Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 07/2020 | 07/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2018 | 06/2018 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2018 | 06/2018 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 03/2023 | 09/2023 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2022 | 12/2022 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2024 | 12/2029 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2022 | 12/2022 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 03/2023 | 09/2023 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2024 | 12/2029 | ||||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 09/2020 | 11/2020 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 09/2020 | 11/2020 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 45% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2021 | 09/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 07/2020 | 09/2020 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2023 | 03/2024 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2020 | 09/2020 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2020 | 03/2021 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2020 | 09/2020 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2020 | 03/2021 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2020 | 09/2020 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 10/2020 | 06/2021 | 45% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 4 | A | All dates | 44% | |

SF - SWISS FRANC FUTURES | 3 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2028 | 06/2029 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2026 | 06/2027 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2029 | 06/2030 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2027 | 06/2028 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2025 | 06/2026 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 110 | A | 09/2024 | 06/2025 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 135 | A | 09/2023 | 06/2024 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 145 | A | 09/2022 | 06/2023 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 150 | A | 09/2021 | 06/2022 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 150 | A | 10/2020 | 06/2021 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2029 | 06/2030 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2028 | 06/2029 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2027 | 06/2028 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2026 | 06/2027 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2025 | 06/2026 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2024 | 06/2025 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2023 | 06/2024 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2022 | 06/2023 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2021 | 06/2022 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 20 | A | 10/2020 | 06/2021 | |||

CME | FX | CY - CD/JY FUTURES | Delta | 6 | A | All dates | 40% | |

SJ - SFJY FUTURES | 5 | B | All dates | |||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 40% | |

SJ - SFJY FUTURES | 5 | 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 | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | A | All dates | 40% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | B | All dates | |||||

CME | EQUITY INDEX | FT1 - E-MINI FTSE 100 INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

N1 - NIKKEI 225 YEN FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 40% | |

SU - S&P/ CITIGROUP VALUE FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | BQ - E-MINI NASDAQ BIOTECHNOLOGY FUTURES | Delta | 10 | A | All dates | 40% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | IBV - USD-DENOMINATED IBOVESPA INDEX | Delta | 5 | A | All dates | 40% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 10 | B | All dates | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 10 | A | All dates | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 09/2020 | 10/2020 | 85% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2021 | 06/2021 | 85% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 11/2020 | 07/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2020 | 01/2021 | 85% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 11/2020 | 07/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 09/2020 | 10/2020 | 85% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2020 | 10/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 85% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 06/2022 | 85% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 85% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 2 | 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 | |||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 2 | B | All dates | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 2 | B | All dates | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | |||

CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 40% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 2 | B | All dates | |||||

CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 40% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 1 | B | All dates | ||||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | A | All dates | 40% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 6 | A | All dates | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 85% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 03/2021 | |||

CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 40% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 2 | B | All dates | |||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |

NYM | CRUDE OIL SPREADS | NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |

NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 40% | |

XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 3 | A | All dates | |||||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | A | All dates | 40% | |

XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 85% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 40% | |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 85% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 40% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 85% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | All dates | 40% | |

CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||

NYM | CRUDE OIL SPREADS | NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | All dates | 40% | |

CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||

NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | 1 | A | All dates | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2027 | 06/2028 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2028 | 06/2029 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2026 | 06/2027 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2029 | 06/2030 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2025 | 06/2026 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2024 | 06/2025 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2020 | 03/2021 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2020 | 03/2021 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 06/2022 | 03/2023 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 06/2023 | 03/2024 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 06/2021 | 03/2022 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 06/2021 | 03/2022 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | FX | SE - SKR/USD CROSS RATE FUTURES | Delta | 5 | B | All dates | 40% | |

SF - SWISS FRANC FUTURES | 2 | A | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |

CMX | METALS | CX-SI - COMEX 5000 SILVER FUTURES | 1 | A | All dates | |||

CME | AGRICULTURE | GA - GSCI ER FUTURES | Delta | 1 | A | All dates | 40% | |

GI - S&P-GSCI COMMODITY INDEX FUTURE | 1 | B | All dates | |||||

NYM | REFINED PRODUCTS | NY-SG - SINGAPORE GASOIL FUT | Delta | 1 | A | All dates | 40% | |

CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | 4 | B | All dates | |||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 40% | |

CMX | METALS | CX-ALI - ALUMINUM FUTURES | 1 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F | Delta | 1 | A | All dates | 40% | |

CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | 4 | B | All dates | |||

CME | FX | CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT | Delta | 1 | B | All dates | 40% | |

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-SG - SINGAPORE GASOIL FUT | Delta | 1 | B | All dates | 40% | |

CME | AGRICULTURE | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 4 | A | All dates | |||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 3 | A | All dates | 40% | |

RP - EURO FX/BP FUTURE | 2 | A | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 99% | |

BP - BRITISH POUND FUTURES | 2 | B | All dates | |||||

CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||||

EC - EURO FUTURE | 2 | B | All dates | |||||

FXD - HEDGEABLE FX$INDEX FUTURES | 10 | A | All dates | |||||

JY - JAPANESE YEN FUTURES | 1 | B | All dates | |||||

SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2021 | 06/2022 | |||

CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 40% | |

PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 08/2020 | 11/2020 | 40% |

CSC - CASH CHEESE FUTURES | 1 | B | 08/2020 | 11/2020 | ||||

NYM | REFINED PRODUCTS | NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F | Delta | 1 | A | All dates | 40% | |

CME | AGRICULTURE | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 4 | B | All dates | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2021 | 06/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 10/2020 | 06/2021 | |||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | 1 | B | All dates | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 08/2020 | 11/2020 | 40% |

DA - CLASS III MILK FUTURES | 1 | A | 08/2020 | 11/2020 | ||||

CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

MIA - MIAMI CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 08/2020 | 11/2020 | 40% |

DA - CLASS III MILK FUTURES | 1 | A | 12/2020 | 06/2022 | ||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

CME | REAL ESTATE | MIA - MIAMI CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 1 | B | All dates | 40% | |

CD - CANADIAN DOLLAR FUTURES | 1 | A | All dates | |||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 08/2020 | 11/2020 | 40% |

CSC - CASH CHEESE FUTURES | 1 | B | 06/2020 | 07/2020 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 06/2020 | 07/2020 | 40% |

CSC - CASH CHEESE FUTURES | 1 | B | 08/2020 | 11/2020 | ||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 40% | |

EC - EURO FUTURE | 1 | B | All dates | |||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 08/2020 | 11/2020 | 40% |

DA - CLASS III MILK FUTURES | 1 | A | 06/2020 | 07/2020 | ||||

CME | REAL ESTATE | DEN - DENVER CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

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 | 40% | |

LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | FX | NE - NEW ZEALAND FUTURES | Delta | 1 | A | All dates | 40% | |

RA - AFRICAN RAND FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | NYM - NEW YORK CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 2 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 10/2020 | 06/2021 | |||

CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 40% | |

DEN - DENVER CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 11/2020 | 07/2021 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 10/2020 | 06/2021 | 40% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2025 | 06/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2020 | 03/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | A | All dates | 40% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 2 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2019 | 12/2019 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2029 | 06/2030 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2028 | 06/2029 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2025 | 06/2026 | 40% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2018 | 12/2018 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 08/2020 | 08/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2020 | 08/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2019 | 06/2019 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2018 | 06/2018 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 08/2020 | 08/2020 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 09/2020 | 09/2020 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2024 | 03/2025 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2024 | 12/2029 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2024 | 03/2025 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 03/2024 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 11/2020 | 07/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 10/2020 | 10/2020 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2020 | 07/2020 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2022 | 03/2023 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2020 | 07/2020 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2023 | 03/2024 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2020 | 07/2020 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2024 | 12/2029 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2017 | 12/2017 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 11/2020 | 07/2021 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2020 | 08/2020 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2020 | 08/2020 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2018 | 12/2018 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2020 | 08/2020 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2023 | 06/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2023 | 06/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2024 | 12/2029 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2023 | 06/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 03/2022 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2023 | 06/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2022 | 03/2023 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2017 | 12/2017 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 08/2020 | 08/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 07/2020 | 07/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2018 | 06/2018 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2017 | 06/2017 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 10/2020 | 10/2020 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 03/2023 | 09/2023 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2022 | 03/2023 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2022 | 12/2022 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2022 | 03/2023 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 03/2023 | 09/2023 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 03/2022 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2022 | 12/2022 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2017 | 06/2017 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 08/2020 | 08/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2024 | 06/2025 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 09/2020 | 11/2020 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2022 | 03/2023 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2024 | 12/2029 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2021 | 09/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2021 | 09/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2022 | 03/2023 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2021 | 09/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2024 | 12/2029 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2020 | 03/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2020 | 03/2021 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2020 | 03/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2017 | 12/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2020 | 03/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 03/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 10/2020 | 06/2021 | 40% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2017 | 06/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2017 | 06/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2023 | 03/2024 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 03/2022 | |||

