Asset Class Navigation

US Seasonal Strip Weather Cooling Degree Day (CDD) Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 07/2020 09/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 06/2020 09/2020 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 06/2020 09/2020 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 06/2020 09/2020
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 06/2020 09/2020
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 06/2020 09/2020
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 06/2020 09/2020
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 07/2020 09/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 07/2020 09/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 07/2020 09/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 07/2020 09/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 10/2020 04/2022 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 10/2020 04/2022
DY - CME DRY WHEY FUTURES 1 B 05/2020 06/2020
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 4 B 05/2020 05/2020 80%
DA - CLASS III MILK FUTURES 4 A 05/2020 05/2020
DY - CME DRY WHEY FUTURES 1 B 10/2020 04/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 80%
CBT LII - 12-YEAR ERIS SWAP FUTURES 1 B All dates
CME AGRICULTURE GA - GSCI ER FUTURES Delta 1 B All dates 80%
SES - SP GSCI SWAP FUTURES 1 A All dates
CME REAL ESTATE LAV - LAS VEGAS CSI HOUSING INDEX FUTURES Delta 1 A All dates 80%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2027 03/2028 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2026 03/2027 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2028 03/2029 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2025 03/2026 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2024 03/2025 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE LAX - LOS ANGELES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
MIA - MIAMI CSI HOUSING INDEX FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2023 03/2024 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 80%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2022 03/2023 80%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 A All dates 80%
EC - EURO FUTURE 4 A All dates
CME REAL ESTATE SDG - SAN DIEGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 80%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE MIA - MIAMI CSI HOUSING INDEX FUTURES Delta 1 A All dates 80%
WDC - WASH DC CSI HOUSING INDEX FUTURES 1 B All dates
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 80%
NYM - NEW YORK CSI HOUSING INDEX FUTURES 1 B All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 10 B All dates 80%
CME SES - SP GSCI SWAP FUTURES 1 A All dates
CME REAL ESTATE CHI - CHICAGO CSI HOUSING INDEX FUTURE Delta 1 A All dates 80%
CUS - COMP CITIES CSI HOUSING INDEX FUT 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2023 03/2024 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2022 03/2023 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2021 03/2022 80%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2020 08/2020 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 07/2020 07/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2020 08/2020 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2020 08/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2020 11/2020 80%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 08/2020 08/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 12/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 80%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2020 08/2020 80%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 06/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 80%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 80%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2024 09/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 12/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2024 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2024 09/2029
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 12/2021
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2023 12/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2022 12/2022
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 B All dates 80%
CME SR3 - THREE-MONTH SOFR FUTURES 3 A 03/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 80%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME EQUITY INDEX XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX Delta 3 A All dates 77%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RSV - EMINI RUSSELL 1000 VALUE Delta 2 A All dates 77%
CBT YM - E-MINI DOW ($5) FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 03/2021 77%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2021 12/2021
CME AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Delta 1 B 05/2020 05/2020 99%
CPO - USD MALAYSIAN CRUDE PALM CAL FUT 1 A 05/2020 05/2020
CME AGRICULTURE CPC - MALAYSIAN CRUDE PALM OIL CAL SWAP Delta 1 A 06/2020 04/2025 99%
CPO - USD MALAYSIAN CRUDE PALM CAL FUT 1 B 06/2020 04/2025
CME AGRICULTURE OPF - USD MALAYSIAN PALM OLEIN CAL FUT Delta 1 A All dates 99%
OPS - USD MALAYSIAN PALM OLEIN CAL SWAP 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 B All dates 98%
BY - BPJY FUTURE 1 A All dates
EC - EURO FUTURE 1 A All dates
RY - EURO FX/JY FUTURE 1 B All dates
CME FX BY - BPJY FUTURE Delta 1 A All dates 98%
RP - EURO FX/BP FUTURE 1 A All dates
RY - EURO FX/JY FUTURE 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 98%
AJ - AD/JY FUTURES 1 B All dates
EC - EURO FUTURE 2 B All dates
JY - JAPANESE YEN FUTURES 1 A All dates
RY - EURO FX/JY FUTURE 2 A All dates
CME FX AJ - AD/JY FUTURES Delta 1 B All dates 98%
CA - EC/AD CROSS RATE FUTURES 1 B All dates
RY - EURO FX/JY FUTURE 1 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 98%
AJ - AD/JY FUTURES 1 B All dates
EC - EURO FUTURE 1 B All dates
RY - EURO FX/JY FUTURE 1 A All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 1 A All dates 76%
RSV - EMINI RUSSELL 1000 VALUE 1 B All dates
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 10 B All dates 98%
NK - NIKKEI 225 DOLLAR FUTURES 9 A All dates
CME FX BY - BPJY FUTURE Delta 1 A All dates 98%
EC - EURO FUTURE 1 B All dates
JY - JAPANESE YEN FUTURES 1 A All dates
RP - EURO FX/BP FUTURE 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 B All dates 98%
BY - BPJY FUTURE 1 A All dates
JY - JAPANESE YEN FUTURES 1 A All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 98%
