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

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

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 | 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 | 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 | B | 04/2021 | 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 | 04/2021 | 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 | 03/2024 | 12/2024 | 80% |

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

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 | 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 | ||||

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 | 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 | 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 | 04/2021 | 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 | 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 | 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 | 5 | B | 04/2021 | 12/2021 | 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 | 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 | 09/2019 | 12/2019 | |||

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 | 5 | B | 04/2021 | 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 | 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 | 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 | 6 | B | 03/2022 | 12/2022 | 80% |

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

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 | 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 | 5 | B | 03/2022 | 12/2022 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 01/2022 | 12/2025 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 03/2021 | 04/2021 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 05/2021 | 01/2022 | |||

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 1 | B | 05/2021 | 07/2021 | 80% |

CME | SR1 - ONE-MONTH SOFR FUTURES | 1 | A | 04/2021 | 04/2021 | |||

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 | 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 | 01/2022 | 12/2025 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 05/2021 | 07/2021 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 03/2021 | 04/2021 | 80% |

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

CME | INTEREST RATES | SR1 - ONE-MONTH SOFR FUTURES | Delta | 3 | A | 04/2021 | 04/2021 | 80% |

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

CBT | INTEREST RATES | 41 - 30 DAY FED FUND FUTURES | Delta | 3 | A | 01/2022 | 12/2025 | 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 | 08/2021 | 12/2021 | 80% |

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

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 | 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 | ||||

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 | 04/2021 | 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 | 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 |