Exchange | Asset Class | Spread Products | Type | Ratio | Side | Start Period | End Period | Credit |
---|---|---|---|---|---|---|---|---|

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 05/2021 | 01/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2026 | 12/2026 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 06/2021 | 01/2022 | ||||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 50% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 05/2021 | 01/2022 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 100 | A | 01/2021 | 01/2021 | ||||

DB - CASH BUTTER FUTURES | 4 | B | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 27 | B | 02/2021 | 06/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2029 | 12/2029 | 50% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2030 | 12/2030 | 50% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2028 | 12/2028 | 50% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 50% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2030 | 12/2030 | 50% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 50% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2029 | 12/2029 | 50% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2019 | 06/2019 | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 02/2021 | 05/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 01/2021 | 01/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2028 | 12/2028 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2029 | 12/2029 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2027 | 12/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2030 | 12/2030 | 50% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 02/2021 | 05/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2029 | 12/2029 | 50% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2028 | 12/2028 | 50% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2020 | 12/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2025 | 12/2025 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 06/2021 | 01/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2030 | 12/2030 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 06/2030 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 06/2030 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 06/2030 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2024 | 06/2030 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 100 | A | 01/2021 | 01/2021 | ||||

DB - CASH BUTTER FUTURES | 4 | B | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 27 | B | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2026 | 12/2026 | 50% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 50% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 09/2024 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 02/2021 | 05/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2030 | 12/2030 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2030 | 12/2030 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2022 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2022 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2022 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2022 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 02/2021 | 05/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2024 | 12/2024 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 06/2021 | 01/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 02/2021 | 04/2021 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 100 | A | 01/2021 | 01/2021 | ||||

DB - CASH BUTTER FUTURES | 4 | B | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 27 | B | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2026 | 12/2026 | 50% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 15 | B | 03/2013 | 06/2013 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 4 | A | 12/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 02/2021 | 06/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2023 | 12/2023 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 06/2021 | 01/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2020 | 09/2021 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2020 | 09/2021 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 02/2021 | 06/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2022 | 12/2022 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 06/2021 | 01/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 03/2022 | 12/2022 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 01/2021 | 05/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 05/2021 | 12/2021 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 01/2021 | 05/2021 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | B | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2026 | 12/2026 | 50% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | A | 02/2021 | 04/2021 | 50% |

EM - ONE MONTH EURODOLLAR FUTURES | 1 | B | 06/2021 | 01/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2025 | 12/2025 | 50% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2025 | 12/2025 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 03/2028 | 12/2028 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 03/2029 | 12/2029 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 03/2030 | 12/2030 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2024 | 12/2024 | |||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 01/2021 | 01/2021 | 86% |

DA - CLASS III MILK FUTURES | 4 | A | 01/2021 | 01/2021 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2025 | 12/2025 | 50% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 09/2021 | 09/2021 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2023 | 12/2023 | |||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 09/2021 | 09/2021 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2019 | 12/2019 | 50% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2019 | 12/2019 | 50% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2021 | 04/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2025 | 12/2025 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2025 | 12/2025 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 03/2021 | 03/2021 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | ||||

CBT | INTEREST RATES | LIT - 2-YEAR ERIS SWAP FUTURE | Delta | 2 | B | 03/2021 | 09/2021 | 50% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 06/2020 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 06/2020 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 50% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 02/2021 | 04/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 50% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 50% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 04/2021 | 04/2021 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 03/2021 | 03/2021 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2025 | 12/2025 | 50% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 02/2021 | 04/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2021 | 04/2021 | 50% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 05/2021 | 01/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2021 | 04/2021 | 50% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 05/2021 | 01/2022 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 50% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 02/2021 | 04/2021 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 05/2021 | 01/2022 | 50% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 04/2021 | 04/2021 | 50% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 50% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 01/2021 | 01/2021 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 05/2021 | 01/2022 | 50% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | ||||

CBT | INTEREST RATES | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | Delta | 2 | A | All dates | 50% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2021 | 03/2021 | |||

