Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | AC - AD/CD FUTURES | Delta | 2 | A | All dates | 55% | |
SE - SKR/USD CROSS RATE FUTURES | 3 | B | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 2 | A | All dates | 55% | |
EC - EURO FUTURE | 1 | B | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 2 | B | All dates | 35% | |
UN - NKR/USD FUTURES | 1 | A | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 30% | |
AJ - AD/JY FUTURES | 1 | B | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 30% | |
CC - EC/CD CROSS RATE FUTURE | 1 | B | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 30% | |
CD - CANADIAN DOLLAR FUTURES | 2 | A | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 25% | |
AD - AUSTRALIAN DOLLAR FUTURES | 2 | B | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 1 | A | All dates | 98% | |
AD - AUSTRALIAN DOLLAR FUTURES | 2 | B | All dates | |||||
CD - CANADIAN DOLLAR FUTURES | 2 | A | All dates |