Asset Class Navigation

Eurodollar Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2029 09/2030 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2028 09/2029 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 12/2027 09/2028 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2021 09/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 09/2021 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 75%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 09/2021 75%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 02/2021 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 09/2021 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 02/2021 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 02/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2022 09/2023 75%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2021 09/2021 75%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 09/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2021 09/2022 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2020 02/2021 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2029 09/2030 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 02/2021 70%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 02/2021 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 02/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 02/2021 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 09/2021 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 02/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2021 09/2021 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2020 02/2021 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2022 09/2023 70%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 03/2021 09/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2027 09/2028
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2029 09/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2029 09/2030 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2026 09/2027
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2028 09/2029 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2023 09/2024
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2021 09/2021 65%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2021 09/2021 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2027 09/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2029 09/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2028 09/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2024 09/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2021 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2029 09/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2028 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2027 09/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2026 09/2027
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 2 A 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 65%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 65%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2026 09/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2027 09/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2028 09/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2029 09/2030 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 02/2021 65%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2025 09/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 65%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2024 09/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 02/2021 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 09/2021 65%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 65%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 02/2021 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2023 09/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 02/2021 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 2 B All dates 60%
CME ED - EURODOLLAR FUTURES 7 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2021 09/2021 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 60%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 60%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME ED - EURODOLLAR FUTURES 2 A 03/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 60%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 60%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 60%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 60%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 03/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 60%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 60%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2029 09/2030
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2028 09/2029
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2027 09/2028
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2026 09/2027
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 55%
CME ED - EURODOLLAR FUTURES 8 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 55%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 02/2021 55%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2020 02/2021 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2021 09/2022 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 55%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 55%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 55%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 55%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 55%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 9 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 12/2020 03/2021 55%
CME ED - EURODOLLAR FUTURES 10 B 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 55%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 55%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 55%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 55%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2020 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 55%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 55%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 03/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 03/2021 55%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 02/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 03/2021 09/2021 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2020 02/2021 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 02/2021 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 02/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 02/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 02/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 03/2021 09/2021 55%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 02/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2022 09/2023 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 02/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 02/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2021 09/2021 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2021 09/2022 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 02/2021 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 03/2021 09/2021 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 02/2021 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 12/2020 02/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 8 B 12/2024 09/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME ED - EURODOLLAR FUTURES 8 B 12/2023 09/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 A 12/2028 09/2029
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2029 09/2030
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 02/2021 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 03/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2027 09/2028 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2026 09/2027 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2028 09/2029 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2029 09/2030 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2025 09/2026 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2024 03/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 02/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2029 09/2030 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 03/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 03/2021 09/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 02/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 04/2021 11/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2021 03/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 02/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 02/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 02/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 04/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 02/2021 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 02/2021 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 03/2021 09/2021 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 3 B 12/2029 09/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2021 11/2025 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 11/2021 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 45%
CME ED - EURODOLLAR FUTURES 3 B 12/2029 09/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 12/2020 02/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2027 09/2028 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2026 09/2027 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2029 09/2030 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2028 09/2029 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 04/2021 06/2021 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2025 09/2026 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022

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