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 09/2020 12/2020 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 93%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 77%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 77%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 77%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 76%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 76%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 76%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 09/2012 12/2012
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 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 03/2018 06/2018 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 09/2017 12/2017 75%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 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 03/2016 06/2016 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2015 12/2015 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2019 09/2021
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 A All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2030 12/2030 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2027 12/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2028 12/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2029 12/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2026 12/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2025 12/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2022 12/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2024 12/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2023 12/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
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 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 73%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 71%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 5 A 09/2019 09/2021 70%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 A 09/2019 09/2021 90%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2019 09/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 A 03/2014 06/2014 90%
LIW - 5-YEAR ERIS SWAP FUTURES 3 B 03/2020 06/2020
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 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
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 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 70%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 06/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2015 06/2015 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2018 12/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2014 12/2014 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2018 06/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2014 06/2014 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2017 06/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2016 12/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 03/2022 12/2022 70%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2019 06/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2015 06/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2014 12/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2018 12/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2018 06/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2014 06/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2017 12/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2017 06/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 03/2013 06/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 03/2013 06/2013 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2016 12/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2016 06/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2015 12/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2015 06/2015
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2014 06/2014
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 66%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 09/2019 09/2021
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 09/2018 09/2021 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2013 06/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 06/2019 09/2021 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2013 06/2013
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2012 12/2012
CBT INTEREST RATES LIL - 15-YEAR ERIS SWAP FUTURES Delta 2 B 09/2015 03/2019 65%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2012 12/2012
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 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 09/2013 12/2013 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 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 05/2021 12/2021 65%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 63%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 5 B 09/2012 12/2012
CBT INTEREST RATES LIO - 20-YEAR ERIS SWAP FUTURES Delta 1 B 09/2015 06/2018 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2013 12/2013 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 09/2015 12/2015
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2013 06/2013 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2015 06/2015
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2018 12/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
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 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 A 12/2021 09/2022 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2019 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 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 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 05/2021 12/2021 60%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2019 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2018 06/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2016 06/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2013 06/2013
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2016 12/2016
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2015 12/2015
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2016 06/2016
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2021 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2012 12/2012
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2015 06/2015
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2015 12/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2014 06/2014
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2014 12/2014
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2015 06/2015
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2014 06/2014
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2014 12/2014
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 09/2012 12/2012
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 60%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2014 06/2014
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 LIB - 7-YEAR ERIS SWAP FUTURES Delta 3 A 03/2014 03/2019 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 B 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 58%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 56%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT Delta 2 A All dates 55%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 09/2015 12/2015
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2014 12/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 09/2021 55%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 55%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 02/2021 04/2021 55%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 09/2017 12/2017 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 53%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 52%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 51%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
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 09/2012 12/2012
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2015 06/2015 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 09/2012 12/2012 50%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2021 04/2021 50%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2019 09/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2017 12/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2016 12/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2014 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2021 09/2021 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2013 12/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2014 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 03/2014 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 09/2020 12/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2013 12/2013
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 LIY - 10-YEAR ERIS SWAP FUTURES Delta 2 B 09/2012 12/2012 50%
T1U - 2-YEAR USD MAC SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 4 A 03/2020 06/2020 50%
LIY - 10-YEAR ERIS SWAP FUTURES 1 B 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 3 B 03/2017 06/2017 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 45%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2013 12/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2019 06/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2018 12/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2018 06/2018
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2017 12/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2017 06/2017
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2016 12/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2016 06/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 A 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 B 03/2016 06/2016
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2015 12/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2021 09/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2015 06/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2021 06/2021 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2014 12/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2020 12/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2020 06/2020 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 03/2014 06/2014
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 09/2019 12/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 5 B 03/2019 06/2019 45%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 45%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 44%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2016 12/2016 41%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 09/2014 12/2014 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2014 06/2014 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 09/2019 09/2021 40%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 05/2021 01/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 37%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 04/2021 04/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 34%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 34%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 33%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 32%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 32%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 31%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 03/2021 03/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 02/2021 02/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 30%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2016 06/2016 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 09/2021 85%
YIY - 10-YEAR ERIS SOFR SWAP FUTURES 1 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2018 06/2018 85%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2017 12/2017 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 09/2019 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 83%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2019 12/2019 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2018 12/2018 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2020 06/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 5 A 09/2019 09/2021
CBT INTEREST RATES LII - 12-YEAR ERIS SWAP FUTURES Delta 2 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 3 A 09/2019 09/2021
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 80%
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 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2019 06/2019
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2017 06/2017 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 09/2018 12/2018
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2016 12/2016 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 03/2018 06/2018
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2017 12/2017
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 1 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 1 A 03/2017 06/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2027 12/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2029 12/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2028 12/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2026 12/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2025 12/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2024 12/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 03/2023 12/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 09/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 3 B All dates 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2019 06/2019 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2021 09/2021 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 09/2020 12/2020 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2018 06/2018 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2019 09/2021 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 03/2019 06/2019 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 A 09/2018 12/2018 95%
N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 03/2021 06/2021 95%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016

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