Asset Class Navigation

5-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 06/2021 06/2021 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 06/2018 09/2018 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 12/2017 03/2018 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 12/2017 03/2018 74%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 74%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 74%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 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 12/2020 03/2021 94%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 94%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 93%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 93%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 73%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 73%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 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 06/2020 09/2020 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 06/2020 09/2020 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 12/2019 03/2020 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 12/2019 03/2020 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 06/2019 09/2019 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 92%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 92%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 92%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 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 06/2020 09/2020 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 06/2020 09/2020 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 12/2019 03/2020 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 06/2019 09/2019 91%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
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 09/2013 12/2013
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 09/2013 12/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 91%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 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 06/2019 09/2019 72%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 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 12/2017 03/2018 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 06/2017 09/2017 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 12/2018 03/2019 71%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 71%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2018 03/2019 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2018 09/2018 70%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2020 09/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 70%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2020 09/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2019 09/2019
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 03/2017 06/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2018 03/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2017 03/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2021 06/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 06/2021 70%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2020 09/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 12/2020 03/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2021 06/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2024 03/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 06/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2023 06/2024
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2022 06/2023
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2024 03/2030
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2021 06/2022
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 70%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2019 09/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 12/2018 03/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
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 03/2014 06/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 70%
LIW - 5-YEAR ERIS SWAP FUTURES 9 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 09/2017 12/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 70%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 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 03/2016 06/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 90%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 B 12/2016 03/2017 70%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 A All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 90%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 70%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
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 03/2015 06/2015
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 3 A 09/2017 12/2017 70%
LIW - 5-YEAR ERIS SWAP FUTURES 2 B 12/2016 03/2017
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 03/2014 06/2014
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 03/2014 06/2014
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 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 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 12/2017 03/2018 69%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 69%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2018 09/2018 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 06/2017 09/2017 68%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 68%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 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 12/2019 03/2020 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 06/2019 09/2019 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 06/2020 09/2020 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 06/2019 09/2019 89%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 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 06/2017 09/2017 67%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 67%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 67%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 66%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 66%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 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 06/2019 09/2019 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 12/2018 03/2019 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 06/2018 09/2018 88%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
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 09/2012 12/2012
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 88%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2017 03/2018 65%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 65%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 65%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 65%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 65%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 64%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 64%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 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 06/2017 09/2017 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 06/2017 09/2017 62%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 62%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 62%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
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 09/2012 12/2012
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 61%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
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 03/2018 06/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 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 06/2020 09/2020 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 12/2018 03/2019 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 12/2019 03/2020 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 12/2018 03/2019 87%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 87%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2017 09/2017 60%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2017 09/2017 60%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 12/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 60%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 12/2020 12/2020
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 A 09/2020 03/2021 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2020 09/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 60%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 60%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 60%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 59%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 58%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 58%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 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 12/2016 03/2017 57%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 57%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 56%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 56%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2016 03/2017
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 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 06/2019 09/2019 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 12/2018 03/2019 86%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2021 06/2021 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2020 03/2021 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2020 09/2020 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2019 03/2020 55%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 55%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 55%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 55%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 55%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 55%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 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 12/2016 03/2017 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 12/2016 03/2017 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 12/2016 03/2017 54%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 54%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 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 12/2016 03/2017 52%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2017 06/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 52%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 51%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES B1U - 30-YEAR USD MAC SWAP FUTURES Delta 1 A All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 3 B 12/2016 03/2017
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2021 06/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2020 03/2021
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2020 09/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2016 03/2017 50%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 12/2017 03/2018
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 B All dates 50%
LIW - 5-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 50%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 50%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2017 09/2017
