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 3 A 12/2023 09/2024 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2021 09/2022 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2022 09/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2023 09/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2024 09/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 80%
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 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2026 09/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 80%
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 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2025 09/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2027 09/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 94%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2025 09/2026 80%
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 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2024 09/2025 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2027 09/2028 80%
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 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 94%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2026 09/2027 80%
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 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
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 80%
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 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 80%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 80%
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 11/2020 10/2022 80%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 80%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 79%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 79%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 78%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 78%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 78%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 78%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 93%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 93%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 77%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 77%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 77%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 77%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 77%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 77%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 77%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 77%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 77%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 76%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 76%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 76%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 76%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 76%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 76%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 76%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 76%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
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 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 12/2026 09/2027 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
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 12/2028 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 12/2025 09/2026 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2020 09/2021 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 12/2028 09/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 75%
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 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 75%
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 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 75%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2020 09/2020 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2020 09/2020 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 11/2019 01/2020 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 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 12/2022 09/2023
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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 75%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2025 09/2026
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
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2027 09/2028
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2028 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 11/2019 01/2020 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 75%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 11/2019 01/2020 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 11/2019 01/2020 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 92%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 92%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 73%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 73%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 72%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 72%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 70%
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 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A 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 12/2028 09/2029 70%
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 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
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 12/2027 09/2028
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 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME ED - EURODOLLAR FUTURES 2 A 12/2020 09/2021
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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
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
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 70%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 70%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 70%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 68%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 67%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 91%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 67%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 67%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 67%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 91%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 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 12/2021 09/2022
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
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
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
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
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
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 12/2028 09/2029
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
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 12/2026 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
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
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2022 09/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2020
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 12/2023 09/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2020
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 06/2020
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 06/2020
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 06/2020
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 06/2020
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 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2022 09/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
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 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 12/2025 09/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
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 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 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 3 A 12/2022 09/2023 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 11/2019 01/2020 65%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 11/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 63%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 63%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 63%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 63%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 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 12/2027 09/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
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 12/2025 09/2026 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 60%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 60%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 60%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 59%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 59%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 59%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 58%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 58%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 58%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 57%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 57%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 57%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 57%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 57%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 02/2020 09/2020 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 55%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 55%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 11/2019 01/2020 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 11/2019 01/2020 55%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 02/2020 09/2020 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 12/2020 09/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 02/2020 09/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 11/2019 01/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 02/2020 09/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
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 2 A 12/2020 09/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 11/2019 01/2020 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 53%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 52%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2020 09/2021 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2021 09/2022 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2022 09/2023 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2023 09/2024 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2027 09/2028 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2025 09/2026 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2026 09/2027 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2024 09/2025 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 12/2028 09/2029 50%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 12/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2020 09/2021 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2021 09/2022 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2022 09/2023 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2023 09/2024 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2025 09/2026 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2026 09/2027 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2028 09/2029 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2027 09/2028 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 12/2024 09/2025 50%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 11/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 11 A 12/2020 09/2021 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 12/2021 09/2022 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2022 09/2023 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2023 09/2024 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2024 09/2025 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2025 09/2026 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2028 09/2029 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2027 09/2028 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 12/2026 09/2027 50%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 09/2021 90%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2021 09/2022 90%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 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 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2020 09/2021 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 11/2019 01/2020 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2022 09/2023 90%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 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 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2020 09/2020 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2020 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 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 50%
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 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
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
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 A 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 B 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 12/2026 09/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 11/2019 01/2020 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 90%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019