Asset Class Navigation

Eurodollar Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 06/2027 03/2028 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 06/2026 03/2027 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 06/2028 06/2029 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 06/2029 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2021 03/2022 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2028 06/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2020 03/2021 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 75%
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 75%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2027 03/2028 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2028 06/2029 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 06/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2020 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 75%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 03/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2021 03/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 06/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2027 03/2028 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2025 03/2026 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2028 06/2029 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 03/2024 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2020 03/2021 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2020 03/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 06/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2019 03/2020 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2027 03/2028 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2026 03/2027 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2025 03/2026 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2028 06/2029 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 70%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 70%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2020 03/2021 70%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A All dates 70%
CBT NG - 5-YR INTEREST RATE SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 70%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 70%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 70%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 70%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2023 03/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2024 03/2025
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2021 03/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2020 03/2021 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2025 03/2026
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2028 06/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2027 03/2028
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 06/2026 03/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2024 03/2025 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2025 03/2026 70%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 70%
CME ED - EURODOLLAR FUTURES 3 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 65%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2022 03/2023 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2024 03/2025 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 06/2021 03/2022
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 06/2022 03/2023
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2021 03/2022 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2023 03/2024 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 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2025 03/2026 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 06/2027 03/2028
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 06/2026 03/2027
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 65%
CME ED - EURODOLLAR FUTURES 4 A 06/2025 03/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2028 06/2029 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2027 03/2028 65%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2026 03/2027 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 06/2028 06/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 09/2019 03/2020 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 12/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 65%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2024 03/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2022 03/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2023 03/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2027 03/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2026 03/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2028 06/2029 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2025 03/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 65%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 03/2020 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 06/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 65%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2026 03/2027 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2023 03/2024 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2024 03/2025 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2022 03/2023 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2028 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 06/2025 03/2026 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2026 03/2027 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2027 03/2028 65%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2019 03/2020 65%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 06/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2019 08/2019 65%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2019 08/2019 65%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 60%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 03/2020
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 06/2026 03/2027 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 60%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 03/2020 60%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2019 03/2020 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 03/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 60%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 03/2019
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 1 A 03/2022 12/2022 60%
ED - EURODOLLAR FUTURES 1 B 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2019 08/2019 60%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2019 08/2019 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2020 03/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 05/2022 55%
CME ED - EURODOLLAR FUTURES 5 B 09/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2019 08/2019 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 B 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2028 06/2029 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2027 03/2028 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 A 06/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2019 08/2019 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2021 03/2022 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2019 03/2020 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 06/2020 03/2021 55%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2019 08/2019 55%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2021 03/2022 55%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 06/2016 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2019 03/2020 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
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 06/2019 08/2019 55%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2020 03/2021 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 06/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 03/2020 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 09/2019 03/2020
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 4 A 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2019 08/2019 50%
CBT LIE - 30-YEAR ERIS SWAP FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 A 06/2027 03/2028
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2019 03/2020 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2019 08/2019 50%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME ED - EURODOLLAR FUTURES 2 A 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2019 08/2019 50%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2024 03/2025 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2022 03/2023 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2023 03/2024 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2020 03/2021 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2021 03/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2024 03/2025 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2022 03/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2023 03/2024 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2028 06/2029 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2027 03/2028 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2025 03/2026 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2026 03/2027 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2019 08/2019 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2012 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2020 03/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2019 03/2020 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 12/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 06/2019 08/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2017 03/2019 50%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2019 08/2019 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2020 03/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2024 03/2025 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2023 03/2024 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2022 03/2023 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 B 03/2016 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2019 08/2019 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2019 08/2019 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2019 08/2019 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2019 03/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2023 03/2024 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 06/2016 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2022 03/2023 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 06/2016 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2020 03/2021 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 06/2016 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 09/2019 03/2020 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 B 06/2016 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2019 08/2019 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2016 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2023 03/2024 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2024 03/2025 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2022 03/2023 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2021 03/2022 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2026 03/2027 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2025 03/2026 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2028 06/2029 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2027 03/2028 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 06/2020 03/2021 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 06/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2028 06/2029 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 06/2029 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2020 03/2021 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2019 08/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2019 08/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2019 08/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2019 08/2019 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2021 03/2022 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2022 03/2023 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2024 03/2025 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2023 03/2024 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2027 03/2028 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2028 06/2029 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2026 03/2027 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2025 03/2026 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 60 A 06/2020 03/2021 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 100 A 09/2019 03/2020 40%
EQUITY INDEX SP - S&P 500 FUTURES 1 A 06/2019 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2024 03/2025 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2023 03/2024 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2022 03/2023 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2021 03/2022 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2026 03/2027 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2027 03/2028 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2025 03/2026 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2028 06/2029 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 12 A 06/2020 03/2021 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 20 A 09/2019 03/2020 40%
EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A 06/2019 12/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2021 03/2022 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 06/2023 03/2024 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 06/2024 03/2025 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 06/2022 03/2023 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 06/2028 06/2029 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 06/2027 03/2028 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 06/2026 03/2027 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 7 A 06/2025 03/2026 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 11 A 06/2020 03/2021 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 A 09/2019 03/2020 40%
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES 1 A 06/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2023 03/2024 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 06/2019 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2024 03/2025 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 06/2019 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2022 03/2023 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 06/2019 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2021 03/2022 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 06/2019 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2025 03/2026 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 06/2019 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2026 03/2027 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 06/2019 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 A 06/2027 03/2028 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 06/2019 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 03/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2019 03/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2026 03/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2027 03/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2025 03/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 05/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 06/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 08/2019 09/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2019 08/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2019 03/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 03/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2019 07/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 03/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2019 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 09/2019 03/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2019 03/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2019 06/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2019 07/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 06/2019 08/2019