AJ - AD/JY FUTURES 1 B All dates
JY - JAPANESE YEN FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 98%
RF - EURO FX/SF FUTURES 1 B All dates
RY - EURO FX/JY FUTURE 1 A All dates
SF - SWISS FRANC FUTURES 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 A All dates 98%
JY - JAPANESE YEN FUTURES 1 B All dates
RP - EURO FX/BP FUTURE 1 A All dates
RY - EURO FX/JY FUTURE 1 B All dates
CME FX EC - EURO FUTURE Delta 1 B All dates 98%
JY - JAPANESE YEN FUTURES 1 A All dates
RY - EURO FX/JY FUTURE 1 A All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 1 B All dates 98%
SP - S&P 500 FUTURES 1 A All dates
SU - S&P/ CITIGROUP VALUE FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 09/2020 03/2021 76%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME EQUITY INDEX N1 - NIKKEI 225 YEN FUT Delta 5 A All dates 75%
SP - S&P 500 FUTURES 1 B All dates
CME FX CN - EC/NKR FUTURES Delta 2 A All dates 75%
XZAR - U.S. DOLLAR S.A. RAND FUTURES 3 B All dates
CME FX UN - NKR/USD FUTURES Delta 1 A All dates 75%
XZAR - U.S. DOLLAR S.A. RAND FUTURES 2 A All dates
CME FX BF - BPSF FUTURE Delta 1 A All dates 98%
BP - BRITISH POUND FUTURES 2 B All dates
SF - SWISS FRANC FUTURES 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 A All dates 98%
RF - EURO FX/SF FUTURES 1 B All dates
RP - EURO FX/BP FUTURE 1 A All dates
SF - SWISS FRANC FUTURES 1 B All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 2 B All dates 75%
SP - S&P 500 FUTURES 1 A All dates
CME FX BF - BPSF FUTURE Delta 1 A All dates 98%
RF - EURO FX/SF FUTURES 1 B All dates
RP - EURO FX/BP FUTURE 1 A All dates
CME FX EC - EURO FUTURE Delta 2 B All dates 98%
RF - EURO FX/SF FUTURES 2 A All dates
SF - SWISS FRANC FUTURES 3 A All dates
CME FX EC - EURO FUTURE Delta 1 B All dates 98%
RF - EURO FX/SF FUTURES 1 A All dates
SF - SWISS FRANC FUTURES 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 2 A All dates 98%
EC - EURO FUTURE 1 B All dates
RP - EURO FX/BP FUTURE 1 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 98%
EC - EURO FUTURE 2 B All dates
RP - EURO FX/BP FUTURE 2 A All dates
CME FX CC - EC/CD CROSS RATE FUTURE Delta 1 A All dates 98%
CD - CANADIAN DOLLAR FUTURES 1 A All dates
EC - EURO FUTURE 1 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 98%
AD - AUSTRALIAN DOLLAR FUTURES 2 B All dates
CD - CANADIAN DOLLAR FUTURES 2 A All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 10 A All dates 75%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 10 A All dates 75%
SP - S&P 500 FUTURES 1 B All dates
CME EQUITY INDEX SG - S&P/ CITIGROUP GROWTH INDEX FUTURES Delta 1 A All dates 75%
SU - S&P/ CITIGROUP VALUE FUTURES 1 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 75%
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES 2 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 A All dates 75%
SG - S&P/ CITIGROUP GROWTH INDEX FUTURES 1 B All dates
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 5 A All dates 75%
SU - S&P/ CITIGROUP VALUE FUTURES 2 B All dates
CME FX 1JY - E-MICRO USD/JPY FUT Delta 7 A All dates 95%
JY - JAPANESE YEN FUTURES 1 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 75%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A All dates
CME EQUITY INDEX ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 1 A All dates 75%
NQ - E-MINI NASDAQ 100 FUTURES 1 B All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 2 B All dates 75%
R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT 3 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 1 B All dates 75%
R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT 2 A All dates
CME EQUITY INDEX R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT Delta 3 A All dates 75%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 2 B All dates
CME EQUITY INDEX RSG - EMINI RUSSELL 1000 GROWTH FUT Delta 2 B All dates 75%
TRF - BTIC ON S&P 500 TOTAL RETURN INDEX 1 A All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 3 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX ESG - E-MINI S&P 500 ESG INDEX FUTURES Delta 1 A All dates 75%
NK - NIKKEI 225 DOLLAR FUTURES 1 B All dates
CME EQUITY INDEX R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT Delta 3 A All dates 75%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 3 B All dates 75%
CME R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT 4 A All dates
CME EQUITY INDEX N1R - NASDAQ-100 TOTAL RETURN INDEX FUT Delta 1 A All dates 75%
R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT 1 B All dates
CBT EQUITY INDEX DTR - DOW JONES TOT RTURN FUT Delta 2 A All dates 75%
CME RTY - EMINI RUSSELL 2000 INDEX FUTURES 3 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 95%
CA - EC/AD CROSS RATE FUTURES 1 A All dates
EC - EURO FUTURE 1 B All dates
CME EQUITY INDEX RS1 - EMINI RUSSELL 1000 INDEX FUTURES Delta 6 B All dates 75%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 5 A All dates
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 12 A All dates 95%
SF - SWISS FRANC FUTURES 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 06/2028 03/2029 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 06/2029 03/2030 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 4 A 06/2027 03/2028 75%
CBT LIO - 20-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2029 03/2030 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 75%
CBT LIL - 15-YEAR ERIS SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2029 03/2030 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2029 03/2030 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2028 03/2029 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2027 03/2028 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2026 03/2027 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2025 03/2026 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2021 03/2022 75%
CBT N1U - 10-YEAR USD MAC SWAP FUTURES 1 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2024 03/2025 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 B 06/2021 03/2022 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2023 03/2024 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2022 03/2023 75%
CBT LIY - 10-YEAR ERIS SWAP FUTURES 1 B 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2026 03/2027 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 06/2024 03/2025 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2025 03/2026 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 A 09/2020 03/2021 75%
