Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
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 | 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 | 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 | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 10 | A | All dates | 70% | |
SP - S&P 500 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 | ME - EMINI MIDCAP FUTURES | Delta | 2 | B | All dates | 70% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | 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 | 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 | 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 | 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 | RSV - EMINI RUSSELL 1000 VALUE | Delta | 4 | B | All dates | 70% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | 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 | 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% | |
XAB - EMINI SP500 MATERIALS 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 | 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 | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 60% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | 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 | 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 | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |
XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 6 | B | All dates | 55% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | A | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |
XAE - EMINI SP 500 ENERGY SECTOR INDEX | 1 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |
XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||
CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | B | All dates | 50% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
XAR - REAL ESTATE SELECT SECTOR FUTURES | 2 | B | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 45% | |
VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | |||||
CME | EQUITY INDEX | R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT | Delta | 5 | A | All dates | 45% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 40% | |
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 40% | |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | All dates | |||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 35% | |
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | B | All dates | |||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 35% | |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 05/2021 | 05/2021 | ||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 35% | |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 06/2021 | 06/2021 | ||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 07/2021 | 07/2021 | 35% |
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 35% | |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 08/2021 | 08/2021 | ||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 35% | |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 09/2021 | 09/2021 | ||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 35% | |
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 1 | A | 10/2021 | 12/2021 | ||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 01/2022 | 03/2022 | 35% |
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 04/2022 | 09/2022 | 35% |
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 10/2022 | 03/2023 | 35% |
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 04/2023 | 02/2032 | 35% |
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||
CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 30% | |
TPY - YEN DENOMINATED TOPIX FUTURES | 1 | A | All dates | |||||
CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 80% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||
CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 80% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates |