Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CME | FX | EC - EURO FUTURE | Delta | 2 | A | All dates | 70% | |
SF - SWISS FRANC FUTURES | 3 | 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 | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 50% | |
SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||
CME | FX | BP - BRITISH POUND FUTURES | Delta | 4 | A | All dates | 50% | |
SF - SWISS FRANC FUTURES | 5 | B | All dates | |||||
CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 4 | A | All dates | 44% | |
SF - SWISS FRANC FUTURES | 3 | B | All dates | |||||
CME | FX | SE - SKR/USD CROSS RATE FUTURES | Delta | 5 | B | All dates | 40% | |
SF - SWISS FRANC FUTURES | 2 | A | All dates | |||||
CME | FX | NE - NEW ZEALAND FUTURES | Delta | 5 | B | All dates | 35% | |
SF - SWISS FRANC FUTURES | 3 | A | All dates | |||||
CME | FX | SF - SWISS FRANC FUTURES | Delta | 1 | A | All dates | 30% | |
UN - NKR/USD FUTURES | 3 | B | All dates | |||||
CME | FX | BF - BPSF FUTURE | Delta | 1 | A | All dates | 30% | |
SF - SWISS FRANC FUTURES | 2 | A | All dates | |||||
CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 4 | B | All dates | 30% | |
SF - SWISS FRANC FUTURES | 3 | 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 | CZ - CZECH KORUNA FUTURES | Delta | 2 | A | All dates | 20% | |
SF - SWISS FRANC FUTURES | 1 | 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 | 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 | BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT | Delta | 100 | A | All dates | 35% | |
BP - BRITISH POUND FUTURES | 35 | A | All dates | |||||
EC - EURO FUTURE | 67 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 10 | 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% | |
RF - EURO FX/SF FUTURES | 1 | B | All dates | |||||
RP - EURO FX/BP FUTURE | 1 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||
CME | FX | BF - BPSF FUTURE | Delta | 1 | A | All dates | 98% | |
BP - BRITISH POUND FUTURES | 2 | B | All dates | |||||
SF - SWISS FRANC FUTURES | 1 | A | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 1 | B | All dates | 98% | |
RF - EURO FX/SF FUTURES | 1 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 1 | A | All dates | |||||
CME | FX | EC - EURO FUTURE | Delta | 2 | B | All dates | 98% | |
RF - EURO FX/SF FUTURES | 2 | A | All dates | |||||
SF - SWISS FRANC FUTURES | 3 | A | All dates | |||||
CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 12 | A | All dates | 95% | |
SF - SWISS FRANC FUTURES | 1 | A | All dates |