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US Seasonal Strip Weather Cooling Degree Day (CDD) Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 05/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 05/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2024 03/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2020 09/2020
CBT INTEREST RATES 3YR - 3 YEAR TREASURY NOTE FUTURE Delta 2 A All dates 30%
CME ED - EURODOLLAR FUTURES 3 B 06/2020 08/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2020 12/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2020 12/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 06/2021 05/2023 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 10/2020 12/2020 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 3 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2023 03/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 06/2022 03/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 09/2020 03/2021 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 10/2020 05/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 03/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 06/2020 08/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 03/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2023 03/2024
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 12/2016 03/2017 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 10/2020 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 03/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2021 03/2022 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2020 08/2020 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 09/2020 03/2021 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 08/2020 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2020 08/2020 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2020 03/2021 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME WEATHER H0 - H0 LAS VEGAS HDD FUTURES Delta 1 A All dates 30%
H0V - LAS VEGAS HEATING SEASONAL STRIP FU 1 B All dates
CME WEATHER HQ - MINNEAPOLIS MONTH HDD FUTURES Delta 1 A All dates 30%
HQV - MINNEAPOLIS HEATING SEASONAL STRIP 1 B All dates
CME WEATHER H5 - H5 DALLAS HDD FUTURES Delta 1 A All dates 30%
H5V - DALLAS HEATING SEASONAL STRIP FUTUR 1 B All dates
CME FX AJ - AD/JY FUTURES Delta 8 A All dates 25%
JY - JAPANESE YEN FUTURES 5 A All dates
CME FX AJ - AD/JY FUTURES Delta 1 A All dates 25%
AN - AD/NE CROSS RATE FUTURES 1 B All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 25%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 10 A All dates
CME EQUITY INDEX SP - S&P 500 FUTURES Delta 1 B All dates 25%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 10 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 B All dates 25%
XAE - EMINI SP 500 ENERGY SECTOR INDEX 4 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 B All dates 25%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 6 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 2 A All dates 25%
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 A All dates 25%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 2 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX Delta 1 A All dates 25%
CME FX RU - RU RUSSIAN RUBLE FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 25%
UN - NKR/USD FUTURES 2 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 25%
CME FX RU - RU RUSSIAN RUBLE FUTURES 1 B All dates
CME EQUITY INDEX XAR - REAL ESTATE SELECT SECTOR FUTURES Delta 2 A All dates 25%
XAZ - E-MINI COM SERVICES SELECT SECTOR 1 B All dates
CME EQUITY INDEX FT1 - E-MINI FTSE 100 INDEX FUTURES Delta 1 A All dates 25%
FTU - EMINI USD FTSE 100 INDEX FUTURE 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 1 A All dates 25%
PZ - POLISH ZLOTY FUTURES 2 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 3 A All dates 25%
JY - JAPANESE YEN FUTURES 2 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 25%
AD - AUSTRALIAN DOLLAR FUTURES 2 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 25%
NE - NEW ZEALAND FUTURES 1 B All dates
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 1 A 07/2020 08/2021 25%
NF - NONFAT DRY MILK FUTURES 1 B 07/2020 08/2021
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 25%
NE - NEW ZEALAND FUTURES 2 B All dates
CME FX RA - AFRICAN RAND FUTURES Delta 2 B All dates 25%
SIR - INR/USD FUTURE 1 A All dates
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 1 A 05/2020 06/2020 25%
NF - NONFAT DRY MILK FUTURES 1 B 07/2020 08/2021
CME FX BR - BRAZILIAN REAL FUTURES Delta 2 B All dates 25%
SIR - INR/USD FUTURE 1 A All dates
CBT AGRICULTURE C - CORN FUTURES Delta 1 B All dates 25%
CME CPO - USD MALAYSIAN CRUDE PALM CAL FUT 1 A All dates
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 1 A 05/2020 06/2020 25%
NF - NONFAT DRY MILK FUTURES 1 B 05/2020 06/2020
CBT AGRICULTURE C - CORN FUTURES Delta 1 B All dates 25%
CME OPF - USD MALAYSIAN PALM OLEIN CAL FUT 1 A All dates
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2024 12/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2028 03/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2026 03/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2027 03/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2025 03/2026