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 | 03/2021 | 03/2021 | |||

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 | 04/2021 | 04/2021 | |||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | B | All dates | 50% | |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2020 | 12/2020 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 12/2019 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 12/2019 | 50% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2021 | 02/2021 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 02/2021 | 02/2021 | 50% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2024 | 12/2024 | 50% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CME | EQUITY INDEX | QN - NASDAQ COMPOSITE FUTURES | Delta | 5 | B | All dates | 85% | |

SP - S&P 500 FUTURES | 1 | A | All dates | |||||

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 | 03/2021 | 03/2021 | |||

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 | 12/2021 | 09/2022 | |||

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 5 | A | All dates | 85% | |

SP - S&P 500 FUTURES | 1 | B | All dates | |||||

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 | 12/2021 | 09/2022 | |||

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 | 12/2023 | 09/2024 | |||

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 | 12/2022 | 09/2023 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | All dates | 85% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 5 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2022 | 12/2022 | 50% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2021 | 04/2021 | 50% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 05/2021 | 01/2022 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 05/2021 | 01/2022 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 03/2021 | 03/2021 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 04/2021 | 04/2021 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

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 | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 01/2021 | 01/2021 | 50% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 2 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 01/2021 | 01/2021 | 50% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 06/2021 | 09/2021 | ||||

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 | 12/2021 | 09/2022 | |||

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 | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2023 | 12/2023 | 50% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 02/2021 | 02/2021 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 02/2021 | 04/2021 | 50% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 1 | B | 01/2021 | 01/2021 | 50% |

CBT | YIA - 1-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 15 | A | All dates | 85% | |

SP - S&P 500 FUTURES | 2 | 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 | G0J - LONDON COOLING SEASONAL STRIP FUTUR | Delta | 1 | A | All dates | 50% | |

G2J - AMSTERDAM COOLING SEASONAL STRIP FU | 1 | B | All dates | |||||

CME | WEATHER | H4 - NEW YORK HDD FUTURE | Delta | 1 | A | All dates | 50% | |

H4V - NEW YORK HEATING SEASONAL STRIP FUT | 1 | B | All dates | |||||

CME | WEATHER | 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 | HS - SACRAMENTO MONTHLY HDD FUTURES | Delta | 1 | A | All dates | 50% | |

HSV - SACRAMENTO HEATING SEASONAL STRIP F | 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 | D0V - LONDON HEATING SEASONAL STRIP FUTUR | Delta | 1 | A | All dates | 50% | |

D2V - AMSTERDAM HEATING SEASONAL STRIP FU | 1 | B | All dates | |||||

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 | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 3 | A | All dates | 85% | |

SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | SG - S&P/ CITIGROUP GROWTH INDEX FUTURES | Delta | 1 | B | All dates | 85% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 3 | A | All dates | |||||

CME | FX | BY - BPJY FUTURE | Delta | 1 | A | All dates | 45% | |

RY - EURO FX/JY FUTURE | 1 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | B | All dates | 45% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 2 | A | 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 | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 45% | |

AJ - AD/JY FUTURES | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 25 | A | All dates | 45% | |

CME | EQUITY INDEX | SP - S&P 500 FUTURES | 1 | 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 | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | B | All dates | 45% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 6 | A | All dates | |||||

CME | EQUITY INDEX | R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 45% | |

VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | A | All dates | 45% | |

VLQ - NASDAQ-100 VOL INDEX FUT | 1 | A | All dates | |||||

CME | EQUITY INDEX | EI - FTSE EMERGING INDEX FUTURES | Delta | 5 | A | All dates | 45% | |

NQ - E-MINI NASDAQ 100 FUTURES | 2 | B | All dates | |||||

CME | EQUITY INDEX | ME - EMINI MIDCAP FUTURES | Delta | 1 | A | All dates | 45% | |

XAE - EMINI SP 500 ENERGY SECTOR INDEX | 6 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | A | All dates | 45% | |

XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | 2 | B | All dates | |||||

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | Delta | 4 | A | All dates | 45% | |

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | A | All dates | |||

CME | EQUITY INDEX | XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX | Delta | 1 | A | All dates | 45% | |

XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 1 | B | All dates | 45% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 1 | A | All dates | |||||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | A | All dates | 45% | |

XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 5 | A | All dates | 45% | |

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | 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 | 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 | EQUITY INDEX | XAF - EMINI SP500 - FINANCIAL SECT INDEX | Delta | 1 | A | All dates | 45% | |

XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 1 | B | All dates | |||||

CME | EQUITY INDEX | 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 | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 45% | |

XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX | 2 | B | 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 | FT5 - EMINI FTSE CHINA 50 INDEX FUTURE | Delta | 2 | A | All dates | 45% | |

NK - NIKKEI 225 DOLLAR FUTURES | 1 | B | All dates | |||||

CME | EQUITY INDEX | XAB - EMINI SP500 MATERIALS SECTOR INDEX | Delta | 1 | B | All dates | 45% | |

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | A | All dates | 45% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 1 | B | All dates | |||||

CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | B | All dates | 45% | |

NYM | REFINED PRODUCTS | NY-RB - RBOB GASOLINE FUTURES | 1 | A | All dates | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 8 | B | 05/2021 | 01/2022 | 45% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | Delta | 1 | A | All dates | 45% | |

CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | 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 | FX | KRW - KOREAN WONU.S. DOLLAR FUTURE | Delta | 2 | A | All dates | 45% | |

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 3 | B | All dates | |||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 45% | |

NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | 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-WCW - HARDISTY W CANADIAN SELECT MONTHLY | 1 | A | All dates | |||

CME | FX | CD - CANADIAN DOLLAR 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 | FX | BP - BRITISH POUND FUTURES | Delta | 2 | A | All dates | 45% | |

EC - EURO FUTURE | 1 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 45% | |

BP - BRITISH POUND FUTURES | 1 | 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 | 05/2021 | 01/2022 | |||

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 | 04/2021 | 04/2021 | |||

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 | 03/2021 | 03/2021 | |||

CBT | AGRICULTURE | 07 - SOYBEAN OIL FUTURES | Delta | 1 | B | All dates | 45% | |

CME | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | 1 | 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 | |||||

CME | FX | CHP - CHILEAN PESO/US DOLLAR CLP/USD FUT | Delta | 1 | A | All dates | 45% | |

MP - MEXICAN PESO FUTURES | 3 | B | All dates | |||||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | A | All dates | 45% | |

RA - AFRICAN RAND FUTURES | 2 | B | 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 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 2 | B | 05/2021 | 01/2022 | 45% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 2 | B | 04/2021 | 04/2021 | 45% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 2 | B | 03/2021 | 03/2021 | 45% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 45% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 45% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 45% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 45% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 04/2021 | 04/2021 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 45% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 05/2021 | 12/2021 | 45% |

CBT | S1U - 7-YEAR USD MAC SWAP FUTURES | 2 | A | All dates | ||||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | Delta | 10 | A | All dates | 45% | |

CME | GA - GSCI ER FUTURES | 1 | B | All dates | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 2 | A | All dates | 45% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2030 | 12/2030 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 3 | B | All dates | 45% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 02/2021 | 02/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 45% | |

CME | ED - EURODOLLAR FUTURES | 3 | B | 03/2030 | 12/2030 | |||

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 45% | |

CME | ED - EURODOLLAR FUTURES | 2 | A | 02/2021 | 04/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 45% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 45% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2027 | 12/2027 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2030 | 12/2030 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2028 | 12/2028 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2029 | 12/2029 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2019 | 12/2019 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 45% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2027 | 12/2027 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2030 | 12/2030 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2028 | 12/2028 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2029 | 12/2029 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2026 | 12/2026 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2027 | 12/2027 | 45% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2030 | 12/2030 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2030 | 12/2030 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2030 | 12/2030 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2020 | 09/2021 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2020 | 09/2021 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 09/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2025 | 12/2025 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2030 | 12/2030 | 45% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2029 | 12/2029 | 45% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2027 | 12/2027 | 45% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2028 | 12/2028 | 45% |

CBT | LIT - 2-YEAR ERIS SWAP FUTURE | 4 | B | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2025 | 12/2025 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2025 | 12/2025 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2026 | 12/2026 | 45% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2024 | 12/2024 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2024 | 12/2024 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2021 | 02/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2024 | 06/2030 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 06/2020 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2023 | 12/2023 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 03/2020 | 06/2020 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2023 | 03/2024 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2024 | 06/2030 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 45% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 05/2021 | 12/2021 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 05/2021 | 12/2021 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2023 | 12/2023 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | A | 03/2022 | 12/2022 | 45% |

