Asset Class Navigation

Three-Month SOFR Margins

CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. Three-Month SOFR futures are cash settled and based on a business-day compounded SOFR per annum during contract Reference Quarter. 

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 03/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2021 06/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 06/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 06/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2020 06/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2020 06/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2021 06/2022 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2022 06/2023 70%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 03/2029
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 03/2029
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 06/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 06/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 A 03/2020 06/2020 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2020 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2022 06/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2020 06/2021 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 09/2020 06/2021 65%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2029
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2029
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2023 03/2029
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2029
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2022 06/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 12/2019 06/2020 65%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 63%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 09/2022 06/2023 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 SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2021 06/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2020 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 09/2020 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2020 06/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2020 06/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 03/2020 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2023 03/2029
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2022 06/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2021 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 06/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2020 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2022 06/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2021 06/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2023 03/2029
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2019 12/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 06/2013 09/2013 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2020 06/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 59%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 59%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 09/2021 06/2022 55%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 55%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 55%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 55%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 54%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 09/2020 06/2021 50%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 09/2020 06/2021 50%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 03/2020 06/2020 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 03/2020 06/2020 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 06/2013 09/2013 50%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2019 09/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
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 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
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 SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 1 B 09/2023 03/2029 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2021 03/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 03/2020 06/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 03/2020 06/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
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
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
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 12/2021 09/2022 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 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%
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 12/2027 09/2028 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 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%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 30%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 25%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 25%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 25%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 25%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2019 12/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2019 09/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2019 09/2019