US Seasonal Strip Weather Cooling Degree Day (CDD) Margins
| Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
|---|---|---|---|---|---|---|---|---|
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 12/2020 | 09/2021 | |||
| CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 50% | |
| SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 03/2020 | 09/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2020 | 09/2021 | 90% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2020 | 09/2020 | 50% |
| CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2021 | 09/2022 | 90% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2019 | 02/2020 | 50% |
| CBT | LIE - 30-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||
| CBT | INTEREST RATES | B1U - 30-YEAR USD MAC SWAP FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 4 | A | 12/2019 | 02/2020 | |||
| CMX | METALS | CX-HG - COMEX COPPER FUTURES | Delta | 3 | B | All dates | 50% | |
| CME | FX | KRW - KOREAN WONU.S. DOLLAR FUTURE | 2 | A | All dates | |||
| CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 50% | |
| PZ - POLISH ZLOTY FUTURES | 2 | B | All dates | |||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 12/2022 | 09/2023 | 90% |
| CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||
| CME | EQUITY INDEX | XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
| XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||
| CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
| XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 3 | B | All dates | |||||
| CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 09/2020 | 06/2021 | 50% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 09/2020 | 06/2021 | 50% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 50% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | FX | FR - HUNGARIAN FORINT (USD) FUTURES | Delta | 1 | A | All dates | 50% | |
| R - HUNGARIAN FORINT/EUR CROSS RATE FUT | 1 | B | All dates | |||||
| CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
| XAR - REAL ESTATE SELECT SECTOR FUTURES | 2 | B | All dates | |||||
| CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 50% | |
| XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2022 | 09/2023 | |||
| CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
| FT5 - EMINI FTSE CHINA 50 INDEX FUTURE | 2 | B | All dates | |||||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2028 | 09/2029 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2024 | 09/2025 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2025 | 09/2026 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | A | 12/2027 | 09/2028 | |||
| CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 50% | |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2026 | 09/2027 | |||
| CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | B | All dates | 50% | |
| CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT | 1 | A | All dates | |||||
| CMX | METALS | CX-GCK - GOLD KILO FUTURES | Delta | 6 | A | All dates | 50% | |
| CME | FX | JY - JAPANESE YEN FUTURES | 1 | B | All dates | |||
| CME | FX | BR - BRAZILIAN REAL FUTURES | Delta | 3 | B | All dates | 50% | |
| CHL - US DOLLARS/CHILEAN PESO FUTURES | 1 | A | All dates | |||||
| CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
| SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
| CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 9 | A | All dates | 50% | |
| BP - BRITISH POUND FUTURES | 1 | A | All dates | |||||
| CME | AGRICULTURE | DA - CLASS III MILK FUTURES | Delta | 1 | A | 01/2020 | 04/2020 | 50% |
| DY - CME DRY WHEY FUTURES | 4 | B | 02/2020 | 04/2020 | ||||
| CME | REAL ESTATE | SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | Delta | 1 | A | All dates | 50% | |
| WDC - WASH DC CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 90% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2019 | 02/2020 | 50% |
| CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2019 | |||
| CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 50% | |
| LAX - LOS ANGELES CSI HOUSING INDEX FUT | 1 | B | All dates | |||||
| 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 | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 50% | |
| NE - NEW ZEALAND FUTURES | 1 | B | All dates | |||||
| CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 03/2020 | 06/2020 | 50% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 9 | B | 03/2020 | 06/2020 | 50% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 50% |
| CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||
| 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 | 8 | B | 12/2020 | 09/2021 | 90% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 90% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 12/2018 | 03/2019 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 06/2020 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 06/2020 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2020 | 11/2022 | 90% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2019 | 06/2019 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2019 | 06/2019 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2018 | 12/2018 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2020 | 12/2020 | |||
| CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 27 | A | All dates | 50% | |
| CD - CANADIAN DOLLAR FUTURES | 4 | A | 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 | 1 | A | 09/2018 | 12/2018 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2020 | 03/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2018 | 12/2018 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| 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 | |||
| CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 09/2020 | 06/2021 | 50% |
| CBT | LID - 4-YEAR ERIS SWAP FUTURES | 2 | A | 09/2018 | 12/2018 | |||
| 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 | 1 | A | 03/2018 | 06/2018 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2020 | 12/2020 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 03/2020 | 03/2020 | |||
| 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 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2018 | 06/2018 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2020 | 03/2020 | |||
| CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 02/2020 | 02/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2018 | 06/2018 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2018 | 06/2018 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| 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 | 04/2020 | 12/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2020 | 06/2020 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 12/2019 | 12/2019 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 04/2020 | 06/2020 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2020 | 01/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2017 | 12/2017 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2020 | 03/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2021 | 06/2022 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2021 | 09/2022 | 90% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
| CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2020 | 01/2020 | |||
| CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2020 | 02/2020 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2022 | 06/2023 | ||||
| CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 12/2019 | 12/2019 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 06/2020 | ||||
| CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 01/2020 | 01/2020 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2020 | 06/2021 | ||||
| CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2020 | 02/2020 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2023 | 03/2029 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2017 | 12/2017 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 02/2020 | 02/2020 | |||
| 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 | 10 | B | 03/2020 | 09/2020 | 90% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 12/2019 | 03/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2021 | 09/2022 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2020 | 09/2021 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| 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 | 04/2020 | 12/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2022 | 09/2023 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 04/2020 | 06/2020 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 09/2019 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2023 | 09/2024 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 50% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2020 | 12/2020 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 50% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2020 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 50% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2020 | 12/2020 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2017 | 06/2017 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 02/2020 | 02/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2028 | 09/2029 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2027 | 09/2028 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2026 | 09/2027 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2025 | 09/2026 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2024 | 09/2025 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| 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 | |||
| 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 | 12/2023 | 09/2024 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2020 | 09/2021 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| 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 | 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 | 1 | B | 12/2024 | 09/2025 | 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 | 12/2025 | 09/2026 | 50% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 12/2019 | 02/2020 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 04/2020 | 11/2020 | ||||
| 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 | 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 | 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 | 03/2020 | 09/2020 | 50% |
| EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 12/2019 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 50% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| 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 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2016 | 12/2016 | 50% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 02/2020 | 02/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2020 | 09/2020 | 50% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| 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 | 3 | A | 12/2020 | 09/2021 | 90% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 90% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2021 | 06/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2020 | 09/2020 | 90% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 12/2019 | 06/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 90% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2020 | 06/2021 | ||||
| CME | WEATHER | HS - SACRAMENTO MONTHLY HDD FUTURES | Delta | 1 | A | All dates | 50% | |
| HSV - SACRAMENTO HEATING SEASONAL STRIP F | 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 | D0 - LONDON MONTHLY HDD FUTURES | Delta | 1 | A | All dates | 50% | |
| D2 - AMSTERDAM HDD MONTHLY FUTURES | 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 | D0V - LONDON HEATING SEASONAL STRIP FUTUR | Delta | 1 | A | All dates | 50% | |
| D2V - AMSTERDAM HEATING SEASONAL STRIP FU | 1 | B | All dates | |||||
| 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 | H4 - NEW YORK HDD FUTURE | Delta | 1 | A | All dates | 50% | |
| H4V - NEW YORK HEATING SEASONAL STRIP FUT | 1 | B | All dates | |||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2020 | 09/2020 | 90% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2019 | 09/2019 | |||
| 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 | 03/2020 | 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 | 03/2020 | 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 | 12/2028 | 09/2029 | 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 | 5 | B | 12/2028 | 09/2029 | 47% |
| CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 06/2015 | 09/2015 | |||
| 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 | |||
| 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 | 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 | AJ - AD/JY FUTURES | Delta | 1 | A | All dates | 45% | |
| RY - EURO FX/JY FUTURE | 1 | 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 | |||||
| NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 10 | A | All dates | 45% | |
| CME | EQUITY INDEX | SP - S&P 500 FUTURES | 1 | B | 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 | |||||
| NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 2 | A | All dates | 45% | |
| CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | 1 | B | 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 | |||
| NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 2 | B | All dates | 45% | |
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 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 | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 2 | A | 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 | ME - EMINI MIDCAP FUTURES | Delta | 1 | A | All dates | 45% | |
| XAE - EMINI SP 500 ENERGY SECTOR INDEX | 6 | B | 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 | 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 | |||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 45% | |
| NYM | CRUDE OIL SPREADS | NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY | 1 | A | All dates | |||
| CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||
| NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 45% | |
| NYM | CRUDE OIL SPREADS | NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT | 1 | A | All dates | |||
| CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | 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 | |||
| NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | All dates | 45% | |
| NYM | CRUDE OIL SPREADS | NY-WCC - CANADIAN HEAVYCRUDE(NET ENRGY) FUT | 1 | A | All dates | |||
| CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||
| NYM | CRUDE OIL | NY-CL - CRUDE OIL FUTURE NYMEX | Delta | 1 | A | All dates | 45% | |
| NYM | CRUDE OIL SPREADS | NY-WCW - WESTERN CANADIAN SELECT OIL MONTHLY | 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 | B | All dates | 45% | |
| NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD 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 | 21 - 10Y TREASURY NOTE FUTURES | 5 | 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 | 12/2019 | 12/2025 | 45% |
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 12/2020 | 11/2022 | ||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 12/2019 | 12/2025 | 45% |
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 14 | A | 07/2020 | 11/2020 | ||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 12/2019 | 12/2025 | 45% |
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 10 | A | 07/2020 | 11/2020 | ||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 12/2019 | 12/2025 | 45% |
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 14 | A | 04/2020 | 06/2020 | ||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 12/2019 | 12/2025 | 45% |
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 20 | A | 04/2020 | 06/2020 | ||
| 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 | 12/2019 | 12/2025 | 45% |
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 20 | A | 02/2020 | 03/2020 | ||
| CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 12/2019 | 12/2025 | 45% |
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | 20 | A | 12/2019 | 01/2020 | ||
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | Delta | 1 | A | All dates | 45% | |
| CME | FX | JY - JAPANESE YEN FUTURES | 1 | B | All dates | |||
| 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 | RA - AFRICAN RAND FUTURES | Delta | 6 | A | All dates | 45% | |
| SE - SKR/USD CROSS RATE 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 | |||||
| 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 | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 4 | A | All dates | 45% | |
| SE - SKR/USD CROSS RATE FUTURES | 1 | B | 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 | |||
| 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 | FX | PZ - POLISH ZLOTY FUTURES | Delta | 1 | A | All dates | 45% | |
| Z - POLISH ZLOTY/EURO CROSS RATE FUT | 1 | B | All dates | |||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2021 | 09/2022 | 45% |
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | 11/2019 | 06/2025 | ||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2022 | 09/2023 | 45% |
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | 11/2019 | 06/2025 | ||
| 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 | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2023 | 09/2024 | 45% |
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | 11/2019 | 06/2025 | ||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2024 | 09/2025 | 45% |
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | 11/2019 | 06/2025 | ||
| CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 8 | B | 04/2020 | 12/2020 | 45% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2027 | 09/2028 | 45% |
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | 11/2019 | 06/2025 | ||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2025 | 09/2026 | 45% |
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | 11/2019 | 06/2025 | ||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | A | 12/2026 | 09/2027 | 45% |
| CMX | METALS | CX-GC - COMEX 100 GOLD FUTURES | 1 | B | 11/2019 | 06/2025 | ||
| CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | B | All dates | 45% | |
| CME | 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 | 45% | |
| XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | 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 | 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 | 4 | A | All dates | 45% | |
| KRW - KOREAN WONU.S. DOLLAR FUTURE | 5 | B | All dates | |||||
| CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 1 | B | All dates | 45% | |
| CME | FX | JY - JAPANESE YEN FUTURES | 1 | A | All dates | |||
| CMX | METALS | CX-HG - COMEX COPPER FUTURES | Delta | 1 | A | All dates | 45% | |
| CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | 2 | 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 | |||||
| CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 45% | |
| CME | FX | JY - JAPANESE YEN FUTURES | 1 | A | 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 | 04/2020 | 12/2020 | |||
| 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 | 03/2020 | 03/2020 | |||
| CME | FX | CHL - US DOLLARS/CHILEAN PESO FUTURES | Delta | 1 | A | All dates | 45% | |
| MP - MEXICAN PESO FUTURES | 3 | 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 | 02/2020 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 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 | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 06/2020 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 06/2020 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| 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 | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2019 | 06/2019 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2019 | 06/2019 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 12/2020 | 11/2022 | 45% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2020 | 01/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2018 | 12/2018 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2018 | 12/2018 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2020 | 11/2020 | 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 | 07/2020 | 11/2020 | 45% |
| 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 | 45% | |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 01/2020 | 01/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2018 | 06/2018 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2018 | 06/2018 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2018 | 06/2018 | 45% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 02/2020 | 02/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2017 | 12/2017 | 45% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2020 | 12/2020 | |||
| 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 | 3 | A | 07/2020 | 11/2020 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 09/2019 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2017 | 12/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| 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 | 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 | 01/2020 | 01/2020 | 45% |
| 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 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2020 | 06/2021 | ||||
