Derivative Instruments
as of 6/30/2020

Investment Table

 

# | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

 

Security Description Maturity Date Par Value
in thousands
(000s)
Market Value
$US in thousands
(000s)
0WP296510 IRS BRL P V 00MBRCDI 1/4/2027 (15,600) (2,841)
0WP296510 IRS BRL R F 7.02400 1/4/2027 15,600 2,962
0WP296593 IRS BRL P V 00MBRCDI 1/4/2027 (12,800) (2,331)
0WP296593 IRS BRL R F 7.04400 1/4/2027 12,800 2,433
0WP296635 IRS BRL P V 00MBRCDI 1/4/2027 (18,500) (3,369)
0WP296635 IRS BRL R F 7.02400 1/4/2027 18,500 3,513
0WP296759 IRS BRL P V 00MBRCDI 1/4/2027 (19,695) (3,587)
0WP296759 IRS BRL R F 7.02400 1/4/2027 19,695 3,740
3175JC027 OTC ECAL SWOP QSCOCA 12/31/2020 (6) -
3175JC035 OTC ECAL SWOP QSCOCA 12/31/2020 (6) -
3175JC084 OTC ECAL SWOP FUELCO 12/31/2020 (12) (73)
3175JC613 OTC ECAL SWOP QSCOCA 12/31/2020 (6) -
3175SD884 OTC ECAL SWOP QSCOCA 12/31/2020 (8) -
3175SD926 OTC ECAL SWOP FUELCO 12/31/2020 (6) (45)
3175SD942 OTC ECAL SWOP FUELCO 12/31/2020 (6) (44)
3175SE049 OTC NCAL SWOP FUELCO 12/31/2020 (2) (13)
5839U20DS TRS PLN P E 9/16/2020 (79) (3,060)
5839U20DS TRS PLN R V 01MWIBOR 9/16/2020 12,754 3,224
5843U20DS TRS ZAR P E 9/16/2020 (610) (32,693)
5843U20DS TRS ZAR R V 01MJIBAR 9/16/2020 564,175 32,470
5851U20DS TRS BRL P E 9/16/2020 (1) (234)
5851U20DS TRS BRL R V 01MBZDIO 9/16/2020 1,275 232
5855U20D TRS MXN P V 01MTIEE 9/17/2020 (83,839) (3,628)
5855U20D TRS MXN R E 9/17/2020 101 3,599
5871U20D TRS HKD P V 01MHIBOR 9/16/2020 (335,322) (43,265)
5871U20D TRS HKD R E 9/16/2020 553 44,353
5887U20DS TRS SGD P E 9/16/2020 (5) (19,195)
5887U20DS TRS SGD R V 01MSIBOR 9/16/2020 28,344 20,317
5889H20D TRS USD P V 01MLIBOR 3/18/2020 - -
5891U20D TRS USD P V 01MLIBOR 9/16/2020 (7,153) (7,153)
5891U20D TRS USD R E 9/16/2020 10 6,942
5895U20D TRS USD P V 01MLIBOR 9/16/2020 (1,342) (1,342)
5895U20D TRS USD R E 9/16/2020 4 1,381
5899U20DS TRS USD P E 9/16/2020 (9) (10,133)
5899U20DS TRS USD R V 01MLIBOR 9/16/2020 10,808 10,808
7AF1C G1 NYM ECAL CRUDE OIL CS 12/18/2020 (2) -
7AF1P G1 NYM EPUT CRUDE OIL CS 12/18/2020 2 -
7AG1C H1 NYM ECAL CRUDE OIL CS 1/19/2021 (2) -
7AG1P H1 NYM EPUT CRUDE OIL CS 1/19/2021 2 -
7AH1C J1 NYM ECAL CRUDE OIL CS 2/19/2021 (2) -
7AH1P J1 NYM EPUT CRUDE OIL CS 2/19/2021 2 -
7AJ1C K1 NYM ECAL CRUDE OIL CS 3/19/2021 (2) -
7AJ1P K1 NYM EPUT CRUDE OIL CS 3/19/2021 2 -
7AK1C M1 NYM ECAL CRUDE OIL CS 4/19/2021 (2) -
7AK1P M1 NYM EPUT CRUDE OIL CS 4/19/2021 2 -
7AM1C N1 NYM ECAL CRUDE OIL CS 5/19/2021 (2) -
