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US Seasonal Strip Weather Cooling Degree Day (CDD) Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 50%
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 50%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 50%
NE - NEW ZEALAND FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 90%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2019 06/2019
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 50%
DEN - DENVER CSI HOUSING INDEX FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 90%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 05/2020 09/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 10/2020
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 A All dates 50%
CD - CANADIAN DOLLAR FUTURES 4 A All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 03/2020 06/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 15 B 06/2013 09/2013 50%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2019 09/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 50%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 12/2019 06/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 10/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 50%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2019 01/2020 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 09/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 50%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2021 09/2022 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2019 11/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2019 11/2019 50%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 10/2019 10/2019 50%
SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2028 09/2029 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2027 09/2028 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2026 09/2027 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2025 09/2026 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 50%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 10/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 50%
CME ED - EURODOLLAR FUTURES 3 B 11/2019 01/2020
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
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2023 03/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2020 09/2021 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 90%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 11/2019 01/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 03/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 9 A 06/2019 09/2019 90%
CME ED - EURODOLLAR FUTURES 10 B 02/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 50%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 02/2020 09/2020 50%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2019 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 50%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 11/2019 01/2020 50%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 50%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 50%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 90%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME WEATHER D0 - LONDON MONTHLY HDD FUTURES Delta 1 A All dates 50%
D0V - LONDON HEATING SEASONAL STRIP FUTUR 1 B All dates
CME WEATHER D0V - LONDON HEATING SEASONAL STRIP FUTUR Delta 1 A All dates 50%
D2V - AMSTERDAM HEATING SEASONAL STRIP FU 1 B All dates
CME WEATHER G0 - LONDON CDD MONTHLY FUTURES Delta 1 B All dates 50%
G2 - AMSTERDAM MONTHLY CDD FUTURES 1 A All dates
CME WEATHER D0 - LONDON MONTHLY HDD FUTURES Delta 1 A All dates 50%
D2 - AMSTERDAM HDD MONTHLY FUTURES 1 B All dates
CME WEATHER H4 - NEW YORK HDD FUTURE Delta 1 A All dates 50%
H4V - NEW YORK HEATING SEASONAL STRIP FUT 1 B All dates
CME WEATHER G0J - LONDON COOLING SEASONAL STRIP FUTUR Delta 1 A All dates 50%
G2J - AMSTERDAM COOLING SEASONAL STRIP FU 1 B All dates
CME WEATHER D2 - AMSTERDAM HDD MONTHLY FUTURES Delta 1 A All dates 50%
D2V - AMSTERDAM HEATING SEASONAL STRIP FU 1 B All dates
CME WEATHER HS - SACRAMENTO MONTHLY HDD FUTURES Delta 1 A All dates 50%
HSV - SACRAMENTO HEATING SEASONAL STRIP F 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 49%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 02/2020 09/2020 49%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME EQUITY INDEX FTU - EMINI USD FTSE 100 INDEX FUTURE Delta 10 A All dates 48%
SP - S&P 500 FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 48%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 48%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 47%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 3 A 06/2015 09/2015 47%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CME FX CD - CANADIAN DOLLAR FUTURES Delta 3 A All dates 46%
UN - NKR/USD FUTURES 1 B All dates
CME FX BY - BPJY FUTURE Delta 1 A All dates 45%
RY - EURO FX/JY FUTURE 1 B All dates
CME FX AJ - AD/JY FUTURES Delta 1 A All dates 45%
RY - EURO FX/JY FUTURE 1 B All dates
CME FX 1JY - E-MICRO USD/JPY FUT Delta 16 B All dates 45%
SJ - SFJY FUTURES 1 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
SJ - SFJY FUTURES 1 A All dates
CME FX EC - EURO FUTURE Delta 2 A All dates 45%
SJ - SFJY FUTURES 3 B All dates
CME FX BF - BPSF FUTURE Delta 1 A All dates 45%
BY - BPJY FUTURE 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 2 A All dates 45%