| 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 | ||||
| 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 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| 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 | 12/2026 | 09/2027 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2027 | 09/2028 | 45% |
| CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 12/2025 | 09/2026 | 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 | 5 | B | 03/2020 | 09/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| 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 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2017 | 06/2017 | 45% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2020 | 03/2020 | |||
| 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 | 06/2022 | 12/2022 | 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 | 09/2021 | 03/2022 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 09/2022 | 06/2023 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2017 | 06/2017 | 45% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2021 | 06/2022 | |||
| 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 | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2020 | 09/2021 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2021 | 09/2022 | |||
| 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 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| 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 | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2020 | 12/2020 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 09/2020 | 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 | 12/2022 | 09/2023 | |||
| 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 | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 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 | 03/2020 | 09/2020 | |||
| 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 | 12/2026 | 09/2027 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2023 | 09/2023 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2020 | 09/2021 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2021 | 09/2022 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2019 | 01/2020 | 45% |
| CME | ED - EURODOLLAR FUTURES | 5 | B | 12/2023 | 09/2024 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2019 | 02/2020 | 45% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | ||||
| 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 | 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 | 12/2025 | 09/2026 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 12/2022 | ||||
| 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 | 12/2025 | 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 | 12/2026 | 09/2027 | |||
| 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 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2022 | 09/2023 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| 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 | 1 | B | 12/2023 | 09/2024 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2028 | 09/2029 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 09/2025 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2025 | 09/2026 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2027 | 09/2028 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2026 | 09/2027 | 45% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 09/2019 | 09/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2020 | 09/2021 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| 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 | MPC - MPC SONIA FUTURES | Delta | 1 | B | 01/2020 | 11/2020 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| 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 | 01/2020 | 11/2020 | 45% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2021 | 06/2021 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 12/2023 | 09/2024 | 45% |
| CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 06/2018 | 09/2018 | |||
| 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 | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2027 | 09/2028 | 45% |
| 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 | 45% |
| 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 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2025 | 09/2026 | 45% |
| 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 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 12/2019 | 02/2020 | 45% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
| 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 | 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 | 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 | 12/2019 | 02/2020 | 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 | 12/2019 | 02/2020 | 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 | |||
| 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 | |||
| 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 | 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 | 12/2020 | 11/2022 | ||
| 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 | 07/2020 | 11/2020 | ||
| 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 | 07/2020 | 11/2020 | ||
| 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-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-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 | |||
| 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 | |||
| 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 | |||
| CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 40% | |
| RP - EURO FX/BP FUTURE | 1 | B | 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 | |||
| 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 | 03/2020 | 09/2020 | 40% |
| CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | 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 | |||||
| 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 | |||
| CMX | METALS | CX-ALI - ALUMINUM FUTURES | Delta | 1 | B | All dates | 40% | |
| CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | 1 | A | All dates | |||
| 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 | 12/2019 | 02/2020 | |||
| 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 | 01/2020 | 04/2020 | 40% |
| DA - CLASS III MILK FUTURES | 1 | A | 01/2020 | 04/2020 | ||||
| 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 | 04/2020 | 12/2020 | |||
| CME | AGRICULTURE | DA - CLASS III MILK FUTURES | Delta | 1 | A | 01/2020 | 04/2020 | 40% |
| DY - CME DRY WHEY FUTURES | 4 | B | 05/2020 | 11/2021 | ||||
| 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 | 01/2020 | 04/2020 | 40% |
| DY - CME DRY WHEY FUTURES | 4 | B | 11/2019 | 01/2020 | ||||
| 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 | 01/2020 | 04/2020 | 40% |
| DA - CLASS III MILK FUTURES | 1 | A | 05/2020 | 11/2021 | ||||
| CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 01/2020 | 04/2020 | 40% |
| DA - CLASS III MILK FUTURES | 1 | A | 11/2019 | 12/2019 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 03/2020 | 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 | 05/2020 | 11/2021 | 40% |
| DY - CME DRY WHEY FUTURES | 4 | B | 02/2020 | 04/2020 | ||||
