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Micro E-mini Dow Jones Industrial Average Index Margins

  • Micro E-mini Dow futures (MYM) offer smaller-sized versions of our liquid benchmark E-mini contracts
  • They are designed to manage exposure to the 30 blue-chip stocks tracked by the Dow Jones Industrial Average (DJIA) index
  • The Micro E-mini Dow futures contract is $0.50 x the DJIA Index and has a minimum tick of 1.00 index points
  • View delayed data for Micro E-mini Dow futures below for the open, high and low prices and volume for the active contracts
Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2020
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 12/2018 03/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2019
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 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
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 09/2020
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 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
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 06/2017 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 12/2017 03/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 70%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2020 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 03/2018 06/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2029 12/2029
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2028 12/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 12/2023 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2022 12/2022 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
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 09/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIT - 2-YEAR ERIS SWAP FUTURE 4 A 03/2020 09/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
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 12/2016 03/2017
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 06/2016 09/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
41 - 30 DAY FED FUND FUTURES 3 B 02/2021 01/2023
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
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2023 06/2029
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2022 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2023 06/2029
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2022 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 09/2021
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 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
41 - 30 DAY FED FUND FUTURES 3 B 09/2020 01/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 70%
41 - 30 DAY FED FUND FUTURES 3 B 09/2020 01/2021
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 6 B All dates 70%
F1U - 5-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 3 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 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 09/2019 12/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 09/2019 09/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 03/2020 06/2020 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
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 06/2014 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 03/2018 06/2018
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 70%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 03/2026 12/2026
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 03/2029 12/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 03/2028 12/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 05/2020 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
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
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 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 09/2018 12/2018
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 09/2020
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 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 03/2023 12/2023
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 70%
LID - 4-YEAR ERIS SWAP FUTURES 10 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 09/2019 12/2019
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
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2022 09/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 09/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2020 09/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2023 06/2029
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 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2024 12/2024 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
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 10 B 03/2027 12/2027 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2028 12/2028 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2026 12/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2029 12/2029 70%
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 03/2020 06/2020 70%
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 09/2020 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2025 12/2025 70%
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 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 12/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2024 12/2024 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2019 12/2019
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 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2024 12/2024 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2025 12/2025 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2026 12/2026 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2027 12/2027 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2028 12/2028 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2029 12/2029 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2020 06/2020 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2020 09/2020 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2020 03/2020 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2020 03/2020 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2020 04/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2029 12/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2028 12/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2027 12/2027 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2026 12/2026 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2025 12/2025 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2020 05/2020 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2016 12/2016 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2020 05/2020 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
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 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 B 03/2016 06/2016 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
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 1 B 03/2017 06/2017 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2017 12/2017 70%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2017 12/2017 70%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2016 12/2016 70%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2018 12/2018
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 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 03/2017 06/2017 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 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 03/2017 06/2017 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 09/2018 12/2018 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2018 06/2018 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 B All dates 68%
CBT YM - E-MINI DOW ($5) FUTURES 3 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 68%
CBT YM - E-MINI DOW ($5) FUTURES 3 B All dates
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 06/2016 09/2016
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 09/2019 12/2019 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 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 09/2018 12/2018 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 03/2018 06/2018 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 12/2023 91%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 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 09/2020 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2020 06/2020
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 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 91%
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 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 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 09/2016 12/2016 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 03/2020 09/2020 68%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 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 09/2016 12/2016 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 12/2021 67%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 12/2023 67%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
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 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2018 06/2018 67%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 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 03/2018 06/2018 66%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 90%
CBT YM - E-MINI DOW ($5) FUTURES 5 A All dates
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 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 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 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 XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 1 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 XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 3 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 2 A All dates 65%
CBT YM - E-MINI DOW ($5) FUTURES 1 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 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
B1U - 30-YEAR USD MAC SWAP FUTURES 1 A 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 B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2022 12/2022
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2024 12/2024
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2023 12/2023
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2027 12/2027
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2029 12/2029
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2028 12/2028
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2026 12/2026
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 03/2025 12/2025
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 8 B All dates 65%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2024 12/2024 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2029 12/2029 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2027 12/2027 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2026 12/2026 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2028 12/2028 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2025 12/2025 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 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 09/2020
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT Delta 1 B 03/2020 01/2023 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 03/2020 03/2020
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 03/2020 03/2020 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 05/2020 12/2023
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 03/2020 03/2020 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 03/2020 03/2020
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
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 04/2020 08/2020 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 03/2020 03/2020
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 04/2020 08/2020 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 05/2020 12/2023
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 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 09/2020 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2013 09/2013
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 12/2020 01/2023 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 03/2020 03/2020
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 09/2020 11/2020 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 03/2020 03/2020
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 12/2020 01/2023 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 05/2020 12/2023
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B All dates 65%
AGRICULTURE C - CORN FUTURES 2 A All dates
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B 09/2020 11/2020 65%
CBT AGRICULTURE C - CORN FUTURES 4 A 05/2020 12/2023
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 12/2014 03/2015 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2014 09/2014 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
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 5 A 03/2020 06/2020 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
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 INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 09/2020 09/2020 65%
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 65%
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 03/2019 06/2019 65%
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 09/2018 12/2018 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 12/2020 09/2021 65%
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 09/2021 65%
CBT 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 03/2018 06/2018 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 12/2021 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 B All dates 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 09/2017 12/2017 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 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 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 03/2020 09/2020 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2020 12/2020 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2020 12/2020 65%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 03/2017 06/2017 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 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 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 65%
