Asset Class Navigation

KC HRW Wheat Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 50%
KCW - KC HRW WHEAT-WHEAT ICS 2 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 50%
KCW - KC HRW WHEAT-WHEAT ICS 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 09/2019 12/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 03/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 03/2020 06/2020
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 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
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 03/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2014 03/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 09/2019 12/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 03/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 03/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
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 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2020 10/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 11/2020 08/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 11/2020 08/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 09/2020 09/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2027 06/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2026 06/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2028 06/2029
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2029 06/2030 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2028 06/2029 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2027 06/2028 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 03/2018 06/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 07/2023 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 07/2023 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 03/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2029 06/2030 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 03/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 50%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2027 06/2028 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2029 06/2030 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2028 06/2029 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 07/2023 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 03/2021 03/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 03/2021 03/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 09/2020 03/2021 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 08/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 12/2012 03/2013 50%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2020 10/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 11/2020 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2025 06/2026 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2021 07/2023 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2020 07/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2026 06/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2028 06/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 09/2027 06/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2025 06/2026 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 50%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2020 10/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 08/2020 10/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 11/2020 08/2021
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
WEU - EU WHEAT FUTURES 1 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 06/2013 09/2013 50%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2020 06/2020
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 11/2020 01/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 08/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2024 06/2025 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2025 06/2026 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 08/2020 10/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2018 06/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2020 10/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2018 06/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 50%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 09/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2020 12/2020 50%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2021 03/2021 50%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2024 06/2025 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 12/2017 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2023 06/2024 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 09/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2017 06/2017 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 08/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 08/2020 10/2020 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 03/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 08/2020 10/2020 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2020 06/2020 50%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 50%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 09/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 50%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2021 06/2022 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2022 06/2023 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 03/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 09/2019 12/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 46%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 2 A All dates 45%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 20 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 25 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 45%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 4 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CME EQUITY INDEX XAR - REAL ESTATE SELECT SECTOR FUTURES Delta 2 A All dates 45%
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 45%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 45%
INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 45%
INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 45%
INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 45%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B 11/2020 08/2021 45%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 45%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2020 12/2020
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 45%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2021 03/2021
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 45%
CME FC - FEEDER CATTLE FUTURES 2 A All dates
CME LC - LIVE CATTLE FUTURES 4 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 5 B 07/2021 07/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 11/2020 08/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 10/2020 10/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 09/2020 09/2020
CBT AGRICULTURE C - CORN FUTURES Delta 2 A All dates 45%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 B All dates 45%
CME CPO - USD MALAYSIAN CRUDE PALM CAL FUT 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 12/2020 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 07/2021 07/2023 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2021 06/2021 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2021 06/2021 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 10/2020 10/2020 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 11/2020 08/2021 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 09/2020 09/2020 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 A 03/2020 06/2020 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 09/2020 03/2021 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 45%
DFT - DAP FOB TAMPA SWAP 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 A 09/2019 12/2019 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 2 B All dates 45%
W - WHEAT FUTURES 3 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2013 03/2014
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 45%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT AGRICULTURE C - CORN FUTURES Delta 1 A 09/2020 09/2020 45%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 07/2021 07/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 02/2021 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 02/2021 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2020 10/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 11/2020 08/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 09/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 B All dates 45%
CME OPF - USD MALAYSIAN PALM OLEIN CAL FUT 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 B All dates 45%
C - CORN FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2020 06/2021 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 A All dates 45%
CME GA - GSCI ER FUTURES 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 03/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 A 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 11/2020 01/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 11/2020 01/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 09/2020 10/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2020 08/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 3 B 09/2029 06/2030
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 07/2023 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 03/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 03/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2029 06/2030 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2026 06/2027 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2028 06/2029 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2027 06/2028 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2029 06/2030 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2028 06/2029 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2027 06/2028 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2026 06/2027 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2025 06/2026 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 08/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2024 06/2025 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2026 06/2027 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 3 B 09/2029 06/2030
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2023 06/2024 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 12/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2026 06/2027 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2027 06/2028 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2028 06/2029 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2029 06/2030 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 03/2021 45%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2022 06/2023 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2018 06/2018 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 11/2020 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT EQUITY INDEX JR - DJ US REAL ESTATE INDEX Delta 1 A All dates 85%
CME XAR - REAL ESTATE SELECT SECTOR FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2025 06/2026 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2021 06/2022 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 5 A All dates 45%