NQ - E-MINI NASDAQ 100 FUTURES 5 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 1 A All dates 45%
XAZ - E-MINI COM SERVICES SELECT SECTOR 2 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 45%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 45%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 10 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 45%
SU - S&P/ CITIGROUP VALUE FUTURES 1 B All dates
CME FX CNH - USD/CNH FUTURES Delta 1 B All dates 45%
JY - JAPANESE YEN FUTURES 1 A All dates
CME FX CNH - USD/CNH FUTURES Delta 1 B All dates 45%
EC - EURO FUTURE 1 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 45%
NQ - E-MINI NASDAQ 100 FUTURES 5 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 45%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 45%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 2 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 A All dates 45%
XAE - EMINI SP 500 ENERGY SECTOR INDEX 6 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 B All dates 45%
XAE - EMINI SP 500 ENERGY SECTOR INDEX 4 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 2 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 45%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 45%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT 1 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 4 A All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 45%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 45%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 45%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT 1 A All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 B All dates 45%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 B All dates 45%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 5 A All dates
CME FX RA - AFRICAN RAND FUTURES Delta 6 A All dates 45%
SE - SKR/USD CROSS RATE FUTURES 1 A All dates
CME FX RU - RU RUSSIAN RUBLE FUTURES Delta 5 B All dates 45%
UN - NKR/USD FUTURES 1 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 10/2019 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 10/2020 09/2022
CME EQUITY INDEX XAR - REAL ESTATE SELECT SECTOR FUTURES Delta 2 A All dates 45%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 10/2019 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 14 A 05/2020 09/2020
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 10/2019 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 05/2020 09/2020
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 4 A All dates 45%
SE - SKR/USD CROSS RATE FUTURES 1 B All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 10/2019 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 20 A 02/2020 04/2020
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 10/2019 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 14 A 02/2020 04/2020
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 45%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 11 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 10/2019 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 20 A 12/2019 01/2020
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A 10/2019 12/2025 45%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 20 A 10/2019 11/2019
CME EQUITY INDEX FT5 - EMINI FTSE CHINA 50 INDEX FUTURE Delta 2 A All dates 45%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 B All dates 45%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 B All dates 45%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 3 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 A All dates 45%
CME FC - FEEDER CATTLE FUTURES 2 A All dates
CME LC - LIVE CATTLE FUTURES 4 B All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 1 B All dates 45%
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 5 A All dates 45%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B 02/2020 10/2020 45%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 1 A All dates 45%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 1 B All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 1 B All dates 45%
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CME FX PZ - POLISH ZLOTY FUTURES Delta 1 A All dates 45%
Z - POLISH ZLOTY/EURO CROSS RATE FUT 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 10/2019 06/2025 45%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME EQUITY INDEX XAF - EMINI SP500 - FINANCIAL SECT INDEX Delta 1 A All dates 45%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 1 B All dates
CME EQUITY INDEX XAP - EMINI SP 500 CONS STAPLES SECTOR IX Delta 1 A All dates 45%
XAZ - E-MINI COM SERVICES SELECT SECTOR 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 A All dates 45%
EC - EURO FUTURE 1 B All dates
CME EQUITY INDEX R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT Delta 5 A All dates 45%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 2 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 B All dates 45%
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 4 A All dates 45%
KRW - KOREAN WONU.S. DOLLAR FUTURE 5 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 02/2020 10/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 01/2020 01/2020
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 45%
CME SR1 - ONE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 45%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 1 B All dates
