Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 64 | B | All dates | 94% | |
EC - EURO FUTURE | 6 | B | All dates | |||||
RY - EURO FX/JY FUTURE | 3 | A | All dates | |||||
CME | FX | 1JY - E-MICRO USD/JPY FUT | Delta | 64 | B | All dates | 65% | |
RY - EURO FX/JY FUTURE | 3 | A | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 2 | A | All dates | 65% | |
RY - EURO FX/JY FUTURE | 5 | B | All dates | |||||
CME | FX | RY - EURO FX/JY FUTURE | Delta | 2 | A | All dates | 55% | |
SJ - SFJY FUTURES | 3 | B | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 55% | |
RY - EURO FX/JY FUTURE | 1 | 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 | CY - CD/JY FUTURES | Delta | 1 | A | All dates | 50% | |
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 45% | |
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | JY - JAPANESE YEN FUTURES | Delta | 4 | A | All dates | 30% | |
RY - EURO FX/JY FUTURE | 3 | A | All dates | |||||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 2 | B | All dates | 98% | |
BY - BPJY FUTURE | 1 | A | All dates | |||||
EC - EURO FUTURE | 1 | A | All dates | |||||
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 98% | |
RP - EURO FX/BP FUTURE | 1 | A | All dates | |||||
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 98% | |
AJ - AD/JY FUTURES | 1 | B | All dates | |||||
EC - EURO FUTURE | 2 | B | All dates | |||||
JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||||
RY - EURO FX/JY FUTURE | 2 | A | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 98% | |
AJ - AD/JY FUTURES | 1 | B | All dates | |||||
EC - EURO FUTURE | 1 | B | All dates | |||||
RY - EURO FX/JY FUTURE | 1 | A | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | B | All dates | 98% | |
CA - EC/AD CROSS RATE FUTURES | 1 | B | All dates | |||||
RY - EURO FX/JY FUTURE | 1 | A | All dates | |||||
CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 98% | |
RF - EURO FX/SF FUTURES | 1 | B | All dates | |||||
RY - EURO FX/JY FUTURE | 1 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 2 | A | All dates | 98% | |
JY - JAPANESE YEN FUTURES | 1 | B | All dates | |||||
RP - EURO FX/BP FUTURE | 1 | A | All dates | |||||
RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 1 | B | All dates | 98% | |
JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||||
RY - EURO FX/JY FUTURE | 1 | A | All dates |