CBT | T1U - 2-YEAR USD MAC SWAP FUTURES | 7 | B | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2024 | 12/2024 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 05/2021 | 12/2021 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2021 | 04/2021 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2021 | 04/2021 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2022 | 06/2023 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2024 | 06/2030 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2021 | 02/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 02/2021 | 02/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2022 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2024 | 12/2024 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2023 | 03/2024 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2023 | 12/2023 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2021 | 04/2021 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 09/2018 | 12/2018 | 45% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 12/2019 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2022 | 06/2023 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2023 | 09/2024 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | A | 09/2019 | 12/2019 | 45% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | B | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2017 | 12/2017 | |||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 03/2021 | 12/2021 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2023 | 12/2023 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | ||||

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 | 04/2021 | 04/2021 | |||

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 | 06/2021 | 09/2021 | |||

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 | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2023 | 12/2023 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 03/2021 | 12/2021 | 45% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2022 | 12/2022 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | A | 12/2020 | 12/2020 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 02/2021 | 04/2021 | 45% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 01/2021 | 01/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2024 | 12/2024 | 45% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 02/2021 | 04/2021 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2021 | 03/2022 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2021 | 09/2022 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 01/2021 | 01/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 12/2021 | 09/2022 | ||||

CME | EQUITY INDEX | QN - NASDAQ COMPOSITE FUTURES | Delta | 5 | B | All dates | 85% | |

SMP - S&P SMALLCAP 600 FUTURES | 2 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 05/2021 | 12/2021 | 45% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2018 | 06/2018 | |||

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 | 06/2021 | 09/2021 | |||

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 | 06/2021 | 09/2021 | |||

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 | 12/2023 | 09/2024 | |||

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 | 12/2022 | 09/2023 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 05/2021 | 12/2021 | 45% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2017 | 06/2017 | |||

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 | 12/2021 | 09/2022 | |||

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 | 06/2021 | 09/2021 | |||

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 | 12/2021 | 09/2022 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 05/2021 | 12/2021 | 45% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2019 | 06/2019 | |||

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 | 06/2021 | 09/2021 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2020 | 03/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2020 | 03/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 06/2021 | 09/2021 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 12/2020 | 03/2021 | 45% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2021 | 09/2022 | ||||

CME | EQUITY INDEX | N1R - NASDAQ-100 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 85% | |

R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 3 | B | All dates | 85% | |

CME | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | 4 | A | All dates | ||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 4 | A | All dates | 44% | |

SF - SWISS FRANC FUTURES | 3 | B | All dates | |||||

CME | FX | AD - AUSTRALIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 99% | |

BP - BRITISH POUND FUTURES | 2 | B | All dates | |||||

CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||||

EC - EURO FUTURE | 2 | B | All dates | |||||

FXD - HEDGEABLE FX$INDEX FUTURES | 10 | A | All dates | |||||

JY - JAPANESE YEN FUTURES | 1 | B | All dates | |||||

SF - SWISS FRANC FUTURES | 1 | B | All dates | |||||

CBT | EQUITY INDEX | DTR - DOW JONES TOT RTURN FUT | Delta | 2 | A | All dates | 85% | |

CME | RS1 - EMINI RUSSELL 1000 INDEX FUTURES | 3 | B | All dates | ||||

CME | EQUITY INDEX | R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT | Delta | 1 | A | All dates | 85% | |

R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT | 1 | B | All dates | |||||

CME | FX | CY - CD/JY FUTURES | Delta | 6 | A | All dates | 40% | |

SJ - SFJY FUTURES | 5 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 2 | A | All dates | 40% | |

NQ - E-MINI NASDAQ 100 FUTURES | 5 | B | All dates | |||||

CME | EQUITY INDEX | N1 - NIKKEI 225 YEN FUT | Delta | 1 | A | All dates | 40% | |

XAZ - E-MINI COM SERVICES SELECT SECTOR | 2 | 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 | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 40% | |

SJ - SFJY FUTURES | 5 | B | All dates | |||||

CME | EQUITY INDEX | IBV - USD-DENOMINATED IBOVESPA INDEX | Delta | 5 | A | All dates | 40% | |

SP - S&P 500 FUTURES | 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 | A | 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 | A | All dates | 40% | |

