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 | 09/2020 | 12/2020 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2012 | 12/2012 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 78% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2012 | 12/2012 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 06/2021 | 94% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 06/2021 | 94% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2020 | 12/2020 | 94% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | ||||

CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 3 | A | All dates | 77% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 2 | A | All dates | 77% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 06/2021 | 93% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 93% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 77% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 09/2021 | 77% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 77% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 06/2021 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2021 | 09/2021 | 92% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2013 | 06/2013 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2021 | 09/2021 | 92% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 09/2021 | 76% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 76% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 76% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2021 | 09/2021 | 76% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2018 | 06/2018 | ||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 3 | B | All dates | 75% | |

CME | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 2 | A | All dates | 75% | |

CME | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | UBE - LONG TERM U.S. TREASURY BOND FUTURE | Delta | 2 | B | All dates | 75% | |

YIE - 30-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

LIO - 20-YEAR ERIS SWAP FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 91% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 06/2021 | 91% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 91% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 91% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 91% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2014 | 06/2014 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2021 | 09/2021 | 91% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2021 | 06/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 91% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2013 | 12/2013 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 91% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2013 | 12/2013 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2020 | 12/2020 | 91% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 91% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | YIO - 20-YEAR ERIS SOFR SWAP FUTURES | Delta | 10 | A | All dates | 75% | |

17 - 30 YR U.S. TREASURY BOND FUTURES | 9 | B | All dates | |||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 09/2012 | 12/2012 | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LII - 12-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 1 | A | All dates | 75% | |

S - SOYBEAN FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | YIL - 15-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2029 | 12/2029 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2028 | 12/2028 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 03/2030 | 12/2030 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | YII - 12-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | N1S - 10-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | |||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 2 | B | All dates | 75% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 75% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 75% |

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 | 09/2017 | 12/2017 | 75% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 75% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2028 | 12/2028 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2030 | 12/2030 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 90% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2029 | 12/2029 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2027 | 12/2027 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 75% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 9 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

N1S - 10-YEAR SOFR MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 75% | |

66 - 10Y INTEREST RATE SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2016 | 06/2016 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2019 | 09/2021 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2015 | 12/2015 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | B | 09/2012 | 12/2012 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 75% | |

S1S - 7-YEAR SOFR MAC SWAP FUTURES | 5 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2021 | 09/2021 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2021 | 06/2021 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 09/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2020 | 12/2020 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2030 | 12/2030 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 09/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2020 | 06/2020 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2028 | 12/2028 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2029 | 12/2029 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2027 | 12/2027 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2026 | 12/2026 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 90% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2019 | 12/2019 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2025 | 12/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2024 | 12/2024 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2023 | 12/2023 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 75% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 03/2021 | 06/2021 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 75% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2022 | 12/2022 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 1 | B | All dates | 75% | |

DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 06/2021 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 75% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 10 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

F1S - 5-YEAR SOFR MAC SWAP FUTURES | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CBT | INTEREST RATES | YID - 4-YEAR ERIS SOFR SWAP FUTURES | Delta | 6 | A | All dates | 75% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | A | 09/2020 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2025 | 12/2025 | 75% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 75% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 09/2021 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2025 | 12/2025 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2024 | 12/2024 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 12/2024 | 06/2030 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 75% | |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | Delta | 5 | A | All dates | 75% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | B | All dates | |||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 75% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 5 | B | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 03/2023 | 12/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2024 | 12/2024 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2020 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2024 | 12/2024 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2021 | 09/2021 | 75% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2021 | 06/2021 | 75% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 5 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2021 | 12/2021 | 75% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 12/2021 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2021 | 05/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2021 | 05/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2025 | 12/2025 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2021 | 09/2021 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 75% | |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 75% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 06/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2025 | 12/2025 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2021 | 05/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2024 | 12/2024 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2024 | 12/2024 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 03/2024 | 12/2024 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2021 | 12/2021 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2021 | 05/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2018 | 12/2018 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | B | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2018 | 12/2018 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | B | 03/2021 | 06/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2017 | 06/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2017 | 06/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 03/2021 | 06/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2021 | 05/2021 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2020 | 09/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2020 | 12/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2023 | 12/2023 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | YID - 4-YEAR ERIS SOFR SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2022 | 02/2026 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2021 | 02/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 09/2021 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2021 | 02/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 02/2022 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2021 | 02/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 09/2021 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2021 | 02/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 02/2022 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2021 | 02/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2022 | 02/2026 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 06/2021 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2021 | 02/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2020 | 09/2021 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 09/2020 | 12/2020 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2023 | 09/2024 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 75% | |

41 - 30 DAY FED FUND FUTURES | 1 | B | 03/2022 | 02/2026 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2022 | 02/2026 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2023 | 12/2023 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2021 | 09/2021 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 05/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2021 | 02/2022 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 06/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 06/2021 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2021 | 04/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2021 | 12/2021 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2021 | 12/2021 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 12/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2021 | 09/2022 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2021 | 09/2022 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 2 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

T1S - 2-YEAR SOFR MAC SWAP FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2021 | 12/2021 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2021 | 12/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2021 | 05/2021 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2021 | 12/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2021 | 09/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 03/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 12/2022 | 09/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 12/2022 | 09/2023 | 75% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 03/2023 | 12/2023 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2021 | 05/2021 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 06/2021 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2022 | 12/2022 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 03/2021 | 03/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2021 | 12/2021 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2022 | 12/2022 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2021 | 09/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 12/2022 | 09/2023 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 06/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 05/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2020 | 12/2020 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 03/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 03/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 03/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 03/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 03/2021 | 09/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2022 | 12/2022 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2021 | 12/2021 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2021 | 12/2021 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 03/2021 | 03/2021 | 75% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2019 | 06/2019 | 75% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2020 | 12/2020 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2020 | 06/2020 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 1 | A | 09/2020 | 12/2020 | 75% |

YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 03/2022 | 12/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2019 | 06/2019 | 75% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2019 | 06/2019 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 03/2020 | 06/2020 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2021 | 09/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2021 | 09/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2021 | 09/2021 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 06/2021 | 09/2021 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 03/2021 | 05/2021 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2017 | 12/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2019 | 12/2019 | 75% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 12/2020 | 12/2020 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2017 | 12/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2018 | 12/2018 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2017 | 06/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 90% | |

LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | 09/2015 | 06/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 09/2021 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 74% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2021 | 06/2021 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2019 | 12/2019 | 74% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 73% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2013 | 06/2013 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2020 | 12/2020 | 73% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 09/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 09/2021 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2013 | 12/2013 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 71% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2019 | 12/2019 | 71% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2018 | 12/2018 | ||||

CBT | AGRICULTURE | UFE - UREA (GRANULAR) FOB EGYPT FUTURES | Delta | 1 | B | All dates | 90% | |

UFG - UREA (GRANULAR) FOB EGYPT SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 2 | A | All dates | 90% | |

I3 - 30Y INTEREST RATE SWAP FUTU | 1 | B | All dates | |||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 1 | A | All dates | 70% | |

CME | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | ||||

CME | EQUITY INDEX | XAY - E-MINI SP500 CONS DISCRET SECTOR IX | Delta | 3 | A | All dates | 70% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 2 | A | All dates | 70% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 2 | A | All dates | 70% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 5 | B | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 5 | B | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | A | All dates | |||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 5 | A | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 09/2019 | 09/2021 | 70% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2019 | 09/2021 | 90% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | |||||

CBT | AGRICULTURE | DFL - DAP FOB NOLA SWAP | Delta | 1 | A | All dates | 90% | |

DFN - DAP FOB NOLA FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

LII - 12-YEAR ERIS SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 90% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | ||||

CBT | AGRICULTURE | UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | Delta | 1 | B | All dates | 90% | |

UFV - UREA (GRANULAR) FOB US GULF FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 90% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2019 | 09/2021 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 90% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 3 | B | All dates | 70% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 90% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 06/2021 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 90% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 70% | |

B1U - 30-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 70% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 06/2021 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2014 | 03/2019 | 90% |

S1U - 7-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 90% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 90% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2014 | 06/2014 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2014 | 06/2014 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2021 | 09/2021 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2020 | 09/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2020 | 12/2020 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2020 | 09/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2021 | 09/2021 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 90% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2012 | 12/2012 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2021 | 09/2021 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2020 | 12/2020 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2021 | 06/2021 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2021 | 09/2021 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2020 | 06/2020 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2020 | 12/2020 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2020 | 12/2020 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2020 | 06/2020 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2020 | 12/2020 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2020 | 06/2020 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2019 | 06/2019 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 09/2020 | 12/2020 | ||||

CBT | AGRICULTURE | S - SOYBEAN FUTURES | Delta | 1 | A | All dates | 70% | |

SSB - FOB SANTOS SOYBEANS FINANCIALLY SET | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2019 | 12/2019 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 1 | B | 09/2019 | 12/2019 | 90% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2019 | 12/2019 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2019 | 12/2019 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

LII - 12-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 70% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | B | All dates | 70% | |

N1S - 10-YEAR SOFR MAC SWAP FUTURES | 5 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 09/2021 | ||||

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 70% | |

LIO - 20-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | AGRICULTURE | UFG - UREA (GRANULAR) FOB EGYPT SWAP | Delta | 1 | B | All dates | 70% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 70% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 2 | A | All dates | 70% | |

S - SOYBEAN FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2016 | 06/2016 | ||||

CBT | AGRICULTURE | DFT - DAP FOB TAMPA SWAP | Delta | 1 | A | All dates | 70% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 5 | B | All dates | 70% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 4 | A | All dates | |||||

CBT | INTEREST RATES | S1S - 7-YEAR SOFR MAC SWAP FUTURES | Delta | 2 | A | All dates | 70% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 06/2014 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2014 | 06/2014 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 70% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2015 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2013 | 12/2013 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2013 | 12/2013 | ||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 1 | B | All dates | 70% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

7I - 7-YR INTEREST RATE SWAP FUT | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2015 | 06/2015 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2014 | 12/2014 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 09/2021 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 70% | |

YIY - 10-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2014 | 06/2014 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

N1S - 10-YEAR SOFR MAC SWAP FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2029 | 12/2029 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2030 | 12/2030 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2028 | 12/2028 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2021 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2026 | 12/2026 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2027 | 12/2027 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2018 | 06/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2025 | 12/2025 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2017 | 12/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2024 | 12/2024 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2023 | 12/2023 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2019 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

F1S - 5-YEAR SOFR MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 7 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2018 | 12/2018 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2022 | 12/2022 | 70% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2030 | 12/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2022 | 12/2022 | 70% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2014 | 03/2019 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 09/2020 | 09/2021 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 6 | B | All dates | 70% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 5 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |

S1S - 7-YEAR SOFR MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 5 | A | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 70% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | B | All dates | 70% | |

YIB - 7-YEAR ERIS SOFR SWAP FUTURES | 7 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2014 | 06/2014 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | A | All dates | 70% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 06/2019 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 70% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | B | All dates | 70% | |

YID - 4-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2019 | 09/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 09/2013 | 12/2013 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 09/2014 | 12/2014 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | YIB - 7-YEAR ERIS SOFR SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 7 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2017 | 06/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2029 | 12/2029 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2030 | 12/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2029 | 12/2029 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2030 | 12/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2028 | 12/2028 | 70% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2029 | 12/2029 | 70% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2030 | 12/2030 | 70% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2013 | 06/2013 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2015 | 06/2015 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2013 | 06/2013 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 03/2015 | 06/2015 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | All dates | 70% | |

CBT | NG - 5-YR INTEREST RATE SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2019 | 06/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2027 | 12/2027 | 70% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2026 | 12/2026 | 70% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | A | 03/2021 | 06/2021 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | A | All dates | 70% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | A | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 70% | |

YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 70% | |

F1S - 5-YEAR SOFR MAC SWAP FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2016 | 06/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2024 | 06/2030 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | A | 12/2024 | 06/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2021 | 06/2021 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | A | 09/2020 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2025 | 12/2025 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2020 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2025 | 12/2025 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 09/2015 | 12/2015 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 6 | B | All dates | 70% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 5 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 09/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 06/2021 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 70% |

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2024 | 06/2030 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 12/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2026 | 12/2026 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2021 | 09/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2014 | 03/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 03/2015 | 06/2015 |