CME FX CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT Delta 1 A All dates 45%
MP - MEXICAN PESO FUTURES 3 B All dates
CME FX CHL - US DOLLARS/CHILEAN PESO FUTURES Delta 1 A All dates 45%
MP - MEXICAN PESO FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
CBT S1U - 7-YEAR USD MAC SWAP FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 B All dates 45%
CME OPF - USD MALAYSIAN PALM OLEIN CAL FUT 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES Delta 1 B All dates 45%
CME CPO - USD MALAYSIAN CRUDE PALM CAL FUT 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 A All dates 45%
CME GA - GSCI ER FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 02/2020 04/2020 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2019 01/2020 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 10/2020
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 5 B 09/2023 03/2029 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2019 01/2020 45%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 45%
CME ED - EURODOLLAR FUTURES 2 A 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2020 09/2021 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2021 09/2022 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2023 09/2024 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2022 09/2023 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2026 09/2027 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2028 09/2029 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2024 09/2025 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2027 09/2028 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 A 12/2025 09/2026 45%
CBT T1U - 2-YEAR USD MAC SWAP FUTURES 7 B All dates
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2021 03/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2021 03/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 45%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 45%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 45%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2019 12/2019 45%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 45%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 45%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2019 11/2020 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 45%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 45%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2019 11/2020 45%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 4 A All dates 44%
SF - SWISS FRANC FUTURES 3 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 5 A All dates 44%
SF - SWISS FRANC FUTURES 6 B All dates
CME FX KRW - KOREAN WONU.S. DOLLAR FUTURE Delta 5 A All dates 44%
NE - NEW ZEALAND FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 44%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2020 09/2021 44%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 09/2016 12/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 11/2019 01/2020 43%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 42%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 42%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 41%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME FX CY - CD/JY FUTURES Delta 6 A All dates 40%
SJ - SFJY FUTURES 5 B All dates
CME FX AJ - AD/JY FUTURES Delta 1 A All dates 40%
BY - BPJY FUTURE 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 40%
SJ - SFJY FUTURES 5 B All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 1 A All dates 40%
N1 - NIKKEI 225 YEN FUT 1 B All dates
CME FX AJ - AD/JY FUTURES Delta 1 A All dates 40%
AN - AD/NE CROSS RATE FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 40%
CY - CD/JY FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 40%
RY - EURO FX/JY FUTURE 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 40%
SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CME EQUITY INDEX BQ - E-MINI NASDAQ BIOTECHNOLOGY FUTURES Delta 10 A All dates 40%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 40%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 10 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 10 A All dates
CME FX CNH - USD/CNH FUTURES Delta 1 A All dates 40%
CMX METALS CX-SGC - SHANGHAI GOLD (CNH) FUTURES 3 A All dates
CME FX KE - EC/SKR CROSS RATE FUTURES Delta 2 A All dates 40%
SE - SKR/USD CROSS RATE FUTURES 1 A All dates
CME FX CNH - USD/CNH FUTURES Delta 1 A All dates 40%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 B All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 2 A All dates 40%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 B All dates 40%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 B All dates 40%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 6 A All dates
CME FX CZ - CZECH KORUNA FUTURES Delta 4 A All dates 40%
IS - ISRAELI SHEKEL FUTURES 5 B All dates
CME FX SE - SKR/USD CROSS RATE FUTURES Delta 5 B All dates 40%
SF - SWISS FRANC FUTURES 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 40%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 8 A 10/2020 09/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 40%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 05/2020 09/2020
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 40%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 10 A 05/2020 09/2020
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT 1 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 40%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 2 B All dates
