LIVE CATTLE - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 2 A All dates 65%
LC - LIVE CATTLE FUTURES 3 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 45%
CME FC - FEEDER CATTLE FUTURES 2 A All dates
CME LC - LIVE CATTLE FUTURES 4 B All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 2 A All dates 75%
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
CBT AGRICULTURE C - CORN FUTURES 27 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 6 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 8 B All dates 75%
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
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 7 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 9 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 4 B All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 2 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
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE2 - SP GSCI-ER 2 MTH FOWARD INX SWP 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE3 - GSCI-ER 3 MTH FOWARD INX SWPS 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE RRE - S&P GSCI ENHANCED ER SWAP FUT 100 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 75%
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 2 A All dates 75%
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
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 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
CBT AGRICULTURE S - SOYBEAN FUTURES Delta 3 A All dates 75%
CBT AGRICULTURE W - WHEAT FUTURES 3 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 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
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
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 6 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 2 A All dates 75%
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 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
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 8 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 2 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
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 Delta 1 A All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-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 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
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 B All dates 75%
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 B All dates
NYM 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
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 B All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 2 A All dates 70%
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE C - CORN FUTURES 27 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 10 A All dates 70%
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT-WHEAT ICS 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 70%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 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
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

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