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KC HRW Wheat Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2021 11/2021 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2021 12/2021
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 98%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 98%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 98%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 98%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 06/2021 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 03/2021 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 03/2021 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2021 02/2021
CBT AGRICULTURE C - CORN FUTURES Delta 27 A All dates 75%
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 6 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 8 B All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 14 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 999 A All dates
CBT AGRICULTURE C - CORN FUTURES 24 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 7 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 6 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 10 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 10 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 23 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 2 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 10 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 12 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 7 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 9 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 4 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE2 - SP GSCI-ER 2 MTH FOWARD INX SWP 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE3 - GSCI-ER 3 MTH FOWARD INX SWPS 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE RRE - S&P GSCI ENHANCED ER SWAP FUT 100 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 1 A All dates 75%
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 2 A All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE DG2 - BLOOMBERG COMM INDX 2-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 6 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 2 A All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE DG3 - BLOOMBERG COMM INDX 3-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 6 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 2 A All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 9 A All dates
CBT AGRICULTURE DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 8 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 3 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 4 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 2 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 B All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 7 A All dates 70%
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
CBT AGRICULTURE C - CORN FUTURES 27 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 1 A All dates 70%
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS Delta 1 A All dates 70%
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 B All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 11 A All dates 67%
07 - SOYBEAN OIL FUTURES 9 A All dates
S - SOYBEAN FUTURES 10 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2021 06/2021 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2020 09/2020
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 50%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 50%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 50%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 50%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2020 03/2021 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2020 09/2020
CBT INTEREST RATES T1S - 2-YEAR SOFR MAC SWAP FUTURES Delta 1 A All dates 85%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES T1S - 2-YEAR SOFR MAC SWAP FUTURES Delta 1 B All dates 85%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 85%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 1 A 12/2020 06/2021 85%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 85%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2019 03/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2019 09/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2019 09/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2017 03/2018 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2019 09/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2017 03/2018 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2017 09/2017 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2018 03/2019 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2020 09/2020 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 84%
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 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 03/2020 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2020 06/2021 82%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 03/2020 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2020 09/2020 81%
LIW - 5-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 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 5 A All dates 80%
CME SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 2 B All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CME EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 1 A All dates 80%
CME TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 B All dates
CME EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 B All dates 80%
CBT DTR - DOW JONES TOT RTURN FUT 1 A All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 3 B All dates 80%
CME N1R - NASDAQ-100 TOTAL RETURN INDEX FUT 4 A All dates
CME EQUITY INDEX R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 3 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 80%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 A All dates 80%
LIE - 30-YEAR ERIS SWAP FUTURES 3 B All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 A All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 1 B All dates 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 06/2021
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 1 B All dates 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 80%
LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2018 12/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2017 06/2017 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 B All dates 80%
NG - 5-YR INTEREST RATE SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2016 12/2016 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS Delta 1 B All dates 80%
W - WHEAT FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 A All dates 80%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 B All dates 80%
CME SES - SP GSCI SWAP FUTURES 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2022 09/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
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 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2020 03/2021 80%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES YIC - 3-YEAR ERIS SOFR SWAP FUTURES Delta 6 A All dates 80%
YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 B All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2023 06/2024 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 80%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 09/2023 06/2024 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 09/2022 06/2023 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 80%
LIC - 3-YEAR ERIS SWAP FUTURES 3 B 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 80%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES YIC - 3-YEAR ERIS SOFR SWAP FUTURES Delta 7 B All dates 80%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 10 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2019 09/2019 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 09/2022 06/2023 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 06/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2021 11/2025 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 03/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2021 12/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2021 06/2021 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2021 09/2022 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 80%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2019 09/2019 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 03/2021 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 03/2021 06/2021 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 03/2021 06/2021 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 03/2021 06/2021 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 03/2021 06/2021 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2021 06/2022 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2017 03/2018 80%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2020 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2019 09/2019 80%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2020 06/2021
CBT INTEREST RATES T1S - 2-YEAR SOFR MAC SWAP FUTURES Delta 1 B All dates 80%
YIA - 1-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES YIA - 1-YEAR ERIS SOFR SWAP FUTURES Delta 5 A All dates 80%
YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2021 09/2021 80%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2019 03/2020 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2020 12/2020 80%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2019 03/2020 80%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 80%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2017 09/2017 80%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2018 03/2019 80%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 80%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2018 09/2018 80%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2019 09/2019
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 95%
LIE - 30-YEAR ERIS SWAP FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 95%
LIO - 20-YEAR ERIS SWAP FUTURES 1 A 09/2018 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2019 06/2021 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2019 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
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 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2021 95%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 95%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2020 03/2021 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2020 03/2021 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2020 06/2021 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 03/2021 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2020 03/2021 95%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2020 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 95%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 95%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2020 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2019 03/2020 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2019 03/2020 95%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 95%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2020 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 1 A 12/2019 03/2020 95%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 03/2020 78%
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 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 3 A All dates 77%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 77%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates