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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 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
CMX METALS CX-SGC - SHANGHAI GOLD (CNH) FUTURES Delta 3 A All dates 40%
CME FX CNH - USD/CNH FUTURES 1 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
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 A All dates 40%
CME FX CNH - USD/CNH FUTURES 1 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 2 A All dates 40%
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES 1 B 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
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 B All dates 40%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 2 A All dates 40%
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 B 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 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 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 11/2020 10/2022
CME FX IS - ISRAELI SHEKEL FUTURES Delta 3 A All dates 40%
PZ - POLISH ZLOTY FUTURES 5 B 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 10 A 06/2020 10/2020
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 06/2020 10/2020
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
NYM CRUDE OIL SPREADS NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT Delta 1 A All dates 40%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES 1 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 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 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
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES Delta 1 A All dates 40%
CME FX AD - AUSTRALIAN DOLLAR FUTURES 1 B 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 FX BP - BRITISH POUND FUTURES Delta 3 A All dates 40%
RP - EURO FX/BP FUTURE 2 A 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
NYM REFINED PRODUCTS NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F Delta 1 A All dates 40%
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT 4 B All dates
NYM REFINED PRODUCTS NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F Delta 1 A All dates 40%
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT 4 B 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
NYM REFINED PRODUCTS NY-SG - SINGAPORE GASOIL FUT Delta 1 B All dates 40%
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT 4 A All dates
NYM REFINED PRODUCTS NY-SG - SINGAPORE GASOIL FUT Delta 1 A All dates 40%
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT 4 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES Delta 1 A All dates 40%
CME FX CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT 1 B All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 40%
RP - EURO FX/BP FUTURE 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 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 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 EQUITY INDEX XAB - EMINI SP500 MATERIALS SECTOR INDEX Delta 1 A All dates 40%
CMX METALS CX-ALI - ALUMINUM FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 40%
RF - EURO FX/SF 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
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
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 12/2019 03/2020 40%
DA - CLASS III MILK FUTURES 1 A 12/2019 03/2020
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
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 03/2020 11/2020
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 12/2019 03/2020 40%
DY - CME DRY WHEY FUTURES 4 B 04/2020 10/2021
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 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 AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 12/2019 03/2020 40%
DY - CME DRY WHEY FUTURES 4 B 11/2019 12/2019
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 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 AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 12/2019 03/2020 40%
DA - CLASS III MILK FUTURES 1 A 04/2020 10/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 12/2019 03/2020 40%
DA - CLASS III MILK FUTURES 1 A 11/2019 11/2019
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 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 DA - CLASS III MILK FUTURES Delta 1 A 04/2020 10/2021 40%
DY - CME DRY WHEY FUTURES 4 B 04/2020 10/2021
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 04/2020 10/2021 40%
DY - CME DRY WHEY FUTURES 4 B 01/2020 03/2020
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 11/2019 40%
DY - CME DRY WHEY FUTURES 4 B 04/2020 10/2021
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 11/2019 11/2019 40%
DY - CME DRY WHEY FUTURES 4 B 01/2020 03/2020
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 04/2020 10/2021 40%
DY - CME DRY WHEY FUTURES 4 B 11/2019 12/2019
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
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
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
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 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 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 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 1 B 06/2020 10/2020 40%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 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 09/2018 12/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 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 09/2019 09/2019
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 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 2 B 03/2018 06/2018 40%
CME SR3 - THREE-MONTH SOFR FUTURES 3 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 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
CBT 41 - 30 DAY FED FUND FUTURES 3 A 03/2020 05/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 40%
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 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 03/2029
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 01/2020 01/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 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 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
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 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 ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
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
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 ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 40%
SR1 - ONE-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 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 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 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 01/2020 02/2020 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 01/2020 02/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
