Eurodollar Margins
| Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
|---|---|---|---|---|---|---|---|---|
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2029 | 06/2030 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2028 | 06/2029 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2027 | 06/2028 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2026 | 06/2027 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2025 | 06/2026 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2024 | 06/2025 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2023 | 06/2024 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2022 | 06/2023 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2021 | 06/2022 | 70% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2021 | 06/2022 | 70% |
| CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2029 | 06/2030 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2025 | 06/2026 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2024 | 06/2025 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 70% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 70% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2029 | 06/2030 | 70% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2028 | 06/2029 | 70% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2027 | 06/2028 | 70% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2026 | 06/2027 | 70% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2025 | 06/2026 | 70% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 07/2020 | 09/2020 | 70% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | 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 | 09/2025 | 06/2026 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 70% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 70% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 70% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2021 | 06/2022 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 70% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2024 | 06/2025 | 70% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 70% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 70% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 70% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 70% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2023 | 06/2024 | 70% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 70% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 70% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2022 | 06/2023 | 70% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 70% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 06/2022 | 70% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 10/2020 | 06/2021 | 70% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 10/2020 | 06/2021 | 70% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2029 | 06/2030 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2026 | 06/2027 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2027 | 06/2028 | 65% |
| CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2026 | 06/2027 | 65% |
| CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2029 | 06/2030 | 65% |
| CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2028 | 06/2029 | 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 | 09/2028 | 06/2029 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2025 | 06/2026 | 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 | 09/2025 | 06/2026 | |||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 09/2024 | 06/2025 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2024 | 06/2025 | 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 | 09/2023 | 06/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2023 | 06/2024 | 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 | 09/2022 | 06/2023 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2022 | 06/2023 | 65% |
| CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 65% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 10/2020 | 06/2021 | 65% |
| CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 65% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2027 | 06/2028 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2026 | 06/2027 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2029 | 06/2030 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2028 | 06/2029 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 65% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2025 | 06/2026 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2024 | 06/2025 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 65% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2023 | 06/2024 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2029 | 06/2030 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2026 | 06/2027 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2025 | 06/2026 | 65% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 65% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 65% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 09/2025 | 06/2026 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 65% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 65% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2022 | 06/2023 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 65% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 65% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2021 | 06/2022 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 65% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 10/2020 | 06/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 65% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 65% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 07/2020 | 09/2020 | 65% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2023 | 06/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2022 | 06/2023 | 65% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 07/2020 | 09/2020 | 65% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 07/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 65% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 65% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2020 | 09/2020 | 65% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 65% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2028 | 06/2029 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2029 | 06/2030 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2026 | 06/2027 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2027 | 06/2028 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 65% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 65% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2025 | 06/2026 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2024 | 06/2025 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2021 | 06/2022 | 65% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2023 | 06/2024 | 65% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 60% |
| CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2022 | 06/2023 | |||
| 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 | 5 | B | 09/2029 | 06/2030 | 60% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 60% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 60% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 60% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 60% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 60% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 60% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 60% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2026 | 06/2027 | 60% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2025 | 06/2026 | 60% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 60% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 10/2020 | 06/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 60% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 60% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 60% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2025 | 06/2026 | 60% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 60% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 60% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 60% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 10/2020 | 06/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2024 | 06/2025 | 60% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 60% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 10/2020 | 06/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 60% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 10/2020 | 06/2021 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2024 | 06/2025 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 60% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 60% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 60% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 60% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 60% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 60% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 60% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 60% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 06/2022 | 60% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 60% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2022 | 06/2023 | 60% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2029 | 06/2030 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 55% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2025 | 06/2026 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 55% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 55% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 55% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 55% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 07/2020 | 09/2020 | 55% |
| CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2020 | 09/2020 | 55% |
| CBT | N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2021 | 06/2022 | 55% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2027 | 06/2028 | 55% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2028 | 06/2029 | 55% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2029 | 06/2030 | 55% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2028 | 06/2029 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2029 | 06/2030 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2028 | 06/2029 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2029 | 06/2030 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 55% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2026 | 06/2027 | 55% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 55% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2027 | 06/2028 | 55% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2028 | 06/2029 | 55% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2029 | 06/2030 | 55% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2026 | 06/2027 | 55% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 03/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 55% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 55% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 55% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 55% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2022 | 06/2023 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 55% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2025 | 06/2026 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2024 | 06/2025 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 55% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 55% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 55% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 10/2020 | 06/2021 | 55% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 07/2020 | 09/2020 | 55% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2024 | 06/2025 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 07/2020 | 09/2020 | 55% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2022 | 06/2023 | 55% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2021 | 06/2022 | 55% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2020 | 09/2020 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2020 | 09/2020 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 55% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 55% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2020 | 09/2020 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2020 | 09/2020 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2020 | 09/2020 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 07/2020 | 09/2020 | 55% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 10/2020 | 06/2021 | 55% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 55% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 55% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 07/2020 | 09/2020 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2022 | 06/2023 | 55% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 09/2021 | 06/2022 | 55% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2021 | 06/2022 | 55% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||
| 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 | 09/2021 | 06/2022 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 09/2021 | 06/2022 | 50% |
| CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 10/2020 | 06/2021 | 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 | 10/2020 | 06/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 07/2020 | 09/2020 | 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 | 07/2020 | 09/2020 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2029 | 06/2030 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | A | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2025 | 06/2026 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2024 | 06/2025 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2024 | 06/2025 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2023 | 06/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 50% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 50% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 50% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2020 | 09/2020 | 50% |
| CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 10/2020 | 06/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 50% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 50% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 50% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 50% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2029 | 06/2030 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2027 | 06/2028 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2028 | 06/2029 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2025 | 06/2026 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2029 | 06/2030 | 50% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2028 | 06/2029 | 50% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2027 | 06/2028 | 50% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2025 | 06/2026 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2024 | 06/2025 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2024 | 06/2025 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2024 | 06/2025 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 50% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2029 | 06/2030 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CME | INTEREST RATES | EM - ONE MONTH EURODOLLAR FUTURES | Delta | 1 | B | 11/2020 | 06/2021 | 50% |
| ED - EURODOLLAR FUTURES | 1 | A | 09/2027 | 06/2028 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2028 | 06/2029 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2026 | 06/2027 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2025 | 06/2026 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2023 | 06/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2025 | 06/2026 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2022 | 06/2023 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2024 | 06/2025 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2028 | 06/2029 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 50% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2029 | 06/2030 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2029 | 06/2030 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2029 | 06/2030 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2020 | 09/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 50% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2023 | 06/2024 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2024 | 06/2025 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 50% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 50% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 11/2020 | 07/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2022 | 06/2023 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2021 | 06/2022 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 09/2021 | 06/2022 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 07/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2025 | 06/2026 | 50% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 10/2020 | 06/2021 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 07/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 07/2020 | 09/2020 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 11/2020 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2024 | 06/2025 | 50% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 50% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2023 | 06/2024 | 50% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 07/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 07/2020 | 09/2020 | 50% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 06/2022 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2022 | 06/2023 | 50% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 45% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 45% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 45% |
| CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 45% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2025 | 06/2026 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2024 | 06/2025 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2029 | 06/2030 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2027 | 06/2028 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2026 | 06/2027 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2028 | 06/2029 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 45% | |
| CME | ED - EURODOLLAR FUTURES | 2 | A | 07/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2028 | 06/2029 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2026 | 06/2027 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2027 | 06/2028 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2029 | 06/2030 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2026 | 06/2027 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2025 | 06/2026 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2023 | 06/2024 | ||||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 45% | |
| CME | ED - EURODOLLAR FUTURES | 3 | B | 09/2029 | 06/2030 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2024 | 06/2025 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2029 | 06/2030 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 03/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2029 | 06/2030 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2029 | 06/2030 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 45% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2023 | 06/2024 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2027 | 06/2028 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2028 | 06/2029 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2026 | 06/2027 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2027 | 06/2028 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2026 | 06/2027 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2028 | 06/2029 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 09/2029 | 06/2030 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2021 | 06/2022 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 09/2022 | 06/2023 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2025 | 06/2026 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2025 | 06/2026 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2024 | 06/2025 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 07/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 07/2020 | 07/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2023 | 06/2024 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2023 | 06/2024 | 45% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2023 | 06/2024 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2022 | 06/2023 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2020 | 06/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 07/2020 | 09/2020 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 09/2023 | 06/2024 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 45% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2017 | 12/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2021 | 06/2022 | 45% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2022 | 06/2023 | 45% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 45% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2016 | 12/2016 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 10/2020 | 06/2021 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2018 | 12/2018 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2027 | 06/2028 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2026 | 06/2027 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2028 | 06/2029 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2029 | 06/2030 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 09/2025 | 06/2026 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 110 | A | 09/2024 | 06/2025 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 135 | A | 09/2023 | 06/2024 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 145 | A | 09/2022 | 06/2023 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 150 | A | 09/2021 | 06/2022 | |||
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 09/2020 | 12/2024 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 150 | A | 10/2020 | 06/2021 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2029 | 06/2030 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2028 | 06/2029 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2027 | 06/2028 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2026 | 06/2027 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2025 | 06/2026 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2024 | 06/2025 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2023 | 06/2024 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2022 | 06/2023 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 09/2021 | 06/2022 | |||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 07/2020 | 12/2026 | 42% |
| INTEREST RATES | ED - EURODOLLAR FUTURES | 20 | A | 10/2020 | 06/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2021 | 06/2022 | 85% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 09/2022 | 06/2023 | 85% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 10/2020 | 06/2021 | 85% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 03/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2022 | 03/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2023 | 03/2024 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 09/2021 | 06/2022 | 85% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2024 | 12/2029 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2026 | 06/2027 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2029 | 06/2030 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2027 | 06/2028 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2028 | 06/2029 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2025 | 06/2026 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 09/2024 | 06/2025 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 09/2021 | 06/2022 | |||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 8 | B | 10/2020 | 06/2021 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 10/2020 | 06/2021 | 40% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 07/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 10/2020 | 06/2021 | 40% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 03/2019 | 03/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 06/2023 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2026 | 06/2027 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 11/2020 | 01/2021 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2027 | 06/2028 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 02/2021 | 06/2021 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2028 | 06/2029 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 09/2020 | 10/2020 | 40% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 09/2025 | 06/2026 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2029 | 06/2030 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2028 | 06/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2027 | 06/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2026 | 06/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 09/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2025 | 06/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 10/2020 | 10/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 09/2024 | 06/2025 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 08/2020 | 08/2020 | ||||
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