Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 1 | A | All dates | 70% | |
PZ - POLISH ZLOTY FUTURES | 1 | B | All dates | |||||
CME | FX | CZ - CZECH KORUNA FUTURES | Delta | 5 | A | All dates | 60% | |
PZ - POLISH ZLOTY FUTURES | 4 | B | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 50% | |
PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||
CME | FX | PZ - POLISH ZLOTY FUTURES | Delta | 1 | A | All dates | 45% | |
Z - POLISH ZLOTY/EURO CROSS RATE FUT | 1 | B | All dates | |||||
CME | FX | IS - ISRAELI SHEKEL FUTURES | Delta | 3 | A | All dates | 40% | |
PZ - POLISH ZLOTY FUTURES | 5 | B | All dates | |||||
CME | FX | PZ - POLISH ZLOTY FUTURES | Delta | 1 | A | All dates | 30% | |
UN - NKR/USD FUTURES | 2 | B | All dates | |||||
CME | FX | PZ - POLISH ZLOTY FUTURES | Delta | 3 | A | All dates | 30% | |
SE - SKR/USD CROSS RATE FUTURES | 5 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |
PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 2 | A | All dates | 30% | |
PZ - POLISH ZLOTY FUTURES | 5 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |
PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 1 | A | All dates | 25% | |
PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||
CME | FX | PZ - POLISH ZLOTY FUTURES | Delta | 5 | B | All dates | 20% | |
SF - SWISS FRANC FUTURES | 3 | A | All dates |