Effective Sunday, May 19, 2019 for trade date Monday, May 20, 2019, and pending all relevant CFTC regulatory review periods, Chicago Mercantile Exchange Inc. will amend the Daily Settlement Procedure Document and Rule 20112.D. (“Daily Price Limits”) in connection with the Random Length Lumber Futures contract and the trading hours of the Random Length Lumber Futures and Options on Random Length Lumber Futures contracts.
Please see SER-8369 for details.
Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 05/2019 | 08/2019 | 90% |
DA - CLASS III MILK FUTURES | 100 | A | 09/2019 | 03/2021 | ||||
DB - CASH BUTTER FUTURES | 4 | B | 04/2019 | 07/2019 | ||||
DY - CME DRY WHEY FUTURES | 27 | B | 04/2019 | 05/2019 | ||||
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 | ||||
CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 1 | A | All dates | 76% | |
RSV - EMINI RUSSELL 1000 VALUE | 1 | B | All dates | |||||
CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 2 | B | All dates | 75% | |
SP - S&P 500 FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | IBV - USD-DENOMINATED IBOVESPA INDEX | Delta | 5 | A | All dates | 75% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 75% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 10 | A | All dates | 75% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 10 | A | All dates | 75% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 1 | A | All dates | 75% | |
SU - S&P/ CITIGROUP VALUE FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 75% | |
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 75% | |
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 1 | B | All dates | 75% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 3 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 75% | |
SU - S&P/ CITIGROUP VALUE FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 75% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 6 | A | All dates | ||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 75% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 75% | |
RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 75% | |
R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 2 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 2 | B | All dates | 75% | |
R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 3 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 75% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 12 | A | All dates | |||||
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 | ||||
CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 2 | B | All dates | 75% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | 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 | ||||
CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 75% | |
R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||
CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 90% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 6 | B | All dates | 75% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | A | All dates | |||||
CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 90% | |
RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 1 | B | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2026 | 03/2027 | 75% |
CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 75% |
CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2028 | 03/2029 | 75% |
CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2027 | 03/2028 | 75% |
CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2026 | 03/2027 | 75% |
CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2025 | 03/2026 | 75% |
CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2027 | 03/2028 | 75% |
CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2028 | 03/2029 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2021 | 03/2022 | 75% |
CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2020 | 03/2021 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 03/2022 | 75% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2020 | 03/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 12/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2021 | 03/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2027 | 03/2028 | 75% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | B | 06/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2028 | 03/2029 | 75% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | B | 06/2019 | 12/2019 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2020 | 03/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2022 | 03/2023 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2023 | 03/2024 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2021 | 03/2022 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2024 | 03/2025 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 75% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 75% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2023 | 03/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 75% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2021 | 03/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 75% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2022 | 03/2023 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2025 | 03/2026 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2026 | 03/2027 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2027 | 03/2028 | 75% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 75% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2020 | 03/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2020 | 03/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2025 | 03/2026 | 75% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 3 | B | 03/2018 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2027 | 03/2028 | 75% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 3 | B | 03/2018 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2028 | 03/2029 | 75% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 3 | B | 03/2018 | 12/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 09/2019 | 04/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2023 | 03/2024 | 75% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | A | 06/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2020 | 03/2021 | 75% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | A | 06/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 06/2020 | 03/2021 | 75% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | B | 06/2018 | 12/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 09/2019 | 04/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 09/2019 | 04/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 08/2019 | 03/2020 | 75% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | A | 06/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2027 | 03/2028 | 75% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 3 | B | 03/2016 | 12/2017 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2028 | 03/2029 | 75% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 3 | B | 03/2016 | 12/2017 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2026 | 03/2027 | 75% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 3 | B | 03/2016 | 12/2017 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2025 | 03/2026 | 75% |
CBT | LID - 4-YEAR ERIS SWAP FUTURES | 3 | B | 03/2016 | 12/2017 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 08/2019 | 03/2020 | 75% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | B | 06/2018 | 12/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 09/2019 | 04/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 09/2019 | 04/2020 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 04/2019 | 07/2019 | 75% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | A | 06/2019 | 12/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2019 | 07/2019 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 09/2019 | 04/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2019 | 07/2019 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2019 | 07/2019 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2019 | 07/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2019 | 07/2019 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2019 | 06/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2019 | 07/2019 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2019 | 03/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2019 | 05/2019 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2019 | 03/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2019 | 05/2019 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2019 | 05/2019 | |||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 74% | |
RSG - EMINI RUSSELL 1000 GROWTH FUT | 2 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 72% | |
RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||
CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 72% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 71% | |
RSG - EMINI RUSSELL 1000 GROWTH FUT | 2 | A | All dates | |||||
CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |
LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | FX | RA - AFRICAN RAND FUTURES | Delta | 2 | A | All dates | 99% | |
XZAR - U.S. DOLLAR S.A. RAND FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 70% | |
TPY - YEN DENOMINATED TOPIX FUTURES | 1 | A | All dates | |||||
CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 16 | B | All dates | 70% | |
BY - BPJY FUTURE | 1 | A | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 70% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 70% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 70% | |
TPY - YEN DENOMINATED TOPIX FUTURES | 1 | A | All dates | |||||
CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 70% | |
JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 70% | |
SP - S&P 500 FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 70% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 5 | A | All dates | |||||
CME | EQUITY INDEX | SMP - S&P SMALLCAP 600 FUTURES | Delta | 10 | A | All dates | 70% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 70% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 10 | A | 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 | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 70% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 6 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 70% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 17 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 2 | B | All dates | 70% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 70% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 70% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 70% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 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 | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 70% | |
RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 70% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | All dates | |||||
CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 2 | A | All dates | 70% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 3 | B | All dates | 70% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 2 | A | 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 | ||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 70% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 3 | A | All dates | 70% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 2 | B | All dates | |||||
CME | CRUDE OIL | GCO - S&P GSCI-ER CRUDE SWAP | Delta | 10 | A | All dates | 70% | |
NYM | NY-CL - CRUDE OIL FUTURE NYMEX | 7 | B | All dates | ||||
CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 70% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 70% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | All dates | |||||
CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 1 | A | All dates | 70% | |
PZ - POLISH ZLOTY FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 3 | A | All dates | 70% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 1 | B | All dates | 70% | |
RSV - EMINI RUSSELL 1000 VALUE | 1 | A | All dates | |||||
CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 4 | B | All dates | 70% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 70% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 70% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 70% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 70% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2021 | 03/2022 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2022 | 03/2023 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2023 | 03/2024 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2020 | 03/2021 | |||
CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | B | All dates | 70% | |
LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | A | All dates | |||||
CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 70% | |
LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |
CUS - COMP CITIES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |
NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2020 | 03/2021 | 70% |
CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 70% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | REAL ESTATE | NYM - NEW YORK CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 70% | |
NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 70% | |
LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 70% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 03/2022 | 70% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2022 | 03/2023 | 70% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 09/2019 | 03/2021 | 70% |
DA - CLASS III MILK FUTURES | 1 | A | 05/2019 | 08/2019 | ||||
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 | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 09/2019 | 03/2021 | 70% |
DA - CLASS III MILK FUTURES | 1 | A | 09/2019 | 03/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 12/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | 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 | 09/2019 | 12/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2025 | 03/2026 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2026 | 03/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2027 | 03/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2028 | 03/2029 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2022 | 12/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2020 | 03/2021 | 70% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 12/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2021 | 03/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 12/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 12/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 12/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 12/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 03/2022 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2024 | 03/2025 | 70% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | A | 06/2019 | 12/2019 | |||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 09/2019 | 03/2021 | 70% |
DA - CLASS III MILK FUTURES | 1 | A | 04/2019 | 04/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2025 | 03/2026 | 70% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | A | 06/2019 | 12/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 12/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2019 | 12/2019 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2019 | 12/2019 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 08/2019 | 03/2020 | |||
CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 04/2019 | 04/2019 | 70% |
