- 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 | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 88% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2020 | 03/2021 | 88% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 88% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2019 | 06/2019 | 88% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 64% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2017 | 12/2017 | 64% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2019 | 06/2019 | 64% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 63% |

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 | 62% |

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 | 62% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2019 | 06/2019 | 62% |

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 | 62% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 62% |

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

CME | EQUITY INDEX | SU - S&P/ CITIGROUP VALUE FUTURES | Delta | 2 | B | All dates | 61% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2020 | 06/2020 | 61% |

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

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | B | All dates | 60% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 3 | A | All dates | ||||

CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 5 | A | All dates | 60% | |

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

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | A | All dates | 60% | |

CBT | YM - E-MINI DOW ($5) FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | LIL - 15-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LII - 12-YEAR ERIS SWAP FUTURES | Delta | 10 | B | All dates | 60% | |

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

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |

LII - 12-YEAR ERIS SWAP FUTURES | 5 | B | All dates | |||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 60% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 5 | A | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 60% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 5 | A | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 60% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 3 | B | 03/2019 | 03/2021 | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 60% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 60% | |

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

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 60% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 3 | B | 12/2013 | 12/2018 | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 87% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2020 | 12/2020 | 87% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2020 | 06/2020 | 87% |

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 | 87% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 87% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 87% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2019 | 12/2019 | 87% |

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

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 60% | |

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

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 5 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2016 | 12/2018 | 60% |

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

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 3 | A | All dates | 60% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 10 | B | 03/2019 | 03/2021 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 2 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 3 | A | All dates | 60% | |

LIB - 7-YEAR ERIS SWAP FUTURES | 10 | B | 12/2013 | 12/2018 | ||||

NYM | ETHANOL | NY-EZ - NEW YORK ETHANOL FUT | Delta | 1 | B | 08/2020 | 06/2023 | 60% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 60% | |

I3 - 30Y INTEREST RATE SWAP FUTU | 2 | B | All dates | |||||

CBT | INTEREST RATES | 7I - 7-YR INTEREST RATE SWAP FUT | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 4 | A | All dates | 60% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |

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

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 9 | A | All dates | 60% | |

I3 - 30Y INTEREST RATE SWAP FUTU | 2 | B | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | A | All dates | 60% | |

I3 - 30Y INTEREST RATE SWAP FUTU | 2 | B | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2020 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 09/2019 | 12/2019 | 60% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 12/2013 | 03/2014 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 06/2019 | 60% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 06/2013 | 09/2013 | 60% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 60% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |

7I - 7-YR INTEREST RATE SWAP FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 60% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 60% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 60% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 60% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2019 | 03/2021 | 60% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 60% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2017 | 06/2017 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 60% |

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 | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 60% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | AGRICULTURE | DGS - BLOOMBERG COMMODITY INDEX SWAPS | Delta | 5 | B | All dates | 60% | |

CME | GA - GSCI ER FUTURES | 1 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 60% |

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

CBT | INTEREST RATES | 7I - 7-YR INTEREST RATE SWAP FUT | Delta | 1 | A | All dates | 60% | |

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

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 2 | A | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |

LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |

T1U - 2-YEAR USD MAC SWAP FUTURES | 4 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 60% | |

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

CBT | INTEREST RATES | 66 - 10Y INTEREST RATE SWAP FUTURES | Delta | 2 | B | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 7 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 60% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 60% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 60% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 60% | |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2020 | 12/2020 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 60% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | 09/2020 | 12/2020 | 60% |

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

CBT | AGRICULTURE | W - WHEAT FUTURES | Delta | 1 | B | All dates | 60% | |

WEU - EU WHEAT FUTURES | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 60% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

41 - 30 DAY FED FUND FUTURES | 3 | B | 07/2021 | 06/2023 | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 15 | B | 06/2013 | 09/2013 | 60% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

41 - 30 DAY FED FUND FUTURES | 3 | B | 02/2021 | 06/2021 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

41 - 30 DAY FED FUND FUTURES | 3 | B | 02/2021 | 06/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2026 | 06/2027 | 60% |

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

CBT | AGRICULTURE | KCW - KC HRW WHEAT-WHEAT ICS | Delta | 1 | B | All dates | 60% | |

WEU - EU WHEAT FUTURES | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 03/2021 | 60% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