CME FX IS - ISRAELI SHEKEL FUTURES Delta 3 A All dates 40%
PZ - POLISH ZLOTY FUTURES 5 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 40%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
CME EQUITY INDEX NK - NIKKEI 225 DOLLAR FUTURES Delta 2 A All dates 40%
FX JY - JAPANESE YEN FUTURES 1 A All dates
CME EQUITY INDEX XAP - EMINI SP 500 CONS STAPLES SECTOR IX Delta 1 A All dates 40%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 B All dates
CME AGRICULTURE GA - GSCI ER FUTURES Delta 1 A All dates 40%
GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 B All dates 40%
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 40%
RME - EURORENMINBI FUTURE 1 A All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 1 A All dates 40%
XAZ - E-MINI COM SERVICES SELECT SECTOR 1 B All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 03/2020 06/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 14 B 03/2020 06/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 4 B All dates 40%
NYM REFINED PRODUCTS NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 4 B All dates 40%
NYM REFINED PRODUCTS NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F 1 A All dates
CME EQUITY INDEX XAP - EMINI SP 500 CONS STAPLES SECTOR IX Delta 1 A All dates 40%
XAV - EMINI SP500- HEALTH CARE SECT INDEX 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 40%
RP - EURO FX/BP FUTURE 2 A All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 4 A All dates 40%
NYM REFINED PRODUCTS NY-SG - SINGAPORE GASOIL FUT 1 B All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 4 B All dates 40%
NYM REFINED PRODUCTS NY-SG - SINGAPORE GASOIL FUT 1 A All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 40%
RP - EURO FX/BP FUTURE 1 B All dates
CME FX CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT Delta 1 B All dates 40%
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 40%
RF - EURO FX/SF FUTURES 1 B All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 1 A All dates 40%
CMX METALS CX-ALI - ALUMINUM FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 3 A All dates 40%
JY - JAPANESE YEN FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME REAL ESTATE MIA - MIAMI CSI HOUSING INDEX FUTURES Delta 1 A All dates 40%
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 40%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 02/2020 10/2020
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 40%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2019 02/2020 40%
DA - CLASS III MILK FUTURES 1 A 11/2019 02/2020
CME REAL ESTATE NYM - NEW YORK CSI HOUSING INDEX FUTURES Delta 1 A All dates 40%
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT 1 B All dates
CME REAL ESTATE LAV - LAS VEGAS CSI HOUSING INDEX FUTURES Delta 1 A All dates 40%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 11/2019 02/2020 40%
DY - CME DRY WHEY FUTURES 4 B 03/2020 09/2021
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 40%
LAV - LAS VEGAS CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE DEN - DENVER CSI HOUSING INDEX FUTURES Delta 1 A All dates 40%
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 02/2020 09/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 03/2019 06/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2019 02/2020 40%
DA - CLASS III MILK FUTURES 1 A 03/2020 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 11/2019 02/2020 40%
DY - CME DRY WHEY FUTURES 4 B 10/2019 11/2019
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 03/2020 09/2021 40%
DY - CME DRY WHEY FUTURES 4 B 03/2020 09/2021
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 03/2020 09/2021 40%
DY - CME DRY WHEY FUTURES 4 B 12/2019 02/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2019 02/2020 40%
DA - CLASS III MILK FUTURES 1 A 10/2019 10/2019
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 10/2019 10/2019 40%
DY - CME DRY WHEY FUTURES 4 B 03/2020 09/2021
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 10/2019 10/2019 40%
DY - CME DRY WHEY FUTURES 4 B 12/2019 02/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2019 09/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 03/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 09/2019 09/2019
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 40%
DEN - DENVER CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 03/2020 09/2021 40%
DY - CME DRY WHEY FUTURES 4 B 10/2019 11/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 05/2020 09/2020 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2019 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2019 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2020 09/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 09/2018 12/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2019 10/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 3 A All dates 40%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SR3 - THREE-MONTH SOFR FUTURES Delta 1 B 09/2021 06/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2019 09/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 02/2020 10/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2021 06/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2022 12/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2022 06/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2023 03/2029
