Asset Class Navigation

Bitcoin Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 02/2021 90%
DA - CLASS III MILK FUTURES 100 A 03/2021 09/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 10/2020
DY - CME DRY WHEY FUTURES 27 B 10/2020 10/2020
CME FX 1JY - E-MICRO USD/JPY FUT Delta 64 B All dates 94%
EC - EURO FUTURE 6 B All dates
RY - EURO FX/JY FUTURE 3 A All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 B All dates 94%
EC - EURO FUTURE 4 B All dates
RF - EURO FX/SF FUTURES 2 A 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 ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 5 A All dates 90%
SP - S&P 500 FUTURES 1 B 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 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 NK - NIKKEI 225 DOLLAR FUTURES Delta 5 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
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 2 A All dates 70%
NQ - E-MINI NASDAQ 100 FUTURES 3 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
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 ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 1 A All dates 90%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME 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 R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 1 A All dates 90%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 1 B 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 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 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 5 B All dates 70%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 12 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 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 B All dates 70%
R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT 2 A 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 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 EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 B All dates 70%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 12 A 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 70%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 2 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 2 A All dates 70%
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 70%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 2 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
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 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 FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 1 A All dates 70%
PZ - POLISH ZLOTY FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 2 A All dates 70%
SF - SWISS FRANC FUTURES 3 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 AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 11/2020 01/2021 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 11/2020 12/2021
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 AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 02/2021 09/2022 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 11/2020 12/2021
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 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 AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 11/2020 01/2021 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 01/2022 09/2022
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 02/2021 09/2022 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 01/2022 09/2022
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 10/2020 10/2020 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 11/2020 12/2021
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 11/2020 01/2021 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 11/2020 12/2021
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 11/2020 01/2021 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 10/2020 10/2020
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 02/2021 09/2022 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 11/2020 12/2021
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 02/2021 09/2022 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 10/2020 10/2020
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 10/2020 10/2020 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 01/2022 09/2022
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 11/2020 01/2021 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 01/2022 09/2022
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 02/2021 09/2022 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 01/2022 09/2022
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 10/2020 10/2020 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 11/2020 12/2021
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 10/2020 10/2020 70%
DK - CLASS IV MILK FUTURE 5 A 11/2020 12/2021
NF - NONFAT DRY MILK FUTURES 2 B 10/2020 10/2020
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 11/2020 01/2021 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 10/2020 10/2020
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 02/2021 09/2022 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 10/2020 10/2020
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 10/2020 10/2020 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 01/2022 09/2022
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 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 BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 70%
CUS - COMP CITIES CSI HOUSING INDEX FUT 1 B All dates
CME AGRICULTURE DB - CASH BUTTER FUTURES Delta 2 B 10/2020 10/2020 70%
DK - CLASS IV MILK FUTURE 5 A 10/2020 10/2020
NF - NONFAT DRY MILK FUTURES 2 B 10/2020 10/2020
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 BOS - BOSTON CSI HOUSING INDEX FUTURES 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 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 CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 70%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 10/2020 10/2020 70%
CSC - CASH CHEESE FUTURES 1 B 10/2020 10/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 10/2020 10/2020 70%
DA - CLASS III MILK FUTURES 1 A 10/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2029 09/2030 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 06/2024
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2024 03/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2024 03/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2024 03/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 06/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2021 06/2022 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 03/2021 06/2021 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 06/2021
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 03/2021 06/2021 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2021 06/2022 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 11/2020 01/2021 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2020 01/2021 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2024 03/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 09/2024 03/2030 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2024 03/2030
CME FX RA - AFRICAN RAND FUTURES Delta 2 A All dates 99%
XZAR - U.S. DOLLAR S.A. RAND FUTURES 1 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 06/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 12/2020 12/2020 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 03/2021 06/2021 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 09/2021 06/2022 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 03/2021 06/2021 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 09/2021 06/2022 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2020 01/2021 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 05/2021 09/2021 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 09/2025 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2021 01/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 10 B 09/2024 03/2030 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2020 01/2021 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2020 01/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2020 01/2021 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2024 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 06/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2024 03/2030
