Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
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 | RSV - EMINI RUSSELL 1000 VALUE | Delta | 4 | B | All dates | 70% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | 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 | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | 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 | 1 | B | All dates | 60% | |
RSV - EMINI RUSSELL 1000 VALUE | 2 | A | 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 | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 1 | B | All dates | 50% | |
RSV - EMINI RUSSELL 1000 VALUE | 1 | A | All dates |