020 11/2021 50%
KCW - KC HRW WHEAT-WHEAT ICS 2 A All dates
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B 10/2020 11/2021 50%
KCW - KC HRW WHEAT-WHEAT ICS 2 A All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 B All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 A All dates