Asset Class Navigation

10-year Eris Swap Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2016 09/2016 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2015 03/2016 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 A All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 12/2012 03/2013
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2029 03/2030 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2021 03/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B All dates 75%
S1U - 7-YEAR USD MAC SWAP FUTURES 3 A All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 93%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 73%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 71%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 09/2020 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2015 09/2015 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2014 03/2015 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2019 09/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2014 09/2014 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2016 09/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2017 03/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2016 03/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2021 03/2022 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2015 03/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2014 03/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2014 09/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2019 09/2019
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 09/2020 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 06/2013 09/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 06/2013 09/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2018 03/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2017 03/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2016 03/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2016 09/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2015 03/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2015 09/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2014 09/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 09/2020 90%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 66%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 09/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 09/2020 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2013 09/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2013 09/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2012 03/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 03/2016 09/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2012 03/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 03/2014 65%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2019 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 63%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 A 12/2012 03/2013 62%
LIW - 5-YEAR ERIS SWAP FUTURES 3 B 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 12/2012 03/2013
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 03/2016 12/2018 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2013 03/2014 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2013 09/2013 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2015 03/2016
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2015 09/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 12/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 12/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 12/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 12/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2022 12/2022
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2024 09/2029
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 60%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2023 12/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2013 09/2013
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2019 09/2020 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 03/2013
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2016 09/2016
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2015 03/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2015 09/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2014 09/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2012 03/2013
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2014 03/2015
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
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 06/2020 06/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 12/2013 12/2018 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 58%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 56%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 55%
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 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2014 03/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 12/2019 09/2020 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 07/2020 03/2021 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 04/2020 06/2020 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 07/2020 03/2021 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 53%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 52%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 51%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 2 A All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 12/2012 03/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 50%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2012 03/2013 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2014 09/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 04/2020 06/2020 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 07/2020 03/2021 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 07/2020 03/2021 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2019 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2015 09/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2020 09/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2014 03/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 12/2019 03/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2014 09/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 12/2012 03/2013 50%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
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 03/2020 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 06/2019 09/2019 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 12/2013 03/2014
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 09/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 A 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 06/2016 09/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2019 09/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 12/2018 03/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 06/2014 09/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 06/2018 09/2018 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 45%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 41%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 12/2014 03/2015 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2014 09/2014 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 40%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 08/2020 04/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 37%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 07/2020 07/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 34%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 34%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 A 12/2015 03/2016 33%
LIW - 5-YEAR ERIS SWAP FUTURES 3 B 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 32%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 32%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 31%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 06/2020 06/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 09/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 05/2020 05/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 30%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2015 09/2015 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2018 09/2018 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2017 03/2018 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 80%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 12/2019 09/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2017 09/2017 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2019 09/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2016 03/2017 80%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2018 03/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2018 09/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2017 03/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 06/2017 09/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2028 03/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2026 03/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2027 03/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2025 03/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 03/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2024 03/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2022 03/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2014 09/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2019 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2013 03/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2013 09/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2014 03/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2012 03/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 77%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 77%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 77%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2019 09/2020 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 06/2019 09/2019 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 12/2018 03/2019 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 95%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 09/2020 76%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 76%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 76%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 06/2015 09/2015
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 12/2012 03/2013