30 DAY FEDERAL FUNDS - MARGINS

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 06/2022 05/2026 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2021 06/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 75%
41 - 30 DAY FED FUND FUTURES 1 B 06/2022 05/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 11/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 06/2022 05/2026
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 05/2022
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 05/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 01/2022 05/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 70%
41 - 30 DAY FED FUND FUTURES 1 B 01/2022 05/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 10/2021 12/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 10/2021 12/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 08/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2022 05/2026 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 06/2021 10/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 06/2021 10/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 01/2022 05/2022 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 A 06/2021 10/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 06/2021 10/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 06/2021 10/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 65%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 06/2021 10/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 10/2021 12/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 10/2021 12/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 A All dates 65%
41 - 30 DAY FED FUND FUTURES 1 B 08/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 2 A All dates 60%
41 - 30 DAY FED FUND FUTURES 3 B 06/2022 05/2026
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 05/2022
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 05/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2025 12/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 55%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 55%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 55%
CME ED - EURODOLLAR FUTURES 5 B 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 07/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2025 12/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2025 12/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 50%
CME ED - EURODOLLAR FUTURES 5 B 07/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 07/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
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 06/2022 05/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 B 06/2022 05/2026 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 05/2022 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 05/2022 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 06/2022 05/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 01/2022 05/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 01/2022 05/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 45%
41 - 30 DAY FED FUND FUTURES 2 B 10/2021 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 10/2021 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 08/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2025 12/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 45%
CME ED - EURODOLLAR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 40%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 40%
CME ED - EURODOLLAR FUTURES 5 B 07/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 06/2022 05/2026 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 05/2022 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 05/2022 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 10/2021 12/2021 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 10/2021 12/2021 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 08/2021 09/2021 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 06/2022 05/2026 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2029 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 35%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 B 10/2021 12/2021 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 10/2021 12/2021 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 08/2021 09/2021 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2029 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2029 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2029 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 30%
CME ED - EURODOLLAR FUTURES 5 B 07/2021 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 10/2021 12/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 10/2021 12/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 A All dates 25%
41 - 30 DAY FED FUND FUTURES 2 B 08/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2022 05/2026 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2030 06/2031
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2022 05/2022 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2030 06/2031
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 12/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2030 06/2031
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2030 06/2031
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2026 06/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2027 06/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2025 06/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2025 12/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 25%
CBT 41 - 30 DAY FED FUND FUTURES 3 A 06/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2021 09/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME ED - EURODOLLAR FUTURES 5 B 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2021 07/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 06/2021 12/2025 20%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 50 A 06/2022 05/2026
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 06/2021 12/2025 20%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 70 A 01/2022 05/2022
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 06/2021 12/2025 20%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 84 A 10/2021 12/2021
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A 06/2021 12/2025 20%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 50 A 01/2022 05/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 70 A 10/2021 12/2021 20%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2021 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 84 A 08/2021 09/2021 20%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2021 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 84 A 06/2021 07/2021 20%
CME EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2021 12/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 8 A 06/2022 05/2026 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 10 A 01/2022 05/2022 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 10 A 10/2021 12/2021 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 16 A 10/2021 12/2021 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 10 A 01/2022 05/2022 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 16 A 08/2021 09/2021 20%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 A 06/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 10 A 06/2022 05/2026 20%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2021 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 10 A 01/2022 05/2022 20%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2021 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 14 A 01/2022 05/2022 20%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2021 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 14 A 10/2021 12/2021 20%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2021 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 20 A 10/2021 12/2021 20%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2021 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 20 A 08/2021 09/2021 20%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2021 12/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 20 A 06/2021 07/2021 20%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2021 12/2027
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 06/2021 03/2022 20%
INTEREST RATES 41 - 30 DAY FED FUND FUTURES 7 B 06/2022 05/2026
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 06/2021 03/2022 20%
INTEREST RATES 41 - 30 DAY FED FUND FUTURES 8 B 01/2022 05/2022
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 06/2021 03/2022 20%
INTEREST RATES 41 - 30 DAY FED FUND FUTURES 11 B 01/2022 05/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022

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