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 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 09/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 11/2019 01/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2019 09/2019 90%
CME ED - EURODOLLAR FUTURES 10 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2020 09/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 90%
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 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 49%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 49%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 48%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2015 09/2015 47%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2020 09/2021 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2021 09/2022 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2023 09/2024 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2022 09/2023 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 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2026 09/2027 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2028 09/2029 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2024 09/2025 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2027 09/2028 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2025 09/2026 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 44%
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 44%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 43%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 42%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 42%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 41%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 02/2020 09/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 02/2020 09/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 11/2019 01/2020 35%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 34%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 34%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 32%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 31%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2020 09/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 15 A 02/2020 09/2020
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2028 09/2029
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2020 09/2021 30%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B 10/2019 06/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2028 09/2029
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2020 09/2020 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 29%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 28%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 27%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 26%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 26%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 25%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 21%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 19%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 16%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 13%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 12%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 89%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 88%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 88%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 87%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 87%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 86%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 86%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 12/2023 09/2024 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 02/2020 09/2020 85%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 85%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 85%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 85%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 85%
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 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 85%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 84%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 84%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 84%
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 96%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 83%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 83%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 83%
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 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 82%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 82%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 95%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 95%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 95%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 95%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 95%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 81%
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 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 81%
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 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 81%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 81%
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 81%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2018 12/2018