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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
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 09/2020 09/2021 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2029 09/2030
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 09/2020 09/2021 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2025 09/2026
CME FX BF - BPSF FUTURE Delta 1 A All dates 30%
SF - SWISS FRANC FUTURES 2 A All dates
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 09/2020 09/2021 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2024 09/2025
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 09/2020 09/2021 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 7 A 12/2023 09/2024
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 09/2020 09/2021 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2022 09/2023
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 09/2020 09/2021 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 11 A 12/2021 09/2022
CBT EQUITY INDEX YM - E-MINI DOW ($5) FUTURES Delta 1 A 09/2020 09/2021 30%
CME INTEREST RATES ED - EURODOLLAR FUTURES 14 A 01/2021 09/2021
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 1 A All dates 30%
SE - SKR/USD CROSS RATE FUTURES 2 B All dates
CME FX CZ - CZECH KORUNA FUTURES Delta 2 A All dates 30%
EC - EURO FUTURE 1 B All dates
CME FX PZ - POLISH ZLOTY FUTURES Delta 3 A All dates 30%
SE - SKR/USD CROSS RATE FUTURES 5 B All dates
CME FX CA - EC/AD CROSS RATE FUTURES Delta 1 A All dates 30%
CC - EC/CD CROSS RATE FUTURE 1 B All dates
CME FX BF - BPSF FUTURE Delta 1 A All dates 30%
RF - EURO FX/SF FUTURES 1 B All dates
CME FX JY - JAPANESE YEN FUTURES Delta 1 A All dates 30%
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES 1 B All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 4 B All dates 30%
SF - SWISS FRANC FUTURES 3 A All dates
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 30%
SE - SKR/USD CROSS RATE FUTURES 1 B All dates
CME FX AC - AD/CD FUTURES Delta 1 A All dates 30%
CC - EC/CD CROSS RATE FUTURE 1 B All dates
CME FX BP - BRITISH POUND FUTURES Delta 3 A All dates 30%
FR - HUNGARIAN FORINT (USD) FUTURES 5 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
CA - EC/AD CROSS RATE FUTURES 1 A All dates
CBT AGRICULTURE 70 - BLOOMBERG COMMODITY INDEX FUTURES Delta 5 A All dates 30%
CME GI - S&P-GSCI COMMODITY INDEX FUTURE 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
FR - HUNGARIAN FORINT (USD) FUTURES 2 B All dates
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT Delta 1 A All dates 30%
CME FX CD - CANADIAN DOLLAR FUTURES 1 B All dates
CME FX FR - HUNGARIAN FORINT (USD) FUTURES Delta 5 A All dates 30%
NE - NEW ZEALAND FUTURES 2 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
PZ - POLISH ZLOTY FUTURES 2 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 02/2021 08/2022 30%
CSC - CASH CHEESE FUTURES 1 B 10/2020 01/2021
CME FX CD - CANADIAN DOLLAR FUTURES Delta 5 A All dates 30%
SF - SWISS FRANC FUTURES 6 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 1 A All dates 30%
RU - RU RUSSIAN RUBLE FUTURES 2 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 10/2020 01/2021 30%
DA - CLASS III MILK FUTURES 1 B 10/2020 01/2021
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
PZ - POLISH ZLOTY FUTURES 2 B All dates
CBT INTEREST RATES 17 - 30 YR U.S. TREASURY BOND FUTURES Delta 1 A All dates 30%
CME ED - EURODOLLAR FUTURES 8 B 10/2020 12/2020
CME FX AC - AD/CD FUTURES Delta 1 A All dates 30%
CD - CANADIAN DOLLAR FUTURES 2 A All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 10/2020 01/2021 30%
CSC - CASH CHEESE FUTURES 1 B 02/2021 08/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 10/2020 01/2021 30%
DA - CLASS III MILK FUTURES 1 B 02/2021 08/2022
CME FX RMB - U.S. DOLLARRENMINBI FUTURES Delta 2 A All dates 30%
SIR - INR/USD FUTURE 3 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
AN - AD/NE CROSS RATE FUTURES 1 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 02/2021 08/2022 30%
DA - CLASS III MILK FUTURES 1 B 10/2020 01/2021
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 10/2020 01/2021 30%
DA - CLASS III MILK FUTURES 1 B 09/2020 09/2020
CME REAL ESTATE BOS - BOSTON CSI HOUSING INDEX FUTURES Delta 1 A All dates 30%
LAV - LAS VEGAS CSI HOUSING INDEX FUTURES 1 B All dates
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 5 A All dates 30%
RMB - U.S. DOLLARRENMINBI FUTURES 3 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 02/2021 08/2022 30%
DA - CLASS III MILK FUTURES 1 A 10/2020 01/2021
CME FX JY - JAPANESE YEN FUTURES Delta 2 A All dates 30%
CBT INTEREST RATES 26 - 2 YEAR TREASURY NOTE FUTURES 1 B All dates
CME REAL ESTATE LAV - LAS VEGAS CSI HOUSING INDEX FUTURES Delta 1 A All dates 30%
SFR - SAN FRANCISCO CSI HOUSING INDEX FUT 1 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 02/2021 08/2022 30%
CSC - CASH CHEESE FUTURES 1 B 02/2021 08/2022
CME REAL ESTATE CUS - COMP CITIES CSI HOUSING INDEX FUT Delta 1 A All dates 30%
DEN - DENVER CSI HOUSING INDEX FUTURES 1 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 09/2020 09/2020 30%
DA - CLASS III MILK FUTURES 1 A 10/2020 01/2021
CME REAL ESTATE DEN - DENVER CSI HOUSING INDEX FUTURES Delta 1 A All dates 30%
SDG - SAN DIEGO CSI HOUSING INDEX FUTURE 1 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 02/2021 08/2022 30%
CSC - CASH CHEESE FUTURES 1 B 09/2020 09/2020
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