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 09/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2024 03/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 05/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2029 03/2030 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2028 03/2029 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2027 03/2028 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2021 03/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 06/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 06/2020 07/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2029 03/2030 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2026 03/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2027 03/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2028 03/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2029 03/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2025 03/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2029 03/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2027 03/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2026 03/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2028 03/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2024 03/2025 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2025 03/2026 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 03/2024 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 08/2020 11/2020 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B 08/2020 11/2020 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2022 03/2023 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2023 03/2024 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 09/2020 12/2020 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2020 08/2020 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2020 06/2020 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 03/2020 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2015 03/2016
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2020 03/2021 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2017 03/2018
CME VARIANCE FUTURES VAQ - ASSI DOLLAR U.S. DOLLAR QRT VAR Delta 1 A All dates 25%
VAY - AUD ANNUAL VARIANCE FUTURE 1 B All dates
CME VARIANCE FUTURES VAQ - ASSI DOLLAR U.S. DOLLAR QRT VAR Delta 1 A All dates 25%
VAS - AUD SEMI VARIANCE FUTURE 1 B All dates
CME VARIANCE FUTURES VPA - GBP ANNUAL VARIANCE FUTURE Delta 1 B All dates 25%
VPS - GBP SEMI ANNUAL VARIANCE FUTURE 1 A All dates
CME VARIANCE FUTURES VPQ - GBP QUARTERLY VARIANCE FUTURE Delta 1 A All dates 25%
VPS - GBP SEMI ANNUAL VARIANCE FUTURE 1 B All dates
CME VARIANCE FUTURES VPA - GBP ANNUAL VARIANCE FUTURE Delta 1 B All dates 25%
VPQ - GBP QUARTERLY VARIANCE FUTURE 1 A All dates
CME VARIANCE FUTURES VAS - AUD SEMI VARIANCE FUTURE Delta 1 A All dates 25%
VAY - AUD ANNUAL VARIANCE FUTURE 1 B All dates
CME FX BY - BPJY FUTURE Delta 1 B All dates 20%
RF - EURO FX/SF FUTURES 1 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 20%
XAR - REAL ESTATE SELECT SECTOR FUTURES 1 A All dates
CME FX UN - NKR/USD FUTURES Delta 1 B All dates 20%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 3 A All dates
CME FX UN - NKR/USD FUTURES Delta 1 A All dates 20%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 3 A All dates 20%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 B All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A All dates 20%
CME FX JY - JAPANESE YEN FUTURES 1 A All dates
CME EQUITY INDEX XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX Delta 3 B All dates 20%
XAR - REAL ESTATE SELECT SECTOR FUTURES 2 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 A All dates 20%
CME FX JY - JAPANESE YEN FUTURES 1 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 3 A All dates 20%
UN - NKR/USD FUTURES 1 B All dates
CME FX EC - EURO FUTURE Delta 1 A All dates 20%
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 2 B All dates
CME FX CZ - CZECH KORUNA FUTURES Delta 2 A All dates 20%
SF - SWISS FRANC FUTURES 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 A All dates 20%
CZ - CZECH KORUNA FUTURES 5 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 B All dates 20%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
CME FX RA - AFRICAN RAND FUTURES Delta 6 A All dates 20%
SE - SKR/USD CROSS RATE FUTURES 1 A All dates
CMX METALS CX-GCK - GOLD KILO FUTURES Delta 3 A All dates 20%
CME FX SF - SWISS FRANC FUTURES 1 B All dates
CBT INTEREST RATES E1U - 20-YEAR USD MAC SWAP FUTURES Delta 2 A All dates 20%
CME ED - EURODOLLAR FUTURES 5 B 09/2020 03/2021
CME FX BR - BRAZILIAN REAL FUTURES Delta 3 A All dates 20%
RU - RU RUSSIAN RUBLE FUTURES 2 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 20%
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES 1 B All dates
CME FX AN - AD/NE CROSS RATE FUTURES Delta 1 A All dates 20%
NE - NEW ZEALAND FUTURES 2 A All dates
CME REAL ESTATE DEN - DENVER CSI HOUSING INDEX FUTURES Delta 1 A All dates 20%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE DEN - DENVER CSI HOUSING INDEX FUTURES Delta 1 A All dates 20%
LAX - LOS ANGELES CSI HOUSING INDEX FUT 1 B All dates
CME REAL ESTATE DEN - DENVER CSI HOUSING INDEX FUTURES Delta 1 A All dates 20%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE DEN - DENVER CSI HOUSING INDEX FUTURES Delta 1 A All dates 20%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B All dates 15%
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT 5 A All dates
NYM ETHANOL NY-CU - CHICAGO ETHANOL FUT Delta 1 B All dates 15%
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT 5 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B All dates 15%
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT 3 A All dates
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B All dates 15%
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT 3 A All dates
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT Delta 4 A All dates 15%
CBT S - SOYBEAN FUTURES 1 B All dates
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 4 A All dates 15%
CBT S - SOYBEAN FUTURES 1 B All dates
CME VARIANCE FUTURES VJQ - JPY QUARTERLY VARIANCE FUTURE Delta 1 A All dates 15%
VJS - JPY SEMI ANNUAL VARIANCE FUTURE 1 B All dates
CME VARIANCE FUTURES VJQ - JPY QUARTERLY VARIANCE FUTURE Delta 1 A All dates 15%