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 1 A All dates 40%
NF - NONFAT DRY MILK FUTURES 1 B All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2019 01/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 A 02/2020 09/2020 40%
CBT LIB - 7-YEAR ERIS SWAP FUTURES 1 B 12/2013 12/2018
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2020 09/2021 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 40%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 02/2020 09/2020 40%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2018 09/2018
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 12/2019 11/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME WEATHER K2 - K2 CHICAGO CDD FUTURES Delta 1 A All dates 40%
K3 - K3 CINCINNATI CDD FUTURES 1 B All dates
CME WEATHER H1 - ATLANTA HDD FUTURE Delta 1 A All dates 40%
H1V - ATLANTA HEATING SEASONAL STRIP FUTU 1 B All dates
CME WEATHER H2 - CHICAGO HDD FUTURE Delta 1 A All dates 40%
H3 - CINCINNATI HDD FUTURE 1 B All dates
CME WEATHER H2V - CHICAGO OCT-HDD SEASON STRIP FUTURE Delta 1 A All dates 40%
H3V - CINCINNATI HEATING SEASONAL STRIP F 1 B All dates
CME WEATHER K2J - CHICAGO COOLING SEASONAL STRIP FUTU Delta 1 A All dates 40%
K3J - CINCINNATI COOLING SEASONAL STRIP F 1 B All dates
CME WEATHER H3V - CINCINNATI HEATING SEASONAL STRIP F Delta 1 A All dates 40%
HQV - MINNEAPOLIS HEATING SEASONAL STRIP 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 3 A All dates 39%
SE - SKR/USD CROSS RATE FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 4 A All dates 38%
JY - JAPANESE YEN FUTURES 5 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 B All dates 99%
BP - BRITISH POUND FUTURES 2 B All dates
CD - CANADIAN DOLLAR FUTURES 1 B All dates
EC - EURO FUTURE 2 B All dates
FXD - HEDGEABLE FX$INDEX FUTURES 10 A All dates
JY - JAPANESE YEN FUTURES 1 B All dates
SF - SWISS FRANC FUTURES 1 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 2 A All dates 37%
RMB - U.S. DOLLARRENMINBI FUTURES 5 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 4 A All dates 36%
UN - NKR/USD FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 35%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 25 A All dates
CME FX CNH - USD/CNH FUTURES Delta 1 A All dates 35%
CMX METALS CX-SGU - SHANGHAI GOLD (USD) FUTURES 3 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 3 B All dates 35%
CNH - USD/CNH FUTURES 2 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 2 A All dates 35%
XAU - EMINI SP500-UTILITIES SECTOR INDEX 1 B All dates
CME FX AC - AD/CD FUTURES Delta 2 B All dates 35%
UN - NKR/USD FUTURES 1 A All dates
CME EQUITY INDEX XAR - REAL ESTATE SELECT SECTOR FUTURES Delta 1 A All dates 35%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 B All dates
CME FX CC - EC/CD CROSS RATE FUTURE Delta 1 A All dates 35%
RP - EURO FX/BP FUTURE 1 B All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B 12/2019 12/2019 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 8 B All dates 35%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 1 B All dates 35%
XAR - REAL ESTATE SELECT SECTOR FUTURES 1 A All dates
CME FX NE - NEW ZEALAND FUTURES Delta 5 B All dates 35%
SF - SWISS FRANC FUTURES 3 A All dates
CME EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 1 B All dates 35%
XAR - REAL ESTATE SELECT SECTOR FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 35%
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 35%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 B All dates 35%
SIR - INR/USD FUTURE 1 A All dates
CME FX BR - BRAZILIAN REAL FUTURES Delta 4 A All dates 35%
RA - AFRICAN RAND FUTURES 5 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 11/2019 01/2020 35%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 06/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 02/2020 10/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 02/2020 10/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 01/2020 01/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2020 06/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2020 09/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 10/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2020 09/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 02/2020 10/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 02/2020 10/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 01/2020 01/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 12/2019 12/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 11/2019 11/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 10/2019 10/2019 35%
DY - CME DRY WHEY FUTURES 1 B 10/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2020 09/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2019 11/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 12/2019 06/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 12/2019 06/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2019 11/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 2 B 12/2019 06/2020 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 10/2019 11/2019 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 02/2020 04/2020 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2023 09/2023 35%
ED - EURODOLLAR FUTURES 1 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 12/2023 06/2024 35%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021