- 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 |
---|---|---|---|---|---|---|---|---|

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 03/2021 | 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 | 03/2018 | 06/2018 | 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 | 09/2017 | 12/2017 | 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 | 09/2017 | 12/2017 | 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 | 09/2019 | 12/2019 | 74% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2019 | 06/2019 | 74% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 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 | 09/2020 | 12/2020 | 94% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 94% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 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 | 09/2020 | 12/2020 | 93% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 73% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 73% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 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 | 03/2020 | 06/2020 | 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 | 03/2020 | 06/2020 | 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 | 09/2019 | 12/2019 | 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 | 09/2019 | 12/2019 | 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 | 03/2019 | 06/2019 | 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 | 09/2020 | 03/2021 | 92% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 92% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2020 | 03/2021 | 92% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 91% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 91% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 03/2021 | 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 | 03/2020 | 06/2020 | 91% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 72% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 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 | 09/2017 | 12/2017 | 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 | 03/2017 | 06/2017 | 72% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 91% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 91% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 91% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2020 | 03/2021 | 91% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 91% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 91% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2019 | 12/2019 | 91% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 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 | 03/2019 | 06/2019 | 71% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2018 | 06/2018 | ||||

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 | |||||

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 | 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 | |||||

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 | |||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 90% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 12/2019 | 03/2021 | 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 | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 90% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 1 | 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 | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 70% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 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 | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 90% | |

LIO - 20-YEAR ERIS SWAP FUTURES | 1 | B | 03/2016 | 12/2018 | ||||

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 | UFE - UREA (GRANULAR) FOB EGYPT FUTURES | Delta | 1 | B | All dates | 90% | |

UFG - UREA (GRANULAR) FOB EGYPT SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | B | All dates | 70% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2021 | ||||

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 | 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 | 03/2021 | 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 | 03/2021 | 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 | 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 | 03/2021 | 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 | 03/2021 | 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 | 12/2019 | 03/2021 | 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 | 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 | 03/2021 | 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 | 03/2021 | 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 | 03/2021 | 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 | 03/2021 | 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 | 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 | 12/2019 | 03/2021 | 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 | 12/2019 | 03/2021 | 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 | 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 | 03/2021 | 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 | 03/2016 | 09/2019 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2013 | 03/2014 | ||||

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 | 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 | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2016 | 03/2017 | 70% |

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

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 | 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 | 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 | 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 | 03/2021 | 70% |

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

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 | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 03/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

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

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 | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2019 | 03/2021 | 90% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2021 | 03/2021 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2018 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

7I - 7-YR INTEREST RATE SWAP FUT | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2029 | 06/2030 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2028 | 06/2029 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2027 | 06/2028 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2026 | 06/2027 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2025 | 06/2026 | 70% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2018 | 06/2018 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 03/2020 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2024 | 06/2025 | 70% |

CBT | 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 | 03/2021 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2023 | 06/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2022 | 06/2023 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2021 | 06/2022 | 70% |

CBT | 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 | 03/2021 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 2 | A | All dates | 90% | |

I3 - 30Y INTEREST RATE SWAP FUTU | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2021 | 06/2022 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 03/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 5 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2019 | 03/2021 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2013 | 03/2014 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2024 | 06/2025 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2013 | 09/2013 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 06/2013 | 09/2013 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 6 | B | All dates | 70% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 5 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | A | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 70% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 70% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2017 | 12/2017 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2029 | 06/2030 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2028 | 06/2029 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2027 | 06/2028 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2026 | 06/2027 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2025 | 06/2026 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 90% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 6 | B | All dates | 70% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2023 | 03/2024 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2024 | 12/2029 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2024 | 12/2029 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 07/2020 | 09/2020 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | All dates | 70% | |

CBT | NG - 5-YR INTEREST RATE SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 70% |

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 70% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2013 | 12/2018 | 70% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2013 | 03/2014 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2021 | 06/2021 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2021 | 06/2023 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2021 | 06/2022 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 03/2020 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2023 | 03/2024 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2024 | 12/2029 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | B | 09/2020 | 12/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2024 | 06/2025 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 09/2020 | 10/2020 | 70% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 09/2019 | 12/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 70% | |

41 - 30 DAY FED FUND FUTURES | 1 | B | 02/2021 | 06/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 70% | |

41 - 30 DAY FED FUND FUTURES | 1 | B | 02/2021 | 06/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 70% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 70% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2020 | 08/2020 | 70% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 90% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | B | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 8 | A | All dates | 70% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2023 | 06/2024 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2020 | 12/2020 | 70% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2021 | 03/2021 | 70% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 10 | A | 03/2019 | 06/2019 | 70% |

