Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 05/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 05/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 05/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 05/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 05/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 75% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 05/2021 | 12/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 75% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 01/2022 | 12/2025 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2021 | 02/2021 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 75% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2021 | 02/2021 | 75% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 70% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 01/2022 | 12/2025 | ||||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 70% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 70% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 70% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 70% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 70% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 70% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 70% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 70% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2021 | 02/2021 | 70% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 03/2021 | 04/2021 | ||||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 01/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 01/2022 | 12/2025 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 01/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 08/2021 | 12/2021 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | A | 01/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 01/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 01/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 65% |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 5 | B | 01/2021 | 04/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 03/2021 | 04/2021 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 65% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 65% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 65% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 04/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 65% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 3 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 3 | B | 01/2022 | 12/2025 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 3 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 04/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 04/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 60% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 04/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 09/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 60% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2021 | 02/2021 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2021 | 02/2021 | 60% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 55% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 01/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 55% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 09/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 01/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 50% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 01/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 50% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 5 | B | 01/2022 | 12/2025 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 08/2021 | 12/2021 | 45% |
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 08/2021 | 12/2021 | 45% |
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | B | 01/2022 | 12/2025 | 45% |
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 01/2022 | 12/2025 | ||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 08/2021 | 12/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 45% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 03/2021 | 04/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 45% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 45% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 45% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 40% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 01/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 40% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 40% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 09/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 08/2021 | 12/2021 | 35% |
UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 01/2022 | 12/2025 | 35% |
UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 08/2021 | 12/2021 | 35% |
UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 5 | B | 03/2021 | 04/2021 | 35% |
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 5 | B | 05/2021 | 07/2021 | 35% |
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 5 | B | 05/2021 | 07/2021 | 35% |
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 35% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2030 | 12/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 35% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2030 | 12/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 35% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2030 | 12/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 35% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2030 | 12/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 35% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 12/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 35% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 12/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 35% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 12/2020 | |||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 84 | A | 03/2021 | 04/2021 | ||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 50 | A | 01/2022 | 12/2025 | ||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 70 | A | 08/2021 | 12/2021 | ||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 84 | A | 05/2021 | 07/2021 | ||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 50 | A | 08/2021 | 12/2021 | ||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 70 | A | 05/2021 | 07/2021 | ||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 30% |
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 84 | A | 01/2021 | 02/2021 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 16 | A | 05/2021 | 07/2021 | 30% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 03/2021 | 03/2022 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 10 | A | 08/2021 | 12/2021 | 30% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 03/2021 | 03/2022 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 10 | A | 05/2021 | 07/2021 | 30% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 03/2021 | 03/2022 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 10 | A | 08/2021 | 12/2021 | 30% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 03/2021 | 03/2022 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 16 | A | 03/2021 | 04/2021 | 30% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 03/2021 | 03/2022 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 10 | A | 01/2022 | 12/2025 | 30% |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 01/2021 | 12/2027 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 20 | A | 05/2021 | 07/2021 | 30% |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 01/2021 | 12/2027 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 14 | A | 05/2021 | 07/2021 | 30% |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 01/2021 | 12/2027 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 14 | A | 08/2021 | 12/2021 | 30% |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 01/2021 | 12/2027 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 20 | A | 03/2021 | 04/2021 | 30% |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 01/2021 | 12/2027 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 10 | A | 08/2021 | 12/2021 | 30% |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 01/2021 | 12/2027 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 20 | A | 01/2021 | 02/2021 | 30% |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | 01/2021 | 12/2027 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 03/2021 | 04/2021 | 30% |
UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 05/2021 | 07/2021 | 30% |
UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 05/2021 | 07/2021 | 30% |
UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 30% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 30% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 30% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 30% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 30% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 01/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 30% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | A | 01/2022 | 12/2025 | 25% |
CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | A | 03/2021 | 03/2022 | ||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 8 | B | 08/2021 | 12/2021 | 25% |
EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 03/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 11 | B | 08/2021 | 12/2021 | 25% |
EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 03/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 7 | B | 01/2022 | 12/2025 | 25% |
EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | 03/2021 | 12/2021 | |||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 25% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 25% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 05/2021 | 07/2021 | ||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 25% | |
41 - 30 DAY FED FUND FUTURES | 2 | B | 03/2021 | 04/2021 | ||||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | A | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | A | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2024 | 12/2024 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 25% |
CME | SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2023 | 12/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2022 | 12/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 25% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 12/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | ED - EURODOLLAR FUTURES | 5 | B | 04/2021 | 12/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2021 | 02/2021 | 25% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2020 | 12/2020 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 08/2021 | 12/2021 | 85% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 85% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 85% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 85% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 85% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 09/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 80% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 80% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 80% |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2021 | 04/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 80% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 80% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 09/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 80% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 03/2021 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 80% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 80% |
CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 |