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | 10 | A | All dates | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 10 | A | All dates | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 2 | A | All dates | 40% | |

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 20 | A | All dates | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 03/2029 | 12/2029 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 03/2027 | 12/2027 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 03/2028 | 12/2028 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 03/2030 | 12/2030 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 100 | A | 03/2026 | 12/2026 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 110 | A | 03/2025 | 12/2025 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 135 | A | 03/2024 | 12/2024 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 145 | A | 03/2023 | 12/2023 | |||

CME | EQUITY INDEX | SP - S&P 500 FUTURES | Delta | 1 | A | 03/2021 | 12/2025 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 150 | A | 03/2022 | 12/2022 | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 5 | A | All dates | 40% | |

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 | 5 | B | All dates | 40% | |

XAB - EMINI SP500 MATERIALS SECTOR INDEX | 6 | A | All dates | |||||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 2 | A | All dates | |||

CME | EQUITY INDEX | NQ - E-MINI NASDAQ 100 FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | 25 - 5 YR TREASURY NOTE FUTURES | 6 | A | 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 | 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 | 1 | A | All dates | 40% | |

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 | 40% | |

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 2 | B | All dates | |||

CME | EQUITY INDEX | XAE - EMINI SP 500 ENERGY SECTOR INDEX | Delta | 1 | A | All dates | 40% | |

CBT | YM - E-MINI DOW ($5) 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-HG - COMEX COPPER FUTURES | Delta | 3 | B | All dates | 40% | |

CME | FX | UN - NKR/USD FUTURES | 1 | A | All dates | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2027 | 12/2027 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2030 | 12/2030 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2028 | 12/2028 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2029 | 12/2029 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2026 | 12/2026 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2025 | 12/2025 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2024 | 12/2024 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2023 | 12/2023 | |||

CME | EQUITY INDEX | TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | Delta | 1 | A | 01/2021 | 12/2027 | 40% |

INTEREST RATES | ED - EURODOLLAR FUTURES | 12 | A | 03/2022 | 12/2022 | |||

CME | EQUITY INDEX | NK - NIKKEI 225 DOLLAR FUTURES | Delta | 2 | B | All dates | 40% | |

XAP - EMINI SP 500 CONS STAPLES SECTOR IX | 3 | A | All dates | |||||

CME | EQUITY INDEX | XAP - EMINI SP 500 CONS STAPLES SECTOR IX | Delta | 1 | A | All dates | 40% | |

XAV - EMINI SP500- HEALTH CARE SECT INDEX | 1 | B | All dates | |||||

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | Delta | 1 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 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 | |||||

NYM | CRUDE OIL | NY-BZ - BRENT LAST DAY CONTRACT | Delta | 1 | A | All dates | 40% | |

CME | EQUITY INDEX | RTY - EMINI RUSSELL 2000 INDEX FUTURES | 1 | B | All dates | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 03/2028 | 12/2028 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 03/2027 | 12/2027 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 03/2030 | 12/2030 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 03/2029 | 12/2029 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 03/2026 | 12/2026 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 14 | B | 03/2025 | 12/2025 | 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 | 12/2023 | 09/2024 | 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 | 12/2022 | 09/2023 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

CME | FX | SF - SWISS FRANC FUTURES | Delta | 2 | A | All dates | 40% | |

SE - SKR/USD CROSS RATE FUTURES | 5 | B | All dates | |||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 14 | B | 12/2021 | 09/2022 | 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 | 06/2021 | 09/2021 | 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 | 06/2021 | 09/2021 | 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 | 12/2021 | 09/2022 | 40% |

CBT | UBE - LONG TERM U.S. TREASURY BOND FUTURE | 1 | A | All dates | ||||

NYM | CRUDE OIL SPREADS | NY-WCW - HARDISTY W CANADIAN SELECT 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 - HARDISTY W CANADIAN SELECT NE2 | 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 | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 4 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F | 1 | A | All dates | |||