| CME | AGRICULTURE | DA - CLASS III MILK FUTURES | Delta | 1 | A | 05/2020 | 11/2021 | 40% |
| DY - CME DRY WHEY FUTURES | 4 | B | 05/2020 | 11/2021 | ||||
| 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 | 12/2019 | 40% |
| DY - CME DRY WHEY FUTURES | 4 | B | 05/2020 | 11/2021 | ||||
| CME | AGRICULTURE | DA - CLASS III MILK FUTURES | Delta | 1 | A | 11/2019 | 12/2019 | 40% |
| DY - CME DRY WHEY FUTURES | 4 | B | 02/2020 | 04/2020 | ||||
| CME | AGRICULTURE | DA - CLASS III MILK FUTURES | Delta | 1 | A | 05/2020 | 11/2021 | 40% |
| DY - CME DRY WHEY FUTURES | 4 | B | 11/2019 | 01/2020 | ||||
| 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 | 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 | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 40% | |
| CME | ED - EURODOLLAR FUTURES | 5 | 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 | 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 | 12/2020 | 11/2022 | 40% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | 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 | 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 | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | A | 12/2019 | 12/2019 | 40% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 4 | B | 06/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2018 | 06/2018 | 40% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 01/2020 | 01/2020 | |||
| CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 12/2020 | 11/2022 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2019 | 09/2019 | |||
| 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 | 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 | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2020 | 09/2021 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| 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 | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2017 | 12/2017 | 40% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 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 | 03/2020 | 03/2020 | ||||
| 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 | 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 | 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 | 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 | 03/2020 | 03/2020 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2017 | 06/2017 | 40% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2020 | 12/2020 | |||
| 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 | ||||
| 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 | 12/2025 | 09/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 09/2025 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 03/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2020 | 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 | 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 | 09/2023 | 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 | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 03/2023 | 09/2023 | 40% |
| SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 09/2022 | 06/2023 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2017 | 12/2017 | 40% |
| CME | SR3 - THREE-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 | 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 | 02/2020 | 02/2020 | ||||
| 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 | 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 | 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 | 12/2026 | 09/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2028 | 09/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2027 | 09/2028 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2024 | 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 | 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 | 12/2028 | 09/2029 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2020 | 01/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2025 | 09/2026 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 12/2026 | 09/2027 | 40% |
| SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2020 | 02/2020 | ||||
| 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 | ||||
| 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 | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 09/2021 | 06/2022 | |||
| 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 | 09/2023 | 03/2029 | |||
| 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 | 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 | 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 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2017 | 06/2017 | 40% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 01/2020 | 01/2020 | |||
| 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 | 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 | 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 | 09/2022 | 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 | 09/2021 | 06/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2020 | 09/2020 | 40% |
| SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2021 | 03/2022 | ||||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 12/2024 | 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 | 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 | 12/2026 | 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 | 03/2023 | 09/2023 | ||||
| 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 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2017 | 06/2017 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2016 | 12/2016 | 40% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2020 | 03/2020 | |||
| 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 | ||||
| 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 | ||||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2016 | 12/2016 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2022 | 06/2023 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2016 | 12/2016 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2016 | 12/2016 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2016 | 12/2016 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2020 | 06/2021 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2016 | 12/2016 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2020 | 06/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2016 | 12/2016 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 09/2021 | 06/2022 | |||
| CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 03/2020 | 09/2020 | 40% |
| CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 12/2013 | 12/2018 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2016 | 12/2016 | 40% |
| CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 01/2020 | 01/2020 | |||
| CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2016 | 12/2016 | 40% |
| CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2019 | 12/2019 | |||
| 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 | 12/2023 | 09/2024 | 40% |
| CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 06/2017 | 09/2017 | |||
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