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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 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 01/2023 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 05/2020 05/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 03/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 09/2020 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 LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2020 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2020 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 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 09/2018 12/2018 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
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 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
41 - 30 DAY FED FUND FUTURES 1 B 06/2020 08/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
41 - 30 DAY FED FUND FUTURES 1 B 06/2020 08/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 03/2020 05/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A 03/2020 06/2020 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
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 3 A 09/2020 01/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 05/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2020 08/2020 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2020 04/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 09/2021
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 04/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 60%
41 - 30 DAY FED FUND FUTURES 1 B 04/2020 05/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 03/2017 06/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 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 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 08/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 05/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2017 12/2017 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2020 05/2020 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 03/2020 05/2020
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2022 12/2022 60%
CBT 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 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 05/2020 05/2020
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 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2028 12/2028 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2029 12/2029 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2026 12/2026 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2027 12/2027 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 09/2018 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2020 03/2020 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2017 12/2017 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2024 12/2024 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2023 12/2023 60%
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 09/2019 12/2019 60%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2025 12/2025 60%
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 60%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
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 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2017 12/2017 60%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2018 06/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2017 06/2017 60%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A All dates 60%
LIC - 3-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
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 09/2015 12/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2025 12/2025 59%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2018 06/2018 59%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 90%
LIO - 20-YEAR ERIS SWAP FUTURES 1 B 03/2016 12/2018
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 03/2016 06/2016 58%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 12/2021 58%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2024 12/2024 58%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2018 06/2018 58%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 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 03/2016 06/2016 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 03/2018 06/2018 57%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2027 12/2027 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2029 12/2029 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2028 12/2028 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2026 12/2026 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 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 03/2020 09/2020 56%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT AGRICULTURE UFE - UREA (GRANULAR) FOB EGYPT FUTURES Delta 1 B All dates 90%
UFG - UREA (GRANULAR) FOB EGYPT SWAP 1 A 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 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 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 09/2020
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
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 ETHANOL EH - ETHANOL FUTURES Delta 7 A 03/2020 03/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 02/2020 02/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 12/2021 09/2022 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 12/2023 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2022 12/2022 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 04/2020 02/2023 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 02/2020 02/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 03/2020 03/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 03/2020 03/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 03/2020 03/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 04/2020 08/2020
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 03/2020 03/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 12/2020 01/2023
CBT ETHANOL EH - ETHANOL FUTURES Delta 7 A 03/2020 03/2020 55%
NYM NY-CU - CHICAGO ETHANOL FUT 5 B 09/2020 11/2020
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 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 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 5 B 06/2020 12/2020
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 AGRICULTURE C - CORN FUTURES Delta 2 A All dates 55%
S - SOYBEAN FUTURES 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 09/2019 09/2020 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 55%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 A 03/2020 09/2020 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 09/2020 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2020 05/2020 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2020 05/2020 55%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 55%
41 - 30 DAY FED FUND FUTURES 2 B 02/2021 01/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 55%
41 - 30 DAY FED FUND FUTURES 2 B 09/2020 01/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 55%
41 - 30 DAY FED FUND FUTURES 2 B 09/2020 01/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 06/2020 02/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 05/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2021 12/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 04/2020 04/2020
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 09/2020 55%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 03/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2020 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 02/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2019 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 06/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2021 01/2023 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2020 04/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2019 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 05/2020 05/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 55%
LID - 4-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 03/2017 06/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 01/2021 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2020 04/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 55%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 02/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 04/2020 04/2020
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 A All dates 90%
I3 - 30Y INTEREST RATE SWAP FUTU 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2029 12/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME ED - EURODOLLAR FUTURES 5 B 03/2028 12/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2020 12/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2020 05/2020 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2024 12/2024 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 12/2023 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 12/2021 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2020 06/2020 55%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2020 09/2020 55%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2021 12/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 03/2022 12/2022 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2026 12/2026 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2028 12/2028 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2029 12/2029 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2025 12/2025 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2027 12/2027 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2020 12/2020 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2020 05/2020 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2018 06/2018 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2020 05/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2023 12/2023 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 12/2021 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2024 12/2024 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2022 12/2022 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
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 10 B 03/2028 12/2028 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2026 12/2026 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2027 12/2027 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2028 12/2028 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2029 12/2029 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2025 12/2025 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2029 12/2029 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2027 12/2027 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2026 12/2026 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2020 12/2020 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2018 06/2018