7AM1P N1 NYM EPUT CRUDE OIL CS 5/19/2021 2 -
7AN1C Q1 NYM ECAL CRUDE OIL CS 6/21/2021 (2) -
7AN1P Q1 NYM EPUT CRUDE OIL CS 6/21/2021 2 1
7AQ1C U1 NYM ECAL CRUDE OIL CS 7/19/2021 (2) -
7AQ1P U1 NYM EPUT CRUDE OIL CS 7/19/2021 2 1
7AU1C V1 NYM ECAL CRUDE OIL CS 8/19/2021 (2) -
7AU1P V1 NYM EPUT CRUDE OIL CS 8/19/2021 2 1
7AV1C X1 NYM ECAL CRUDE OIL CS 9/20/2021 (2) -
7AV1P X1 NYM EPUT CRUDE OIL CS 9/20/2021 2 1
7AX1C Z1 NYM ECAL CRUDE OIL CS 10/19/2021 (2) -
7AX1P Z1 NYM EPUT CRUDE OIL CS 10/19/2021 2 1
7AZ1C F2 NYM ECAL CRUDE OIL CS 11/18/2021 (2) (1)
7AZ1P F2 NYM EPUT CRUDE OIL FU 11/18/2021 2 1
90DAY EUR FUTR DEC20 12/14/2020 156,000 -
90DAY EUR FUTR DEC21 12/13/2021 (257,000) -
90DAY EUR FUTR JUN21 6/14/2021 (60,500) -
90DAY EUR FUTR MAR21 3/15/2021 (290,500) -
9WP028385 SWAPTION PAYER 1.55 7/30/2020 (7,150) -
9WP028401 SWAPTION PAYER 1.88 7/30/2020 1,300 -
9WP028427 SWAPTION PAYER 1.55 7/30/2020 (21,460) -
9WP028443 SWAPTION PAYER 1.88 7/30/2020 3,900 -
9WP028724 SWAPTION PAYER 8/3/2020 (20,780) -
9WP028740 SWAPTION PAYER 7/30/2020 4,160 -
9WP028781 SWAPTION PAYER 1.6 8/19/2020 (29,210) -
9WP028807 SWAPTION PAY 8/19/2020 5,840 3
A5Q20H TRS TRY P F .00000 8/31/2020 (78,453) (11,445)
A5Q20H TRS TRY R E 8/31/2020 584 11,455
AUDCALL/USDPUT 7/7/2020 45,160 44
B013926 IRS USD P F .93900 4/17/2050 (2,000) (2,010)
B013926 IRS USD R V 03MLIBOR 4/17/2050 2,000 2,000
BCS4URPF2 TRS USD P F .09000 8/21/2020 (90,631) (90,631)
BCS4URPF2 TRS USD R E 8/21/2020 539 90,631
BCS4VFSN7 TRS USD P F .09000 9/4/2020 (89,018) (89,018)
BCS4VFSN7 TRS USD R E 9/4/2020 530 89,018
BCS55KUX7 TRS USD P F .08000 3/9/2021 (160,074) (160,074)
BCS55KUX7 TRS USD R E 3/9/2021 953 160,074
BCS58VX33 TRS USD P F .10000 5/11/2021 (82,933) (82,933)
BCS58VX33 TRS USD R E 5/11/2021 494 82,933
BCS59AUE7 TRS USD P F .12000 5/21/2021 (51,921) (51,921)
BCS59AUE7 TRS USD R E 5/21/2021 309 51,921
BCS59U7H2 TRS USD P F .12000 6/3/2021 (50,000) (50,000)
BCS59U7H2 TRS USD R E 6/3/2021 304 51,069
BRENT CRUDE FUTR DEC20 10/30/2020 85 -
BRENT CRUDE FUTR DEC21 10/29/2021 1,017 -
BRENT CRUDE FUTR DEC22 10/31/2022 (65) -
BRENT CRUDE FUTR DEC23 10/31/2023 (239) -
BRENT CRUDE FUTR JUN21 4/30/2021 (458) -
BRENT CRUDE FUTR JUN22 4/29/2022 (404) -
BRENT CRUDE FUTR JUN23 4/28/2023 (104) -
BRENT CRUDE FUTR MAR21 1/29/2021 (8) -
BRENT CRUDE FUTR MAR22 1/31/2022 116 -
BRENT CRUDE FUTR NOV20 9/30/2020 (70) -
BRENT CRUDE FUTR OCT20 8/28/2020 178 -
BRENT CRUDE FUTR SEP20 7/31/2020 (32) -
