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

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 | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 03/2021 | 06/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2021 | 07/2021 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 03/2021 | 06/2021 | ||||

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

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 96 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 100 | A | 07/2021 | 01/2023 | ||||

DB - CASH BUTTER FUTURES | 4 | B | 02/2021 | 02/2021 | ||||

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

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 03/2021 | 06/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

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

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 | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 03/2021 | 06/2021 | ||||

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

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 96 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 100 | A | 07/2021 | 01/2023 | ||||

DB - CASH BUTTER FUTURES | 4 | B | 02/2021 | 02/2021 | ||||

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

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 03/2021 | 06/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

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

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

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

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

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 | 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 | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

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

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

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

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

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

DY - CME DRY WHEY FUTURES | 1 | B | 08/2021 | 01/2023 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2021 | 07/2021 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

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

DY - CME DRY WHEY FUTURES | 1 | B | 03/2021 | 07/2021 | ||||

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 | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2021 | 07/2021 | ||||

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 | 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 | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2021 | 07/2021 | ||||

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

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

DY - CME DRY WHEY FUTURES | 1 | B | 03/2021 | 07/2021 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

DY - CME DRY WHEY FUTURES | 1 | B | 03/2021 | 07/2021 | ||||

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

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

CME | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

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

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

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 | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

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

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

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

CME | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 4 | B | 07/2021 | 01/2023 | 80% |

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

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

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 | 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 | AGRICULTURE | BLK - BLOCK CHEESE FUTURES | Delta | 4 | B | 02/2021 | 02/2021 | 80% |

DA - CLASS III MILK FUTURES | 4 | A | 07/2021 | 01/2023 | ||||

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

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 | |||||

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 | AGRICULTURE | CSC - CASH CHEESE FUTURES | Delta | 1 | B | 02/2021 | 02/2021 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2028 | 12/2028 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2027 | 12/2027 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2026 | 12/2026 | 80% |

CBT | LII - 12-YEAR ERIS SWAP FUTURES | 1 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | A | 03/2025 | 12/2025 | 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 | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2028 | 12/2028 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2029 | 12/2029 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2027 | 12/2027 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2026 | 12/2026 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CME | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 27 | A | All dates | 80% | |

EC - EURO FUTURE | 4 | A | All dates | |||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2025 | 12/2025 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2024 | 12/2024 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 3 | B | 03/2023 | 12/2023 | 80% |

CBT | LIY - 10-YEAR ERIS SWAP FUTURES | 1 | A | 09/2019 | 09/2021 | |||

CBT | AGRICULTURE | 70 - BLOOMBERG COMMODITY INDEX FUTURES | Delta | 10 | B | All dates | 80% | |

CME | SES - SP GSCI SWAP FUTURES | 1 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2026 | 12/2026 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2024 | 12/2024 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2025 | 12/2025 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2023 | 12/2023 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 5 | B | 12/2023 | 09/2024 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CBT | INTEREST RATES | F1S - 5-YEAR SOFR MAC SWAP FUTURES | Delta | 3 | A | All dates | 80% | |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2024 | 12/2024 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | A | 03/2022 | 12/2022 | 80% |

CBT | F1U - 5-YEAR USD MAC SWAP FUTURES | 3 | B | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 80% |

CBT | YIW - 5-YEAR ERIS SOFR SWAP FUTURES | 3 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 12/2021 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 12/2021 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2023 | 12/2023 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 12/2021 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2020 | 12/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2023 | 12/2023 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 12/2023 | 09/2024 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 8 | B | 12/2022 | 09/2023 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 12/2021 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 03/2020 | 06/2020 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2022 | 12/2022 | 80% |

CBT | YID - 4-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2023 | 12/2023 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2023 | 12/2023 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 03/2023 | 12/2023 | 80% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 06/2021 | 12/2021 | 80% |

CBT | LIW - 5-YEAR ERIS SWAP FUTURES | 3 | A | 09/2019 | 12/2019 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2022 | 12/2022 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 09/2021 | 09/2021 | |||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 6 | B | 12/2022 | 09/2023 | 80% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 5 | B | 03/2022 | 12/2022 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 8 | B | 03/2022 | 12/2022 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2022 | 12/2022 | 80% |

CBT | LIC - 3-YEAR ERIS SWAP FUTURES | 9 | A | 03/2021 | 06/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 6 | B | 03/2022 | 12/2022 | 80% |

CBT | YIC - 3-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2022 | 02/2026 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2021 | 03/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 06/2021 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 07/2021 | 03/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 07/2021 | 09/2021 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 06/2021 | 06/2021 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2022 | 02/2026 | 80% |

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

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 10 | B | 03/2022 | 12/2022 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 10/2021 | 02/2022 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2022 | 02/2026 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 07/2021 | 09/2021 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 12/2021 | 09/2022 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 12/2021 | 09/2022 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 06/2021 | 80% |

CME | SR3 - THREE-MONTH SOFR FUTURES | 5 | B | 03/2021 | 03/2021 | |||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 4 | B | 03/2022 | 12/2022 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2021 | 09/2021 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 3 | B | 06/2021 | 09/2021 | 80% |

CBT | T1S - 2-YEAR SOFR MAC SWAP FUTURES | 4 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 12/2021 | 09/2022 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 12/2021 | 09/2022 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2021 | 09/2021 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 4 | B | 06/2021 | 09/2021 | 80% |

CBT | YIT - 2-YEAR ERIS SOFR SWAP FUTURES | 5 | A | All dates | ||||

CME | INTEREST RATES | ED - EURODOLLAR FUTURES | Delta | 2 | B | 06/2021 | 12/2021 | 80% |

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

CME | INTEREST RATES | SR3 - THREE-MONTH SOFR FUTURES | Delta | 2 | B | 03/2021 | 03/2021 | 80% |

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

CME | EQUITY INDEX | ASR - ADJUSTED INT RATE S&P500 TOTAL RET | Delta | 1 | A | All dates | 95% | |

TRF - BTIC ON S&P 500 TOTAL RETURN INDEX | 1 | 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 | 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 | FX | 1SF - E-MICRO USD/CHF FUTURES | Delta | 12 | A | All dates | 95% | |

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