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2020 12/2020 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2020 01/2021 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2021 10/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2021 09/2021 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2020 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2023 06/2024
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2020 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2024 03/2030
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2023 06/2024 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2023 06/2024 70%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2020 11/2020 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2022 09/2023 70%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2020 11/2020 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2021 09/2021 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2022 06/2023 70%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2021 09/2021 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2020 01/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 11/2020 01/2021 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2020 09/2020 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2020 09/2020 70%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2021 09/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
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 DVE - FTSE DEVELOPED EUROPE INDEX FUTURES Delta 100 A All dates 66%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 88%
CBT YM - E-MINI DOW ($5) FUTURES 5 A 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 5 A All dates 65%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 1 B All dates 65%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A All dates
CME EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 65%
N1 - NIKKEI 225 YEN FUT 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 1 B All dates 65%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 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 EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 65%
TPY - YEN DENOMINATED TOPIX FUTURES 2 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 FX 1JY - E-MICRO USD/JPY FUT Delta 64 B All dates 65%
RY - EURO FX/JY FUTURE 3 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 SP - S&P 500 FUTURES Delta 1 B All dates 65%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 5 A 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 5 B All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 6 A 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 ME - EMINI MIDCAP FUTURES Delta 1 B All dates 65%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 2 A All dates
CME EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 65%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 1 B All dates 65%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 65%
XAF - EMINI SP500 - FINANCIAL 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 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 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 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 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 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 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 B All dates 65%
RSG - EMINI RUSSELL 1000 GROWTH FUT 2 A 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 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 NK - NIKKEI 225 DOLLAR FUTURES Delta 1 B All dates 65%
RSV - EMINI RUSSELL 1000 VALUE 2 A 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 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%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 1 B 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 12/2028 09/2029 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2029 09/2030 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 12/2029 09/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 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 12/2028 09/2029
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2027 09/2028
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2025 09/2026
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 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 12/2024 09/2025
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 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 12/2022 09/2023
CME AGRICULTURE FC - FEEDER CATTLE FUTURES Delta 2 A All dates 65%
LC - LIVE CATTLE FUTURES 3 B 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 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 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 AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Delta 1 B 10/2020 10/2020 65%
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP 1 A 10/2020 08/2022
CME AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Delta 1 B 11/2020 09/2025 65%
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2021 09/2021 65%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 02/2021 09/2021 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2028 09/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2029 09/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2027 09/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2024 09/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2023 09/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2029 09/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2026 09/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2028 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2027 09/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 65%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 12/2020 12/2020 65%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2021 10/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2021 10/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2021 01/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 65%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 02/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 06/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2024 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 10/2021 09/2025 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 11/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 04/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 01/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2020 02/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 09/2020 09/2020 65%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 04/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 09/2025 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 05/2021 09/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 11/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 09/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2020 02/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2021 10/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2021 01/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2021 10/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 04/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 09/2025 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 09/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 09/2025 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2021 10/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 06/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2021 10/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2021 01/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 65%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2020 01/2021 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2021 01/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 04/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 02/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 04/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2024 03/2030 65%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2029 09/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2024 03/2030 65%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2028 09/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2027 09/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 11/2020 01/2021 65%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 11/2020 02/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2020 01/2021 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2023 06/2024 65%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2020 06/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2024 09/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 11/2020 01/2021 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2021 09/2021 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2021 09/2021 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2020 01/2021 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2023 09/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 87%