LIT - 2-YEAR ERIS SWAP FUTURE | 5 | A | 09/2020 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2025 | 06/2026 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2021 | 06/2023 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2021 | 06/2021 | 60% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 60% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 03/2021 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 03/2021 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 60% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 60% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 60% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 10/2020 | 06/2021 | 60% |

CBT | 25 - 5 YR TREASURY NOTE FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2025 | 06/2026 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 02/2021 | 06/2021 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 12/2019 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 12/2019 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2024 | 06/2025 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2020 | 08/2020 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 60% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 60% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 03/2018 | 06/2018 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 60% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2024 | 06/2025 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2019 | 06/2019 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2019 | 06/2019 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 60% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2020 | 08/2020 | 60% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2018 | 06/2018 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2020 | 06/2020 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2022 | 06/2023 | 60% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2018 | 06/2018 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 06/2022 | 60% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 03/2018 | 06/2018 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 60% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2017 | 12/2017 | 60% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 3 | A | All dates | 60% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 1 | B | 09/2017 | 12/2017 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 03/2019 | 06/2019 | 60% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 59% |

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

CME | EQUITY INDEX | FTU - EMINI USD FTSE 100 INDEX FUTURE | Delta | 2 | A | All dates | 58% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 58% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 58% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 57% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 57% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 57% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 56% |

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 | 56% |

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

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 55% | |

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

CME | EQUITY INDEX | FT1 - E-MINI FTSE 100 INDEX FUTURES | Delta | 1 | A | All dates | 55% | |

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

CBT | INTEREST RATES | I3 - 30Y INTEREST RATE SWAP FUTU | Delta | 1 | A | All dates | 55% | |

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

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 4 | B | All dates | 55% | |

TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 5 | A | All dates | |||||

CBT | INTEREST RATES | LIE - 30-YEAR ERIS SWAP FUTURES | Delta | 3 | B | All dates | 55% | |

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

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 55% | |

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

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 55% | |

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

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 07/2020 | 08/2020 | 55% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 07/2020 | 07/2020 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 4 | A | All dates | 55% | |

I3 - 30Y INTEREST RATE SWAP FUTU | 3 | B | All dates | |||||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 09/2020 | 07/2023 | 55% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 07/2020 | 07/2020 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 07/2020 | 08/2020 | 55% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 08/2020 | 08/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2019 | 12/2019 | 86% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2019 | 06/2019 | 86% |

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

CBT | INTEREST RATES | LIO - 20-YEAR ERIS SWAP FUTURES | Delta | 1 | B | All dates | 55% | |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2018 | 12/2018 | 86% |

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

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 07/2020 | 08/2020 | 55% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 09/2020 | 01/2021 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 07/2020 | 08/2020 | 55% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 02/2021 | 04/2021 | |||

CBT | ETHANOL | EH - ETHANOL FUTURES | Delta | 7 | A | 07/2020 | 08/2020 | 55% |

NYM | NY-CU - CHICAGO ETHANOL FUT | 5 | B | 05/2021 | 06/2023 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 6 | B | All dates | 55% | |

E1U - 20-YEAR USD MAC SWAP FUTURES | 5 | A | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | B | All dates | 55% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2027 | 06/2028 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2028 | 06/2029 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2029 | 06/2030 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2026 | 06/2027 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2025 | 06/2026 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 12/2015 | 03/2016 | 55% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 09/2020 | 12/2020 | 55% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 03/2021 | 03/2021 | 55% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 03/2020 | 06/2020 | 55% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 5 | A | 09/2019 | 12/2019 | 55% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 55% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 06/2024 | 12/2029 | 55% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 06/2022 | 03/2023 | 55% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 06/2023 | 03/2024 | 55% |

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

CBT | AGRICULTURE | DFL - DAP FOB NOLA SWAP | Delta | 1 | A | All dates | 55% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 1 | B | All dates | |||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2020 | 03/2021 | 55% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 55% | |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2019 | 03/2021 | 55% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 55% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | A | 09/2020 | 03/2021 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 07/2020 | 09/2020 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2020 | 09/2020 | 55% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 55% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 55% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 03/2017 | 06/2017 | 55% |

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

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 1 | A | All dates | 55% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 55% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 55% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 55% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 55% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 55% | |

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

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 55% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 55% |