NYM | CRUDE OIL SPREADS | NY-WCC - HARDISTY W CANADIAN SELECT NE2 | Delta | 1 | A | All dates | 40% | |

CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 1 | A | All dates | |||

NYM | CRUDE OIL SPREADS | NY-WCW - HARDISTY W CANADIAN SELECT MONTHLY | Delta | 1 | A | All dates | 40% | |

CME | FX | CD - CANADIAN DOLLAR FUTURES | 1 | B | All dates | |||

NYM | REFINED PRODUCTS | NY-HO - NY HARBOR ULSD FUT | 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 | 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 | AGRICULTURE | CPO - USD MALAYSIAN CRUDE PALM CAL FUT | Delta | 4 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-SG - SINGAPORE GASOIL FUT | 1 | A | All dates | |||

CME | FX | EC - EURO FUTURE | Delta | 1 | A | All dates | 40% | |

PZ - POLISH ZLOTY FUTURES | 2 | 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 | |||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 02/2021 | 05/2021 | 40% |

CSC - CASH CHEESE FUTURES | 1 | B | 02/2021 | 05/2021 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 02/2021 | 05/2021 | 40% |

DA - CLASS III MILK FUTURES | 1 | A | 02/2021 | 05/2021 | ||||

CME | AGRICULTURE | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | Delta | 4 | B | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-GHS - SINGAPORE GASOIL 500 PPM (PLATTS) F | 1 | A | All dates | |||

CME | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 1 | B | All dates | 40% | |

CMX | METALS | CX-HG - COMEX COPPER FUTURES | 1 | A | All dates | |||

CME | AGRICULTURE | OPF - USD MALAYSIAN PALM OLEIN CAL FUT | Delta | 4 | A | All dates | 40% | |

NYM | REFINED PRODUCTS | NY-SG - SINGAPORE GASOIL FUT | 1 | B | All dates | |||

CME | REAL ESTATE | BOS - BOSTON CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

MIA - MIAMI CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 1 | B | All dates | |||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 02/2021 | 05/2021 | 40% |

DA - CLASS III MILK FUTURES | 1 | A | 06/2021 | 12/2022 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 02/2021 | 05/2021 | 40% |

DA - CLASS III MILK FUTURES | 1 | A | 01/2021 | 01/2021 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 1 | A | 01/2021 | 01/2021 | 40% |

CSC - CASH CHEESE FUTURES | 1 | B | 02/2021 | 05/2021 | ||||

CME | REAL ESTATE | MIA - MIAMI CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 03/2023 | 12/2023 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 03/2022 | 12/2022 | |||

CBT | INTEREST RATES | 17 - 30 YR U.S. TREASURY BOND FUTURES | Delta | 1 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 8 | B | 05/2021 | 12/2021 | |||

CBT | INTEREST RATES | E1U - 20-YEAR USD MAC SWAP FUTURES | Delta | 2 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2022 | 12/2022 | |||

CME | FX | BP - BRITISH POUND FUTURES | Delta | 1 | B | All dates | 40% | |

CD - CANADIAN DOLLAR FUTURES | 1 | A | All dates | |||||

CME | FX | JY - JAPANESE YEN FUTURES | Delta | 1 | A | All dates | 40% | |

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | 1 | B | All dates | |||

CME | REAL ESTATE | DEN - DENVER CSI HOUSING INDEX FUTURES | Delta | 1 | A | All dates | 40% | |

SFR - SAN FRANCISCO CSI HOUSING INDEX FUT | 1 | B | All dates | |||||

CME | 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 | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 40% | |

LAV - LAS VEGAS CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | FX | NE - NEW ZEALAND FUTURES | Delta | 1 | A | All dates | 40% | |

RA - AFRICAN RAND 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 | FX | CD - CANADIAN DOLLAR FUTURES | Delta | 2 | A | All dates | 40% | |

EC - EURO FUTURE | 1 | B | All dates | |||||

CME | REAL ESTATE | CHI - CHICAGO CSI HOUSING INDEX FUTURE | Delta | 1 | A | All dates | 40% | |

DEN - DENVER CSI HOUSING INDEX FUTURES | 1 | B | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 05/2021 | 12/2021 | 40% |

CBT | TN - ULTRA 10-YEAR U S TREASURY NOTE FUT | 2 | A | All dates | ||||

CBT | INTEREST RATES | LIY - 10-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2019 | 09/2021 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 2 | A | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | 21 - 10Y TREASURY NOTE FUTURES | Delta | 2 | A | All dates | 40% | |

