- Micro E-mini Dow futures (MYM) offer smaller-sized versions of our liquid benchmark E-mini contracts
- They are designed to manage exposure to the 30 blue-chip stocks tracked by the Dow Jones Industrial Average (DJIA) index
- The Micro E-mini Dow futures contract is $0.50 x the DJIA Index and has a minimum tick of 1.00 index points
- View delayed data for Micro E-mini Dow futures below for the open, high and low prices and volume for the active contracts

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

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 80% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 2 | A | All dates | 80% | |

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

CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 2 | A | All dates | 80% | |

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

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 80% | |

B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 4 | A | All dates | 80% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 3 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | A | All dates | 80% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 8 | A | All dates | 80% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 3 | B | All dates | |||||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 3 | A | 11/2019 | 12/2019 | 80% |

NYM | NY-EZ - NEW YORK ETHANOL FUT | 2 | B | 12/2019 | 10/2022 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 3 | A | 01/2020 | 11/2022 | 80% |

NYM | NY-EZ - NEW YORK ETHANOL FUT | 2 | B | 12/2019 | 10/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | A | All dates | 80% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 80% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2017 | 09/2017 | 80% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2016 | 03/2017 | 80% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | AGRICULTURE | KCW - KC HRW WHEAT FUTURES | Delta | 1 | B | All dates | 80% | |

W - WHEAT FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 80% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 03/2019 | 06/2020 | ||||

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 1 | B | All dates | 80% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2015 | 09/2015 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2014 | 03/2015 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2021 | 09/2022 | 80% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2021 | 09/2022 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 80% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 94% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 80% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2022 | 09/2023 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2014 | 09/2014 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 80% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2023 | 09/2024 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 94% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2027 | 09/2028 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 80% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2025 | 09/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 80% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2024 | 09/2025 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 80% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 80% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2026 | 09/2027 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2019 | 09/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 94% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2013 | 03/2014 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2014 | 09/2014 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 94% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2015 | 09/2015 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2013 | 09/2013 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 80% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2014 | 09/2014 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2020 | 80% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2019 | 09/2019 | 94% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 80% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2014 | 09/2014 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | Delta | 10 | B | All dates | 80% | |

CME | SES - SP GSCI SWAP FUTURES | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2025 | 09/2026 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2026 | 09/2027 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2027 | 09/2028 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2028 | 09/2029 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2024 | 09/2025 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 80% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 12/2017 | 03/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2018 | 09/2018 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2020 | 06/2021 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 80% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2020 | 06/2021 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2018 | 09/2018 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2019 | 03/2020 | 80% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2020 | 06/2020 | 80% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2019 | 06/2019 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2019 | 09/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 02/2020 | 09/2020 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2019 | 09/2019 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 11/2019 | 01/2020 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 80% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2018 | 09/2018 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2019 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 11/2019 | 01/2020 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2017 | 06/2017 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2018 | 03/2019 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2017 | 06/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 80% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 11/2019 | 01/2020 | 80% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2017 | 03/2018 | 80% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2018 | 03/2019 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2017 | 12/2017 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2018 | 03/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 11/2019 | 01/2020 | 80% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2016 | 12/2016 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 12/2017 | 03/2018 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2019 | 09/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 11/2019 | 01/2020 | 80% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2018 | 03/2019 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2017 | 09/2017 | 80% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2017 | 09/2017 | 80% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2013 | 03/2014 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2013 | 09/2013 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2012 | 03/2013 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 79% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2012 | 03/2013 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 11/2019 | 01/2020 | 79% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2020 | 09/2020 | 79% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2017 | 09/2017 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2012 | 03/2013 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2014 | 03/2015 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 11/2019 | 01/2020 | 78% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2018 | 03/2019 | 78% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2016 | 09/2016 | 78% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2012 | 03/2013 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 11/2019 | 01/2020 | 78% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 11/2019 | 01/2020 | 78% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2017 | 06/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 11/2019 | 01/2020 | 78% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2016 | 09/2016 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 93% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2020 | 93% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 06/2019 | 09/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 93% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 93% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||

CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 3 | A | All dates | 77% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

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 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 77% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 77% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2018 | 03/2019 | 77% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2017 | 09/2017 | 77% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 77% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 77% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 77% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 77% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 77% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 77% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 11/2019 | 01/2020 | 77% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2020 | 09/2021 | 77% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2022 | 09/2023 | 77% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 76% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 76% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 76% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2015 | 09/2015 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 76% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 76% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 76% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 76% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 06/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2019 | 06/2020 | 76% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2016 | 03/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 76% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 76% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 76% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2027 | 09/2028 | 76% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2026 | 09/2027 | 76% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2024 | 09/2025 | 76% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2025 | 09/2026 | 76% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2028 | 09/2029 | 76% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 76% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 76% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 76% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 76% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 76% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 75% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 6 | A | All dates | ||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 3 | B | All dates | 75% | |

CME | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

LIO - 20-YEAR ERIS SWAP FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

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 | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LII - 12-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 12/2012 | 03/2013 | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2026 | 09/2027 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2027 | 09/2028 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 12/2028 | 09/2029 | 75% |

CBT | LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | A | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | B | 12/2012 | 03/2013 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2018 | 03/2019 | 75% |

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

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 75% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2019 | 06/2020 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 75% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2016 | 09/2016 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2027 | 09/2028 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2015 | 03/2016 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2017 | 09/2017 | 75% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 75% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2016 | 09/2016 | 75% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2015 | 03/2016 | 75% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2020 | 06/2020 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2020 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 2 | A | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | B | 12/2012 | 03/2013 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2015 | 09/2015 | 75% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2019 | 09/2019 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 75% |

CBT | LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 75% | |

66 - 10Y INTEREST RATE SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2014 | 03/2015 | 75% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2018 | 03/2019 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2018 | 03/2019 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2018 | 03/2019 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2014 | 09/2014 | 75% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2018 | 09/2018 | 75% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 03/2014 | 75% |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2020 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 06/2020 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 75% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2020 | 09/2021 | 75% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2020 | 09/2021 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2021 | 09/2022 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 75% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 12/2028 | 09/2029 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 75% |

CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 75% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 75% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 75% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 75% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 75% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2020 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 12/2019 | 03/2020 | 75% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 06/2020 | 06/2020 | 75% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2017 | 12/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2017 | 12/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 09/2017 | 12/2017 | ||||

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 1 | B | All dates | 75% | |

DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX | 1 | A | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2017 | 06/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2017 | 06/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 03/2017 | 06/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 11/2019 | 01/2020 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 11/2019 | 01/2020 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 11/2019 | 01/2020 | 75% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2019 | 06/2020 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 75% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2016 | 12/2016 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2016 | 12/2016 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2019 | 06/2020 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 10/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 06/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 11/2019 | 01/2020 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 10/2022 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2020 | 06/2021 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2021 | 06/2022 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2023 | 03/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 10/2022 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 10/2022 | 75% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 10/2022 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 03/2020 | 10/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2018 | 03/2019 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2020 | 10/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2020 | 09/2021 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2020 | 10/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2020 | 06/2021 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2019 | 06/2019 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2016 | 06/2016 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2016 | 06/2016 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2020 | 06/2020 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 75% | |

