Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 4 | A | All dates | 60% | |
JY - JAPANESE YEN FUTURES | 5 | B | All dates | |||||
CME | FX | CC - EC/CD CROSS RATE FUTURE | Delta | 1 | A | All dates | 55% | |
EC - EURO FUTURE | 1 | B | All dates | |||||
CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 1 | B | All dates | 50% | |
CC - EC/CD CROSS RATE FUTURE | 4 | A | All dates | |||||
CME | FX | CA - EC/AD CROSS RATE 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% | |
CC - EC/CD CROSS RATE FUTURE | 1 | B | 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 |