CME | ED - EURODOLLAR FUTURES | 5 | B | 02/2021 | 04/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | A | 05/2021 | 12/2021 | 40% |

CBT | LIB - 7-YEAR ERIS SWAP FUTURES | 1 | B | 06/2019 | 09/2021 | |||

CBT | INTEREST RATES | LIB - 7-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 06/2019 | 09/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 12/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2028 | 12/2028 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2029 | 12/2029 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 3 | A | All dates | 40% | |

CME | EM - ONE MONTH EURODOLLAR FUTURES | 2 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 03/2025 | 09/2025 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2027 | 12/2027 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2026 | 12/2026 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2024 | 12/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2030 | 12/2030 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2029 | 12/2029 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2029 | 12/2029 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2027 | 12/2027 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2030 | 12/2030 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2028 | 12/2028 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 08/2021 | 12/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2029 | 12/2029 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 09/2021 | 09/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 12/2020 | |||

CBT | INTEREST RATES | LIW - 5-YEAR ERIS SWAP FUTURES | Delta | 1 | B | 03/2021 | 06/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 2 | A | 12/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2030 | 12/2030 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 03/2026 | 12/2026 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2027 | 12/2027 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2029 | 12/2029 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2030 | 12/2030 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2028 | 12/2028 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2029 | 12/2029 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2018 | 12/2018 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CBT | INTEREST RATES | 3YR - 3 YEAR TREASURY NOTE FUTURE | Delta | 1 | B | All dates | 40% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2026 | 12/2026 | 40% |

CBT | LID - 4-YEAR ERIS SWAP FUTURES | 5 | A | 03/2019 | 06/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2030 | 12/2030 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2028 | 12/2028 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2029 | 12/2029 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 40% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2018 | 06/2018 | |||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 09/2020 | 09/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 03/2025 | 09/2025 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2024 | 06/2030 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 05/2021 | 01/2022 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 05/2021 | 01/2022 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 03/2021 | 03/2021 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 04/2021 | 04/2021 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2027 | 12/2027 | 40% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 02/2021 | 02/2021 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 03/2025 | 09/2025 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2024 | 12/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2024 | 06/2030 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CBT | INTEREST RATES | 26 - 2 YEAR TREASURY NOTE FUTURES | Delta | 1 | B | All dates | 40% | |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 02/2021 | 02/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2024 | 12/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2023 | 09/2024 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CBT | INTEREST RATES | LIC - 3-YEAR ERIS SWAP FUTURES | Delta | 4 | B | 09/2021 | 09/2021 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2024 | 12/2024 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2024 | 12/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2022 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 04/2021 | 04/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | ||||

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | B | 01/2021 | 01/2021 | 40% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2023 | 12/2023 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2024 | 12/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2021 | 09/2022 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 2 | B | 03/2020 | 06/2020 | 40% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 3 | A | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 40% |

SR1 - ONE-MONTH SOFR FUTURES | 3 | A | 02/2021 | 02/2021 | ||||

CBT | INTEREST RATES | LID - 4-YEAR ERIS SWAP FUTURES | Delta | 1 | A | 03/2019 | 06/2019 | 40% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | B | 02/2021 | 02/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 40% |

CME | ED - EURODOLLAR FUTURES | 5 | B | 02/2021 | 04/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2022 | 12/2022 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 09/2023 | 03/2024 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2022 | 09/2023 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 05/2021 | 12/2021 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 12/2022 | 06/2023 | ||||

CME | INTEREST RATES | MPC - MPC SONIA FUTURES | Delta | 1 | B | 03/2021 | 12/2021 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 09/2023 | 03/2024 | ||||

CME | INTEREST RATES | SON - QUARTERLY IMM SONIA FUTURES | Delta | 1 | A | 06/2022 | 09/2022 | 40% |

SR3 - THREE-MONTH SOFR FUTURES | 1 | B | 12/2024 | 06/2030 | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 1 | B | 03/2022 | 12/2022 | 40% |

SON - QUARTERLY IMM SONIA FUTURES | 1 | A | 06/2022 | 09/2022 |