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Micro E-mini Dow Jones Industrial Average Index Margins

  • 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