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Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CME EQUITY INDEX XAY - E-MINI SP500 CONS DISCRET SECTOR IX Delta 3 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 2 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 75%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 3 A All dates 75%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 90%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 90%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 75%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 1 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 75%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
F1U - 5-YEAR USD MAC SWAP FUTURES 4 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 75%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
66 - 10Y INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 A All dates 90%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 1 A All dates 75%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 1 A All dates 75%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 1 A All dates 75%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP Delta 1 A All dates 75%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 75%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 1 A All dates 75%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 75%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 09/2021 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 75%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 75%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS Delta 1 B All dates 75%
DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 1 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 1 A All dates 75%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 75%
41 - 30 DAY FED FUND FUTURES 3 B 09/2019 08/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 75%
41 - 30 DAY FED FUND FUTURES 3 B 05/2019 08/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 12/2019 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2018 12/2018
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 3 A All dates 74%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 1 A All dates 90%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 90%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 90%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 1 A All dates 90%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 A All dates 74%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 B All dates 74%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 11/2018 09/2021 89%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 10/2018 10/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 11/2018 09/2021 89%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 11/2018 03/2019
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 11/2018 09/2021 89%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 04/2019 06/2019
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 11/2018 09/2021 89%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 07/2019 08/2021
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 3 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 3 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 B All dates 70%
E1U - 20-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 1 A All dates 70%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 70%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 70%
B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 2 A All dates 70%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 B All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 5 A All dates 70%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 3 A All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 70%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 70%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 70%
7I - 7-YR INTEREST RATE SWAP FUT 2 B All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 2 A All dates 70%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
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 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 1 A All dates 70%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 B All dates 70%
S1U - 7-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2019 08/2021 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 70%
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 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2019 08/2019 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2019 09/2020 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 2 B 09/2019 08/2021
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP Delta 3 A All dates 70%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 2 B 05/2019 08/2019
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 6 B All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 09/2019 08/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 03/2020
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 2 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 1 A All dates 70%
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH Delta 2 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP Delta 2 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE Delta 2 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 5 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 6 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 2 A All dates 70%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2019 08/2021 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 09/2018 01/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2019 08/2019 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 09/2018 01/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2018 01/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B All dates 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2018 01/2019 70%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 09/2018 01/2019
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 68%
CBT YM - E-MINI DOW ($5) FUTURES 3 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 68%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 20 A All dates 68%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 68%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME EQUITY INDEX TPY - YEN DENOMINATED TOPIX FUTURES Delta 3 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 2 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 B All dates
CME EQUITY INDEX DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 7 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 2 B All dates
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 1 A All dates 65%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT AGRICULTURE BSW - BLACK SEA WHEAT FUTURES Delta 1 B All dates 65%
W - WHEAT FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 5 B All dates 65%
E1U - 20-YEAR USD MAC SWAP FUTURES 4 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2021 09/2022
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2026 09/2027
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2025 09/2026
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2024 09/2025
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2023 09/2024
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2022 09/2023
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2027 09/2028
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2020 09/2021
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 8 B All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 65%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 65%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 1 A All dates 65%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2018 12/2018 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 10/2018 10/2018
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2019 12/2021 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 10/2018 10/2018
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2018 12/2018 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 11/2018 03/2019
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2019 12/2021 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 11/2018 03/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 65%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2019 12/2021 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 04/2019 06/2019
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2019 12/2021 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 07/2019 08/2021
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2018 12/2018 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 07/2019 08/2021
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2018 12/2018 65%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B 04/2019 06/2019
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 65%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 09/2020 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2019 09/2020 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 2 A All dates 65%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 01/2019 09/2019