CME | WEATHER | K2J - CHICAGO COOLING SEASONAL STRIP FUTU | Delta | 1 | A | All dates | 40% | |

K3J - CINCINNATI COOLING SEASONAL STRIP F | 1 | B | All dates | |||||

CME | WEATHER | K2 - K2 CHICAGO CDD FUTURES | Delta | 1 | A | All dates | 40% | |

K3 - K3 CINCINNATI CDD FUTURES | 1 | B | All dates | |||||

CME | WEATHER | H1 - ATLANTA HDD FUTURE | Delta | 1 | A | All dates | 40% | |

H1V - ATLANTA HEATING SEASONAL STRIP FUTU | 1 | B | All dates | |||||

CME | WEATHER | H2 - CHICAGO HDD FUTURE | Delta | 1 | A | All dates | 40% | |

H3 - CINCINNATI HDD FUTURE | 1 | B | All dates | |||||

CME | WEATHER | H2V - CHICAGO OCT-HDD SEASON STRIP FUTURE | Delta | 1 | A | All dates | 40% | |

H3V - CINCINNATI HEATING SEASONAL STRIP F | 1 | B | All dates | |||||

CME | WEATHER | H3V - CINCINNATI HEATING SEASONAL STRIP F | Delta | 1 | A | All dates | 40% | |

HQV - MINNEAPOLIS HEATING SEASONAL STRIP | 1 | B | All dates | |||||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 4 | A | All dates | 36% | |

UN - NKR/USD FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 09/2020 | 09/2020 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 10/2020 | 10/2020 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 10 | A | All dates | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 11/2020 | 11/2020 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

XAE - EMINI SP 500 ENERGY SECTOR INDEX | 10 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 12/2020 | 12/2020 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 01/2021 | 01/2021 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 02/2021 | 04/2021 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 05/2021 | 07/2021 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 08/2021 | 01/2022 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 02/2022 | 07/2022 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 10 | A | 08/2022 | 02/2031 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 50 | A | 07/2021 | 06/2023 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 70 | A | 11/2020 | 01/2021 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 50 | A | 02/2021 | 06/2021 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 70 | A | 02/2021 | 06/2021 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 84 | A | 09/2020 | 10/2020 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 84 | A | 11/2020 | 01/2021 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 84 | A | 07/2020 | 08/2020 | ||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 35% | |

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | 50 | A | All dates | |||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | Delta | 2 | A | All dates | 35% | |

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | 1 | B | All dates | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 09/2020 | 09/2020 | ||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 2 | A | All dates | 35% | |

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | 1 | B | All dates | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 10/2020 | 10/2020 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 2 | A | All dates | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 11/2020 | 11/2020 | ||

CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 1 | A | All dates | 35% | |

IBV - USD-DENOMINATED IBOVESPA INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 35% | |

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 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 12/2020 | 12/2020 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 01/2021 | 01/2021 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 02/2021 | 04/2021 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 05/2021 | 07/2021 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 08/2021 | 01/2022 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 09/2020 | 09/2020 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 2 | A | All dates | 35% | |