LIT - 2-YEAR ERIS SWAP FUTURE | 3 | A | 09/2020 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2021 | 06/2022 | 55% |

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 | 09/2016 | 12/2016 | 55% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 55% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 09/2018 | 12/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2028 | 06/2029 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2027 | 06/2028 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2029 | 06/2030 | 55% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2020 | 03/2021 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2028 | 06/2029 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2028 | 06/2029 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2029 | 06/2030 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2029 | 06/2030 | 55% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 55% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2026 | 06/2027 | 55% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2019 | 12/2019 | 55% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2019 | 12/2019 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 55% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 55% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2028 | 06/2029 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2027 | 06/2028 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2026 | 06/2027 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2029 | 06/2030 | 55% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 55% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 55% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 55% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 55% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2025 | 06/2026 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2024 | 06/2025 | 55% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 55% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 55% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 03/2021 | 03/2021 | 55% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 6 | B | 09/2020 | 12/2020 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2024 | 06/2025 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 10/2020 | 06/2021 | 55% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2018 | 12/2018 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 07/2020 | 09/2020 | 55% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2018 | 12/2018 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 55% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2022 | 06/2023 | 55% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 55% | |

LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 03/2018 | 06/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 07/2020 | 09/2020 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2021 | 06/2022 | 55% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2013 | 12/2018 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 55% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2022 | 06/2023 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2021 | 06/2022 | 55% |

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 | 55% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 7 | B | 09/2019 | 12/2019 | 55% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | All dates | 55% | |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 09/2018 | 12/2018 | 55% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2018 | 06/2018 | 55% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 54% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 54% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 54% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 54% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 54% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2018 | 12/2018 | 54% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 53% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 52% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | A | 09/2019 | 12/2019 | 52% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 51% |

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

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 50% | |

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 40 | A | All dates | |||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 2 | A | All dates | 50% | |

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

CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 2 | A | All dates | 50% | |

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

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 50% | |

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

CME | EQUITY INDEX | IPT - BTIC ON E-MINI IPOX 100 U.S. INDEX | Delta | 5 | A | All dates | 50% | |

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

CBT | INTEREST RATES | S1U - 7-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2019 | 03/2021 | 50% |

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

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 1 | A | All dates | 85% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 50% | |

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

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 3 | B | All dates | 85% | |

CME | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 12/2013 | 12/2018 | 50% |

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

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 2 | A | All dates | 85% | |

CME | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 3 | B | All dates | ||||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2021 | 06/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2021 | 06/2022 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 10/2020 | 06/2021 | 50% |

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 | 50% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 10/2020 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 07/2020 | 09/2020 | 50% |

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 | 50% | |

CME | ED - EURODOLLAR FUTURES | 4 | A | 07/2020 | 09/2020 | |||

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | A | All dates | 50% | |

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

CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 3 | B | All dates | 85% | |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 4 | A | All dates | 50% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |

F1U - 5-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 50% | |

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

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 50% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 4 | A | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 50% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 4 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 50% | |

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

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2024 | 06/2025 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2023 | 06/2024 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2021 | 03/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 8 | B | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 3 | A | All dates | 50% | |

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

CBT | AGRICULTURE | DFT - DAP FOB TAMPA SWAP | Delta | 1 | A | All dates | 50% | |

UFG - UREA (GRANULAR) FOB EGYPT SWAP | 2 | B | All dates | |||||

CBT | AGRICULTURE | UFG - UREA (GRANULAR) FOB EGYPT SWAP | Delta | 1 | B | All dates | 50% | |

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

CBT | AGRICULTURE | UFG - UREA (GRANULAR) FOB EGYPT SWAP | Delta | 1 | B | All dates | 50% | |

UME - UREA (GRANULAR) FOB MIDDLE EAST FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 06/2015 | 09/2015 | 50% |

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

CBT | AGRICULTURE | UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | Delta | 1 | B | All dates | 50% | |

UME - UREA (GRANULAR) FOB MIDDLE EAST FUT | 1 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 50% |

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

CBT | AGRICULTURE | MFC - MAP CFR BRAZIL FUTURES | Delta | 1 | A | All dates | 50% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 50% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 12/2020 | 03/2021 | 50% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 12/2020 | 03/2021 | 50% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 06/2021 | 03/2022 | 50% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 06/2021 | 03/2022 | 50% |

