AMSTERDAM HDD DEC MONTHLY STRIP - MARGINS

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 100 A 09/2021 03/2023
DB - CASH BUTTER FUTURES 4 B 08/2021 03/2023
DY - CME DRY WHEY FUTURES 27 B 04/2021 04/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 05/2021 08/2021
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 100 A 09/2021 03/2023
DB - CASH BUTTER FUTURES 4 B 05/2021 07/2021
DY - CME DRY WHEY FUTURES 27 B 04/2021 04/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 05/2021 08/2021
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 100 A 04/2021 04/2021
DB - CASH BUTTER FUTURES 4 B 08/2021 03/2023
DY - CME DRY WHEY FUTURES 27 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 05/2021 08/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 100 A 09/2021 03/2023
DB - CASH BUTTER FUTURES 4 B 04/2021 04/2021
DY - CME DRY WHEY FUTURES 27 B 05/2021 09/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 100 A 09/2021 03/2023
DB - CASH BUTTER FUTURES 4 B 08/2021 03/2023
DY - CME DRY WHEY FUTURES 27 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 05/2021 08/2021
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 100 A 09/2021 03/2023
DB - CASH BUTTER FUTURES 4 B 04/2021 04/2021
DY - CME DRY WHEY FUTURES 27 B 05/2021 09/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 100 A 04/2021 04/2021
DB - CASH BUTTER FUTURES 4 B 08/2021 03/2023
DY - CME DRY WHEY FUTURES 27 B 04/2021 04/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 05/2021 08/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 05/2021 08/2021
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 05/2021 08/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 100 A 09/2021 03/2023
DB - CASH BUTTER FUTURES 4 B 04/2021 04/2021
DY - CME DRY WHEY FUTURES 27 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 05/2021 08/2021
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 100 A 09/2021 03/2023
DB - CASH BUTTER FUTURES 4 B 04/2021 04/2021
DY - CME DRY WHEY FUTURES 27 B 04/2021 04/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 05/2021 08/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 10/2021 03/2023
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 95%
CA - EC/AD CROSS RATE FUTURES 1 A All dates
EC - EURO FUTURE 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME REAL ESTATE MIA - MIAMI CSI HOUSING INDEX FUTURES Delta 1 A All dates 80%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME REAL ESTATE LAV - LAS VEGAS CSI HOUSING INDEX FUTURES Delta 1 A All dates 80%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 05/2021 09/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 09/2021 03/2023 80%
DA - CLASS III MILK FUTURES 4 A 04/2021 04/2021
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME REAL ESTATE SDG - SAN DIEGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 80%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 4 A 09/2021 03/2023
DY - CME DRY WHEY FUTURES 1 B 04/2021 04/2021
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 80%
CUS - COMP CITIES CSI HOUSING INDEX FUT 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 04/2021 04/2021 80%
DA - CLASS III MILK FUTURES 1 A 04/2021 04/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 A All dates 80%
EC - EURO FUTURE 4 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES Delta 1 B All dates 80%
SES - SP GSCI SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2028 03/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2029 03/2030 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2027 03/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2026 03/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2025 03/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2024 03/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 03/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 09/2019 12/2021
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 B All dates 80%
CME SES - SP GSCI SWAP FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 12/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 03/2024 12/2024 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CBT INTEREST RATES F1S - 5-YEAR SOFR MAC SWAP FUTURES Delta 3 A All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2024 03/2025 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2023 03/2024 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT YIW - 5-YEAR ERIS SOFR SWAP FUTURES 3 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 12/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 03/2024 12/2024 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 08/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 08/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 03/2024 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 8 B 03/2023 12/2023 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 08/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2022 03/2023 80%
CBT YID - 4-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 08/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 06/2023 03/2024 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 08/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 6 B 03/2023 12/2023 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2019 09/2019 80%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2022 03/2023 80%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 6 B 06/2022 03/2023 80%
CBT YIC - 3-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2021 03/2022 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 10/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 08/2021 10/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2021 04/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2021 07/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 07/2021 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 06/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 08/2021 03/2022 80%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2021 12/2021
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 03/2022 12/2022 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 03/2022 12/2022 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2021 12/2021 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 3 B 09/2021 12/2021 80%
CBT T1S - 2-YEAR SOFR MAC SWAP FUTURES 4 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 B 06/2022 03/2023 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 03/2022 12/2022 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 03/2022 12/2022 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 09/2021 12/2021 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 4 B 09/2021 12/2021 80%
CBT YIT - 2-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 08/2021 03/2022 80%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 2 B 06/2021 06/2021 80%
CBT YIA - 1-YEAR ERIS SOFR SWAP FUTURES 5 A All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 12 A All dates 95%
SF - SWISS FRANC FUTURES 1 A All dates
CME FX 1JY - E-MICRO USD/JPY FUT Delta 64 B All dates 94%
EC - EURO FUTURE 6 B All dates
RY - EURO FX/JY FUTURE 3 A All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 B All dates 94%
EC - EURO FUTURE 4 B All dates
RF - EURO FX/SF FUTURES 2 A All dates