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
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 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 12/2022 09/2023 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
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 01/2020 02/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 02/2020 09/2020 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
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 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 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 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 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 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 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 ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 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 01/2020 02/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
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 SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2021 03/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2021 06/2022
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 5 B 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 03/2020 11/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
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 AGRICULTURE DK - CLASS IV MILK FUTURE Delta 1 A All dates 40%
NF - NONFAT DRY MILK FUTURES 1 B All dates
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 12/2028 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 12/2027 09/2028 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
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 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 01/2020 01/2020
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 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 40%
SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 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 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 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
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 09/2023 03/2029
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 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 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 12/2021 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 09/2021 03/2022
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
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
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 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 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 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 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 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 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 12/2026 09/2027 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 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 12/2025 09/2026 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 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 03/2023 09/2023
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 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
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 SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 01/2020 02/2020 40%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
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 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 ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 40%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 40%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
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 MPC - MPC SONIA FUTURES Delta 1 B 01/2020 11/2020 40%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
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 WEATHER K2 - K2 CHICAGO CDD FUTURES Delta 1 A All dates 40%
K3 - K3 CINCINNATI CDD FUTURES 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 H2 - CHICAGO HDD FUTURE Delta 1 A All dates 40%
H3 - CINCINNATI HDD FUTURE 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 H3V - CINCINNATI HEATING SEASONAL STRIP F Delta 1 A All dates 40%
HQV - MINNEAPOLIS HEATING SEASONAL STRIP 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 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 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
CMX METALS CX-SGU - SHANGHAI GOLD (USD) FUTURES Delta 3 A All dates 35%
CME FX CNH - USD/CNH FUTURES 1 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 01/2020 01/2020 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
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 B All dates 35%
SIR - INR/USD FUTURE 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 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 02/2020 02/2020
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 03/2020 11/2020
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 03/2020 11/2020
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 02/2020
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 02/2020 02/2020
CME AGRICULTURE DA - CLASS III MILK FUTURES Delta 1 A 11/2019 11/2019 35%
DY - CME DRY WHEY FUTURES 1 B 11/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 10/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 03/2020 11/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 10/2022 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 03/2020 11/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 3 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 03/2020 11/2020
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 02/2020
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 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 35%
CME ED - EURODOLLAR FUTURES 5 B 11/2019 01/2020
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 02/2020 02/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 1 B All dates 35%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
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
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
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
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
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 06/2021
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 12/2019 12/2019 35%
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 35%
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 35%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
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
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 03/2020 05/2020 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 03/2023 09/2023
