ATLANTA CDD JUL SEASONAL STRIP - MARGINS

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

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