Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | B | All dates | 50% | |
CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT | 1 | A | All dates | |||||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 4 | A | All dates | 50% | |
RA - AFRICAN RAND FUTURES | 5 | B | All dates | |||||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | A | All dates | 50% | |
MP - MEXICAN PESO FUTURES | 2 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 30% | |
BR - BRAZILIAN REAL FUTURES | 5 | B | All dates | |||||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 2 | B | All dates | 25% | |
SIR - INR/USD FUTURE | 1 | A | All dates | |||||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | A | All dates | 20% | |
RU - RU RUSSIAN RUBLE FUTURES | 2 | B | All dates |