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 ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 35%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
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 ED - EURODOLLAR FUTURES Delta 1 B 12/2020 09/2021 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2019 12/2019 35%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 02/2020 09/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2022 09/2023 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2023 09/2024 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2024 09/2025 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2025 09/2026 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2020 09/2021 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 01/2020 11/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 01/2020 11/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 35%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 02/2020 09/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 01/2020 11/2020 35%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 35%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 11/2019 01/2020 35%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 34%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 34%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME FX EC - EURO FUTURE Delta 3 A All dates 33%
IS - ISRAELI SHEKEL FUTURES 10 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 33%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2014 03/2015
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 32%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 03/2016 06/2016
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 31%
JY - JAPANESE YEN FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 31%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2015 09/2015
CME FX AJ - AD/JY FUTURES Delta 3 A All dates 30%
SJ - SFJY FUTURES 4 B All dates
CME FX SF - SWISS FRANC FUTURES Delta 2 A All dates 30%
SJ - SFJY FUTURES 1 B All dates
CME FX BY - BPJY FUTURE Delta 1 B All dates 30%
RF - EURO FX/SF FUTURES 1 A All dates
CME FX BY - BPJY FUTURE Delta 3 A All dates 30%
JY - JAPANESE YEN FUTURES 4 A All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 30%
AJ - AD/JY FUTURES 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
AJ - AD/JY FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 B All dates 30%
TPY - YEN DENOMINATED TOPIX FUTURES 1 A All dates
CME FX JY - JAPANESE YEN FUTURES Delta 4 A All dates 30%
RY - EURO FX/JY FUTURE 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 3 A All dates 30%
CME FX XZAR - U.S. DOLLAR S.A. RAND FUTURES 4 A All dates
CME EQUITY INDEX EI - FTSE EMERGING INDEX FUTURES Delta 65 A All dates 30%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 A All dates 30%
FX JY - JAPANESE YEN FUTURES 6 A All dates
CME FX CN - EC/NKR FUTURES Delta 2 A All dates 30%
UN - NKR/USD FUTURES 1 A All dates
CME FX CA - EC/AD CROSS RATE FUTURES Delta 1 A All dates 30%
CN - EC/NKR FUTURES 1 B All dates
CME FX CNH - USD/CNH FUTURES Delta 2 A All dates 30%
SIR - INR/USD FUTURE 3 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 30%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 4 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 A All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 1 A All dates 30%
NQ - E-MINI NASDAQ 100 FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 3 A All dates 30%
FX JY - JAPANESE YEN FUTURES 4 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 2 A All dates
CME FX PZ - POLISH ZLOTY FUTURES Delta 1 A All dates 30%
UN - NKR/USD FUTURES 2 B All dates
CME FX SF - SWISS FRANC FUTURES Delta 1 A All dates 30%
UN - NKR/USD FUTURES 3 B All dates
CME FX RP - EURO FX/BP FUTURE Delta 2 A All dates 30%
UN - NKR/USD FUTURES 1 B All dates
CME FX BF - BPSF FUTURE Delta 1 A All dates 30%
SF - SWISS FRANC FUTURES 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES 3 A All dates
CME FX PZ - POLISH ZLOTY FUTURES Delta 3 A All dates 30%
SE - SKR/USD CROSS RATE FUTURES 5 B All dates
CME FX RP - EURO FX/BP FUTURE Delta 2 A All dates 30%
SE - SKR/USD CROSS RATE FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 6 A All dates
CME FX BF - BPSF FUTURE Delta 1 A All dates 30%
RF - EURO FX/SF FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2020 09/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2021 09/2022
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2020 09/2021
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 15 A 02/2020 09/2020
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 11 A 02/2020 09/2020
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2023 09/2024
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2028 09/2029
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 12/2019 12/2020 30%
INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 30%
SE - SKR/USD CROSS RATE FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 B All dates 30%
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 2 A All dates
CME FX EC - EURO FUTURE Delta 1 B All dates 30%
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 1 B All dates 30%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 4 B All dates 30%
SF - SWISS FRANC FUTURES 3 A All dates
CME FX CA - EC/AD CROSS RATE FUTURES Delta 1 A All dates 30%
RP - EURO FX/BP FUTURE 1 B All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 3 A All dates 30%
KRW - KOREAN WONU.S. DOLLAR FUTURE 2 B All dates
CME FX RMB - U.S. DOLLARRENMINBI FUTURES Delta 3 B All dates 30%
SF - SWISS FRANC FUTURES 4 A All dates
CME FX CA - EC/AD CROSS RATE FUTURES Delta 1 A All dates 30%
CC - EC/CD CROSS RATE FUTURE 1 B All dates
CME FX CZ - CZECH KORUNA FUTURES Delta 1 A All dates 30%
K - CZECH KORUNA/EURO CROSS RATE FUT 1 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 3 B All dates 30%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 30%
FR - HUNGARIAN FORINT (USD) FUTURES 5 B All dates
CME FX CA - EC/AD CROSS RATE FUTURES Delta 1 A All dates 30%
RF - EURO FX/SF FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 4 A All dates 30%
SF - SWISS FRANC FUTURES 5 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 30%
CC - EC/CD CROSS RATE FUTURE 1 B All dates
CME EQUITY INDEX XAU - EMINI SP500-UTILITIES SECTOR INDEX Delta 1 A All dates 30%
XAV - EMINI SP500- HEALTH CARE SECT INDEX 1 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 11/2019 06/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2020 09/2021
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 11/2019 06/2025 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 10 A 12/2020 09/2021
CME FX CA - EC/AD CROSS RATE FUTURES Delta 2 B All dates 30%
EC - EURO FUTURE 1 A All dates
CME FX RMB - U.S. DOLLARRENMINBI FUTURES Delta 2 A All dates 30%
SIR - INR/USD FUTURE 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 11/2019 01/2020 30%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 30%