CBT F1U - 5-YEAR USD MAC SWAP FUTURES 3 B All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 08/2020 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 08/2020 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2020 09/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2025 03/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2024 03/2025 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2024 03/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 08/2020 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2019 03/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME ED - EURODOLLAR FUTURES 2 A 06/2023 03/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2020 08/2020 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2023 03/2024 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 12/2020 04/2021 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 05/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 07/2020 08/2020 75%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 09/2020 05/2021
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2023 12/2023
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2024 09/2029
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 B All dates 75%
CME SR3 - THREE-MONTH SOFR FUTURES 2 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2024 03/2025 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2023 03/2024 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2023 03/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2023 03/2024 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 04/2023 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2020 05/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 08/2020 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2020 05/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 11/2020 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2020 05/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 04/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2020 05/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 04/2021 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2020 05/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2022 03/2023 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 11/2020 75%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B 10/2020 05/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2020 08/2020 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2019 09/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 07/2020 07/2020 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 11/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2020 03/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2020 03/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 07/2020 08/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 11/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 06/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 04/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 12/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 04/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 04/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 04/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 05/2021 04/2023 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 09/2020 03/2021 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2018 09/2018
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2020 05/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 12/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 09/2020 05/2021 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 06/2020 06/2020
CME INTEREST RATES SR1 - ONE-MONTH SOFR FUTURES Delta 3 A 08/2020 08/2020 75%
SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2022 03/2023 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 04/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2020 08/2020 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 04/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2022 12/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 04/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 12/2020 04/2021 75%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 03/2024 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 09/2020 03/2021 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2022 03/2023 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 06/2021 03/2022 75%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2020 08/2020 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2024 09/2029
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2024 03/2025 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2020 03/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 06/2021 03/2022 75%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2018 03/2019
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 06/2022 03/2023
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 06/2021 03/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 06/2021 03/2022 75%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 06/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2023 03/2024 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2021 03/2022 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2022 03/2023 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 12/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 06/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 12/2020
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 06/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 09/2020 12/2020
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES Delta 2 A All dates 75%
CME ED - EURODOLLAR FUTURES 3 B 09/2020 03/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 06/2021 03/2022 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 06/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 12/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 06/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2021 12/2021
CBT INTEREST RATES LIT - 2-YEAR ERIS SWAP FUTURE Delta 5 B 06/2020 09/2020 75%
CME SR3 - THREE-MONTH SOFR FUTURES 4 A 03/2022 12/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 09/2020 03/2021 75%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 08/2020 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 06/2020 08/2020 75%
SR3 - THREE-MONTH SOFR FUTURES 1 A 06/2020 06/2020
CME EQUITY INDEX ME - EMINI MIDCAP FUTURES Delta 1 B All dates 74%
RSG - EMINI RUSSELL 1000 GROWTH FUT 2 A All dates