Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 70% | |
JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||||
CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 65% | |
CY - CD/JY FUTURES | 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 | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 16 | B | All dates | 55% | |
CY - CD/JY FUTURES | 1 | A | All dates | |||||
CME | FX | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 50% | |
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | CY - CD/JY FUTURES | Delta | 6 | A | All dates | 40% | |
SJ - SFJY FUTURES | 5 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 30% | |
CY - CD/JY FUTURES | 1 | B | All dates |