BRENT CRUDE FUTR SEP21 7/30/2021 (111) -
BRENT CRUDE FUTR OPTN 7/28/2020 (4,500) -
BRENT CRUDE FUTR OPTN 8/25/2020 (3,600) -
BRENT CRUDE FUTR OPTN 8/25/2020 (7,200) -
BRENT CRUDE FUTR OPTN 8/25/2020 (2,400) -
BRENT CRUDE FUTR OPTN 8/25/2020 (2,300) -
BRENT CRUDE FUTR OPTN 7/28/2020 (3,300) -
BRENT CRUDE FUTR OPTN 7/28/2020 (2,400) -
BRENT CRUDE FUTR OPTN 7/28/2020 (900) -
BRENT CRUDE FUTR OPTN 7/28/2020 (2,400) -
BRENT CRUDE FUTR OPTN 7/28/2020 (900) -
BRENT CRUDE FUTR OPTN 7/28/2020 (7,200) -
BRENT-DUBAI ICE AUG20 8/28/2020 2 -
BRENT-DUBAI ICE DEC20 12/31/2020 2 -
BRENT-DUBAI ICE JUL20 7/30/2020 2 -
BRENT-DUBAI ICE NOV20 11/30/2020 2 -
BRENT-DUBAI ICE OCT20 10/30/2020 2 -
BRENT-DUBAI ICE SEP20 9/30/2020 2 -
BRT/DUBAI 1ST LN AUG20 8/31/2020 1 -
BRT/DUBAI 1ST LN DEC20 12/31/2020 1 -
BRT/DUBAI 1ST LN JUL20 7/31/2020 1 -
BRT/DUBAI 1ST LN NOV20 11/30/2020 1 -
BRT/DUBAI 1ST LN OCT20 10/30/2020 1 -
BRT/DUBAI 1ST LN SEP20 9/30/2020 1 -
BRTJZKQT4 CDS EUR P V 03MEVENT 6/20/2023 (43) (48)
BRTJZKQT4 CDS EUR R F 1.00000 6/20/2023 43 41
BRTLQ5ZT2 CDS USD P V 03MEVENT 12/20/2023 (94) (94)
BRTLQ5ZT2 CDS USD R F 1.00000 12/20/2023 94 88
BRTY1MDH4 CDS EUR P V 03MEVENT 12/20/2024 (50) (56)
BRTY1MDH4 CDS EUR R F 5.00000 12/20/2024 50 46
BRW10FJZ2 CDS EUR P F 5.00000 12/20/2024 (60) (67)
BRW10FJZ2 CDS EUR R V 03MEVENT 12/20/2024 60 63
BRW3YA1D0 CDS USD P F 1.00000 6/20/2025 (88) (88)
BRW3YA1D0 CDS USD R V 03MEVENT 6/20/2025 88 103
BWS02616S IRS EUR P V 06MEURIB 8/23/2047 (1,505) -
BWS02616S IRS EUR R F 1.49800 8/23/2047 1,505 -
BWS032003 IRS USD P F 1.85000 11/15/2044 (42,252) (51,299)
BWS032003 IRS USD R V 03MLIBOR 11/15/2044 42,252 42,252
BWS032300 IRS USD P F 1.55000 6/30/2026 (118,320) (126,531)
BWS032300 IRS USD R V 03MLIBOR 6/30/2026 118,320 118,320
BWS032920 IRS USD P F 1.52000 7/31/2026 (52,963) (56,556)
BWS032920 IRS USD R V 03MLIBOR 7/31/2026 52,963 52,963
BWS033761 IRS USD P F 1.65000 11/15/2026 (7,532) (8,122)
BWS033761 IRS USD R V 03MLIBOR 11/15/2026 7,532 7,532
BWS033845 IRS USD P F 1.60000 11/15/2026 (19,524) (20,991)
BWS033845 IRS USD R V 03MLIBOR 11/15/2026 19,524 19,524
BWS034520 IRS USD P F .75000 2/15/2027 (42,914) (43,814)
BWS034520 IRS USD R V 03MLIBOR 2/15/2027 42,914 42,914
BWS034686 IRS USD P F .90000 3/17/2050 (5,664) (5,634)
BWS034686 IRS USD R V 03MLIBOR 3/17/2050 5,664 5,664
BWS034827 IRS USD P F .79177 3/18/2050 (2,867) (2,767)
BWS034827 IRS USD R V 03MLIBOR 3/18/2050 2,867 2,867
BWS034843 IRS USD P F .81801 3/19/2050 (2,891) (2,811)