26 - 2 YEAR TREASURY NOTE FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 12/2021 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2024 12/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2023 12/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2024 12/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2025 12/2025 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2027 12/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2028 12/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2025 12/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2029 12/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2026 12/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 09/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 65%
LIC - 3-YEAR ERIS SWAP FUTURES 5 B 03/2020 06/2020
CBT AGRICULTURE BSW - BLACK SEA WHEAT FUTURES Delta 1 B All dates 65%
W - WHEAT FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 01/2023 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 02/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 02/2021 01/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
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 01/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2029 12/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2028 12/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 65%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 09/2017 12/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 03/2020
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 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 01/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 03/2020 06/2020 65%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2029 12/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2028 12/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2021 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2022 09/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2023 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 01/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 05/2020 05/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CME INTEREST RATES EM - ONE MONTH EURODOLLAR FUTURES Delta 5 A 02/2020 06/2020 65%
CBT 41 - 30 DAY FED FUND FUTURES 3 B 02/2021 01/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2028 12/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2029 12/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 02/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2020 01/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 02/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 01/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 02/2020 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2029 12/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2028 12/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2026 12/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2027 12/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2025 12/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 05/2020 05/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 09/2020 65%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 12/2021 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2022 12/2022 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2024 12/2024 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 12/2023 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 9 B All dates 65%
LID - 4-YEAR ERIS SWAP FUTURES 10 A 09/2017 12/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 02/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 02/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2028 12/2028 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2029 12/2029 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2027 12/2027 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2026 12/2026 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2025 12/2025 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2020 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 65%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2020 12/2020 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 12/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2024 12/2024 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2022 12/2022 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2025 12/2025 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2024 12/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2023 12/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 A All dates 65%
BWF - BLACK SEA WHEAT FIN STL PLATTS FUT 1 B All dates
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 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 02/2020 06/2020
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 3 A 03/2022 12/2022 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 65%
CME ED - EURODOLLAR FUTURES 2 A 03/2028 12/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2027 12/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2029 12/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2021 12/2021 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2025 12/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2026 12/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2017 12/2017 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2020 12/2020 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2019 06/2019 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2017 12/2017 65%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2020 05/2020 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2020 05/2020 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2020 05/2020 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2017 12/2017 65%
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 65%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 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 09/2018 12/2018 64%
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 63%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2022 12/2022 63%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 12/2020 63%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 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 09/2016 12/2016 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 09/2018 12/2018 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 03/2016 06/2016 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 62%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2019 12/2019
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
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 09/2019 12/2019 61%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 60%
CBT YM - E-MINI DOW ($5) FUTURES 1 B 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
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 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 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 LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 5 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 B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 3 B 03/2019 09/2020
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 60%
LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 09/2020 09/2020 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 03/2020 06/2020 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B 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 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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 09/2019 12/2019 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 03/2019 06/2019 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 09/2018 12/2018 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 12/2022 09/2023 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 03/2018 06/2018 60%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2024 12/2024 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2028 12/2028 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2027 12/2027 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2026 12/2026 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2025 12/2025 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2029 12/2029 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
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 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 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 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 TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 1 B All dates 60%
CME FX JY - JAPANESE YEN FUTURES 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 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 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 3 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 10 B 03/2019 09/2020
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 E1U - 20-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIB - 7-YEAR ERIS SWAP FUTURES 2 B All dates
NYM ETHANOL NY-EZ - NEW YORK ETHANOL FUT Delta 1 B 03/2020 01/2023 60%
CBT AGRICULTURE C - CORN FUTURES 4 A 05/2020 12/2023
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 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 09/2020 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 60%
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 60%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 09/2019 12/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 03/2019 06/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 09/2018 12/2018
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2020 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2020 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2020 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2020 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2020 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2021 09/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 03/2018 06/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME FX JY - JAPANESE YEN FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
26 - 2 YEAR TREASURY NOTE FUTURES 6 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
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME FX JY - JAPANESE YEN FUTURES 1 A 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 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 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 AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 60%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 09/2019 09/2020 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 03/2019 06/2019 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 09/2018 12/2018 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 03/2018 06/2018 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%
7I - 7-YR INTEREST RATE SWAP FUT 1 A 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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2020 09/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2020 09/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2023 06/2029
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2020 09/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2020 09/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2021 09/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2022 09/2023
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 INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 09/2017 12/2017 60%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2020 12/2020 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2013 03/2014
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 09/2016 12/2016 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
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 09/2016 12/2016 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 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 09/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2013 09/2013
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 LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 03/2013
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 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 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 03/2020 06/2020
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 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 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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2019 12/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 09/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2020 09/2020
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 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 06/2029
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 09/2017 12/2017
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2026 12/2026 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2027 12/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2028 12/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2029 12/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 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 12/2014 03/2015
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
LID - 4-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
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 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 60%
LIT - 2-YEAR ERIS SWAP FUTURE 4 B 09/2019 12/2019
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
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2020 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 03/2020
CBT AGRICULTURE W - WHEAT FUTURES Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES Delta 1 B All dates 60%
WEU - EU WHEAT FUTURES 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2020 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 03/2020
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 03/2020 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2016 06/2016
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 12/2022 09/2023
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 12/2021 09/2022