XAU - EMINI SP500-UTILITIES SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 02/2022 | 07/2022 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 08/2022 | 02/2031 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 10/2020 | 10/2020 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 2 | A | All dates | 35% | |

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | B | All dates | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 11/2020 | 11/2020 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 12/2020 | 12/2020 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 01/2021 | 01/2021 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 02/2021 | 04/2021 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 05/2021 | 07/2021 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 08/2021 | 01/2022 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2027 | 06/2028 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2026 | 06/2027 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2029 | 06/2030 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2028 | 06/2029 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2025 | 06/2026 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2024 | 06/2025 | |||

CME | FX | UN - NKR/USD FUTURES | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 3 | A | All dates | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2023 | 06/2024 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2022 | 06/2023 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 11 | A | 09/2021 | 06/2022 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 35% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 15 | A | 10/2020 | 06/2021 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 02/2022 | 07/2022 | ||

CME | EQUITY INDEX | XAR - REAL ESTATE SELECT SECTOR FUTURES | Delta | 1 | A | All dates | 35% | |

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 | B | All dates | 35% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 08/2022 | 02/2031 | ||

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | Delta | 1 | B | All dates | 35% | |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | A | All dates | |||

CME | FX | AC - AD/CD FUTURES | Delta | 2 | B | All dates | 35% | |

UN - NKR/USD FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 09/2020 | 09/2020 | 35% |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 07/2021 | 06/2023 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 20 | A | 09/2020 | 10/2020 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 02/2021 | 06/2021 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 14 | A | 02/2021 | 06/2021 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 14 | A | 11/2020 | 01/2021 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 20 | A | 11/2020 | 01/2021 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 35% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 20 | A | 07/2020 | 08/2020 | ||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 35% | |

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | 11 | A | All dates | |||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 10/2020 | 10/2020 | 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 | 11/2020 | 11/2020 | 35% |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | B | All dates | 35% | |

XAR - REAL ESTATE SELECT SECTOR FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 12/2020 | 12/2020 | 35% |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 7 | A | 09/2026 | 06/2027 | ||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 7 | A | 09/2027 | 06/2028 | ||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 7 | A | 09/2028 | 06/2029 | ||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 7 | A | 09/2029 | 06/2030 | ||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 7 | A | 09/2025 | 06/2026 | ||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 7 | A | 09/2024 | 06/2025 | ||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 8 | B | 09/2020 | 09/2020 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 7 | A | 09/2023 | 06/2024 | ||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 8 | A | 09/2022 | 06/2023 | ||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 11 | A | 09/2021 | 06/2022 | ||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2023 | 06/2024 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CBT | EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | Delta | 1 | A | 09/2020 | 06/2021 | 35% |

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | 14 | A | 10/2020 | 06/2021 | ||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 8 | B | All dates | 35% | |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 01/2021 | 01/2021 | 35% |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2022 | 06/2023 | 35% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 02/2021 | 04/2021 | 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 | 05/2021 | 07/2021 | 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 | 08/2021 | 01/2022 | 35% |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | B | All dates | 35% | |

XAR - REAL ESTATE SELECT SECTOR FUTURES | 1 | A | All dates | |||||

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | 02/2022 | 07/2022 | 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 | 08/2022 | 02/2031 | 35% |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CME | FX | NE - NEW ZEALAND FUTURES | Delta | 1 | A | All dates | 35% | |

SE - SKR/USD CROSS RATE FUTURES | 4 | B | All dates | |||||

CME | FX | NE - NEW ZEALAND FUTURES | Delta | 5 | B | All dates | 35% | |

SF - SWISS FRANC FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 35% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | All dates | ||||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 3 | A | All dates | 35% | |

NE - NEW ZEALAND FUTURES | 2 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 35% | |