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

CBT | AGRICULTURE | DFL - DAP FOB NOLA SWAP | Delta | 1 | B | All dates | 50% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2012 | 03/2013 | 50% |

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

CBT | AGRICULTURE | UFG - UREA (GRANULAR) FOB EGYPT SWAP | Delta | 1 | B | All dates | 50% | |

UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2021 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2021 | 03/2021 | 50% |

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

CBT | AGRICULTURE | S - SOYBEAN FUTURES | Delta | 2 | B | All dates | 50% | |

W - WHEAT FUTURES | 3 | A | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |

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

CBT | AGRICULTURE | UFV - UREA (GRANULAR) FOB US GULF FUTURES | Delta | 1 | A | All dates | 50% | |

UME - UREA (GRANULAR) FOB MIDDLE EAST FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2021 | 03/2021 | 50% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 5 | B | 03/2021 | 03/2021 | 50% |

LIY - 10-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | AGRICULTURE | DFN - DAP FOB NOLA FUTURES | Delta | 1 | B | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2020 | 09/2020 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 4 | B | All dates | 50% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 7 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 3 | B | 09/2016 | 12/2016 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | 7I - 7-YR INTEREST RATE SWAP FUT | Delta | 1 | B | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 1 | A | All dates | 50% | |

KCW - KC HRW WHEAT-WHEAT ICS | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 50% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 3 | A | 03/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | AGRICULTURE | UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | Delta | 1 | A | All dates | 50% | |

UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP | 1 | B | All dates | |||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 5 | A | All dates | 50% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 6 | B | 09/2020 | 12/2020 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | AGRICULTURE | BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | Delta | 5 | B | All dates | 50% | |

W - WHEAT FUTURES | 2 | A | All dates | |||||

CBT | AGRICULTURE | BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | Delta | 5 | B | All dates | 50% | |

W - WHEAT FUTURES | 2 | A | All dates | |||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 5 | B | All dates | 50% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 6 | A | 03/2020 | 06/2020 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 50% |

LIT - 2-YEAR ERIS SWAP FUTURE | 3 | A | 03/2020 | 06/2020 | ||||

CBT | AGRICULTURE | BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | Delta | 5 | B | All dates | 50% | |

KCW - KC HRW WHEAT-WHEAT ICS | 2 | A | All dates | |||||

CBT | AGRICULTURE | BWF - BLACK SEA WHEAT FIN STL PLATTS FUT | Delta | 5 | B | All dates | 50% | |

KCW - KC HRW WHEAT-WHEAT ICS | 2 | A | All dates | |||||

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 2 | B | All dates | 50% | |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 5 | B | All dates | 50% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 6 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2019 | 03/2021 | 50% |

LIT - 2-YEAR ERIS SWAP FUTURE | 3 | A | 09/2019 | 12/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 5 | B | All dates | 50% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 6 | A | 03/2019 | 06/2019 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | AGRICULTURE | UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | Delta | 1 | B | All dates | 50% | |

UME - UREA (GRANULAR) FOB MIDDLE EAST FUT | 1 | A | All dates | |||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | F1U - 5-YEAR USD MAC SWAP FUTURES | Delta | 5 | B | All dates | 50% | |

LIC - 3-YEAR ERIS SWAP FUTURES | 6 | A | 09/2018 | 12/2018 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 03/2020 | 06/2020 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 09/2020 | 09/2020 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 12/2012 | 03/2013 | 50% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 50% | |

LIW - 5-YEAR ERIS SWAP FUTURES | 10 | A | 03/2018 | 06/2018 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 50% |

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

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 4 | A | 09/2019 | 12/2019 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2027 | 06/2028 | 50% |

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

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 15 | B | 06/2013 | 09/2013 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2029 | 06/2030 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2028 | 06/2029 | 50% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 50% |

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

CBT | AGRICULTURE | DFL - DAP FOB NOLA SWAP | Delta | 2 | B | All dates | 50% | |

UFN - UREA (GRANULAR) FOB U.S. GULF SWAP | 1 | A | All dates | |||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 50% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2028 | 06/2029 | 50% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2029 | 06/2030 | 50% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |

LID - 4-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 | 50% |

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

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 50% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 50% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 50% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 50% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 50% |

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

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 50% |

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