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Asset Class
Product
Product Code
 Ratio Side Start Period End Period Maintenance
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		03/2020

04/2020 		03/2020

04/2020 		365 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		04/2020

05/2020 		04/2020

05/2020 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		05/2020

06/2020 		05/2020

06/2020 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		06/2020

07/2020 		06/2020

07/2020 		445 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		07/2020

08/2020 		07/2020

08/2020 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		08/2020

09/2020 		08/2020

09/2020 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		09/2020

10/2020 		09/2020

10/2020 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		10/2020

11/2020 		10/2020

11/2020 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		11/2020

12/2020 		11/2020

12/2020 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		12/2020

01/2021 		12/2020

01/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		01/2021

02/2021 		01/2021

02/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		02/2021

03/2021 		02/2021

03/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		03/2021

04/2021 		03/2021

04/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		04/2021

05/2021 		04/2021

05/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		05/2021

06/2021 		05/2021

06/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		06/2021

07/2021 		06/2021

07/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		07/2021

08/2021 		07/2021

08/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		08/2021

09/2021 		08/2021

09/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		09/2021

10/2021 		09/2021

10/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		10/2021

11/2021 		10/2021

11/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		11/2021

12/2021 		11/2021

12/2021 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		12/2021

01/2022 		12/2021

01/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		01/2022

02/2022 		01/2022

02/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		02/2022

03/2022 		02/2022

03/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		03/2022

04/2022 		03/2022

04/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		04/2022

05/2022 		04/2022

05/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		05/2022

06/2022 		05/2022

06/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		06/2022

07/2022 		06/2022

07/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		07/2022

08/2022 		07/2022

08/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		08/2022

09/2022 		08/2022

09/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		09/2022

10/2022 		09/2022

10/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		10/2022

11/2022 		10/2022

11/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		11/2022

12/2022 		11/2022

12/2022 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		12/2022

01/2023 		12/2022

01/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		01/2023

02/2023 		01/2023

02/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		02/2023

03/2023 		02/2023

03/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		03/2023

04/2023 		03/2023

04/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		04/2023

05/2023 		04/2023

05/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		05/2023

06/2023 		05/2023

06/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		06/2023

07/2023 		06/2023

07/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		07/2023

08/2023 		07/2023

08/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		08/2023

09/2023 		08/2023

09/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		09/2023

10/2023 		09/2023

10/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		10/2023

11/2023 		10/2023

11/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		11/2023

12/2023 		11/2023

12/2023 		280 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		02/2020

03/2020 		02/2020

03/2020 		747 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		02/2020

04/2020 		02/2020

06/2020 		602 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		02/2020

07/2020 		02/2020

12/2023 		628 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		03/2020

04/2020 		03/2020

06/2020 		560 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		03/2020

07/2020 		03/2020

12/2023 		670 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		B

A 		04/2020

04/2020 		06/2020

06/2020 		430 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		A

B 		04/2020

07/2020 		06/2020

12/2023 		660 USD
NYM PETROLEUM CRACKS AND SPREADS GULF COAST JET (PLATTS) VS. HEATING OIL SPREAD SWAP FUTURES ME 1

1 		B

A 		07/2020

07/2020 		12/2023

12/2023 		340 USD

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