RA - AFRICAN RAND FUTURES 3 B All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 02/2021 08/2022 30%
DA - CLASS III MILK FUTURES 1 B 02/2021 08/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 09/2020 09/2020 30%
DA - CLASS III MILK FUTURES 1 B 10/2020 01/2021
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 02/2021 08/2022 30%
DA - CLASS III MILK FUTURES 1 A 02/2021 08/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 02/2021 08/2022 30%
DA - CLASS III MILK FUTURES 1 B 09/2020 09/2020
CME FX AD - AUSTRALIAN DOLLAR FUTURES Delta 2 A All dates 30%
BR - BRAZILIAN REAL FUTURES 5 B All dates
CME FX CD - CANADIAN DOLLAR FUTURES Delta 1 A All dates 30%
MP - MEXICAN PESO FUTURES 3 B All dates
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 09/2020 09/2020 30%
DA - CLASS III MILK FUTURES 1 A 02/2021 08/2022
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 09/2020 09/2020 30%
CSC - CASH CHEESE FUTURES 1 B 02/2021 08/2022
CME AGRICULTURE CSC - CASH CHEESE FUTURES Delta 1 B 02/2021 08/2022 30%
DA - CLASS III MILK FUTURES 1 A 09/2020 09/2020
CME FX 1SF - E-MICRO USD/CHF FUTURES Delta 27 B All dates 30%
RF - EURO FX/SF FUTURES 2 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 2 B 10/2020 12/2020 30%
CBT TN - ULTRA 10-YEAR U S TREASURY NOTE FUT 5 A All dates
CME AGRICULTURE BLK - BLOCK CHEESE FUTURES Delta 1 A 09/2020 09/2020 30%
DA - CLASS III MILK FUTURES 1 B 02/2021 08/2022
CME FX BDI - CME BLOOMBERG DOLLAR SPOT INDEX FUT Delta 2 A All dates 30%
EC - EURO FUTURE 3 A All dates
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 11/2020 11/2020
CBT INTEREST RATES LIY - 10-YEAR ERIS SWAP FUTURES Delta 1 B 09/2019 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 2 A 10/2020 10/2020
CBT INTEREST RATES 66 - 10Y INTEREST RATE SWAP FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 3 B All dates
CBT INTEREST RATES 21 - 10Y TREASURY NOTE FUTURES Delta 2 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 5 B All dates
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 01/2021 09/2021
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2020 11/2020
CBT INTEREST RATES LIB - 7-YEAR ERIS SWAP FUTURES Delta 2 B 03/2019 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2020 10/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 11/2020 11/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 11/2020 11/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 12/2020 03/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 10/2020 10/2020
CBT INTEREST RATES LIW - 5-YEAR ERIS SWAP FUTURES Delta 5 B 06/2021 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 4 A 10/2020 10/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 11/2020 11/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 12/2020 12/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 B 06/2020 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 A 10/2020 10/2020
CBT INTEREST RATES 25 - 5 YR TREASURY NOTE FUTURES Delta 1 A All dates 30%
CME EM - ONE MONTH EURODOLLAR FUTURES 2 B All dates
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 11/2020 11/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 12/2020 12/2020
CBT INTEREST RATES LIC - 3-YEAR ERIS SWAP FUTURES Delta 4 B 06/2021 06/2021 30%
CME SR1 - ONE-MONTH SOFR FUTURES 3 A 10/2020 10/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2025 09/2026 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2020 01/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2024 09/2025 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2020 01/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2021 08/2025 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 03/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2023 09/2024 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2020 01/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2019 09/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
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
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 03/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2021 08/2025 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 12/2022 09/2023 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 09/2020 01/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2021 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2024 06/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2029 09/2030 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2028 09/2029 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2027 09/2028 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2026 09/2027 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 A 01/2021 09/2021 30%
EM - ONE MONTH EURODOLLAR FUTURES 1 B 02/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 30%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2021 08/2025 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 03/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2021 08/2025 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 03/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2021 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2024 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 01/2021 03/2021 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 09/2021 08/2025 30%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2024 09/2025 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2024 09/2025 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2023 09/2024 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2021 09/2022 30%