BWS034843 IRS USD R V 03MLIBOR 3/19/2050 2,891 2,891
BWS035808 IRS USD P F .26000 5/15/2027 (50,937) (51,051)
BWS035808 IRS USD R V 00MFEDL 5/15/2027 50,937 50,937
BWU00L9Q5 IRS USD P F 2.50000 12/20/2027 (1,000) (1,000)
BWU00L9Q5 IRS USD R V 03MLIBOR 12/20/2027 1,000 851
BWU00NBN5 IRS USD P F 2.25000 6/20/2028 (5,800) (6,594)
BWU00NBN5 IRS USD R V 03MLIBOR 6/20/2028 5,800 5,800
BWU00VGI3 IRS USD P F 1.75000 9/12/2029 (17,000) (17,736)
BWU00VGI3 IRS USD R V 03MLIBOR 9/12/2029 17,000 17,000
BWU00VSX7 IRS USD P F 1.62500 2/3/2050 (2,200) (2,620)
BWU00VSX7 IRS USD R V 03MLIBOR 2/3/2050 2,200 2,200
BWU00X369 IRS USD P F 1.87500 2/7/2050 (800) (1,007)
BWU00X369 IRS USD R V 03MLIBOR 2/7/2050 800 800
BYZ0C NYM ECAL WTI BRENT 10/29/2020 (6) (9)
BZQ20HS TRS BRL P E 9/16/2020 (1) (15,698)
BZQ20HS TRS BRL R F .00000 8/12/2020 84,030 15,304
CA CARBON ALLOW 21DEC21 12/27/2021 7 -
CALIFCARBALLWVIN2 DEC20 12/24/2020 27 -
CHICAGO ETHANOL S AUG20 8/31/2020 462 -
CHICAGO ETHANOL S DEC20 12/31/2020 2,016 -
CHICAGO ETHANOL S FEB21 2/26/2021 168 -
CHICAGO ETHANOL S JAN21 1/29/2021 966 -
CHICAGO ETHANOL S JUL20 7/31/2020 126 -
CHICAGO ETHANOL S MAR21 3/31/2021 168 -
CHICAGO ETHANOL S NOV20 11/30/2020 1,260 -
CHICAGO ETHANOL S OCT20 10/30/2020 1,260 -
CHICAGO ETHANOL S SEP20 9/30/2020 798 -
COCOA FUTURE SEP20 9/15/2020 - -
COFFEE ‘C’ FUTURE SEP20 9/18/2020 113 -
COPPER FUTURE SEP20 9/28/2020 75 -
CORN FUTURE DEC20 12/14/2020 (980) -
CORN FUTURE DEC21 12/14/2021 70 -
CORN FUTURE MAR21 3/12/2021 (350) -
CORN FUTURE SEP20 9/14/2020 (905) -
CORN FUTURE OPTN DEC20C 380 11/20/2020 135 14
CORN FUTURE OPTN DEC20P 300 11/20/2020 (135) (5)
COTTON NO.2 FUTR DEC20 12/8/2020 (1,100) -
CRUDE OIL FUT OPT AUG20C 35 7/16/2020 (48) (236)
CRUDE OIL FUT OPT AUG20C 36 7/16/2020 (12) (49)
CRUDE OIL FUT OPT DEC20C 42 11/17/2020 (24) (85)
CRUDE OIL FUT OPT DEC21C 40 11/16/2021 (21) (159)
CRUDE OIL FUT OPT SEP20C 42 8/17/2020 (24) (40)
CRUDE OIL FUT OPT SEP20C 43 8/17/2020 (24) (32)
CRUDE OIL FUT OPT SEP20C 44 8/17/2020 (35) (37)
DTD BRT/BRT 1ST LNAUG20 8/31/2020 (5) -
DTD BRT/BRT 1ST LNDEC20 12/31/2020 (5) -
DTD BRT/BRT 1ST LNJUL20 7/31/2020 (5) -
DTD BRT/BRT 1ST LNNOV20 11/30/2020 (5) -
DTD BRT/BRT 1ST LNOCT20 10/30/2020 (5) -
DTD BRT/BRT 1ST LNSEP20 9/30/2020 (5) -
DTOPU20DS TRS ZAR P E 9/17/2020 (5) (2,974)
DTOPU20DS TRS ZAR R F .00000 9/17/2020 51,412 2,959
E-MINI RUSS 1000 GSEP20 9/18/2020 2 -
E-MINI RUSS 1000 VSEP20 9/18/2020 1 -
E-MINI RUSS 2000 SEP20 9/18/2020 12 -