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 03/2017 06/2017
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 09/2018 12/2018
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 LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2019 06/2019 55%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2017 12/2017 55%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2018 12/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 09/2020 90%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES N1U - 10-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 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 03/2016 06/2016 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 03/2016 06/2016 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 03/2016 06/2016 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 03/2018 06/2018 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 03/2020 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2018 06/2018 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2019 12/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 90%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT AGRICULTURE UFN - UREA (GRANULAR) FOB U.S. GULF SWAP Delta 1 B All dates 90%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 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 03/2016 06/2016 52%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 12/2023 52%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 52%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 90%
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 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 51%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 90%
DFN - DAP FOB NOLA FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 90%
NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 90%
F1U - 5-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 90%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 09/2020 09/2020
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 10 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 90%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 03/2020 06/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 03/2020 06/2020 90%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 2 A All dates 50%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 20 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 90%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 09/2019 12/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 40 A All dates 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 50 A 02/2021 01/2023 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2020 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 50 A 09/2020 01/2021 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2020 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 70 A 09/2020 01/2021 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 03/2020 12/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 50 A All dates 50%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 90%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2022 12/2022 90%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2023 12/2023 90%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 12/2021 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 90%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 90%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2020 09/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 12/2021 90%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 12/2023 90%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2024 12/2024 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2020 09/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 12/2021 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2023 12/2023 90%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2022 12/2022 90%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 12/2021 90%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2023 12/2023 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2020 09/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2020 06/2020 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2022 12/2022 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 90%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 03/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2020 09/2020 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2019 12/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2019 06/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2021 12/2021 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 03/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 90%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 03/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2019 12/2019 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 03/2018 06/2018 90%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2019 12/2019 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 03/2019 06/2019 90%
LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 5 A All dates 50%
INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 4 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 6 B 09/2018 12/2018 90%
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 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2018 12/2018 90%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 1 B 09/2018 12/2018 90%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 50%
INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 50%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A 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
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 50%
INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 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
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 50%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 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
CME FX JY - JAPANESE YEN FUTURES Delta 3 A All dates 50%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 50%
INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 50%
INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 5 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 11 A 03/2021 12/2021
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 03/2024 12/2024
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 03/2022 12/2022
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 03/2023 12/2023
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 50%
INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 9 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 03/2025 12/2025
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 03/2028 12/2028
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 03/2027 12/2027
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 03/2026 12/2026
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 03/2029 12/2029
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 03/2020 12/2020 50%
CME INTEREST RATES ED - EURODOLLAR FUTURES 14 A 06/2020 12/2020
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 50%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 6 A 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 09/2020 50%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 50%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 9 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 03/2021 12/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 06/2020 12/2020
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 INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 03/2020 05/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 12/2020 09/2021 50%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 12/2020 09/2021 50%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 12/2021 50%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 3 B 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 12/2021 50%
CBT LIE - 30-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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2020 12/2020 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B 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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2020 05/2020 50%
CBT LIE - 30-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 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 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%
UFN - UREA (GRANULAR) FOB U.S. GULF SWAP 1 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 03/2024 12/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2025 12/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2026 12/2026
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2027 12/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 A 03/2028 12/2028
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2029 12/2029
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 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
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 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 09/2017 12/2017
CBT AGRICULTURE MFC - MAP CFR BRAZIL FUTURES Delta 1 A All dates 50%
UFV - UREA (GRANULAR) FOB US GULF FUTURES 1 B All dates
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 B All dates 50%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 03/2020 09/2020
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 INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 03/2017 06/2017
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 AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 B All dates 50%
UFZ - UREA (PRILLED BULK) FOB YUZHNY SWAP 1 A All dates
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 AGRICULTURE S - SOYBEAN FUTURES Delta 2 B All dates 50%
W - WHEAT FUTURES 3 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
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 06/2020 09/2020 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 06/2020 09/2020 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
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 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 LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 09/2020 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
KCW - KC HRW WHEAT FUTURES 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 12/2020 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
