Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|

CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 3 | A | All dates | 77% | |

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

CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 2 | A | All dates | 77% | |

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

CME | FX | RA - AFRICAN RAND FUTURES | Delta | 2 | A | All dates | 99% | |

XZAR - U.S. DOLLAR S.A. RAND FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 1 | A | All dates | 76% | |

RSV - EMINI RUSSELL 1000 VALUE | 1 | B | All dates | |||||

CME | FX | CN - EC/NKR FUTURES | Delta | 2 | A | All dates | 75% | |

XZAR - U.S. DOLLAR S.A. RAND FUTURES | 3 | B | All dates | |||||

CME | FX | UN - NKR/USD FUTURES | Delta | 1 | A | All dates | 75% | |

XZAR - U.S. DOLLAR S.A. RAND FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 2 | B | All dates | 75% | |

SP - S&P 500 FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 10 | A | All dates | 75% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 10 | A | All dates | 75% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 1 | A | All dates | 75% | |

SU - S&P/ CITIGROUP VALUE FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 75% | |

SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 75% | |

SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 5 | A | All dates | 90% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 75% | |

NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 75% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 75% | |

NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 2 | B | All dates | 75% | |

R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 3 | A | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 75% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 3 | A | All dates | 75% | |

R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 2 | B | All dates | |||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

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

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 75% | |

RSG - EMINI RUSSELL 1000 GROWTH FUT | 2 | B | All dates | |||||

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 2 | B | All dates | 75% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | A | All dates | 75% | |

NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 75% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 3 | A | All dates | 75% | |

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

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 3 | B | All dates | 75% | |

CME | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 2 | A | All dates | 75% | |

CME | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | B | All dates | ||||

CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 1 | A | All dates | 75% | |

RSG - EMINI RUSSELL 1000 GROWTH FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | Delta | 6 | B | All dates | 75% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | A | All dates | |||||

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

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

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 90% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 90% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2028 | 03/2029 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2030 | 06/2031 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | A | 06/2029 | 03/2030 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2029 | 03/2030 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2030 | 06/2031 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2027 | 03/2028 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2030 | 06/2031 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2029 | 03/2030 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2027 | 03/2028 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2026 | 03/2027 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2025 | 03/2026 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2024 | 03/2025 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2023 | 03/2024 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 06/2022 | 03/2023 | 75% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2025 | 03/2026 | 75% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 03/2025 | 12/2030 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2024 | 03/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2023 | 03/2024 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 12/2023 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 03/2022 | 75% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 08/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 08/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2025 | 03/2026 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 08/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2024 | 03/2025 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 03/2024 | 12/2024 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 03/2022 | 75% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2024 | 03/2025 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2024 | 03/2025 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2021 | 08/2021 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 08/2021 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2023 | 03/2024 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 03/2024 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2023 | 03/2024 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2022 | 05/2026 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 10/2021 | 06/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 05/2022 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 10/2021 | 06/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 12/2021 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 10/2021 | 06/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2023 | 03/2024 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 05/2022 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 10/2021 | 06/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 12/2021 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 10/2021 | 06/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 09/2021 | 75% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 10/2021 | 06/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2022 | 03/2023 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2021 | 12/2021 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2021 | 08/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 05/2022 | 75% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2021 | 03/2022 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 09/2021 | 75% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2023 | 03/2024 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2021 | 12/2021 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2022 | 03/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 03/2022 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2022 | 03/2023 | 75% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 03/2022 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2021 | 03/2022 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 03/2023 | 12/2023 | 75% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2023 | 12/2023 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 09/2021 | 03/2022 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2021 | 08/2021 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 75% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 03/2022 | 12/2022 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 03/2022 | 12/2022 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 09/2021 | 12/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 09/2021 | 12/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2022 | 03/2023 | 75% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2023 | 03/2024 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 06/2021 | 06/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 09/2021 | 09/2021 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 12/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2022 | 03/2023 | 75% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 03/2021 | 03/2021 | 75% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 03/2023 | 12/2023 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 09/2021 | 09/2021 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2021 | 08/2021 | 75% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2021 | 12/2021 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 75% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2021 | 08/2021 | 75% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2021 | 12/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2021 | 06/2021 | 75% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 09/2021 | 03/2022 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2021 | 06/2021 | 75% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2022 | 03/2023 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 03/2022 | 12/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 03/2022 | 12/2022 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2021 | 08/2021 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 09/2021 | 12/2021 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 09/2021 | 12/2021 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 03/2021 | 03/2021 | 75% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 74% | |