DA - CLASS III MILK FUTURES | 1 | A | 04/2019 | 04/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 08/2019 | 03/2020 | 70% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 08/2019 | 03/2020 | 70% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 12/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 70% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 12/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2019 | 10/2019 | 70% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2019 | 10/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 70% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2019 | 07/2019 | 70% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2019 | 10/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2019 | 07/2019 | 70% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2019 | 05/2019 | |||
CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 2 | A | All dates | 69% | |
ME - EMINI MIDCAP FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | B | All dates | 68% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 3 | A | All dates | ||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | A | All dates | 68% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 3 | B | All dates | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 04/2019 | 07/2019 | 68% |
DK - CLASS IV MILK FUTURE | 5 | A | 05/2019 | 08/2019 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2019 | 03/2021 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 04/2019 | 07/2019 | 68% |
DK - CLASS IV MILK FUTURE | 5 | A | 04/2019 | 04/2019 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2019 | 03/2021 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 04/2019 | 07/2019 | 68% |
DK - CLASS IV MILK FUTURE | 5 | A | 05/2019 | 08/2019 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 04/2019 | 05/2019 | ||||
CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 04/2019 | 07/2019 | 68% |
DK - CLASS IV MILK FUTURE | 5 | A | 04/2019 | 04/2019 | ||||
NF - NONFAT DRY MILK FUTURES | 2 | B | 04/2019 | 05/2019 | ||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | B | All dates | 67% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 3 | A | All dates | |||||
CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 100 | A | All dates | 66% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 1 | A | All dates | 66% | |
IBV - USD-DENOMINATED IBOVESPA INDEX | 1 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 66% | |
NE - NEW ZEALAND FUTURES | 1 | B | All dates | |||||
CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 65% | |
CY - CD/JY FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 65% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | A | All dates | |||||
CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 65% | |
EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | 2 | A | All dates | ||||
CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 64 | B | All dates | 65% | |
RY - EURO FX/JY FUTURE | 3 | A | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 2 | B | All dates | 65% | |
TPY - YEN DENOMINATED TOPIX FUTURES | 15 | A | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 2 | A | All dates | 65% | |
RY - EURO FX/JY FUTURE | 5 | B | All dates | |||||
CME | EQUITY INDEX | TPY - YEN DENOMINATED TOPIX FUTURES | Delta | 2 | B | All dates | 65% | |
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | TPY - YEN DENOMINATED TOPIX FUTURES | Delta | 3 | A | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 65% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 10 | A | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 65% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 10 | A | All dates | |||||
CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 10 | A | All dates | 65% | |
SP - S&P 500 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 2 | A | All dates | 65% | |
NQ - E-MINI NASDAQ 100 FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 65% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 12 | A | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | A | All dates | 65% | |
SMP - S&P SMALLCAP 600 FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 65% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 12 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | A | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 65% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAV - EMINI SP500- HEALTH CARE SECT INDEX | Delta | 3 | A | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 65% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 2 | A | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 65% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | |||||
CME | EQUITY INDEX | XAZ - E-MINI COM SERVICES SELECT SECTOR | Delta | 1 | B | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 2 | A | All dates | ||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | A | All dates | 65% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 65% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 3 | A | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||
CME | EQUITY INDEX | XAY - E-MINI SP500 CONS DISCRET SECTOR IX | Delta | 2 | A | All dates | 65% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 2 | A | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 7 | A | All dates | 65% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 65% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 1 | A | All dates | 65% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 65% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 65% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 1 | B | All dates | |||||
CME | AGRICULTURE | FC - FEEDER CATTLE FUTURES | Delta | 2 | A | All dates | 65% | |
LC - LIVE CATTLE FUTURES | 3 | B | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 03/2024 | 65% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 65% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | A | All dates | 65% | |
XAU - EMINI SP500-UTILITIES SECTOR INDEX | 1 | B | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2024 | 03/2025 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2024 | 03/2025 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2021 | 03/2022 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2022 | 03/2023 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2023 | 03/2024 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2022 | 03/2023 | |||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2023 | 03/2024 | |||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2021 | 03/2022 | |||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2026 | 03/2027 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2027 | 03/2028 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2028 | 03/2029 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2025 | 03/2026 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2028 | 03/2029 | |||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2025 | 03/2026 | |||
CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2027 | 03/2028 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2026 | 03/2027 | 65% |
CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
CME | AGRICULTURE | CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP | Delta | 1 | B | All dates | 65% | |
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | A | 04/2019 | 02/2021 | ||||
CME | AGRICULTURE | CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP | Delta | 1 | A | All dates | 65% | |
OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | B | All dates | |||||
CME | AGRICULTURE | CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP | Delta | 1 | B | All dates | 65% | |
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | A | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2020 | 03/2021 | 65% |
CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 08/2019 | 03/2020 | 65% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 03/2024 | 65% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 65% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2020 | 03/2021 | 65% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 1 | A | All dates | 65% | |
OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | B | All dates | |||||
CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 1 | B | All dates | 65% | |
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | A | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2023 | 03/2024 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2024 | 03/2025 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2022 | 03/2023 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2025 | 03/2026 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2027 | 03/2028 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2028 | 03/2029 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2026 | 03/2027 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2021 | 03/2022 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 2 | A | 08/2019 | 03/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2022 | 03/2023 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2023 | 03/2024 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2024 | 03/2025 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 08/2019 | 03/2020 | 65% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | B | 06/2019 | 12/2019 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2026 | 03/2027 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2025 | 03/2026 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2020 | 03/2021 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2028 | 03/2029 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2027 | 03/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2021 | 03/2022 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2021 | 03/2022 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2022 | 03/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2022 | 03/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2023 | 03/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2023 | 03/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2024 | 03/2025 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2027 | 03/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2028 | 03/2029 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2028 | 03/2029 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2026 | 03/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2025 | 03/2026 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2026 | 03/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2027 | 03/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2025 | 03/2026 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2020 | 03/2021 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2020 | 03/2021 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2026 | 03/2027 | 65% |
CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | A | 06/2019 | 12/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 08/2019 | 03/2020 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2020 | 03/2021 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2020 | 03/2021 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2023 | 03/2024 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2022 | 03/2023 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2024 | 03/2025 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2019 | 10/2019 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2019 | 10/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2025 | 03/2026 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2026 | 03/2027 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2027 | 03/2028 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2028 | 03/2029 | 65% |
CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 04/2020 | 03/2022 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 04/2019 | 08/2019 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 65% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2019 | 06/2019 | |||
CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 1 | A | 03/2020 | 12/2020 | 65% |
ED - EURODOLLAR FUTURES | 1 | B | 08/2019 | 03/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 08/2019 | 03/2020 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 11/2019 | 03/2020 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 04/2019 | 08/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 04/2019 | 08/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 08/2019 | 03/2020 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2019 | 06/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 04/2019 | 07/2019 | 65% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 12/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2019 | 07/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2019 | 03/2019 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 06/2019 | 06/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 04/2019 | 08/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 04/2019 | 08/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 05/2019 | 05/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2019 | 07/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2019 | 03/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2019 | 05/2019 | 65% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 06/2019 | 06/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2019 | 03/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2019 | 07/2019 | 65% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2019 | 04/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 04/2019 | 04/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2019 | 03/2019 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 05/2019 | 05/2019 | 65% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2019 | 03/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2019 | 05/2019 | 65% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2019 | 07/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2019 | 07/2019 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 04/2019 | 08/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2019 | 05/2019 | 65% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2019 | 06/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 04/2019 | 07/2019 | 65% |
EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2019 | 08/2019 | ||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 63% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 3 | A | All dates | |||||
CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 4 | A | All dates | 63% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | A | All dates | 62% | |
NQ - E-MINI NASDAQ 100 FUTURES | 5 | B | All dates | |||||
CME | EQUITY INDEX | SU - S&P/ CITIGROUP VALUE FUTURES | Delta | 2 | B | All dates | 61% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 6 | A | All dates | ||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 60% | |
CY - CD/JY FUTURES | 1 | B | All dates | |||||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 18 | A | All dates | 60% | |
SJ - SFJY FUTURES | 1 | A | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 60% | |
EC - EURO FUTURE | 1 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 60% | |
TPY - YEN DENOMINATED TOPIX FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 60% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 15 | A | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 60% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 10 | A | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 10 | B | All dates | |||||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 60% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 10 | A | All dates | |||||