LIB - 7-YEAR ERIS SWAP FUTURES 3 B 12/2013 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 12/2017 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2023 06/2024 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 45%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 45%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 08/2020 10/2020 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2023 06/2024 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2022 06/2023 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 03/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2020 06/2021 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2021 06/2022 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2020 06/2021 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2020 06/2021 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 03/2021 43%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT INTEREST RATES I3 - 30Y INTEREST RATE SWAP FUTU Delta 2 A All dates 85%
NG - 5-YR INTEREST RATE SWAP FUTURES 7 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2018 09/2018 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2017 03/2018 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 41%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 40%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 40%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 12/2020 85%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 40%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 6 A All dates
CBT EQUITY INDEX JR - DJ US REAL ESTATE INDEX Delta 2 B All dates 40%
YM - E-MINI DOW ($5) FUTURES 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 03/2021 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES NG - 5-YR INTEREST RATE SWAP FUTURES Delta 5 A All dates 40%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 40%
INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 9 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 85%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2022 06/2023 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 06/2021 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 09/2026 06/2027 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 09/2028 06/2029 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 09/2029 06/2030 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 09/2027 06/2028 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 09/2025 06/2026 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 10/2020 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 01/2021 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 09/2024 06/2025 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 10/2020 85%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 06/2023 03/2024 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2021 03/2021 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 06/2022 03/2023 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 06/2021 03/2022 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 06/2021 03/2022 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 12/2020 03/2021 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 12/2020 03/2021 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2020 12/2020 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2021 06/2022 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2020 06/2021 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2021 03/2021 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2020 12/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2019 12/2019 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2020 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 85%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2018 06/2018 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2019 06/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2019 06/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2017 12/2017 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2019 06/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2017 12/2017 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2018 12/2018 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2018 12/2018 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2017 06/2017 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2018 12/2018 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 40%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2021 06/2022
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 40%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 8 B 09/2022 06/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 8 B 09/2021 06/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 8 B 11/2020 06/2021
CBT AGRICULTURE UFG - UREA (GRANULAR) FOB EGYPT SWAP Delta 1 B All dates 40%
UFU - UAN FOB NOLA SWAP 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2014 03/2015 40%
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 06/2014 09/2014 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT AGRICULTURE MFC - MAP CFR BRAZIL FUTURES Delta 1 A All dates 40%
UFB - UREA (GRANULAR) CFR BRAZIL FUTURES 1 B All dates
CBT AGRICULTURE MFC - MAP CFR BRAZIL FUTURES Delta 1 A All dates 40%
UME - UREA (GRANULAR) FOB MIDDLE EAST FUT 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 03/2019 06/2019 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 09/2018 12/2018 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES T1U - 2-YEAR USD MAC SWAP FUTURES Delta 4 B All dates 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT AGRICULTURE UFU - UAN FOB NOLA SWAP Delta 1 A All dates 40%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 09/2018 12/2018 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT AGRICULTURE MFC - MAP CFR BRAZIL FUTURES Delta 1 A All dates 40%
UFU - UAN FOB NOLA SWAP 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2020 06/2021 40%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2021 40%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 11/2020 08/2021
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 40%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 40%
KCW - KC HRW WHEAT-WHEAT ICS 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 03/2018 06/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 40%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 40%
LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 06/2020
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 2 A All dates 40%
KCW - KC HRW WHEAT-WHEAT ICS 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 08/2020 10/2020
CBT AGRICULTURE MFC - MAP CFR BRAZIL FUTURES Delta 1 A All dates 40%
UFN - UREA (GRANULAR) FOB U.S. GULF SWAP 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 11/2020 06/2021 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 03/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 40%
C - CORN FUTURES 2 A 12/2020 12/2023
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 40%
C - CORN FUTURES 2 A 09/2020 09/2020
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 40%
C - CORN FUTURES 2 B 12/2020 12/2023
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 40%
C - CORN FUTURES 2 B 09/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 03/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 12/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 07/2023 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 06/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 01/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2020 08/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2020 03/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 09/2017 12/2017
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 40%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 03/2021 03/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 40%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2029 06/2030 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 40%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2029 06/2030 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2027 06/2028 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2028 06/2029 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2025 06/2026 40%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 12/2019 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 07/2023 40%
CME ED - EURODOLLAR FUTURES 5 B 08/2020 10/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2020 08/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2020 08/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 40%
LID - 4-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 03/2019 06/2019 40%
CME ED - EURODOLLAR FUTURES 10 B 09/2026 06/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 40%
LIC - 3-YEAR ERIS SWAP FUTURES 1 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2018 06/2018 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2020 08/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 12/2017 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 11/2020 08/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 12/2017 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2020 08/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 08/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2017 06/2017 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2020 10/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 08/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 40%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2024 06/2025 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2017 06/2017 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2020 08/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 A All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 9 B 03/2017 06/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 40%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 08/2020 10/2020 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 11/2020 06/2021 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2017 06/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2023 03/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2017 06/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2017 06/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2017 06/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2017 06/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2017 06/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2017 06/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2015 12/2015 37%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 36%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 09/2020 12/2024 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 50 A 07/2021 07/2023
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 09/2020 12/2024 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 84 A 09/2020 10/2020
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 09/2020 12/2024 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 50 A 02/2021 06/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 09/2020 12/2024 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 84 A 11/2020 01/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 09/2020 12/2024 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 70 A 02/2021 06/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 09/2020 12/2024 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 70 A 11/2020 01/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 35%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 50 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 09/2020 12/2024 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 84 A 07/2020 08/2020
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 5 A All dates 35%
INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 4 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 35%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 2 A 10/2020 10/2020 35%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 2 A All dates 35%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 2 A 11/2020 11/2020 35%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 2 A 12/2020 12/2020 35%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 2 A 01/2021 01/2021 35%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 B All dates