RSG - EMINI RUSSELL 1000 GROWTH FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 72% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 70% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 70% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 1 | A | All dates | |||||

CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 70% | |

JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | EME - EMINI S&P 500 EURO DENOMINATED FUTU | Delta | 50 | A | All dates | 99% | |

SP - S&P 500 FUTURES | 13 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 5 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 10 | A | All dates | 70% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 70% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 10 | A | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

SDG - SAN DIEGO CSI HOUSING INDEX FUTURE | 1 | B | All dates | |||||

CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 90% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 70% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 6 | A | All dates | |||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 1 | A | All dates | 70% | |

CME | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | ||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 70% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 17 | A | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 70% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 2 | B | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 5 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 70% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 12 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | B | All dates | 70% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 3 | A | All dates | 70% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 2 | B | All dates | |||||

CME | EQUITY INDEX | XAY - E-MINI SP500 CONS DISCRET SECTOR IX | Delta | 3 | A | All dates | 70% | |

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

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 2 | A | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 70% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 2 | A | All dates | 70% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 5 | B | All dates | 70% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 12 | A | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 3 | B | All dates | 70% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 2 | A | All dates | |||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 70% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 2 | A | All dates | 70% | |

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

CME | EQUITY INDEX | ESG - E-MINI S&P 500 ESG INDEX FUTURES | Delta | 1 | B | All dates | 70% | |

E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 4 | B | All dates | 70% | |

RTY - EMINI RUSSELL 2000 INDEX FUTURES | 3 | A | All dates | |||||

CME | CRUDE OIL | GCO - S&P GSCI-ER CRUDE SWAP | Delta | 10 | A | All dates | 70% | |

NYM | NY-CL - CRUDE OIL FUTURE NYMEX | 7 | B | All dates | ||||

CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 1 | A | All dates | 70% | |

PZ - POLISH ZLOTY FUTURES | 1 | B | All dates | |||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 07/2021 | 09/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 07/2021 | 08/2022 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 10/2021 | 05/2023 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 07/2021 | 08/2022 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 07/2021 | 09/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 09/2022 | 05/2023 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 10/2021 | 05/2023 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 09/2022 | 05/2023 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 06/2021 | 06/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 07/2021 | 08/2022 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 06/2021 | 06/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 09/2022 | 05/2023 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 07/2021 | 09/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 07/2021 | 08/2022 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 07/2021 | 09/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2021 | 06/2021 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 10/2021 | 05/2023 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 07/2021 | 08/2022 | ||||

CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |

CUS - COMP CITIES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | REAL ESTATE | CUS - COMP CITIES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 70% | |

LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | Delta | 1 | B | All dates | 70% | |

LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | A | All dates | |||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 10/2021 | 05/2023 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2021 | 06/2021 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 07/2021 | 09/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 09/2022 | 05/2023 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 10/2021 | 05/2023 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 09/2022 | 05/2023 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 06/2021 | 06/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 07/2021 | 08/2022 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 06/2021 | 06/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 07/2021 | 08/2022 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2021 | 06/2021 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 06/2021 | 06/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 09/2022 | 05/2023 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 07/2021 | 09/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2021 | 06/2021 | ||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 10/2021 | 05/2023 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2021 | 06/2021 | ||||

CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |

NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | LAX - LOS ANGELES CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 70% | |

NYM - NEW YORK CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 70% | |

LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | AGRICULTURE | DB - CASH BUTTER FUTURES | Delta | 2 | B | 06/2021 | 06/2021 | 70% |

DK - CLASS IV MILK FUTURE | 5 | A | 06/2021 | 06/2021 | ||||

NF - NONFAT DRY MILK FUTURES | 2 | B | 06/2021 | 06/2021 | ||||

CME | REAL ESTATE | NYM - NEW YORK CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 70% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 70% | |

WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2028 | 03/2029 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2029 | 03/2030 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2030 | 06/2031 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2026 | 03/2027 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2027 | 03/2028 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2025 | 03/2026 | 70% |

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

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

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2026 | 03/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2024 | 03/2025 | 70% |

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

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

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2025 | 03/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2022 | 03/2023 | 70% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 03/2024 | 70% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2030 | 06/2031 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2029 | 03/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2029 | 03/2030 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2030 | 06/2031 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2026 | 03/2027 | 70% |

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

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2025 | 12/2030 | |||

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 | 1 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2024 | 12/2024 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2025 | 12/2030 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2025 | 12/2030 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2025 | 12/2030 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2024 | 12/2024 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2024 | 12/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2023 | 12/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2025 | 12/2030 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2023 | 12/2023 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2023 | 12/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2024 | 12/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 12/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 03/2025 | 12/2030 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

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

CME | ED - EURODOLLAR FUTURES | 2 | A | 06/2022 | 03/2023 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2022 | 12/2022 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2022 | 03/2023 | 70% |

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

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2021 | 12/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2021 | 12/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 12/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2021 | 12/2021 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 09/2021 | 12/2021 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 09/2021 | 12/2021 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 08/2021 | 70% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2026 | 03/2027 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2023 | 12/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2026 | 03/2027 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2025 | 03/2026 | 70% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2025 | 03/2026 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 03/2025 | 12/2030 | 70% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 12/2021 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 70% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 03/2022 | 12/2022 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 03/2022 | 12/2022 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2021 | 08/2021 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 09/2021 | 12/2021 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 09/2021 | 12/2021 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2025 | 12/2030 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 06/2021 | 06/2021 | 70% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 03/2024 | 12/2024 | 70% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 03/2024 | 12/2024 | |||

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

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2023 | 12/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 08/2021 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2023 | 03/2024 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2022 | 05/2026 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2021 | 06/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2023 | 03/2024 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 05/2022 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2021 | 08/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 03/2024 | 12/2024 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2023 | 03/2024 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2024 | 03/2025 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2021 | 08/2021 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 12/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2021 | 03/2022 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2021 | 08/2021 | 70% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2021 | 08/2021 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 05/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 05/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 12/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2022 | 03/2023 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 03/2022 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 08/2021 | 08/2021 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 12/2021 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 10/2021 | 06/2022 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 12/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 09/2021 | 70% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 06/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 12/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 05/2022 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2021 | 03/2022 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 07/2021 | 07/2021 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 10/2021 | 06/2022 | 70% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 09/2021 | 70% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 03/2022 | 70% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2022 | 03/2023 | 70% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2021 | 08/2021 | 70% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2023 | 03/2024 | 70% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 03/2021 | 03/2021 | 70% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 03/2022 | 70% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 03/2023 | 12/2023 | 70% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2022 | 03/2023 | 70% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 06/2021 | 08/2021 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 03/2021 | 03/2021 | 70% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 2 | A | All dates | 69% | |

ME - EMINI MIDCAP FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 100 | A | All dates | 66% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CBT | AGRICULTURE | C - CORN FUTURES | Delta | 1 | A | All dates | 66% | |

CME | FC - FEEDER CATTLE FUTURES | 2 | A | All dates | ||||

CME | LC - LIVE CATTLE FUTURES | 4 | B | All dates | ||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 66% | |

NE - NEW ZEALAND FUTURES | 1 | B | All dates | |||||

CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 65% | |

CY - CD/JY FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 5 | A | All dates | 65% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 65% | |

N1 - NIKKEI 225 YEN FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 65% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 65% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 1 | A | All dates | |||||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 2 | A | All dates | 65% | |

N1 - NIKKEI 225 YEN FUT | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 2 | B | All dates | 65% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 15 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 65% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | TPY - YEN DENOMINATED TOPIX FUTURES | Delta | 2 | B | All dates | 65% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | 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 | FX | NE - NEW ZEALAND FUTURES | Delta | 2 | A | All dates | 65% | |

