THREE-MONTH SOFR - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 12/2024 06/2030 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 12/2022 09/2023 75%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2023 09/2024 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2022 02/2026 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2022 02/2026 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2021 09/2022 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2021 09/2022 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 06/2021 09/2021 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 06/2021 09/2021 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2022 09/2023
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2022 09/2023 75%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 03/2021 03/2021 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2020 12/2020 75%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 09/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2022 09/2023 75%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2021 09/2022
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 05/2021 05/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 09/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 03/2021 03/2021 75%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 03/2021 03/2021 75%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2021 09/2022 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2021 09/2022 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 06/2021 09/2021 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 06/2021 09/2021 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2020 12/2020 75%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2024 06/2030
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2024 06/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2023 09/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2023 09/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2022 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2022 09/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2024 06/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 12/2021 09/2022 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 12/2021 09/2022 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2023 09/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2022 09/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 09/2021
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2021 09/2021 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 06/2021 09/2021 70%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 09/2021
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2024 06/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2021 09/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 12/2024 06/2030 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 09/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 12/2021 09/2022 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 12/2021 09/2022 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 06/2021 09/2021 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 06/2021 09/2021 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 03/2021 03/2021 70%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2024 06/2030 70%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 70%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 02/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 02/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2024 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 02/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2023 09/2024
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2023 09/2024 70%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2022 12/2022 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 12/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 03/2022 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 05/2021 05/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2023 09/2024 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 03/2022 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 02/2022 70%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2021 04/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 12/2021 70%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2020 12/2020 70%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2022 09/2023 70%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2020 12/2020 70%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 03/2021 03/2021 65%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2025 12/2025 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2024 12/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 12/2020 12/2020 65%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2024 12/2024 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 12/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 12/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 12/2023 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2022 12/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2024 06/2030 65%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2022 12/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 12/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 65%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2024 06/2030 65%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2022 12/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 12/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2022 12/2022 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 12/2021 65%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 03/2021 09/2021 65%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2023 09/2024 65%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2024 06/2030
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2023 09/2024
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2022 09/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2021 09/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2021 09/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2021 09/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2024 06/2030
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 09/2024
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2022 09/2023
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 06/2019 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 09/2021 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 12/2020 12/2020 60%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2026 12/2026 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2020 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2020 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2025 12/2025 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2024 12/2024 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 03/2013 06/2013 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 06/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 12/2023 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2021 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 03/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 09/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 60%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 12/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 03/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 05/2021 05/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2022 02/2026 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2022 02/2026 60%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2021 04/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2022 12/2022 60%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 12/2024 06/2030 60%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2021 03/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2021 03/2021 60%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 12/2024 06/2030 55%
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 12/2023 09/2024 55%
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 12/2022 09/2023 55%
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 55%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2021 09/2022
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 3 B All dates 55%
CME SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2026 12/2026 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2025 12/2025 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2024 12/2024 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 03/2022 55%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 12/2023 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 55%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 05/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 06/2021 55%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 05/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 05/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 05/2021 55%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2022 09/2023
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2021 09/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 12/2021 09/2022
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2021 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2021 09/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 8 B 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 9 B 12/2021 09/2022 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 12/2021 09/2022 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 06/2021 09/2021 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 06/2021 09/2021 50%
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 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2030 12/2030 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2029 12/2029 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2028 12/2028 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2027 12/2027 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2028 12/2028 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2029 12/2029 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2030 12/2030 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2027 12/2027 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2020 09/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2020 09/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 03/2013 06/2013 50%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 12/2020 12/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2024 06/2030
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2023 09/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 03/2022 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2024 12/2024 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2021 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 06/2021 09/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 05/2021 05/2021 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 12/2023 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2021 03/2021 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2029 12/2029 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2030 12/2030 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2028 12/2028 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2027 12/2027 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2026 12/2026 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2026 12/2026 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2020 09/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2020 09/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2026 12/2026 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2025 12/2025 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2025 12/2025 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2025 12/2025 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2024 12/2024 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 06/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 05/2021 05/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2023 03/2024 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2024 06/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 05/2021 05/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 06/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 06/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 06/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2020 06/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2022 06/2023 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2024 06/2030
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2023 03/2024 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2023 09/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2021 04/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 05/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2024 06/2030
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2022 06/2023 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 06/2021 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 05/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2023 09/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2021 04/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2019 12/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2019 06/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2021 03/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2018 12/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2020 03/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 03/2018 06/2018 45%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2020 03/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 06/2021 09/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2020 03/2021 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 12/2023 09/2024 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 12/2022 09/2023 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 12/2021 09/2022 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 12/2021 09/2022 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 06/2021 09/2021 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 06/2021 09/2021 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 06/2019 09/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 A 12/2020 12/2020 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 1 B 09/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 03/2021 06/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2029 12/2029 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2028 12/2028 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2030 12/2030 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2028 12/2028 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2027 12/2027 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2027 12/2027 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2027 12/2027 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2026 12/2026 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2020 09/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2025 09/2025 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2024 06/2030
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2025 09/2025 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2023 09/2024
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2024 12/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2024 06/2030
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2024 12/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2023 09/2024
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2024 12/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2022 09/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2021 04/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2021 04/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2024 12/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2021 09/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 09/2021 09/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2020 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2023 03/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2023 12/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 09/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2024 06/2030
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2024 06/2030
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2022 06/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2022 09/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 09/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2023 09/2024
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 09/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2022 09/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2023 09/2024
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2023 03/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2021 09/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2022 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 12/2019 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2022 06/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2021 09/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 06/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 05/2021 05/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 04/2021 04/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2022 12/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
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 03/2021 03/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2021 03/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2021 09/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 12/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 04/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2021 09/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 06/2021 09/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2021 09/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 04/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
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 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
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 03/2021 03/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 A 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 B 06/2021 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2017 12/2017 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2029 12/2029 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2030 12/2030 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2021 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2029 12/2029 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2028 12/2028 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2030 12/2030 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 03/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2025 09/2025 35%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2022 09/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2025 09/2025 35%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2024 12/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2021 03/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2021 03/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2021 03/2021 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 02/2022 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 09/2021 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2022 02/2026 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2026 12/2026 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2025 12/2025 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 04/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2024 06/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 04/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 04/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 04/2021 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2021 05/2021 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2030 12/2030 25%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2029 12/2029 25%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2028 12/2028 25%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 03/2027 12/2027 25%
SR3 - THREE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 06/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2021 04/2021 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2020 12/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2021 09/2021 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2020 12/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2020 03/2021 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2021 03/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2020 03/2021 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 02/2022 85%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 12/2023 09/2024 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 12/2022 09/2023 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 12/2022 09/2023 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2022 02/2026 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2021 02/2022 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2022 02/2026 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2021 09/2021 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2021 09/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2021 09/2022 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 12/2021 09/2022 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 06/2021 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 03/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 06/2021 09/2021 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 06/2021 09/2021 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2021 09/2022 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 12/2021 09/2022 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 06/2021 09/2021 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 06/2021 09/2021 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 03/2021 03/2021 80%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates

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