EURCALL/GBPPUT 7/10/2020 27,790 84
EURCALL/GBPPUT 7/9/2020 28,350 217
EURCALL/USDPUT 9/10/2020 41,290 97
EURCALL/USDPUT 7/3/2020 27,630 -
EURCALL/USDPUT 7/29/2020 41,340 65
EURCALL/USDPUT 12/9/2020 41,540 275
EURCALL/USDPUT 7/13/2020 41,620 108
EURCALL/USDPUT 7/29/2020 41,790 290
EURCALL/USDPUT 7/29/2020 - -
EURO BUND FUTURE SEP20 9/30/2020 (68,400) -
EURO-BTP FUTURE SEP20 9/8/2020 51,100 -
EURO-BUXL 30Y BND SEP20 9/8/2020 (3,000) -
EURO-OAT FUTURE SEP20 9/8/2020 10,000 -
EURPUT/NOKCALL 7/20/2020 13,870 14
EURPUT/NOKCALL 7/2/2020 13,890 -
FTSE KLCI FUTURE JUL20 7/30/2020 (10) -
FTSE/JSE TOP 40 SEP20 9/17/2020 (14) -
GASOLINE RBOB FUT AUG20 7/31/2020 (4,872) -
GASOLINE RBOB FUT DEC20 11/30/2020 (3,990) -
GASOLINE RBOB FUT DEC21 11/30/2021 252 -
GASOLINE RBOB FUT JUN21 5/28/2021 756 -
GASOLINE RBOB FUT OCT20 9/30/2020 (168) -
GASOLINE RBOB FUT SEP20 8/31/2020 3,486 -
GOLD 100 OZ FUTR AUG20 8/27/2020 (17) -
GOLD 100 OZ FUTR DEC21 12/29/2021 1 -
GOLD 100 OZ FUTR JUL20 7/29/2020 - -
GOLD 100 OZ FUTR JUN21 6/28/2021 - -
GOLD 100 OZ FUTR OCT20 10/28/2020 (14) -
GOLD FUT OPT(CMX) DEC21C 2500 11/23/2021 (4) (212)
GOLD FUT OPT(CMX) DEC21C 4000 11/23/2021 (2) (39)
GOLD FUT OPT(CMX) JUN21C 3500 5/25/2021 (2) (20)
HANG SENG IDX FUT SEP20 9/29/2020 1 -
HCN20D TRS HKD P F .00000 7/30/2020 (193,347) (24,946)
HCN20D TRS HKD R E 7/30/2020 20 24,523
HCN20H TRS HKD P F .00000 7/30/2020 (181,529) (23,422)
HCN20H TRS HKD R E 7/30/2020 19 23,029
HSCEI FUTURES JUL20 7/30/2020 18 -
HSTN V. WTI TRD M APR21 3/25/2021 6 -
HSTN V. WTI TRD M AUG20 7/24/2020 (6) -
HSTN V. WTI TRD M AUG21 7/23/2021 6 -
HSTN V. WTI TRD M DEC20 11/25/2020 - -
HSTN V. WTI TRD M DEC21 11/24/2021 6 -
HSTN V. WTI TRD M FEB21 1/25/2021 6 -
HSTN V. WTI TRD M JAN21 12/24/2020 6 -
HSTN V. WTI TRD M JUL21 6/25/2021 6 -
HSTN V. WTI TRD M JUN21 5/25/2021 6 -
HSTN V. WTI TRD M MAR21 2/25/2021 6 -
HSTN V. WTI TRD M MAY21 4/23/2021 6 -
HSTN V. WTI TRD M NOV20 10/23/2020 - -
HSTN V. WTI TRD M NOV21 10/25/2021 6 -
HSTN V. WTI TRD M OCT20 9/25/2020 - -
HSTN V. WTI TRD M OCT21 9/24/2021 6 -
HSTN V. WTI TRD M SEP20 8/25/2020 (6) -
HSTN V. WTI TRD M SEP21 8/25/2021 6 -
ICE NAT GAS FUTR AUG20 7/30/2020 341 -
IHN20DS TRS USD P E 7/30/2020 (1) (7,572)
IHN20DS TRS USD R F .00000 7/30/2020 7,633 7,633
IHN20HS TRS USD P E 7/30/2020 - (2,858)
IHN20HS TRS USD R F .00000 7/30/2020 2,869 2,869
JPN 10Y BOND(OSE) SEP20 9/14/2020 (2,500,000) -
KC HRW WHEAT FUT SEP20 9/14/2020 1,510 -
KM2U20D TRS KRW P F .00000 9/10/2020 (5,949,447) (4,946)