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 LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 03/2017 06/2017 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL 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 03/2020 09/2020 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 03/2020 09/2020 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 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2020 05/2020 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 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 09/2020 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 LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 09/2020 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 03/2019 06/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2019 06/2019 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 03/2016 06/2016 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 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 A 09/2019 09/2020 50%
S1U - 7-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2019 06/2019 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 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 03/2020 09/2020 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 03/2019 06/2019 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 03/2019 06/2019 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 03/2020 09/2020 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 09/2019 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 03/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
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 AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 50%
KCW - KC HRW WHEAT FUTURES 2 A All dates
CBT AGRICULTURE BWF - BLACK SEA WHEAT FIN STL PLATTS FUT Delta 5 B All dates 50%
KCW - KC HRW WHEAT FUTURES 2 A All dates
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 09/2020 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 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 03/2019 06/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 09/2020 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 09/2019 12/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 03/2017 06/2017
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 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2019 06/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 09/2020 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 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 03/2019 06/2019 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 A All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 B 03/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 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 03/2019 06/2019 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 09/2020 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 09/2019 12/2019 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 03/2019 06/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 09/2019 12/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 03/2019 06/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 09/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 09/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
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 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 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 03/2019 06/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2014 03/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 06/2020 02/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 06/2020 02/2021
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
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 05/2020 05/2020
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 12/2019 12/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2019 06/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 09/2018 12/2018
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 04/2020 04/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2020 09/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2020 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2019 06/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 06/2020 02/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 5 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 6 A 03/2018 06/2018
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 50%
WEU - EU WHEAT FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 01/2023 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 05/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 05/2020 05/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 50%
LIT - 2-YEAR ERIS SWAP FUTURE 5 B 09/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2018 06/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 06/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2020 08/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2020 08/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 03/2018 06/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 05/2020 05/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2020 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIT - 2-YEAR ERIS SWAP FUTURE 5 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 03/2020 09/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 02/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2020 03/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2020 02/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 12/2017 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 05/2020 05/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 12/2017 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 04/2020 04/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 A All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 9 B 09/2016 12/2016
CBT AGRICULTURE AUW - AUSTRALIAN WHEAT FUTURES Delta 1 B All dates 50%
BCF - BLACK SEA CORN FIN STL PLATTS FUT 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 04/2020 04/2020 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
LIC - 3-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 50%
LIT - 2-YEAR ERIS SWAP FUTURE 2 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2020 09/2020 50%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 03/2020 06/2020 50%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2018 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 03/2020 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2020 05/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 03/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 5 B 09/2018 12/2018 50%
LIT - 2-YEAR ERIS SWAP FUTURE 7 A 09/2018 12/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 09/2016 12/2016 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 04/2020 04/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 03/2020 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 7 B 09/2019 12/2019 50%
LIT - 2-YEAR ERIS SWAP FUTURE 10 A 09/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 09/2019 12/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIT - 2-YEAR ERIS SWAP FUTURE 3 A 03/2019 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2013 12/2018 50%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2022 12/2022 49%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 12/2020 48%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2027 12/2027 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2026 12/2026 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2028 12/2028 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2029 12/2029 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 46%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 25 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 45%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 4 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 6 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 02/2020 12/2026 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 02/2021 01/2023
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 02/2020 12/2026 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 14 A 09/2020 01/2021
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 02/2020 12/2026 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 09/2020 01/2021
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 02/2020 12/2026 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 20 A 06/2020 08/2020
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 02/2020 12/2026 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 14 A 06/2020 08/2020
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 11 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 02/2020 12/2026 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 20 A 04/2020 05/2020
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 02/2020 12/2026 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 20 A 02/2020 03/2020
CME EQUITY INDEX XAR - REAL ESTATE SELECT SECTOR FUTURES Delta 2 A All dates 45%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 45%
CME FC - FEEDER CATTLE FUTURES 2 A All dates
CME LC - LIVE CATTLE FUTURES 4 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 45%
S1U - 7-YEAR USD MAC SWAP FUTURES 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 02/2020 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 7 A 02/2021 01/2023
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 02/2020 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 8 A 09/2020 01/2021
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 02/2020 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 09/2020 01/2021
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 5 A All dates 45%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 02/2021 01/2023 45%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 45%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 45%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 03/2020 06/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B 06/2020 02/2021 45%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE Delta 1 B All dates 45%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 03/2017 06/2017 45%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 5 B 02/2021 01/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 06/2020 02/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 05/2020 05/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 04/2020 04/2020
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 B All dates 45%
CME CPO - USD MALAYSIAN CRUDE PALM CAL FUT 1 A All dates
CBT AGRICULTURE DFL - DAP FOB NOLA SWAP Delta 1 A All dates 45%
DFT - DAP FOB TAMPA SWAP 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 02/2021 01/2023 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2020 01/2021 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 09/2020 01/2021 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 03/2020 06/2020 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 06/2020 02/2021 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES Delta 1 A All dates 45%
W - WHEAT FUTURES 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 A 09/2019 12/2019 45%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 05/2020 05/2020 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019