Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
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 | 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 | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 75% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | 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 | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 75% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 60% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | All dates | |||||
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 | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 2 | B | All dates | 55% | |
TPY - YEN DENOMINATED TOPIX FUTURES | 3 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 55% | |
CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||
CME | EQUITY INDEX | FTU - EMINI USD FTSE 100 INDEX FUTURE | Delta | 2 | A | All dates | 55% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 2 | A | All dates | 50% | |
NQ - E-MINI NASDAQ 100 FUTURES | 3 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 50% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 50% | |
XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | A | All dates | |||||
CME | EQUITY INDEX | IPO - E-MINI IPOX 100 U.S. INDEX FUTURES | Delta | 4 | A | All dates | 50% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX | Delta | 4 | A | All dates | 50% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 45% | |
SU - S&P/ CITIGROUP VALUE FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 45% | |
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 6 | A | All dates | |||||
CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 5 | A | All dates | 45% | |
NQ - E-MINI NASDAQ 100 FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | A | All dates | 40% | |
NQ - E-MINI NASDAQ 100 FUTURES | 5 | B | All dates | |||||
CBT | INTEREST RATES | UBE - LONG TERM U.S. TREASURY BOND FUTURE | Delta | 4 | A | All dates | 40% | |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 5 | A | All dates | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 40% | |
XAB - EMINI SP500 MATERIALS SECTOR INDEX | 6 | A | All dates | |||||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 2 | A | All dates | 40% | |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 6 | A | All dates | 40% | |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 04/2021 | 04/2021 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 05/2021 | 05/2021 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 2 | A | All dates | 35% | |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 06/2021 | 06/2021 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 07/2021 | 07/2021 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 08/2021 | 08/2021 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 09/2021 | 11/2021 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 12/2021 | 02/2022 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 03/2022 | 08/2022 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 09/2022 | 02/2023 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 2 | A | 03/2023 | 02/2032 | 35% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||
CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | A | All dates | 30% | |
NQ - E-MINI NASDAQ 100 FUTURES | 5 | B | All dates | |||||
CME | EQUITY INDEX | FT1 - E-MINI FTSE 100 INDEX FUTURES | Delta | 1 | A | All dates | 30% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 30% | |
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | 1 | A | All dates | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 30% | |
CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 30% | |
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | 3 | A | All dates | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2029 | 12/2029 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2027 | 12/2027 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2030 | 12/2030 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2028 | 12/2028 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2026 | 12/2026 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2025 | 12/2025 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2024 | 12/2024 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 16 | A | 03/2021 | 04/2021 | ||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 16 | A | 05/2021 | 07/2021 | ||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 05/2021 | 07/2021 | ||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 08/2021 | 12/2021 | ||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 08/2021 | 12/2021 | ||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 03/2023 | 12/2023 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 11 | A | 03/2022 | 12/2022 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 03/2021 | 03/2022 | 30% |
INTEREST RATES | ED - EURODOLLAR FUTURES | 15 | A | 05/2021 | 12/2021 | |||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 25% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 4 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 25% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 6 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | A | 01/2022 | 12/2025 | 25% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 03/2021 | 03/2022 | ||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 20% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 3 | A | All dates | 80% | |
QN - NASDAQ COMPOSITE FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 2 | A | All dates | 80% | |
NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 80% | |
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 2 | A | All dates |