RMB - U.S. DOLLARRENMINBI FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 5 A All dates 30%
KRW - KOREAN WONU.S. DOLLAR FUTURE 6 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
FR - HUNGARIAN FORINT (USD) FUTURES 2 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
PZ - POLISH ZLOTY FUTURES 2 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 2 A All dates 30%
PZ - POLISH ZLOTY FUTURES 5 B All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 5 A All dates 30%
NE - NEW ZEALAND FUTURES 2 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
CA - EC/AD CROSS RATE FUTURES 1 A All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
PZ - POLISH ZLOTY FUTURES 2 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 5 A All dates 30%
RMB - U.S. DOLLARRENMINBI FUTURES 3 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 2 A All dates 30%
RMB - U.S. DOLLARRENMINBI FUTURES 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
AN - AD/NE CROSS RATE FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
KRW - KOREAN WONU.S. DOLLAR FUTURE 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
BP - BRITISH POUND FUTURES 1 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 30%
CD - CANADIAN DOLLAR FUTURES 2 A All dates
CME REAL ESTATE LAV - LAS VEGAS CSI HOUSING INDEX FUTURES Delta 1 A All dates 30%
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT 1 B All dates
CME FX MP - MEXICAN PESO FUTURES Delta 1 A All dates 30%
RA - AFRICAN RAND FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
RA - AFRICAN RAND FUTURES 3 B All dates
CME FX NE - NEW ZEALAND FUTURES Delta 1 A All dates 30%
RA - AFRICAN RAND FUTURES 1 B All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 B All dates 30%
RF - EURO FX/SF FUTURES 2 A All dates
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 30%
LAV - LAS VEGAS CSI HOUSING INDEX FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 2 A All dates 30%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 01/2020 01/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 12/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 12/2019 12/2019
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
BR - BRAZILIAN REAL FUTURES 5 B All dates
CME FX BR - BRAZILIAN REAL FUTURES Delta 3 A All dates 30%
MP - MEXICAN PESO FUTURES 2 B All dates
CME REAL ESTATE DEN - DENVER CSI HOUSING INDEX FUTURES Delta 1 A All dates 30%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
MP - MEXICAN PESO FUTURES 3 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 04/2020 10/2021 30%
DA - CLASS III MILK FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 03/2020 11/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2019 11/2019 30%
DA - CLASS III MILK FUTURES 1 A 12/2019 03/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 3 B All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 2 A All dates 30%
EC - EURO FUTURE 3 A All dates
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 30%
DEN - DENVER CSI HOUSING INDEX FUTURES 1 B All dates
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 12/2019 12/2019
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2019 03/2020 30%
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 30%
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 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 04/2020 10/2021 30%
DA - CLASS III MILK FUTURES 1 A 04/2020 10/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2019 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2019 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 03/2019 06/2019 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 11/2019 11/2019 30%
DA - CLASS III MILK FUTURES 1 A 04/2020 10/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 04/2020 10/2021 30%
DA - CLASS III MILK FUTURES 1 A 11/2019 11/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 02/2020 02/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 09/2018 12/2018 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2020 01/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 09/2018 12/2018 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2020 06/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2019 12/2019
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 09/2018 12/2018 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2020 10/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 10/2022 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 10/2022 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 03/2018 06/2018 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 02/2020 02/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 10/2022 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 10/2022 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 11/2020 10/2022 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 03/2018 06/2018 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 01/2020 01/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 03/2018 06/2018 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2020 10/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2020 10/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2020 05/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2019 12/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2020 05/2020 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2019 11/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 10/2022 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2021 09/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2020 09/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 03/2020 05/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 02/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2022 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 10/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2019 09/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 02/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 02/2020 09/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 11/2019 11/2019 30%
SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2020 06/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2020 05/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2020 05/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2023 09/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2020 05/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 03/2020 05/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2022 12/2022
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2020 09/2021 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2019 11/2019
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2025 09/2026
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2027 09/2028
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2026 09/2027
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 12/2028 09/2029