Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 66% | |
NE - NEW ZEALAND FUTURES | 1 | B | 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 | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 60% | |
NE - NEW ZEALAND FUTURES | 1 | B | All dates | |||||
CME | FX | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 55% | |
NE - NEW ZEALAND FUTURES | 3 | B | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 52% | |
NE - NEW ZEALAND FUTURES | 2 | B | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 1 | A | All dates | 40% | |
RA - AFRICAN RAND FUTURES | 1 | B | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 1 | A | All dates | 35% | |
SE - SKR/USD CROSS RATE FUTURES | 4 | B | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 5 | B | All dates | 35% | |
SF - SWISS FRANC FUTURES | 3 | A | All dates | |||||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 3 | A | All dates | 35% | |
NE - NEW ZEALAND FUTURES | 2 | B | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 3 | B | All dates | 30% | |
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | A | All dates | |||
CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 5 | A | All dates | 30% | |
NE - NEW ZEALAND FUTURES | 2 | B | All dates | |||||
CME | FX | AN - AD/NE CROSS RATE FUTURES | Delta | 1 | A | All dates | 20% | |
NE - NEW ZEALAND FUTURES | 2 | A | All dates |