Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | CZ - CZECH KORUNA FUTURES | Delta | 5 | A | All dates | 60% | |
UN - NKR/USD FUTURES | 3 | B | All dates | |||||
CME | FX | SE - SKR/USD CROSS RATE FUTURES | Delta | 1 | A | All dates | 58% | |
UN - NKR/USD FUTURES | 1 | B | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 54% | |
UN - NKR/USD FUTURES | 2 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 4 | A | All dates | 54% | |
UN - NKR/USD FUTURES | 1 | B | All dates | |||||
CME | FX | SJ - SFJY FUTURES | Delta | 2 | A | All dates | 50% | |
UN - NKR/USD FUTURES | 3 | B | All dates | |||||
CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 3 | A | All dates | 46% | |
UN - NKR/USD FUTURES | 1 | B | All dates | |||||
NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 4 | A | All dates | 40% | |
CME | FX | UN - NKR/USD FUTURES | 1 | B | All dates | |||
NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 4 | A | All dates | 40% | |
CME | FX | UN - NKR/USD FUTURES | 1 | B | All dates | |||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 4 | A | All dates | 36% | |
UN - NKR/USD FUTURES | 1 | B | All dates | |||||
CME | FX | AC - AD/CD FUTURES | Delta | 2 | B | All dates | 35% | |
UN - NKR/USD FUTURES | 1 | A | All dates | |||||
CME | FX | CN - EC/NKR FUTURES | Delta | 2 | A | All dates | 30% | |
UN - NKR/USD FUTURES | 1 | A | All dates | |||||
CME | FX | RP - EURO FX/BP FUTURE | Delta | 2 | A | All dates | 30% | |
UN - NKR/USD FUTURES | 1 | B | All dates | |||||
CME | FX | PZ - POLISH ZLOTY FUTURES | Delta | 1 | A | All dates | 30% | |
UN - NKR/USD FUTURES | 2 | B | All dates | |||||
CME | FX | SF - SWISS FRANC FUTURES | Delta | 1 | A | All dates | 30% | |
UN - NKR/USD FUTURES | 3 | B | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 1 | A | All dates | 26% | |
UN - NKR/USD FUTURES | 5 | B | All dates | |||||
CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 2 | A | All dates | 20% | |
UN - NKR/USD FUTURES | 5 | B | All dates | |||||
CME | FX | RU - RU RUSSIAN RUBLE FUTURES | Delta | 5 | B | All dates | 20% | |
UN - NKR/USD FUTURES | 1 | A | All dates | |||||
CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 20% | |
UN - NKR/USD FUTURES | 1 | B | All dates |