RY - EURO FX/JY FUTURE | 5 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 65% | |

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 5 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 10 | A | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 65% | |

XAV - EMINI SP500- HEALTH CARE SECT INDEX | 10 | A | All dates | |||||

CME | EQUITY INDEX | RSV - EMINI RUSSELL 1000 VALUE | Delta | 10 | A | All dates | 65% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

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

SU - S&P/ CITIGROUP VALUE FUTURES | 2 | B | All dates | |||||

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

XAY - E-MINI SP500 CONS DISCRET SECTOR IX | 12 | A | All dates | |||||

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

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

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | A | All dates | 65% | |

SMP - S&P SMALLCAP 600 FUTURES | 2 | B | All dates | |||||

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

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 12 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 65% | |

NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 3 | A | All dates | 65% | |

NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 65% | |

RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 2 | A | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 2 | B | All dates | |||||

CME | EQUITY INDEX | RSG - EMINI RUSSELL 1000 GROWTH FUT | Delta | 2 | A | All dates | 65% | |

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

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 65% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 1 | 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 | 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 | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |

RSG - EMINI RUSSELL 1000 GROWTH FUT | 2 | A | All dates | |||||

CME | EQUITY INDEX | XAY - E-MINI SP500 CONS DISCRET SECTOR IX | Delta | 2 | A | All dates | 65% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 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 | 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 | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 2 | A | All dates | 65% | |

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

CME | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 65% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 65% | |

RSV - EMINI RUSSELL 1000 VALUE | 2 | A | All dates | |||||

CME | EQUITY INDEX | E3G - E-MINI S&P EUROPE 350 ESG INDEX FUT | Delta | 2 | A | All dates | 65% | |

NK - NIKKEI 225 DOLLAR 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 | ||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 65% | |

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 65% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 1 | B | All dates | |||||

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

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

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | A | All dates | 65% | |

XAU - EMINI SP500-UTILITIES SECTOR INDEX | 1 | B | All dates | |||||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2028 | 03/2029 | |||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2029 | 03/2030 | |||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2030 | 06/2031 | |||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2027 | 03/2028 | |||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2026 | 03/2027 | |||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2025 | 03/2026 | |||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2024 | 03/2025 | |||

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

CME | ED - EURODOLLAR FUTURES | 4 | A | 06/2023 | 03/2024 | |||

CME | AGRICULTURE | FC - FEEDER CATTLE FUTURES | Delta | 2 | A | All dates | 65% | |

LC - LIVE CATTLE FUTURES | 3 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2028 | 03/2029 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2029 | 03/2030 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2030 | 06/2031 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2026 | 03/2027 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2027 | 03/2028 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2025 | 03/2026 | 65% |

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

CME | AGRICULTURE | CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP | Delta | 1 | A | All dates | 65% | |

OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2024 | 03/2025 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 06/2023 | 03/2024 | 65% |

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

CME | AGRICULTURE | CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP | Delta | 1 | B | 06/2021 | 06/2021 | 65% |

OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | A | 06/2021 | 04/2023 | ||||

CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 1 | A | 07/2021 | 05/2026 | 65% |

OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | B | All dates | |||||

CME | AGRICULTURE | CPV - USD MALAY CRD PALM OIL BULLET FUT | Delta | 1 | A | 07/2021 | 05/2026 | 65% |

OPF - USD MALAYSIAN PALM OLEIN CAL FUT | 1 | B | All dates | |||||

CME | AGRICULTURE | CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP | Delta | 1 | B | 07/2021 | 01/2022 | 65% |

OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | A | All dates | |||||

CME | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 1 | B | 07/2021 | 05/2026 | 65% |

OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | A | All dates | |||||

CME | AGRICULTURE | CPV - USD MALAY CRD PALM OIL BULLET FUT | Delta | 1 | A | 07/2021 | 05/2026 | 65% |

OPS - USD MALAYSIAN PALM OLEIN CAL SWAP | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2029 | 03/2030 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2030 | 06/2031 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2028 | 03/2029 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 06/2027 | 03/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2023 | 03/2024 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 09/2021 | 03/2022 | 65% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2028 | 03/2029 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2029 | 03/2030 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2030 | 06/2031 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2027 | 03/2028 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2026 | 03/2027 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2029 | 03/2030 | 65% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2025 | 03/2026 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2022 | 03/2023 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2024 | 03/2025 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 09/2019 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2030 | 06/2031 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2029 | 03/2030 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2028 | 03/2029 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2029 | 03/2030 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2030 | 06/2031 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 65% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2026 | 03/2027 | 65% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2020 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2027 | 03/2028 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2026 | 03/2027 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2025 | 03/2026 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2025 | 12/2030 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2023 | 03/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2027 | 03/2028 | 65% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2021 | 12/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2025 | 12/2030 | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 65% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 06/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 06/2021 | 06/2021 | 65% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2026 | 03/2027 | 65% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2027 | 03/2028 | 65% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 06/2027 | 03/2028 | 65% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 65% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2024 | 03/2025 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2024 | 12/2024 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 65% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2021 | 06/2022 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 65% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2021 | 06/2022 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 12/2021 | 12/2021 | 65% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 03/2025 | 12/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2025 | 03/2026 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2025 | 03/2026 | 65% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2020 | 09/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2025 | 12/2030 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 06/2022 | 03/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 12/2021 | 12/2021 | 65% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 03/2024 | 12/2024 | |||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 65% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2021 | 03/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2024 | 12/2024 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 65% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2025 | 03/2026 | 65% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 03/2025 | 12/2030 | 65% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2024 | 03/2025 | 65% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2028 | 03/2029 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2029 | 03/2030 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2030 | 06/2031 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 06/2019 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 03/2021 | 03/2021 | 65% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 06/2022 | 05/2026 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2024 | 12/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 06/2024 | 03/2025 | 65% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2020 | 03/2021 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 12/2021 | 12/2021 | 65% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 03/2023 | 12/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2024 | 03/2025 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 12/2021 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 05/2022 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 12/2021 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 01/2022 | 05/2022 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2027 | 03/2028 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2026 | 03/2027 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2023 | 03/2024 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 12/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 09/2021 | 65% |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 03/2025 | 12/2030 | 65% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 09/2021 | |||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2021 | 06/2022 | |||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 10/2021 | 06/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2022 | 05/2026 | 65% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2023 | 12/2023 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 06/2022 | 05/2026 | 65% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2025 | 03/2026 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 06/2019 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2021 | 12/2021 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2023 | 03/2024 | 65% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 06/2021 | 08/2021 | 65% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 08/2021 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 06/2024 | 03/2025 | 65% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 03/2022 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2023 | 12/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 06/2022 | 05/2026 | 65% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 03/2024 | 12/2024 | 65% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

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

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 10/2021 | 12/2021 | 65% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 06/2021 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 09/2021 | 09/2021 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2022 | 12/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2024 | 03/2025 | 65% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 08/2021 | 08/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 06/2023 | 03/2024 | 65% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 03/2021 | |||

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

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 06/2021 | 08/2021 | 65% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 12/2019 | 03/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 03/2022 | 65% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 06/2019 | 09/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 06/2022 | 03/2023 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 12/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 03/2022 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2022 | 12/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 03/2022 | 65% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 12/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2022 | 03/2023 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 5 | B | 06/2021 | 12/2021 | 65% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 03/2022 | 65% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2021 | 03/2022 | 65% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2020 | 03/2021 | |||

CME | EQUITY INDEX | DVE - FTSE DEVELOPED EUROPE INDEX FUTURES | Delta | 4 | A | All dates | 63% | |

NQ - E-MINI NASDAQ 100 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 | ||||

CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 60% | |

BY - BPJY FUTURE | 1 | B | All dates | |||||

CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 60% | |

CY - CD/JY FUTURES | 1 | B | All dates | |||||

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

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

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

XAF - EMINI SP500 - FINANCIAL SECT INDEX | 3 | A | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 60% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | B | All dates | 60% | |

TPY - YEN DENOMINATED TOPIX FUTURES | 2 | A | All dates | |||||

CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 60% | |

EC - EURO FUTURE | 1 | B | All dates | |||||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 60% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 15 | A | All dates |