VJY - JPY ANNUAL VARIANCE FUTURE 1 B All dates
CME VARIANCE FUTURES VJS - JPY SEMI ANNUAL VARIANCE FUTURE Delta 1 A All dates 15%
VJY - JPY ANNUAL VARIANCE FUTURE 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 12 A All dates 85%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 17 A All dates
CD - CANADIAN DOLLAR FUTURES 21 A All dates
EC - EURO FUTURE 33 A All dates
JY - JAPANESE YEN FUTURES 24 A All dates
MP - MEXICAN PESO FUTURES 58 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 11 A All dates 85%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 17 A All dates
CD - CANADIAN DOLLAR FUTURES 20 A All dates
EC - EURO FUTURE 32 A All dates
JY - JAPANESE YEN FUTURES 23 A All dates
KRW - KOREAN WONU.S. DOLLAR FUTURE 4 A All dates
MP - MEXICAN PESO FUTURES 56 A All dates
SF - SWISS FRANC FUTURES 5 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 80%
BP - BRITISH POUND FUTURES 20 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
EC - EURO FUTURE 38 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
MP - MEXICAN PESO FUTURES 66 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 6 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 6 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 12 A All dates
CBT AGRICULTURE C - CORN FUTURES 27 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 2 B All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 7 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 9 B All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 4 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 23 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 8 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 14 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 999 A All dates
CBT AGRICULTURE C - CORN FUTURES 24 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 7 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 6 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 10 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 10 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 10 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 12 B All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE2 - SP GSCI-ER 2 MTH FOWARD INX SWP 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SE3 - GSCI-ER 3 MTH FOWARD INX SWPS 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES Delta 3 A All dates 75%
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE 5 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CME AGRICULTURE SES - SP GSCI SWAP FUTURES 100 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 75%
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CME AGRICULTURE RRE - S&P GSCI ENHANCED ER SWAP FUT 100 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 6 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
CBT AGRICULTURE DG2 - BLOOMBERG COMM INDX 2-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 6 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 2 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 3 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 1 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CBT AGRICULTURE DG3 - BLOOMBERG COMM INDX 3-MONTH FWD SWP 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 2 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 8 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 3 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 4 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 2 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 2 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 2 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 4 A All dates
CBT AGRICULTURE C - CORN FUTURES 9 A All dates
CBT AGRICULTURE DRS - BLOOMBERG ROLL SELECT COMMDTY INDEX 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 2 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 3 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 3 A All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 2 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
CBT AGRICULTURE DGS - BLOOMBERG COMMODITY INDEX SWAPS 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 3 B All dates 75%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 B All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 B All dates
CMX METALS CX-HG - COMEX COPPER FUTURES 1 B All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 B All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 A All dates
CBT AGRICULTURE C - CORN FUTURES 4 B All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 B All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 B All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 B All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 B All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 12 A All dates 70%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 30 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 47 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 6 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 6 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 3 A All dates
CMX METALS CX-SI - COMEX 5000 SILVER FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES 27 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 2 A All dates
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 5 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 9 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 8 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 7 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 13 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 5 A All dates 70%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 14 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 16 A All dates