26 - 2 YEAR TREASURY NOTE FUTURES | 9 | B | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2018 | 12/2018 | 70% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 90% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 70% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 70% |

LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2022 | 06/2023 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2021 | 03/2021 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2020 | 12/2020 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |

T1U - 2-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 09/2020 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 06/2024 | 12/2029 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 09/2020 | 03/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 06/2023 | 03/2024 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 90% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 06/2022 | 70% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2022 | 06/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2018 | 12/2018 | 70% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2020 | 06/2020 | 70% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 06/2024 | 12/2029 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 70% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 2 | B | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2019 | 06/2019 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 90% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 10/2020 | 06/2021 | 70% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2016 | 12/2016 | 70% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2018 | 12/2018 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2017 | 06/2017 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 09/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2018 | 06/2018 | 70% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 90% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2017 | 12/2017 | 70% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2018 | 06/2018 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2019 | 12/2019 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2018 | 06/2018 | 70% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2018 | 12/2018 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2017 | 06/2017 | 70% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2017 | 12/2017 | 70% |

LIW - 5-YEAR ERIS SWAP FUTURES | 2 | B | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 90% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 90% |

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

CBT | AGRICULTURE | DFL - DAP FOB NOLA SWAP | Delta | 1 | A | All dates | 90% | |

DFN - DAP FOB NOLA FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 90% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 90% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 90% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 90% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 90% | |

NG - 5-YR INTEREST RATE SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 90% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 90% |

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

CBT | AGRICULTURE | UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | Delta | 1 | B | All dates | 90% | |

UFV - UREA (GRANULAR) FOB US GULF FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2021 | 03/2021 | 90% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 90% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2021 | 03/2021 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2020 | 06/2020 | 90% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2021 | 03/2021 | 90% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2020 | 12/2020 | 90% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2020 | 06/2020 | 90% |

LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2021 | 03/2021 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2019 | 12/2019 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 09/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2020 | 06/2020 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2020 | 03/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2020 | 06/2020 | 90% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2019 | 12/2019 | 90% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2020 | 06/2020 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2019 | 12/2019 | 90% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2018 | 12/2018 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2019 | 06/2019 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2019 | 06/2019 | 90% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 1 | B | 03/2019 | 06/2019 | 90% |

T1U - 2-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2019 | 06/2019 | 90% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 69% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 69% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 69% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2019 | 06/2019 | 69% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 69% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 09/2016 | 12/2016 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 68% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 68% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 68% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2020 | 03/2021 | 68% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 67% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 67% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2019 | 06/2019 | 67% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 67% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 89% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 89% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 89% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 89% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 89% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 66% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 66% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | B | 03/2016 | 06/2016 | ||||

CME | EQUITY INDEX | TPY - YEN DENOMINATED TOPIX FUTURES | Delta | 3 | A | All dates | 65% | |

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

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 88% | |

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

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 65% | |

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

CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 2 | A | All dates | 65% | |

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

CME | EQUITY INDEX | XAV - EMINI SP500- HEALTH CARE SECT INDEX | Delta | 3 | A | All dates | 65% | |

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

CME | EQUITY INDEX | XAZ - E-MINI COM SERVICES SELECT SECTOR | Delta | 1 | B | All dates | 65% | |

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

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 3 | A | All dates | 65% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 65% | |

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

CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 7 | A | All dates | 65% | |

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

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 65% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 65% | |

25 - 5 YR TREASURY NOTE FUTURES | 3 | B | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 65% | |

LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2029 | 06/2030 | |||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2027 | 06/2028 | |||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2026 | 06/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2027 | 06/2028 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2026 | 06/2027 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2029 | 06/2030 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2028 | 06/2029 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2028 | 06/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2025 | 06/2026 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2025 | 06/2026 | |||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2024 | 06/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2024 | 06/2025 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2023 | 06/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2023 | 06/2024 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2022 | 06/2023 | 65% |

CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 5 | B | All dates | 65% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 4 | A | All dates | |||||

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 65% |

LIY - 10-YEAR ERIS SWAP FUTURES | 2 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | B | All dates | 65% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 65% | |

LIO - 20-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 65% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2021 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 65% | |

S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 07/2020 | 07/2020 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 08/2020 | 08/2020 | ||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 07/2020 | 07/2020 | 65% |

NYM | ETHANOL | NY-EZ - NEW YORK ETHANOL FUT | 1 | B | 08/2020 | 06/2023 | ||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 09/2020 | 12/2023 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 08/2020 | 08/2020 | ||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 65% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2013 | 09/2013 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 03/2021 | 65% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2013 | 09/2013 | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 65% |

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

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2016 | 09/2019 | 65% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2016 | 09/2016 | 65% |

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

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 2 | A | All dates | 65% | |

ETHANOL | EH - ETHANOL FUTURES | 1 | B | All dates | ||||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 07/2020 | 07/2020 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 09/2020 | 01/2021 | ||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 09/2020 | 12/2023 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 09/2020 | 01/2021 | ||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 07/2020 | 07/2020 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 05/2021 | 06/2023 | ||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 09/2020 | 12/2023 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 02/2021 | 04/2021 | ||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 2 | B | All dates | 65% | |

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

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 07/2020 | 07/2020 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 02/2021 | 04/2021 | ||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 4 | A | 09/2020 | 12/2023 | 65% |

NYM | ETHANOL | NY-CU - CHICAGO ETHANOL FUT | 1 | B | 05/2021 | 06/2023 | ||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 03/2014 | 65% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2017 | 12/2017 | 65% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |

LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2019 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 10/2020 | 06/2021 | 65% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 03/2021 | |||

CBT | AGRICULTURE | 06 - SOYBEAN MEAL FUTURES | Delta | 1 | A | All dates | 65% | |

S - SOYBEAN FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 65% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 65% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 65% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 65% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2027 | 06/2028 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2026 | 06/2027 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2029 | 06/2030 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2028 | 06/2029 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 65% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2025 | 06/2026 | 65% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 5 | A | All dates | 65% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 6 | B | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2024 | 06/2025 | 65% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 65% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2023 | 06/2024 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 65% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 65% |

LIW - 5-YEAR ERIS SWAP FUTURES | 1 | A | 03/2017 | 06/2017 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 65% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 5 | B | 09/2020 | 12/2020 | ||||

CBT | AGRICULTURE | BSW - BLACK SEA WHEAT FUTURES | Delta | 1 | B | All dates | 65% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2027 | 06/2028 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2029 | 06/2030 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2028 | 06/2029 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2026 | 06/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2025 | 06/2026 | 65% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 65% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 65% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 65% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2025 | 06/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2021 | 06/2023 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 65% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2020 | 01/2021 | 65% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 65% | |

26 - 2 YEAR TREASURY NOTE FUTURES | 6 | B | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 07/2021 | 06/2023 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 07/2020 | 10/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 02/2021 | 06/2021 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 07/2020 | 10/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2020 | 10/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2020 | 10/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2020 | 10/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 07/2020 | 10/2020 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 65% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 65% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 65% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 65% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2022 | 06/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 65% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 11/2020 | 01/2021 | 65% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 65% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |

41 - 30 DAY FED FUND FUTURES | 1 | B | 11/2020 | 01/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |

41 - 30 DAY FED FUND FUTURES | 1 | B | 09/2020 | 10/2020 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |

41 - 30 DAY FED FUND FUTURES | 1 | B | 11/2020 | 01/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 65% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2020 | 03/2021 | 65% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 09/2019 | 12/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 07/2020 | 09/2020 | 65% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2023 | 06/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2022 | 06/2023 | 65% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 09/2020 | 03/2021 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2020 | 09/2020 | 65% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2028 | 06/2029 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2029 | 06/2030 | 65% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2019 | 12/2019 | 65% |

LIT - 2-YEAR ERIS SWAP FUTURE | 7 | A | 09/2019 | 12/2019 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2026 | 06/2027 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2027 | 06/2028 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 65% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 65% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 65% |

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

CBT | AGRICULTURE | AUW - AUSTRALIAN WHEAT FUTURES | Delta | 1 | A | All dates | 65% | |

BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 88% |

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

CBT | AGRICULTURE | AUW - AUSTRALIAN WHEAT FUTURES | Delta | 1 | A | All dates | 65% | |

BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2025 | 06/2026 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2024 | 06/2025 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2021 | 06/2022 | 65% |

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

CBT | AGRICULTURE | BCF - BLACK SEA CORN FIN STL PLATTS FUT | Delta | 1 | A | All dates | 65% | |

BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2023 | 06/2024 | 65% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 88% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2018 | 06/2018 | 65% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2019 | 12/2019 | 65% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 88% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2018 | 06/2018 | 65% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2018 | 06/2018 | 65% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2019 | 06/2019 | 65% |

LIT - 2-YEAR ERIS SWAP FUTURE | 10 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2018 | 06/2018 | 88% |

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