LID - 4-YEAR ERIS SWAP FUTURES | 1 | B | 03/2016 | 06/2016 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2019 | 06/2020 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2017 | 09/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | B | 06/2020 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2022 | 09/2023 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 06/2017 | 09/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | B | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2020 | 10/2020 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 03/2020 | 10/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2020 | 10/2020 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 03/2020 | 10/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2027 | 09/2028 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2026 | 09/2027 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2025 | 09/2026 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2028 | 09/2029 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 12/2024 | 09/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2018 | 12/2018 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2019 | 06/2019 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2020 | 05/2020 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 03/2020 | 10/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2020 | 05/2020 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 03/2020 | 10/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 11/2019 | 01/2020 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 12/2019 | 06/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 12/2019 | 06/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2020 | 06/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 12/2019 | 06/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 12/2019 | 06/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2020 | 06/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 12/2019 | 06/2020 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2021 | 06/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2017 | 03/2018 | 75% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2018 | 06/2018 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2020 | 02/2020 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2020 | 02/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2018 | 12/2018 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2020 | 02/2020 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2020 | 01/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2020 | 02/2020 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 03/2020 | 10/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2020 | 09/2021 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 12/2017 | 03/2018 | 75% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2018 | 06/2018 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2019 | 09/2019 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2018 | 06/2018 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2022 | 09/2023 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 02/2020 | 09/2020 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2023 | 09/2024 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2028 | 09/2029 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2024 | 09/2025 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2026 | 09/2027 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2028 | 09/2029 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2027 | 09/2028 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2024 | 09/2025 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2025 | 09/2026 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2026 | 09/2027 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2017 | 12/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2021 | 09/2022 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2022 | 09/2023 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2018 | 03/2019 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 06/2018 | 09/2018 | 75% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2017 | 06/2017 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 11/2019 | 01/2020 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2017 | 03/2018 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 09/2016 | 12/2016 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 06/2017 | 09/2017 | 75% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 6 | A | 03/2016 | 06/2016 | 75% |

LIW - 5-YEAR ERIS SWAP FUTURES | 5 | B | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2019 | 03/2020 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2019 | 09/2019 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2018 | 03/2019 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2018 | 03/2019 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2015 | 09/2015 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2019 | 06/2020 | 92% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2017 | 09/2017 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 74% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2018 | 03/2019 | 74% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2019 | 03/2020 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2018 | 09/2018 | 74% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2017 | 09/2017 | 92% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2013 | 09/2013 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2022 | 09/2023 | 92% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 12/2019 | 06/2020 | 92% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2018 | 09/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 92% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 73% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2016 | 09/2016 | 73% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2013 | 09/2013 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 12/2021 | 09/2022 | 73% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 02/2020 | 09/2020 | 73% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2019 | 09/2019 | 73% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2018 | 09/2018 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2016 | 09/2016 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2013 | 03/2014 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2021 | 09/2022 | 72% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2020 | 09/2020 | 72% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | A | All dates | 71% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2017 | 03/2018 | 71% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 06/2018 | 09/2018 | 71% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 06/2017 | 09/2017 | ||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 1 | A | All dates | 70% | |

CME | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | ||||

CME | EQUITY INDEX | XAY - E-MINI SP500 CONS DISCRET SECTOR IX | Delta | 3 | A | All dates | 70% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 2 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

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

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 5 | B | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 5 | B | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | A | 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 | ||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

LII - 12-YEAR ERIS SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 06/2020 | 70% |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | B | All dates | |||||

CBT | INTEREST RATES | N1U - 10-YEAR USD MAC SWAP FUTURES | Delta | 5 | A | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 3 | B | All dates | 70% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 70% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 70% | |

B1U - 30-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 20 | A | All dates | 70% | |

UBE - LONG TERM U.S. TREASURY BOND FUTURE | 3 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

LII - 12-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 70% | |

LIO - 20-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | AGRICULTURE | UFG - UREA (GRANULAR) FOB EGYPT SWAP | Delta | 1 | B | All dates | 70% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | All dates | 70% | |

N1U - 10-YEAR USD MAC SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2016 | 09/2016 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2015 | 03/2016 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2014 | 03/2015 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2014 | 09/2014 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2014 | 09/2014 | ||||

CBT | AGRICULTURE | DFT - DAP FOB TAMPA SWAP | Delta | 1 | A | All dates | 70% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2013 | 03/2014 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2013 | 03/2014 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

LIL - 15-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2018 | 09/2018 | ||||

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 5 | B | All dates | 70% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 4 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2015 | 09/2015 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2017 | 03/2018 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2014 | 03/2015 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2017 | 09/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2020 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2014 | 09/2014 | 70% |

N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2016 | 03/2017 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2020 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 06/2016 | 09/2016 |