ONE-MONTH SOFR - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2021 09/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 03/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2021 08/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 09/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2021 09/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2021 06/2022 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 03/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2021 08/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 70%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 07/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 09/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2021 06/2022 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2021 09/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 65%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2021 09/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 03/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2021 06/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2021 06/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2021 08/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 07/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 60%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 09/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2022 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2021 06/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 12/2021 03/2022 55%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2020 09/2020 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2020 09/2020 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 55%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2021 06/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2021 06/2022 55%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2021 08/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 09/2021 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 50%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2021 06/2022 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2025 12/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2021 09/2021 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 03/2025
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2021 08/2021 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 03/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 03/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2021 06/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 06/2021 03/2022 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2021 09/2021 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2021 09/2021 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 09/2021 09/2021 50%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 07/2021 07/2021 50%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 08/2021 08/2021 50%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 10/2021 06/2022 50%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 10/2021 06/2022 50%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2021 08/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2018 09/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2021 08/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2017 03/2018 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 10/2021 06/2022 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 10/2021 06/2022 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 07/2021 07/2021 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 08/2021 08/2021 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 09/2021 09/2021 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 06/2021 06/2021 50%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 2 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 1 B 06/2021 06/2021 50%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B 10/2021 06/2022 45%
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 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 10/2021 06/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 09/2021 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 08/2021 08/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 10/2021 06/2022 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 09/2021 09/2021 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 2 B 08/2021 08/2021 45%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 09/2021 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2021 08/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 07/2021 07/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2021 09/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2025 12/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2021 08/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2025 12/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2021 08/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 03/2025
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 07/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2022 05/2026 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2021 06/2022 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2021 06/2022 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2021 06/2022 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2021 08/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 07/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2021 09/2021 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2021 09/2021 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2021 09/2021 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2018 09/2018 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 07/2021 09/2021 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2022 40%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2021 06/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 1 B All dates 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 07/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2025 12/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 07/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 B 10/2021 06/2022 40%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 B 07/2021 07/2021 40%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 B 08/2021 08/2021 40%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 B 09/2021 09/2021 40%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 B 10/2021 06/2022 40%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 B 06/2021 06/2021 40%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 4 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 07/2021 07/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2021 06/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2021 08/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2021 09/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 07/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2021 06/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2018 09/2018 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 07/2021 07/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2018 09/2018 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2017 03/2018 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 07/2021 07/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2017 03/2018 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 09/2021 09/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B 08/2021 08/2021 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B All dates 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 09/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 12/2021 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 10/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 12/2021 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 09/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 03/2022 03/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 09/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 03/2022 03/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 10/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2025 12/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2020 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2021 08/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2020 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 07/2021 07/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 03/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 07/2021 07/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 03/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 08/2021 08/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 06/2021 03/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 06/2021 03/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 06/2021 03/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2023 03/2024
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 07/2021 07/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2021 08/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 12/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 08/2021 08/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 03/2022 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 08/2021 08/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 12/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 07/2021 07/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 03/2022 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 07/2021 07/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 12/2021 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 12/2021 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 12/2021 03/2022 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2023 06/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2022 06/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2017 03/2018 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2028 06/2029 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2026 06/2027 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2027 06/2028 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2025 06/2026 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 07/2021 07/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2024 06/2025 25%
SR1 - ONE-MONTH SOFR FUTURES 3 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2022 05/2022 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2021 12/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 08/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 09/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2021 06/2022