CME | EQUITY INDEX | BQ - E-MINI NASDAQ BIOTECHNOLOGY FUTURES | Delta | 1 | A | All dates | 60% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 12 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 2 | A | All dates | 60% | |
SMP - S&P SMALLCAP 600 FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 7 | A | All dates | 60% | |
ME - EMINI MIDCAP FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 5 | A | All dates | 60% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 60% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | A | All dates | 60% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 3 | A | All dates | |||||
CME | FX | CZ - CZECH KORUNA FUTURES | Delta | 5 | A | All dates | 60% | |
UN - NKR/USD FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 60% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 60% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | XAV - EMINI SP500- HEALTH CARE SECT INDEX | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 60% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 60% | |
XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 60% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 3 | A | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 2 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 2 | A | All dates | 60% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 3 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 60% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | B | All dates | |||||
CME | FX | CZ - CZECH KORUNA FUTURES | Delta | 1 | B | All dates | 60% | |
FR - HUNGARIAN FORINT (USD) FUTURES | 1 | A | All dates | |||||
CME | FX | CZ - CZECH KORUNA FUTURES | Delta | 5 | A | All dates | 60% | |
PZ - POLISH ZLOTY FUTURES | 4 | B | All dates | |||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 60% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 60% | |
XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||
CME | AGRICULTURE | GA - GSCI ER FUTURES | Delta | 1 | A | All dates | 60% | |
GI - S&P-GSCI COMMODITY INDEX FUTURE | 1 | B | All dates | |||||
CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 2 | A | All dates | 60% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | B | All dates | |||||
CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 5 | B | All dates | 60% | |
CME | GI - S&P-GSCI COMMODITY INDEX FUTURE | 1 | A | All dates | ||||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 18 | A | All dates | 60% | |
BF - BPSF FUTURE | 1 | B | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 60% | |
FR - HUNGARIAN FORINT (USD) FUTURES | 2 | B | All dates | |||||
CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 4 | A | All dates | 60% | |
JY - JAPANESE YEN FUTURES | 5 | B | All dates | |||||
CME | EQUITY INDEX | R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU | Delta | 3 | B | All dates | 60% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 03/2022 | 60% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2022 | 03/2023 | 60% |
CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
CME | EQUITY INDEX | XAR - REAL ESTATE SELECT SECTOR FUTURES | Delta | 1 | A | All dates | 60% | |
XAU - EMINI SP500-UTILITIES SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT | Delta | 3 | A | All dates | 60% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | B | All dates | |||||
CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
MIA - MIAMI CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 60% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | MIA - MIAMI CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 60% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 60% | |
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
CME | REAL ESTATE | NYM - NEW YORK CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | MIA - MIAMI CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 60% | |
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 60% | |
MIA - MIAMI CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 60% | |
CHI - CHICAGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||
CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 5 | B | All dates | 60% | |
CME | GA - GSCI ER FUTURES | 1 | A | All dates | ||||
CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 2 | B | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 7 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 60% |
CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
CME | REAL ESTATE | NYM - NEW YORK CSI HOUSING INDEX FUTURES | Delta | 1 | B | All dates | 60% | |
CHI - CHICAGO CSI HOUSING INDEX FUTURE | 1 | A | All dates | |||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2021 | 03/2022 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 08/2019 | 03/2020 | 60% |
CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2020 | 03/2021 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2019 | 06/2019 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2021 | 03/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2021 | 03/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2020 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2020 | 03/2021 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 08/2019 | 03/2020 | 60% |
CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2012 | 12/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 08/2019 | 03/2020 | 60% |
CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 03/2019 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2021 | 03/2022 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2021 | 03/2022 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2026 | 03/2027 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2028 | 03/2029 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 08/2019 | 03/2020 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2027 | 03/2028 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 12/2023 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 12/2021 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 12/2023 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 12/2021 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 08/2019 | 03/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2019 | 03/2020 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 08/2019 | 03/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 12/2020 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2019 | 10/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 12/2020 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2019 | 03/2020 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2019 | 10/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 12/2020 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 06/2019 | 06/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 12/2019 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2019 | 07/2019 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 12/2019 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 05/2019 | 05/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 12/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 06/2020 | 03/2021 | 60% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | B | 06/2016 | 03/2018 | |||
CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 04/2019 | 04/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2019 | 06/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2019 | 06/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 04/2019 | 07/2019 | 60% |
SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2019 | 03/2019 | ||||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 08/2019 | 03/2020 | 60% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | B | 06/2016 | 03/2018 | |||
CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 04/2019 | 07/2019 | 60% |
CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2016 | 03/2018 | |||
CME | WEATHER | H3 - CINCINNATI HDD FUTURE | Delta | 1 | A | All dates | 60% | |
H3V - CINCINNATI HEATING SEASONAL STRIP F | 1 | B | All dates |