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 09/2013 09/2018 50%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2016 03/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 46%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 45%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 45%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 45%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 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 06/2016 09/2016 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 06/2016 09/2016 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 06/2016 09/2016 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 12/2020 03/2021 85%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 85%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2019 09/2019
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 09/2014 12/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 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 06/2016 09/2016 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 06/2016 09/2016 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 06/2016 09/2016 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 06/2016 09/2016 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 06/2016 09/2016 43%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 43%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 85%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2020 09/2020
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 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 42%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2016 09/2016 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 06/2016 09/2016 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 06/2016 09/2016 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 06/2016 09/2016 41%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
CBT INTEREST RATES LIE - 30-YEAR ERIS SWAP FUTURES Delta 1 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2019 09/2019 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2018 03/2019 40%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2020 03/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2021 06/2021 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 B All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 2 A 06/2017 09/2017
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 10 A All dates 40%
LIW - 5-YEAR ERIS SWAP FUTURES 9 B 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 40%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 37%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2018 12/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2018 12/2018 36%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 35%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2019 09/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 35%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 12/2018 03/2019
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 B All dates 35%
LIW - 5-YEAR ERIS SWAP FUTURES 4 A 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 06/2018 09/2018 35%
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 12/2015 03/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 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 12/2015 03/2016 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 12/2015 03/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 12/2020 12/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 12/2020 12/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 01/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 01/2021 09/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 35%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 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 12/2015 03/2016 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 12/2015 03/2016 33%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 33%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 33%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 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 12/2015 03/2016 32%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 32%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 31%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 06/2021 06/2021 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 12/2020 03/2021 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 06/2020 09/2020 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 12/2019 03/2020 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 06/2019 09/2019 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 7 A 12/2018 03/2019 30%
UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 A 12/2017 03/2018 30%
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 30%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 11/2020 11/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 11/2020 11/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 10/2020 10/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 10/2020 10/2020
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 03/2018 06/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 30%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2018 03/2019 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 06/2020 09/2020 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 06/2018 09/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 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 12/2017 03/2018 84%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 84%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2015 03/2016 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 12/2015 03/2016 29%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 23%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2015 03/2016
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 09/2017 12/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2019 03/2020 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 06/2019 09/2019 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 12/2020 03/2021 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 06/2019 09/2019 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 12/2018 03/2019 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 06/2018 09/2018 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 12/2017 03/2018 82%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 82%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2018 09/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 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 06/2021 06/2021 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 06/2018 09/2018 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 06/2018 09/2018 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 12/2020 03/2021 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 12/2019 03/2020 81%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2020 06/2020 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 03/2019 06/2019 81%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 06/2017 09/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 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 12/2018 03/2019 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 06/2021 06/2021 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 06/2021 06/2021 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 80%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 80%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 80%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2014 06/2014
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2016 12/2016
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2019 09/2019 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2018 06/2018
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 03/2017 06/2017
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2013 12/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2013 06/2013
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 79%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 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 06/2018 09/2018 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 06/2020 09/2020 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 12/2017 03/2018 78%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2014 12/2014
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2019 12/2019 78%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
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 09/2012 12/2012
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2021 06/2021 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 12/2019 03/2020 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 06/2018 09/2018 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 06/2021 06/2021 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 12/2018 03/2019 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 12/2017 03/2018 76%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2015 06/2015
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 76%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2017 03/2018
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2020 03/2021 95%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2016 06/2016
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 A 09/2020 06/2021 95%
LIW - 5-YEAR ERIS SWAP FUTURES 1 B 12/2019 03/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2021 06/2021 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2020 03/2021 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2020 09/2020 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 12/2019 03/2020 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
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 09/2019 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 06/2020 09/2020 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 03/2019 06/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 06/2021 06/2021
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 4 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 7 A 12/2020 03/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2019 75%
N1U - 10-YEAR USD MAC SWAP FUTURES 2 B All dates
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 03/2019 06/2019
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 09/2018 12/2018
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2021 06/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 12/2018 06/2021 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 06/2021
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 B 12/2017 03/2018 75%
LIY - 10-YEAR ERIS SWAP FUTURES 2 A 09/2015 12/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 A 06/2021 06/2021 75%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 6 A 12/2020 03/2021 75%
T1U - 2-YEAR USD MAC SWAP FUTURES 5 B All dates
CBT INTEREST RATES F1U - 5-YEAR USD MAC SWAP FUTURES Delta 1 B 09/2020 03/2021 75%
LIW - 5-YEAR ERIS SWAP FUTURES 1 A 06/2018 09/2018
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 9 B All dates 75%
LIW - 5-YEAR ERIS SWAP FUTURES 10 A 12/2019 03/2020