NYM REFINED PRODUCTS NY-RB - RBOB GASOLINE FUTURES 3 A All dates
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT 3 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT AGRICULTURE C - CORN FUTURES 10 A All dates
CME AGRICULTURE FC - FEEDER CATTLE FUTURES 1 A All dates
CME AGRICULTURE GA - GSCI ER FUTURES 100 B All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 4 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 3 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 3 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 6 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 13 A All dates 70%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
BP - BRITISH POUND FUTURES 19 A All dates
CD - CANADIAN DOLLAR FUTURES 24 A All dates
EC - EURO FUTURE 37 A All dates
JY - JAPANESE YEN FUTURES 27 A All dates
SF - SWISS FRANC FUTURES 6 A All dates
NYM NATURAL GAS NY-NG - NATURAL GAS HENRY HUB FUTURE Delta 3 A All dates 70%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A All dates
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 2 A All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES 1 A All dates
CBT AGRICULTURE 06 - SOYBEAN MEAL FUTURES 1 A All dates
CBT AGRICULTURE 07 - SOYBEAN OIL FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES 100 B All dates
CBT AGRICULTURE C - CORN FUTURES 4 A All dates
CBT AGRICULTURE KCW - KC HRW WHEAT FUTURES 1 A All dates
CME AGRICULTURE LC - LIVE CATTLE FUTURES 1 A All dates
CME AGRICULTURE LN - LEAN HOG FUTURES 1 A All dates
CBT AGRICULTURE S - SOYBEAN FUTURES 1 A All dates
CBT AGRICULTURE W - WHEAT FUTURES 1 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 50%
EC - EURO FUTURE 51 A All dates
JY - JAPANESE YEN FUTURES 36 A All dates
MP - MEXICAN PESO FUTURES 89 A All dates
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 100 A All dates 35%
BP - BRITISH POUND FUTURES 35 A All dates
EC - EURO FUTURE 67 A All dates
SF - SWISS FRANC FUTURES 10 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 14 A All dates 30%
BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT 100 A All dates
CD - CANADIAN DOLLAR FUTURES 27 A All dates
CNH - USD/CNH FUTURES 8 A All dates
JY - JAPANESE YEN FUTURES 44 A All dates
KRW - KOREAN WONU.S. DOLLAR FUTURE 7 A All dates
CME AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Scan All dates 100%
CPO - USD MALAYSIAN CRUDE PALM CAL FUT All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 1 A All dates 82%
RSG - EMINI RUSSELL 1000 GROWTH FUT 1 B All dates
CME EQUITY INDEX IPO - E-MINI IPOX 100 U.S. INDEX FUTURES Delta 5 A All dates 82%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 5 A All dates 80%
CME SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 10 A All dates 80%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 2 B All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 6 A All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 B All dates 80%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 3 A All dates 80%
QN - NASDAQ COMPOSITE FUTURES 2 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 80%
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 80%
N1R - NASDAQ-100 TOTAL RETURN INDEX FUT 2 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 1 A All dates 80%
CME TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 B All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 2 A All dates 80%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 B All dates
CME EQUITY INDEX R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 3 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 2 A All dates 80%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 3 B All dates 80%
CME N1R - NASDAQ-100 TOTAL RETURN INDEX FUT 4 A All dates
CME EQUITY INDEX ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 1 A All dates 80%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 1 A All dates 80%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 1 A All dates 80%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 1 B All dates
CME EQUITY INDEX R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT Delta 1 A All dates 80%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 07/2020 10/2020
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE GI - S&P-GSCI COMMODITY INDEX FUTURE Delta 2 B All dates 80%
SES - SP GSCI SWAP FUTURES 3 A All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 07/2020 10/2020
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 05/2020 07/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 05/2020 07/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 07/2020 10/2020
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 05/2020 07/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 07/2020 10/2020
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 05/2020 07/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 05/2020 09/2020
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 05/2020 07/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 10/2020 05/2022
DY - CME DRY WHEY FUTURES 27 B 05/2020 07/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 05/2020 09/2020
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 07/2020 10/2020
DB - CASH BUTTER FUTURES 4 B 05/2020 09/2020
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 4 A 07/2020 10/2020
DY - CME DRY WHEY FUTURES 1 B 11/2020 05/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 96 B 11/2020 05/2022 80%
DA - CLASS III MILK FUTURES 100 A 07/2020 10/2020
DB - CASH BUTTER FUTURES 4 B 05/2020 09/2020
DY - CME DRY WHEY FUTURES 27 B 08/2020 10/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 96 B 07/2020 10/2020 80%
DA - CLASS III MILK FUTURES 100 A 11/2020 05/2022
DB - CASH BUTTER FUTURES 4 B 05/2020 09/2020
DY - CME DRY WHEY FUTURES 27 B 05/2020 07/2020