RSG - EMINI RUSSELL 1000 GROWTH FUT 2 A All dates
CME EQUITY INDEX IPO - E-MINI IPOX 100 U.S. INDEX FUTURES Delta 4 A All dates 87%
NQ - E-MINI NASDAQ 100 FUTURES 1 B 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 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%
BY - BPJY FUTURE 1 B 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 EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 60%
CBT YM - E-MINI DOW ($5) FUTURES 3 A All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 60%
XAF - EMINI SP500 - FINANCIAL SECT INDEX 3 A All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 1 B All dates 60%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 1 A 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 FX AJ - AD/JY FUTURES Delta 1 A All dates 60%
EC - EURO FUTURE 1 B All dates
CME FX CN - EC/NKR FUTURES Delta 2 A All dates 60%
UN - NKR/USD FUTURES 1 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%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 10 A All dates
CME EQUITY INDEX EME - EMINI S&P 500 EURO DENOMINATED FUTU Delta 50 A All dates 99%
SP - S&P 500 FUTURES 13 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 60%
VLQ - NASDAQ-100 VOL INDEX FUT 1 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 N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 1 A All dates 60%
VLQ - NASDAQ-100 VOL INDEX FUT 1 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET 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%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 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 ME - EMINI MIDCAP FUTURES Delta 5 B All dates 60%
XAV - EMINI SP500- HEALTH CARE SECT INDEX 12 A 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 ME - EMINI MIDCAP FUTURES Delta 1 B All dates 60%
RSV - EMINI RUSSELL 1000 VALUE 2 A All dates
CME EQUITY INDEX ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 60%
XAZ - E-MINI COM SERVICES SELECT SECTOR 2 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 60%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 2 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 NK - NIKKEI 225 DOLLAR FUTURES Delta 1 B All dates 60%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 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 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 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 ASR - ADJUSTED INT RATE S&P500 TOTAL RET Delta 1 A All dates 60%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 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 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 NK - NIKKEI 225 DOLLAR FUTURES Delta 2 B All dates 60%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 A 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 R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU Delta 3 B All dates 60%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 2 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 1 A All dates 60%
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 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 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 FX CC - EC/CD CROSS RATE FUTURE Delta 4 A All dates 60%
JY - JAPANESE YEN FUTURES 5 B All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 60%
FR - HUNGARIAN FORINT (USD) FUTURES 2 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 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 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 SDG - SAN DIEGO CSI HOUSING INDEX FUTURE Delta 1 B All dates 60%
BOS - BOSTON CSI HOUSING INDEX FUTURES 1 A 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 FX MP - MEXICAN PESO FUTURES Delta 1 A All dates 60%
RA - AFRICAN RAND FUTURES 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 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 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 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 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%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 60%
NE - NEW ZEALAND 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
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 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%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2022 06/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2024 03/2030
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2023 06/2024
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 B All dates 60%
CME ED - EURODOLLAR FUTURES 7 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2021 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2021 09/2021 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2024 03/2030
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 06/2024
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 02/2021 86%
DA - CLASS III MILK FUTURES 100 A 11/2020 02/2021
DB - CASH BUTTER FUTURES 4 B 11/2020 01/2021
DY - CME DRY WHEY FUTURES 27 B 11/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 11/2020 02/2021 86%
DA - CLASS III MILK FUTURES 100 A 11/2020 02/2021
DB - CASH BUTTER FUTURES 4 B 11/2020 01/2021
DY - CME DRY WHEY FUTURES 27 B 11/2020 03/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 02/2021 86%
DA - CLASS III MILK FUTURES 100 A 11/2020 02/2021
DB - CASH BUTTER FUTURES 4 B 11/2020 01/2021
DY - CME DRY WHEY FUTURES 27 B 10/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 60%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 60%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 11/2020 02/2021 86%
DA - CLASS III MILK FUTURES 100 A 11/2020 02/2021
DB - CASH BUTTER FUTURES 4 B 11/2020 01/2021
DY - CME DRY WHEY FUTURES 27 B 10/2020 10/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 12/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 12/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 02/2021 86%
DA - CLASS III MILK FUTURES 100 A 11/2020 02/2021
DB - CASH BUTTER FUTURES 4 B 10/2020 10/2020
DY - CME DRY WHEY FUTURES 27 B 11/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 09/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2020 09/2020 60%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 02/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 06/2020 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 06/2020 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 60%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 60%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 60%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 03/2013 06/2013 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2020 12/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 12/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 12/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 09/2025 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 60%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates

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