SR1 - ONE-MONTH SOFR FUTURES 3 A 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2024 03/2030
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2023 06/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2022 06/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 30%
CME ED - EURODOLLAR FUTURES 5 B 10/2020 12/2020
CBT INTEREST RATES LID - 4-YEAR ERIS SWAP FUTURES Delta 1 A 06/2017 09/2017 30%
CME SR1 - ONE-MONTH SOFR FUTURES 1 B 01/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 12/2021 09/2022 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2022 09/2023 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 01/2021 09/2021 30%
SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2021 12/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 30%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2021 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 10/2020 12/2020 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2021 09/2022 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 1 B 10/2020 12/2020 30%
SR3 - THREE-MONTH SOFR FUTURES 1 A 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2021 09/2022 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 01/2021 09/2021 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 10/2020 12/2020 30%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 10/2020 12/2020 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 01/2021 09/2021 30%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2022 09/2023 30%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME WEATHER H5 - H5 DALLAS HDD FUTURES Delta 1 A All dates 30%
H5V - DALLAS HEATING SEASONAL STRIP FUTUR 1 B All dates
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 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 A All dates 25%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 10 A All dates
CME EQUITY INDEX TRF - BTIC ON S&P 500 TOTAL RETURN INDEX Delta 1 A All dates 25%
CBT INTEREST RATES UBE - LONG TERM U.S. TREASURY BOND FUTURE 2 A All dates
CME EQUITY INDEX NQ - E-MINI NASDAQ 100 FUTURES Delta 5 B All dates 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 NQ - E-MINI NASDAQ 100 FUTURES Delta 1 A 09/2020 12/2021 25%
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES 8 A 09/2021 08/2025
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 25%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 2 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 14 B 12/2021 09/2022 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A All dates
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 14 B 01/2021 09/2021 25%
CBT UBE - LONG TERM U.S. TREASURY BOND FUTURE 1 A 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 FX RU - RU RUSSIAN RUBLE FUTURES Delta 1 B All dates 25%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A All dates
CME EQUITY INDEX XAE - EMINI SP 500 ENERGY SECTOR INDEX Delta 1 A All dates 25%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 3 B All dates
CME FX RU - RU RUSSIAN RUBLE FUTURES Delta 1 B All dates 25%
NYM CRUDE OIL NY-BZ - BRENT LAST DAY CONTRACT 1 A 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 10/2020 11/2021 25%
NF - NONFAT DRY MILK FUTURES 1 B 10/2020 11/2021
CME FX RA - AFRICAN RAND FUTURES Delta 2 B All dates 25%
SIR - INR/USD FUTURE 1 A All dates
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 09/2020 09/2020 25%
NF - NONFAT DRY MILK FUTURES 1 B 10/2020 11/2021
CME AGRICULTURE DK - CLASS IV MILK FUTURE Delta 1 A 09/2020 09/2020 25%
NF - NONFAT DRY MILK FUTURES 1 B 09/2020 09/2020
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 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 12/2024 06/2025
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2028 09/2029
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2027 09/2028
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2026 09/2027
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2025 09/2026
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2029 09/2030 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2028 09/2029 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2026 09/2027 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2027 09/2028 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 12/2017 03/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2024 09/2025
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2029 09/2030 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2028 09/2029 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2026 09/2027 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2027 09/2028 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2026 09/2027 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 3 A 12/2025 09/2026 25%
CBT LIT - 2-YEAR ERIS SWAP FUTURE 4 B 12/2019 03/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 12/2018 03/2019
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2029 09/2030 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2028 09/2029 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2027 09/2028 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2025 09/2026 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 12/2016 03/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2025 09/2026 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 A 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 09/2022 03/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 06/2023 12/2023
