Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | RU - RU RUSSIAN RUBLE FUTURES | Delta | 5 | B | All dates | 45% | |
UN - NKR/USD FUTURES | 1 | A | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |
RU - RU RUSSIAN RUBLE FUTURES | 2 | B | All dates | |||||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | All dates | 25% | |
CME | FX | RU - RU RUSSIAN RUBLE FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 25% | |
CME | FX | RU - RU RUSSIAN RUBLE FUTURES | 1 | B | All dates | |||
CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | A | All dates | 20% | |
RU - RU RUSSIAN RUBLE FUTURES | 2 | B | All dates |