Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 60% | |
NE - NEW ZEALAND FUTURES | 1 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 59% | |
CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 55% | |
CD - CANADIAN DOLLAR FUTURES | 2 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 55% | |
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 99% | |
BP - BRITISH POUND FUTURES | 2 | B | All dates | |||||
CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||||
EC - EURO FUTURE | 2 | B | All dates | |||||
FXD - HEDGEABLE FX$INDEX FUTURES | 10 | A | All dates | |||||
JY - JAPANESE YEN FUTURES | 1 | B | All dates | |||||
SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 3 | A | All dates | 50% | |
SE - SKR/USD CROSS RATE FUTURES | 1 | B | All dates | |||||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 27 | A | All dates | 50% | |
CD - CANADIAN DOLLAR FUTURES | 4 | A | All dates | |||||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 45% | |
NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | 1 | A | All dates | |||
CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 45% | |
NYM | CRUDE OIL SPREADS | NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY | 1 | A | All dates | |||
CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 45% | |
RA - AFRICAN RAND FUTURES | 2 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 40% | |
SJ - SFJY FUTURES | 5 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |
NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |
NYM | CRUDE OIL SPREADS | NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |
NYM | CRUDE OIL SPREADS | NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||
NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | All dates | 40% | |
CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | 1 | A | All dates | |||
CMX | METALS | CX-HG - COMEX COPPER FUTURES | Delta | 1 | A | All dates | 40% | |
CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 1 | B | All dates | 40% | |
CD - CANADIAN DOLLAR FUTURES | 1 | A | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 40% | |
EC - EURO FUTURE | 1 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 30% | |
CY - CD/JY FUTURES | 1 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 3 | A | All dates | 30% | |
UN - NKR/USD FUTURES | 1 | 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 | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 30% | |
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | 1 | A | All dates | |||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 5 | A | All dates | 30% | |
SF - SWISS FRANC FUTURES | 6 | 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 | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 30% | |
MP - MEXICAN PESO FUTURES | 3 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 11 | A | All dates | 85% | |
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT | 100 | A | All dates | |||||
BP - BRITISH POUND FUTURES | 17 | A | All dates | |||||
CD - CANADIAN DOLLAR FUTURES | 20 | A | All dates | |||||
EC - EURO FUTURE | 32 | A | All dates | |||||
JY - JAPANESE YEN FUTURES | 23 | A | All dates | |||||
KRW - KOREAN WONU.S. DOLLAR FUTURE | 4 | A | All dates | |||||
MP - MEXICAN PESO FUTURES | 56 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 5 | A | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 12 | A | All dates | 85% | |
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT | 100 | A | All dates | |||||
BP - BRITISH POUND FUTURES | 17 | A | All dates | |||||
CD - CANADIAN DOLLAR FUTURES | 21 | A | All dates | |||||
EC - EURO FUTURE | 33 | A | All dates | |||||
JY - JAPANESE YEN FUTURES | 24 | A | All dates | |||||
MP - MEXICAN PESO FUTURES | 58 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 5 | A | All dates | |||||
CME | FX | BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT | Delta | 100 | A | All dates | 80% | |
BP - BRITISH POUND FUTURES | 20 | A | All dates | |||||
CD - CANADIAN DOLLAR FUTURES | 24 | A | All dates | |||||
EC - EURO FUTURE | 38 | A | All dates | |||||
JY - JAPANESE YEN FUTURES | 27 | A | All dates | |||||
MP - MEXICAN PESO FUTURES | 66 | A | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 13 | A | All dates | 70% | |
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT | 100 | A | All dates | |||||
BP - BRITISH POUND FUTURES | 19 | A | All dates | |||||
CD - CANADIAN DOLLAR FUTURES | 24 | A | All dates | |||||
EC - EURO FUTURE | 37 | A | All dates | |||||
JY - JAPANESE YEN FUTURES | 27 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 6 | A | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 14 | A | All dates | 30% | |
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT | 100 | A | All dates | |||||
CD - CANADIAN DOLLAR FUTURES | 27 | A | All dates | |||||
CNH - USD/CNH FUTURES | 8 | A | All dates | |||||
JY - JAPANESE YEN FUTURES | 44 | A | All dates | |||||
KRW - KOREAN WONU.S. DOLLAR FUTURE | 7 | A | All dates | |||||
CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 1 | A | All dates | 98% | |
CD - CANADIAN DOLLAR FUTURES | 1 | A | All dates | |||||
EC - EURO FUTURE | 1 | 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 |