SIR - INR/USD FUTURE | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 10/2020 | 10/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2020 | 12/2020 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 11/2020 | 07/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2021 | 03/2021 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 10/2020 | 10/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2021 | 03/2021 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 11/2020 | 07/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2020 | 12/2020 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 4 | A | 10/2020 | 10/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2019 | 12/2019 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 35% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2029 | 06/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 35% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2029 | 06/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 35% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2029 | 06/2030 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 35% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2029 | 06/2030 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2019 | 12/2019 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 08/2020 | 08/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | B | 09/2020 | 03/2021 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 08/2020 | 08/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | B | 09/2020 | 03/2021 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2020 | 10/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 35% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | B | 09/2020 | 03/2021 | 35% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2020 | 08/2020 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 35% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2026 | 06/2027 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2027 | 06/2028 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2028 | 06/2029 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2029 | 06/2030 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 35% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 35% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2024 | 03/2025 | 35% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 03/2022 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2024 | 03/2025 | 35% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2022 | 03/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 35% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 09/2020 | 11/2020 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2024 | 03/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 35% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 35% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 09/2020 | 11/2020 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 35% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 35% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 09/2020 | 11/2020 | 35% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 35% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 35% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2016 | 06/2016 | |||

CME | FX | AJ - AD/JY FUTURES | Delta | 3 | A | All dates | 30% | |

SJ - SFJY FUTURES | 4 | B | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 30% | |

EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | 2 | A | All dates | ||||

CME | FX | BY - BPJY FUTURE | Delta | 3 | A | All dates | 30% | |

JY - JAPANESE YEN FUTURES | 4 | A | 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 | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 30% | |

AJ - AD/JY FUTURES | 1 | B | All dates | |||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 30% | |

CY - CD/JY FUTURES | 1 | B | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 4 | A | All dates | 30% | |

RY - EURO FX/JY FUTURE | 3 | A | All dates | |||||

CME | FX | CA - EC/AD CROSS RATE FUTURES | Delta | 1 | A | All dates | 30% | |

CN - EC/NKR FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 65 | A | All dates | 30% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 30% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 160 | A | 07/2020 | 09/2020 | |||

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 | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 09/2020 | 09/2020 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 10/2020 | 10/2020 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 2 | A | All dates | |||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 11/2020 | 11/2020 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 12/2020 | 12/2020 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 01/2021 | 01/2021 | ||

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 | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 02/2021 | 04/2021 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 05/2021 | 07/2021 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 08/2021 | 01/2022 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 02/2022 | 07/2022 | ||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | 2 | A | 08/2022 | 02/2031 | ||

CME | FX | CZ - CZECH KORUNA FUTURES | Delta | 5 | A | All dates | 30% | |

UN - NKR/USD FUTURES | 3 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 30% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 8 | A | 07/2021 | 06/2023 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 30% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 02/2021 | 06/2021 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 30% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 02/2021 | 06/2021 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 30% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 11/2020 | 01/2021 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 30% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 16 | A | 11/2020 | 01/2021 | ||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | 09/2020 | 09/2021 | 30% |

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 16 | A | 09/2020 | 10/2020 | ||

CME | FX | SF - SWISS FRANC FUTURES | Delta | 1 | A | All dates | 30% | |

UN - NKR/USD FUTURES | 3 | B | All dates | |||||

CME | EQUITY INDEX | XAU - EMINI SP500-UTILITIES SECTOR INDEX | Delta | 1 | A | All dates | 30% | |

XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 33 | A | 07/2020 | 09/2020 | 30% |

EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 07/2020 | 12/2026 | |||

CME | FX | RA - AFRICAN RAND FUTURES | Delta | 6 | B | All dates | 30% | |

UN - NKR/USD FUTURES | 1 | A | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 30% | |

EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | 2 | A | All dates | ||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 3 | A | All dates | 30% | |

UN - NKR/USD FUTURES | 1 | B | All dates | |||||

CME | FX | BF - BPSF FUTURE | Delta | 1 | A | All dates | 30% | |

SF - SWISS FRANC FUTURES | 2 | A | All dates | |||||

CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 1 | A | All dates | 30% | |

SE - SKR/USD CROSS RATE FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 30% | |

XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 3 | B | All dates | |||||

CME | FX | PZ - POLISH ZLOTY FUTURES | Delta | 3 | A | All dates | 30% | |

SE - SKR/USD CROSS RATE FUTURES | 5 | B | All dates | |||||

CME | FX | NE - NEW ZEALAND FUTURES | Delta | 3 | B | All dates | 30% | |

CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | A | All dates | |||

CME | FX | BF - BPSF FUTURE | Delta | 1 | A | All dates | 30% | |

RF - EURO FX/SF FUTURES | 1 | B | All dates | |||||

CME | FX | CA - EC/AD CROSS RATE FUTURES | Delta | 1 | A | All dates | 30% | |

CC - EC/CD CROSS RATE FUTURE | 1 | B | All dates | |||||

CME | FX | CZ - CZECH KORUNA FUTURES | Delta | 2 | A | All dates | 30% | |

EC - EURO FUTURE | 1 | B | All dates | |||||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 3 | A | All dates | 30% | |

SE - SKR/USD CROSS RATE FUTURES | 1 | B | All dates | |||||

CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 4 | B | All dates | 30% | |

SF - SWISS FRANC FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 30% | |

CME | FX | JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||

CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 30% | |

CC - EC/CD CROSS RATE FUTURE | 1 | B | All dates | |||||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | Delta | 5 | A | All dates | 30% | |

CME | GI - S&P-GSCI COMMODITY INDEX FUTURE | 1 | B | All dates | ||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 30% | |

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | All dates | |||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 3 | A | All dates | 30% | |

FR - HUNGARIAN FORINT (USD) FUTURES | 5 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 30% | |

CA - EC/AD CROSS RATE FUTURES | 1 | A | All dates | |||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 5 | A | All dates | 30% | |

SF - SWISS FRANC FUTURES | 6 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |

FR - HUNGARIAN FORINT (USD) FUTURES | 2 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |

RU - RU RUSSIAN RUBLE FUTURES | 2 | B | All dates | |||||

CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 5 | A | All dates | 30% | |

NE - NEW ZEALAND FUTURES | 2 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |

PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |

PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 30% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 07/2020 | 09/2020 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 08/2020 | 11/2020 | 30% |

DA - CLASS III MILK FUTURES | 1 | B | 08/2020 | 11/2020 | ||||

CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 30% | |

CD - CANADIAN DOLLAR FUTURES | 2 | A | All dates | |||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 08/2020 | 11/2020 | 30% |

CSC - CASH CHEESE FUTURES | 1 | B | 12/2020 | 06/2022 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 08/2020 | 11/2020 | 30% |

DA - CLASS III MILK FUTURES | 1 | B | 12/2020 | 06/2022 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 12/2020 | 06/2022 | 30% |

CSC - CASH CHEESE FUTURES | 1 | B | 08/2020 | 11/2020 | ||||

CME | FX | RMB - U.S. DOLLARRENMINBI FUTURES | Delta | 2 | A | All dates | 30% | |

SIR - INR/USD FUTURE | 3 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 30% | |

AN - AD/NE CROSS RATE FUTURES | 1 | B | All dates | |||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 12/2020 | 06/2022 | 30% |

DA - CLASS III MILK FUTURES | 1 | A | 08/2020 | 11/2020 | ||||

CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 30% | |

LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 5 | A | All dates | 30% | |

RMB - U.S. DOLLARRENMINBI FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 30% | |

CME | FX | JY - JAPANESE YEN FUTURES | 2 | A | All dates | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 12/2020 | 06/2022 | 30% |

DA - CLASS III MILK FUTURES | 1 | B | 08/2020 | 11/2020 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 08/2020 | 11/2020 | 30% |

DA - CLASS III MILK FUTURES | 1 | B | 06/2020 | 07/2020 | ||||

CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 30% | |

SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 12/2020 | 06/2022 | 30% |

CSC - CASH CHEESE FUTURES | 1 | B | 12/2020 | 06/2022 | ||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 30% | |

DEN - DENVER CSI HOUSING INDEX FUTURES | 1 | B | All dates |

An electronically traded futures contract one fifth the size of standard S&P futures, E-mini S&P 500 futures and options are based on the underlying Standard & Poor’s 500 stock index. Made up of 500 individual stocks representing the market capitalizations of large companies, the S&P 500 Index is a leading indicator of large-cap U.S. equities.