Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 3 | B | 06/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 80% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2021 | 06/2022 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 80% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2022 | 06/2023 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 80% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2023 | 03/2029 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 80% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2021 | 09/2022 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 80% | |
LIT - 2-YEAR ERIS SWAP FUTURE | 2 | B | 06/2019 | 09/2019 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 75% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 75% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 06/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 75% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 3 | B | 12/2019 | 03/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 6 | B | All dates | 70% | |
F1U - 5-YEAR USD MAC SWAP FUTURES | 5 | A | All dates | |||||
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 | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |
LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 09/2019 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 12/2018 | 03/2019 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |
LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 03/2019 | 06/2019 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 06/2018 | 09/2018 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |
LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 09/2018 | 12/2018 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 70% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 12/2017 | 03/2018 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 70% | |
LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 03/2018 | 06/2018 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 70% | |
LIC - 3-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 | 06/2017 | 09/2017 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 70% | |
T1U - 2-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 70% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2022 | 09/2023 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 8 | B | All dates | 65% | |
UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 12/2019 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 65% | |
N1U - 10-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 65% | |
TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | |||||
CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |
26 - 2 YEAR TREASURY NOTE FUTURES | 2 | B | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 12/2020 | 11/2022 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 07/2020 | 11/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 65% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 07/2020 | 11/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2020 | 12/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2020 | 12/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 65% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 03/2020 | 03/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 65% | |
LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 09/2017 | 12/2017 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2023 | 09/2024 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 65% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2027 | 09/2028 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2026 | 09/2027 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2024 | 09/2025 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2028 | 09/2029 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 65% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2025 | 09/2026 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 60% | |
LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 60% | |
B1U - 30-YEAR USD MAC SWAP FUTURES | 1 | B | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | A | All dates | 60% | |
I3 - 30Y INTEREST RATE SWAP FUTU | 2 | B | All dates | |||||
CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 60% | |
26 - 2 YEAR TREASURY NOTE FUTURES | 6 | B | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2017 | 09/2017 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2016 | 03/2017 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2016 | 09/2016 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2015 | 03/2016 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 06/2015 | 09/2015 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 12/2014 | 03/2015 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2014 | 09/2014 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 04/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 04/2020 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 60% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | B | All dates | 60% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 9 | A | 12/2016 | 03/2017 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | A | All dates | 60% | |
41 - 30 DAY FED FUND FUTURES | 1 | B | 02/2020 | 03/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 60% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2019 | 02/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 55% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2020 | 02/2020 | |||
CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 50% | |
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | 50 | A | All dates | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | A | All dates | 50% | |
EQUITY INDEX | YM - E-MINI DOW ($5) FUTURES | 1 | A | All dates | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | A | All dates | 50% | |
CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | All dates | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |
S1U - 7-YEAR USD MAC SWAP FUTURES | 1 | A | All dates | |||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |
CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2020 | 01/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 06/2018 | 09/2018 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | A | All dates | 50% | |
LIW - 5-YEAR ERIS SWAP FUTURES | 9 | B | 06/2016 | 09/2016 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2019 | 09/2019 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |
LIC - 3-YEAR ERIS SWAP FUTURES | 3 | A | 12/2017 | 03/2018 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |
LIT - 2-YEAR ERIS SWAP FUTURE | 2 | A | 12/2018 | 03/2019 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 90% | |
LIT - 2-YEAR ERIS SWAP FUTURE | 2 | A | 12/2019 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 11 | A | All dates | 45% | |
CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 9 | B | All dates | 45% | |
LID - 4-YEAR ERIS SWAP FUTURES | 10 | A | 03/2017 | 06/2017 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | A | All dates | 35% | |
LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 03/2019 | 06/2020 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 10 | A | All dates | 35% | |
LIB - 7-YEAR ERIS SWAP FUTURES | 7 | B | 12/2013 | 12/2018 | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 30% | |
CME | FX | JY - JAPANESE YEN FUTURES | 2 | A | All dates | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 3 | A | All dates | 30% | |
CME | EM - ONE MONTH EURODOLLAR FUTURES | 2 | B | All dates | ||||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 85% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 06/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 85% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 06/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 85% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 09/2020 | 06/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 85% | |
CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 06/2020 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 12/2020 | 09/2021 | |||
CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 85% | |
CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2020 | 09/2020 | |||
CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 83% | |
26 - 2 YEAR TREASURY NOTE FUTURES | 6 | B | All dates |