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Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2020 06/2021 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 11/2020 03/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2020 06/2021 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 11/2020 03/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 06/2020 06/2021 35%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 8 A 04/2021 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 11/2020 03/2021 35%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 11/2020 03/2021 35%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 04/2021 03/2023 35%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B 06/2020 06/2020 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B All dates 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 A All dates 35%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 B All dates 35%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 35%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2018 03/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 35%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2018 09/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 35%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2017 03/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 35%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 5 B 08/2020 10/2020 35%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 5 B 06/2020 07/2020 35%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 5 B 08/2020 10/2020 35%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2017 03/2018 35%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 07/2020 07/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 A All dates 35%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 03/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 08/2020 04/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 07/2020 07/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2020 10/2020 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 06/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 05/2020 05/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 03/2023 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 03/2021 35%
CME ED - EURODOLLAR FUTURES 5 B 06/2029 03/2030
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 05/2020 05/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 06/2020 06/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 A 07/2020 07/2020 35%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 2 B 06/2020 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 06/2020 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 06/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 06/2020 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 05/2020 05/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 03/2023 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 03/2021 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 A All dates 35%
LIB - 7-YEAR ERIS SWAP FUTURES 7 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 03/2024 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 04/2020 06/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 35%
BWH - BLACK SEA WHEAT FIN STL PLATTS HALF 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 34%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 34%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 33%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2019 03/2020 33%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2019 09/2019 33%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 32%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 32%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 06/2020 09/2020 32%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 31%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 06/2020 09/2020 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 12/2019 03/2020 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 06/2019 09/2019 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 08/2020 10/2020 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 06/2020 07/2020 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 08/2020 10/2020 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 12/2018 03/2019 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 06/2018 09/2018 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 30%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 30%
CME FX JY - JAPANESE YEN FUTURES 1 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 B 04/2020 05/2020 30%
NYM NY-MTH - METHANOL FOBHOUSTON (ARGUS) 5 A 03/2020 04/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 B 06/2020 04/2023 30%
NYM NY-MTH - METHANOL FOBHOUSTON (ARGUS) 5 A 05/2020 12/2021
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 5 A All dates 30%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 5 B 04/2020 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 30%
CME FX JY - JAPANESE YEN FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 04/2020 06/2020 30%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2017 09/2017 30%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 A 12/2018 03/2019 30%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 12/2017 03/2018 30%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 06/2017 09/2017 30%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 06/2020 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 05/2020 05/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 12/2019 03/2020 30%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 06/2019 09/2019 30%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 A All dates 30%
UFU - UAN FOB NOLA SWAP 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 30%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2020 04/2021
CBT AGRICULTURE O - OATS FUTURES Delta 5 B All dates 30%
S - SOYBEAN FUTURES 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2020 07/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2020 06/2020 30%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 2 B 03/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 30%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 30%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 3 B All dates
CBT AGRICULTURE O - OATS FUTURES Delta 5 B All dates 30%
W - WHEAT FUTURES 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 05/2020 05/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 06/2020 06/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 05/2020 05/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2020 07/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 12/2020 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 12/2020 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2020 07/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 12/2020 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 05/2020 05/2020
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 A All dates 30%
O - OATS FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2027 03/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2026 03/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2029 03/2030
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2028 03/2029
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2020 10/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2020 10/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 03/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 03/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2020 10/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 B 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2020 10/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2022 03/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2023 03/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 03/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 03/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 30%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2016 03/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2020 10/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 03/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 07/2020 03/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 30%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 30%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 04/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 04/2020 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 30%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2016 03/2017 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2020 04/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 30%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2021 03/2022 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2017 09/2017 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2020 09/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 09/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 07/2020 03/2021 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 04/2020 06/2020 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 04/2020 06/2020 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 07/2020 03/2021 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2020 09/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2020 09/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2017 09/2017 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 04/2020 06/2020 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2019 03/2020 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2017 09/2017 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2019 03/2020 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2016 09/2016 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2019 09/2019 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2017 09/2017 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2017 09/2017 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2019 09/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2018 03/2019 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2016 09/2016
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2016 09/2016 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2018 03/2019 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2017 09/2017 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2019 03/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2017 09/2017 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2017 03/2018 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2016 09/2016 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2018 09/2018 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2017 09/2017 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2017 09/2017 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2017 09/2017 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2018 09/2018 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 06/2017 09/2017 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 12/2016 03/2017 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 12/2017 03/2018 30%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2016 09/2016
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 06/2016 09/2016 30%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 06/2017 09/2017 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 12/2017 03/2018 30%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 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 12/2016 03/2017
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 12/2015 03/2016
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 25%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 A All dates 25%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 6 A All dates 25%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 25%
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES Delta 3 A All dates 25%
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 25%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT ETHANOL 71 - DENATURED FUEL ETHANOL FWD MTH FUT Delta 1 B 05/2020 03/2023 25%
NYM NY-Z1 - ETHANOL(PL) T2 FOB RTRDM INCL 1 A 05/2020 03/2023
CBT AGRICULTURE W - WHEAT FUTURES Delta 2 A All dates 25%
ETHANOL EH - ETHANOL FUTURES 1 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 03/2020 25%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 06/2019 09/2019 25%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 B All dates 25%
CME CPO - USD MALAYSIAN CRUDE PALM CAL FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 06/2020 07/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 08/2020 10/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 08/2020 10/2020
CBT AGRICULTURE C - CORN FUTURES Delta 1 B All dates 25%
CME OPF - USD MALAYSIAN PALM OLEIN CAL FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 25%
LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 09/2019
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 5 A All dates 25%
KCW - KC HRW WHEAT FUTURES 2 B All dates
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 25%
KCW - KC HRW WHEAT FUTURES 2 B All dates
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 25%
KCW - KC HRW WHEAT FUTURES 2 B All dates
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 5 A All dates 25%
W - WHEAT FUTURES 2 B All dates
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 25%
W - WHEAT FUTURES 2 B All dates
CBT AGRICULTURE BCF - BLACK SEA CORN FIN STL PLATTS FUT Delta 5 A All dates 25%
W - WHEAT FUTURES 2 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 25%
LIT - 2-YEAR ERIS SWAP FUTURE 5 B 12/2019 03/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 25%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 06/2019 09/2019
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 5 A All dates 25%
C - CORN FUTURES 2 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 03/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 07/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2029 03/2030 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 03/2024 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2022 03/2023 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 B All dates 25%
BCF - BLACK SEA CORN FIN STL PLATTS FUT 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2023 03/2024 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 04/2020 06/2020 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 07/2020 03/2021 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2020 03/2021 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 12/2018 03/2019 23%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CME FX JY - JAPANESE YEN FUTURES Delta 3 A All dates 20%
CBT INTEREST RATES 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 20%
CME FX JY - JAPANESE YEN FUTURES 1 A All dates
CBT ETHANOL 71 - DENATURED FUEL ETHANOL FWD MTH FUT Delta 1 B 05/2020 03/2023 20%
NYM NY-EZ - NEW YORK ETHANOL FUT 1 A 05/2020 03/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 07/2020 03/2021
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 20%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 3 A All dates 15%
CBT ETHANOL EH - ETHANOL FUTURES 1 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 3 A All dates 15%
CBT ETHANOL EH - ETHANOL FUTURES 1 B All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 4 A All dates 15%
CBT S - SOYBEAN FUTURES 1 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 4 A All dates 15%
CBT S - SOYBEAN FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 1 A All dates 85%
YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 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