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 A All dates 65%
CME GA - GSCI ER FUTURES 1 B All dates
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 65%
C - CORN FUTURES 2 B 09/2018 12/2018
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 65%
C - CORN FUTURES 2 B 03/2019 12/2021
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 6 A All dates 65%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 5 A All dates 65%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 65%
41 - 30 DAY FED FUND FUTURES 3 B 02/2019 04/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 01/2019 09/2019
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2019 02/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2019 01/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 02/2019 04/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 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 09/2018 09/2018
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 64%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
CME EQUITY INDEX XAV - EMINI SP500- HEALTH CARE SECT INDEX Delta 3 A All dates 62%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX SU - S&P/ CITIGROUP VALUE FUTURES Delta 2 B All dates 61%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 5 A All dates 60%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 5 A All dates 60%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 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
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 60%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 60%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 3 A All dates 60%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 5 A All dates 60%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 60%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 60%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 4 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 2 A All dates 60%
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES 3 A 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
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 60%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 2 A 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
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 60%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 60%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 B All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 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 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 41 - 30 DAY FED FUND FUTURES Delta 8 B 09/2019 08/2021 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 60%
I3 - 30Y INTEREST RATE SWAP FUTU 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 05/2019 08/2019 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 5 A All dates 60%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 3 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 60%
NG - 5-YR INTEREST RATE SWAP FUTURES 5 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 03/2019 12/2021 60%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 10/2018 08/2021
CBT AGRICULTURE C - CORN FUTURES Delta 4 A 09/2018 12/2018 60%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B 10/2018 08/2021
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 60%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 60%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CME ERIS Standards ZD9212 - ERIS 12-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 60%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 A 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
CME ERIS Standards ZD9112 - ERIS 12-YR INT RATE SWAP Delta 2 A All dates 60%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 1 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE 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 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
7I - 7-YR INTEREST RATE SWAP FUT 1 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 2 A All dates 60%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9909 - 10 YEAR INVOICE SWAP SEP Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9912 - 10 YEAR INVOICE SWAP DEC Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 2 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 60%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 1 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZB9204 - ERIS 4-YR INT RATE SWAP SEC Delta 3 A All dates 60%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 60%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 B All dates 60%
CME ED - EURODOLLAR FUTURES 7 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
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 12/2025 09/2026 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
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 AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS Delta 5 B All dates 60%
CME GA - GSCI ER FUTURES 1 A All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 3 A All dates 60%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 60%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2019 04/2019 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 4 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CME ERIS Standards ZC9110 - ERIS STANDARD 10Y INT RATE SWAP FUT Delta 1 A All dates 60%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 2 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 4 A All dates 60%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
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
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
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 ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH Delta 6 A All dates 60%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 2 A All dates 60%
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2019 09/2019 60%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZA9202 - ERIS 2-YR INT RATE SWAP SEC COUPON 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 01/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
CME ERIS Standards ZA9102 - ERIS STANDARD 2Y INT RATE SWAP FUTU 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2019 08/2019 60%
CME ED - EURODOLLAR FUTURES 5 B 01/2019 09/2019
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
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 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 INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 55%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 3 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 3 A All dates 55%
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 55%
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON 1 A All dates
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 55%
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP 1 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 09/2018 10/2018 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 09/2018 09/2018
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 ETHANOL EH - ETHANOL FUTURES Delta 7 A 09/2018 10/2018 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 10/2018 10/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 11/2018 09/2021 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 09/2018 09/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 09/2018 10/2018 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 11/2018 03/2019
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 55%
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU 3 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 09/2018 10/2018 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 07/2019 08/2021
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 09/2018 10/2018 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 04/2019 06/2019
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 55%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
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
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 85%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2019 08/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2019 08/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2019 08/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2019 08/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2018 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2019 08/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2019 04/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2019 08/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2019 08/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2018 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2019 04/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2019 08/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 01/2019 09/2019 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2019 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2019 04/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2018 12/2018 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2019 04/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 55%
CME ED - EURODOLLAR FUTURES 5 B 01/2019 09/2019
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 5 A All dates 54%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 52%
CBT YM - E-MINI DOW ($5) FUTURES 1 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 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 AGRICULTURE DFT - DAP FOB TAMPA SWAP Delta 1 A All dates 50%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 2 B All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 5 A All dates 50%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 5 A All dates 50%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 3 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
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 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
CME ERIS Standards ZC9207 - ERIS 7-YR INT RATE SWAP (SECONDARY) Delta 3 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9205 - ERIS 5-YR INT RATE SWAP SEC COUPON Delta 3 A All dates 50%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZC9107 - ERIS 7-YR INT RATE SWAP Delta 3 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZD9130 - ERIS STANDARD 30Y INT RATE SWAP FUT Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
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
CME ERIS Standards ZD9230 - 30-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 3 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 50%
S - SOYBEAN 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 12/2019 09/2020
CME ERIS Standards ZB9105 - ERIS STANDARD 5Y INT RATE SWAP FUTU Delta 3 A All dates 50%
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES 1 A All dates
CME ERIS Standards ZD9220 - ERIS 20-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 4 A All dates
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 12/2027 09/2028
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 A 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 12/2025 09/2026
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 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 E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 01/2019 09/2019
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 3 A All dates 50%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 3 A All dates 50%
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 09/2018 12/2018
CME ERIS Standards ZB9912 - 5 YEAR INVOICE SWAP DEC Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9909 - 5 YEAR INVOICE SWAP SEP Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH Delta 5 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9120 - ERIS 20-YR INT RATE SWAP Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 4 A All dates
CBT AGRICULTURE 14 - ROUGH RICE FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 02/2019 04/2019 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME ERIS Standards ZD9806 - 30 YEAR INVOICE SWAP RESERVE JUNE Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9809 - 30 YEAR INVOICE SWAP RESERVE SEP Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9812 - 30 YEAR INVOICE SWAP RESERVE DEC Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9803 - 30 YEAR INVOICE SWAP RESERVE MARCH Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 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 UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP Delta 1 B All dates 50%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 A All dates
CME ERIS Standards ZD9912 - 30 YEAR INVOICE SWAP DEC Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9906 - 30 YEAR INVOICE SWAP JUNE Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9903 - 30 YEAR INVOICE SWAP MARCH Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CME ERIS Standards ZD9909 - 30 YEAR INVOICE SWAP SEP Delta 1 A All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 3 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 A All dates 50%
S - SOYBEAN FUTURES 1 B All dates
CME ERIS Standards ZD9215 - ERIS 15-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 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
CME ERIS Standards ZD9115 - ERIS 15-YR INT RATE SWAP Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
41 - 30 DAY FED FUND FUTURES 5 B 09/2019 08/2021
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%
41 - 30 DAY FED FUND FUTURES 5 B 05/2019 08/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 01/2019 09/2019
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
W - WHEAT FUTURES 1 B All dates
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 2 B All dates 50%
UFN - UREA (GRANULAR) FOB U.S. GULF SWAP 1 A All dates
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
CME ERIS Standards ZC9906 - 10 YEAR INVOICE SWAP JUNE Delta 2 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 3 A All dates
CME ERIS Standards ZC9903 - 10 YEAR INVOICE SWAP MARCH Delta 1 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZB9104 - ERIS 4-YR INT RATE SWAP Delta 3 A All dates 50%
CBT INTEREST RATES S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME ERIS Standards ZC9210 - 10-YR INT RATE SWAP SEC COUPON Delta 1 A All dates 50%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 2 A All dates
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
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 4 A All dates 50%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
CME ERIS Standards ZB9903 - 5 YEAR INVOICE SWAP MARCH 2 A All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ERIS Standards ZB9906 - 5 YEAR INVOICE SWAP JUNE 3 A All dates
CME ERIS Standards ZB9103 - ERIS 3-YR INT RATE SWAP Delta 4 A All dates 50%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 01/2019 09/2019 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2018 12/2018 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME ERIS Standards ZA9903 - 2 YEAR INVOICE SWAP MARCH Delta 4 A All dates 50%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZA9906 - 2 YEAR INVOICE SWAP JUNE Delta 4 A All dates 50%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZA9909 - 2 YEAR INVOICE SWAP SEP Delta 4 A All dates 50%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CME ERIS Standards ZA9912 - 2 YEAR INVOICE SWAP DEC Delta 4 A All dates 50%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 A All dates
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 50%
C - CORN FUTURES 2 A 09/2018 12/2018
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 50%
C - CORN FUTURES 2 A 03/2019 12/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2018 12/2018
CME ERIS Standards ZB9203 - ERIS 3-YR INT RATE SWAP SEC Delta 6 A All dates 50%
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 50%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2018 12/2018 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 2 A 09/2018 12/2018
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
WEU - EU WHEAT FUTURES 1 B All dates
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 B All dates 50%
BCF - BLACK SEA CORN FIN STL PLATTS FUT 1 A All dates
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 B All dates 50%
BCF - BLACK SEA CORN FIN STL PLATTS FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2019 04/2019 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2019 08/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 01/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2018 06/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2018 12/2018
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 2 A All dates 48%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 11 B All dates 100%
07 - SOYBEAN OIL FUTURES 9 B All dates
31 - SOYBEAN CRUSH COMBO 1 A All dates
S - SOYBEAN FUTURES 10 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 09/2018 10/2018 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 10/2018 10/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 09/2018 10/2018 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 11/2018 11/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 11/2018 09/2021 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 10/2018 10/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 09/2018 10/2018 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 12/2018 12/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 11/2018 09/2021 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 11/2018 11/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 09/2018 10/2018 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 01/2019 03/2019
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 11/2018 09/2021 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 12/2018 12/2018
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B 11/2018 09/2021 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A 01/2019 03/2019
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 45%
CME FC - FEEDER CATTLE FUTURES 1 A All dates
CME LC - LIVE CATTLE FUTURES 2 B All dates