Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
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 | R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT | Delta | 5 | A | All dates | 45% | |
RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates |