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KC HRW Wheat Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Scan 5 All dates 68%
21 - 10Y TREASURY NOTE FUTURES 12 All dates
25 - 5 YR TREASURY NOTE FUTURES 18 All dates
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 8 All dates
UBE - LONG TERM U.S. TREASURY BOND FUTURE 3 All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 98%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 98%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 98%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 98%
WCS - WHEAT CALENDAR SWAP 1 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 6 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE C - CORN FUTURES 27 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 6 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 B All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 2 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 8 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 14 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 999 A All dates
CBT AGRICULTURE C - CORN FUTURES 24 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 7 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 6 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 10 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 10 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 23 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 10 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 12 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 7 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 9 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 4 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE RRE - S&P GSCI ENHANCED ER SWAP FUT 100 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE2 - SP GSCI-ER 2 MTH FOWARD INX SWP 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE3 - GSCI-ER 3 MTH FOWARD INX SWPS 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 1 A All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE DG2 - BLOOMBERG COMM INDX 2-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 1 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE DG3 - BLOOMBERG COMM INDX 3-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 2 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 9 A All dates
CBT AGRICULTURE DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 8 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 3 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 4 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 2 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 B All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 6 A All dates 70%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE C - CORN FUTURES 27 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 A All dates 70%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES Delta 1 A All dates 70%
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 B All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 11 A All dates 67%
07 - SOYBEAN OIL FUTURES 9 A All dates
S - SOYBEAN FUTURES 10 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 50%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 1 A All dates 50%
SNS - SOYBEAN CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 50%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 A All dates 50%
WCS - WHEAT CALENDAR SWAP 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 06/2020 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 88%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2018 09/2018 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 87%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 87%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 86%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 1 A All dates 85%
YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 3 B All dates 85%
CME R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT 4 A All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 2 A All dates 85%
CME RS1 - EMINI RUSSELL 1000 INDEX FUTURES 3 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2020 11/2022 85%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 12/2019 12/2019
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2020 11/2022 85%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 01/2020 05/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2020 11/2022 85%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 06/2020 08/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 01/2020 11/2022 85%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 09/2020 10/2022
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 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 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 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 85%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2019 03/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 85%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2019 03/2020 85%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 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 06/2018 09/2018 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 85%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2020 09/2020 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 06/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2019 03/2020 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 06/2020 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 85%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2020 06/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2019 03/2020 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2018 03/2019 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2019 06/2020
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 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 85%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 85%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
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 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2017 03/2018 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
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 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2017 03/2018 85%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2017 03/2018 85%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2018 03/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2016 12/2016 85%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 84%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 96%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 83%
25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 5 A All dates 83%
26 - 2 YEAR TREASURY NOTE FUTURES 6 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 83%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 95%
LIE - 30-YEAR ERIS SWAP FUTURES 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 95%
LIO - 20-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 06/2020 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2020 95%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 B All dates
CME EQUITY INDEX IPO - E-MINI IPOX 100 U.S. INDEX FUTURES Delta 5 A All dates 82%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 95%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 06/2020 82%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2019 03/2020 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2020 06/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 12/2019 03/2020 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2019 03/2020 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2019 03/2020 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 95%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 06/2020 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 95%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2019 09/2019 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2019 03/2020 95%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2019 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 95%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 95%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 95%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2018 06/2018 95%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 95%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 12/2019 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 95%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 95%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2018 03/2019 95%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2017 12/2017 95%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 1 A 12/2018 03/2019 95%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 06/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 06/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2018 09/2018 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 5 A All dates 80%
CME SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 2 B All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 1 A All dates 80%
CME TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 B All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 3 B All dates 80%
CME N1R - NASDAQ-100 TOTAL RETURN INDEX FUT 4 A All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates