Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 2 | A | All dates | 70% | |
S - SOYBEAN FUTURES | 1 | B | All dates | |||||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 2 | B | All dates | 65% | |
SSB - FOB SANTOS SOYBEANS FINANCIALLY SET | 1 | A | All dates | |||||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 1 | B | All dates | 45% | |
CME | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | 1 | A | All dates | ||||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 1 | B | All dates | 45% | |
CME | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | A | All dates | ||||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | 05/2021 | 05/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | 06/2021 | 08/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | 09/2021 | 02/2022 | ||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | Delta | 1 | A | 03/2022 | 02/2023 | 40% |
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | 05/2021 | 12/2024 | ||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 05/2021 | 05/2021 | 40% |
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | 05/2021 | 12/2024 | ||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 06/2021 | 08/2021 | 40% |
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | 05/2021 | 12/2024 | ||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | Delta | 1 | A | 03/2023 | 01/2025 | 40% |
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | 05/2021 | 12/2024 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 05/2021 | 05/2021 | ||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 09/2021 | 02/2022 | 40% |
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | 05/2021 | 12/2024 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 06/2021 | 06/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 07/2021 | 07/2021 | ||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 03/2022 | 02/2023 | 40% |
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | 05/2021 | 12/2024 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 08/2021 | 08/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 09/2021 | 09/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 10/2021 | 12/2021 | ||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | 03/2023 | 01/2025 | 40% |
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 5 | B | 05/2021 | 12/2024 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 01/2022 | 03/2022 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 04/2022 | 09/2022 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 10/2022 | 03/2023 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 40% |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | 04/2023 | 03/2029 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 2 | A | All dates | 40% | |
KCW - KC HRW WHEAT-WHEAT ICS | 1 | B | All dates | |||||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2021 | 05/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 06/2021 | 06/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 07/2021 | 07/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 08/2021 | 08/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 09/2021 | 09/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 10/2021 | 12/2021 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 01/2022 | 03/2022 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 04/2022 | 09/2022 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 10/2022 | 03/2023 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 5 | B | 05/2021 | 12/2024 | 35% |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 04/2023 | 02/2032 | ||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 1 | B | All dates | 30% | |
C - CORN FUTURES | 1 | A | All dates | |||||
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 11 | A | All dates | 80% | |
07 - SOYBEAN OIL FUTURES | 9 | A | All dates | |||||
S - SOYBEAN FUTURES | 10 | B | All dates | |||||
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 7 | B | All dates | 75% | |
CMX | METALS | CX-HG - COMEX COPPER FUTURES | 9 | B | All dates | |||
CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 4 | B | All dates | |||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 2 | B | All dates | |||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 3 | B | All dates | |||
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 8 | B | All dates | |||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 14 | B | All dates | |||
CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | 999 | A | All dates | |||
CBT | AGRICULTURE | C - CORN FUTURES | 24 | B | All dates | |||
CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 5 | B | All dates | |||
CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 7 | B | All dates | |||
CME | AGRICULTURE | LN - LEAN HOG FUTURES | 6 | B | All dates | |||
CBT | AGRICULTURE | S - SOYBEAN FUTURES | 10 | B | All dates | |||
CBT | AGRICULTURE | W - WHEAT FUTURES | 10 | B | All dates | |||
NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 23 | B | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 10 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 12 | B | All dates | |||
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 3 | A | All dates | 75% | |
CMX | METALS | CX-HG - COMEX COPPER FUTURES | 3 | A | All dates | |||
CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 4 | A | All dates | |||
CBT | AGRICULTURE | C - CORN FUTURES | 10 | A | All dates | |||
CBT | AGRICULTURE | DG2 - BLOOMBERG COMM INDX 2-MONTH FWD SWP | 100 | B | All dates | |||
CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||
CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 2 | A | All dates | |||
CME | AGRICULTURE | LN - LEAN HOG FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||
CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||
NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 6 | A | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 2 | A | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 3 | A | All dates | |||
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 3 | A | All dates | 75% | |
CMX | METALS | CX-HG - COMEX COPPER FUTURES | 3 | A | All dates | |||
CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | C - CORN FUTURES | 10 | A | All dates | |||
CBT | AGRICULTURE | DG3 - BLOOMBERG COMM INDX 3-MONTH FWD SWP | 100 | B | All dates | |||
CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||
CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 2 | A | All dates | |||
CME | AGRICULTURE | LN - LEAN HOG FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||
CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||
NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 6 | A | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 2 | A | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 3 | A | All dates | |||
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 2 | A | All dates | 75% | |
CMX | METALS | CX-HG - COMEX COPPER FUTURES | 3 | A | All dates | |||
CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 2 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 4 | A | All dates | |||
CBT | AGRICULTURE | C - CORN FUTURES | 9 | A | All dates | |||
CBT | AGRICULTURE | DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX | 100 | B | All dates | |||
CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||
CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 1 | A | All dates | |||
CME | AGRICULTURE | LN - LEAN HOG FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | S - SOYBEAN FUTURES | 3 | A | All dates | |||
CBT | AGRICULTURE | W - WHEAT FUTURES | 3 | A | All dates | |||
NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 8 | A | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 3 | A | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 4 | A | All dates | |||
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | A | All dates | 75% | |
CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 2 | A | All dates | |||
CBT | AGRICULTURE | C - CORN FUTURES | 4 | A | All dates | |||
CBT | AGRICULTURE | S - SOYBEAN FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | W - WHEAT FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | 100 | B | All dates | |||
CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||
CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 1 | A | All dates | |||
CME | AGRICULTURE | LN - LEAN HOG FUTURES | 1 | A | All dates | |||
NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 3 | A | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | All dates | |||
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | B | All dates | 75% | |
CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | B | All dates | |||
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 1 | B | All dates | |||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 1 | B | All dates | |||
CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | 100 | A | All dates | |||
CBT | AGRICULTURE | C - CORN FUTURES | 4 | B | All dates | |||
CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 1 | B | All dates | |||
CME | AGRICULTURE | LN - LEAN HOG FUTURES | 1 | B | All dates | |||
CBT | AGRICULTURE | S - SOYBEAN FUTURES | 1 | B | All dates | |||
CBT | AGRICULTURE | W - WHEAT FUTURES | 1 | B | All dates | |||
NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 3 | B | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | B | All dates | |||
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | A | All dates | 70% | |
CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | 100 | B | All dates | |||
CBT | AGRICULTURE | C - CORN FUTURES | 4 | A | All dates | |||
CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | 1 | A | All dates | |||
CME | AGRICULTURE | LC - LIVE CATTLE FUTURES | 1 | A | All dates | |||
CME | AGRICULTURE | LN - LEAN HOG FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | S - SOYBEAN FUTURES | 1 | A | All dates | |||
CBT | AGRICULTURE | W - WHEAT FUTURES | 1 | A | All dates | |||
NYM | NATURAL GAS | NY-NG - NATURAL GAS HENRY HUB FUTURE | 3 | A | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | All dates |