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2023 09/2024
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 1 B 04/2021 08/2021 25%
CME SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2022 06/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2026 09/2027 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2027 09/2028 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2028 09/2029 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2029 09/2030 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2024 09/2025 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2022 09/2023
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2025 09/2026 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 11/2020 12/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 09/2020
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 12/2021 09/2022
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2023 09/2024 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2024 09/2025 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME ED - EURODOLLAR FUTURES 5 B 01/2021 09/2021
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 12/2022 09/2023 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2023 09/2024 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 12/2023 09/2024 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B All dates 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CME INTEREST RATES MPC - MPC SONIA FUTURES Delta 1 B All dates 25%
SON - QUARTERLY IMM SONIA FUTURES 1 A 03/2021 06/2021
CBT INTEREST RATES 41 - 30 DAY FED FUND FUTURES Delta 3 A 09/2020 10/2020 25%
CME SR3 - THREE-MONTH SOFR FUTURES 5 B 09/2020 09/2020
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2020 12/2020 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 12/2020 12/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2022 09/2023 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 8 B 10/2020 12/2020 25%
CBT LID - 4-YEAR ERIS SWAP FUTURES 5 A 06/2017 09/2017
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 12/2021 09/2022 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 03/2021 06/2021 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 09/2020
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 10 B 01/2021 09/2021 25%
CBT LIC - 3-YEAR ERIS SWAP FUTURES 9 A 06/2018 09/2018
CME INTEREST RATES ED - EURODOLLAR FUTURES Delta 5 B 01/2021 09/2021 25%
CBT LIW - 5-YEAR ERIS SWAP FUTURES 3 A 06/2016 09/2016
CME INTEREST RATES SON - QUARTERLY IMM SONIA FUTURES Delta 1 A 06/2020 12/2020 25%
SR3 - THREE-MONTH SOFR FUTURES 1 B 09/2020 09/2020
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 VAS - AUD SEMI VARIANCE FUTURE Delta 1 A All dates 25%
VAY - AUD ANNUAL 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 VAQ - ASSI DOLLAR U.S. DOLLAR QRT VAR Delta 1 A All dates 25%
VAS - AUD SEMI 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 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 11/2020 11/2020
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 12/2020 12/2020
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
NYM REFINED PRODUCTS NY-HO - NY HARBOR ULSD FUT Delta 3 B All dates 20%
CME FX UN - NKR/USD FUTURES 1 A All dates
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 01/2021 01/2021
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
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 02/2021 02/2021
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 03/2021 03/2021
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2021 06/2021
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 07/2021 09/2021
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2021 03/2022
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 04/2022 09/2022
CME FX UN - NKR/USD FUTURES Delta 3 B 03/2021 03/2022 20%
NYM CRUDE OIL NY-CL - CRUDE OIL FUTURE NYMEX 1 A 10/2022 02/2031
CME FX CZ - CZECH KORUNA FUTURES Delta 2 A All dates 20%
SF - SWISS FRANC FUTURES 1 B All dates
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 09/2020 06/2026 20%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2027 09/2028
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 09/2020 06/2026 20%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2028 09/2029
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 09/2020 06/2026 20%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2026 09/2027
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 09/2020 06/2026 20%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2025 09/2026
CMX METALS CX-GC - COMEX 100 GOLD FUTURES Delta 1 B 09/2020 06/2026 20%
CME INTEREST RATES ED - EURODOLLAR FUTURES 8 A 12/2024 09/2025
CME FX BP - BRITISH POUND FUTURES Delta 2 A All dates 20%
CZ - CZECH KORUNA FUTURES 5 B 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 6 A All dates 20%
CME FX JY - JAPANESE YEN FUTURES 1 B All dates
CME FX BR - BRAZILIAN REAL FUTURES Delta 3 A All dates 20%
RU - RU RUSSIAN RUBLE FUTURES 2 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 01/2021 09/2021
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 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 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%
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
CBT ETHANOL EH - ETHANOL FUTURES Delta 1 B All dates 15%
CME AGRICULTURE CPO - USD MALAYSIAN CRUDE PALM CAL FUT 3 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 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

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