KM2U20D TRS KRW R E 9/10/2020 20,500 4,786
KM2U20H TRS KRW P F .00000 9/10/2020 (51,153,454) (42,527)
KM2U20H TRS KRW R E 9/10/2020 176,000 41,086
KOSPI2 INX FUT SEP20 9/10/2020 207,250 -
LIVE CATTLE FUTR AUG20 8/31/2020 1,600 -
LLS ARGUS V WTI S AUG20 8/31/2020 (3) -
LLS ARGUS V WTI S JUL20 7/31/2020 (3) -
LLS ARGUS V WTI S SEP20 9/30/2020 (3) -
LME LEAD FUTURE JUL20 7/13/2020 - -
LME LEAD FUTURE SEP20 9/14/2020 - -
LME NICKEL FUTURE JUL20 7/13/2020 - -
LME NICKEL FUTURE SEP20 9/14/2020 - -
LME PRI ALUM FUTR JUL20 7/13/2020 - -
LME PRI ALUM FUTR SEP20 9/14/2020 - -
LME ZINC FUTURE JUL20 7/13/2020 - -
LME ZINC FUTURE SEP20 9/14/2020 (1) -
LONG GILT FUTURE SEP20 9/28/2020 (19,400) -
LOW SU GASOIL G DEC20 12/10/2020 38 -
LOW SU GASOIL G DEC21 12/10/2021 11 -
LOW SU GASOIL G JUN21 6/10/2021 1 -
LOW SU GASOIL G JUN22 6/10/2022 (4) -
LOW SU GASOIL G MAR21 3/11/2021 (13) -
LOW SU GASOIL G SEP20 9/10/2020 (15) -
MEX BOLSA IDX FUT SEP20 9/18/2020 3 -
MSCI EAFE SEP20 9/18/2020 1,054 -
MSCI EMGMKT SEP20 9/18/2020 1,543 -
MSCI SING IX ETS JUL20 7/29/2020 (200) -
MSCI TAIWAN INDEX JUL20 7/30/2020 180 -
MT BELV N BUT 5DE APR21 4/30/2021 42 -
MT BELV N BUT 5DE AUG21 8/31/2021 42 -
MT BELV N BUT 5DE DEC20 12/31/2020 252 -
MT BELV N BUT 5DE DEC21 12/31/2021 42 -
MT BELV N BUT 5DE FEB21 2/26/2021 42 -
MT BELV N BUT 5DE JAN21 1/29/2021 42 -
MT BELV N BUT 5DE JUL21 7/30/2021 42 -
MT BELV N BUT 5DE JUN21 6/30/2021 42 -
MT BELV N BUT 5DE MAR21 3/31/2021 42 -
MT BELV N BUT 5DE MAY21 5/28/2021 42 -
MT BELV N BUT 5DE NOV20 11/30/2020 252 -
MT BELV N BUT 5DE NOV21 11/30/2021 42 -
MT BELV N BUT 5DE OCT20 10/30/2020 252 -
MT BELV N BUT 5DE OCT21 10/29/2021 42 -
MT BELV N BUT 5DE SEP21 9/30/2021 42 -
MT BELV PROP 5 DE APR21 4/30/2021 (42) -
MT BELV PROP 5 DE AUG21 8/31/2021 (42) -
MT BELV PROP 5 DE DEC20 12/31/2020 (252) -
MT BELV PROP 5 DE DEC21 12/31/2021 (42) -
MT BELV PROP 5 DE FEB21 2/26/2021 (42) -
MT BELV PROP 5 DE JAN21 1/29/2021 (42) -
MT BELV PROP 5 DE JUL21 7/30/2021 (42) -
MT BELV PROP 5 DE JUN21 6/30/2021 (42) -
MT BELV PROP 5 DE MAR21 3/31/2021 (42) -
MT BELV PROP 5 DE MAY21 5/28/2021 (42) -
MT BELV PROP 5 DE NOV20 11/30/2020 (252) -
MT BELV PROP 5 DE NOV21 11/30/2021 (42) -
MT BELV PROP 5 DE OCT20 10/30/2020 (252) -
MT BELV PROP 5 DE OCT21 10/29/2021 (42) -
MT BELV PROP 5 DE SEP21 9/30/2021 (42) -
NASDAQ 100 E-MINI SEP20 9/18/2020 1 -
NAT GAS EURO OPT AUG20C 2.3 7/28/2020 (180) (2)
NATURAL GAS FUTR AUG20 7/29/2020 6,890 -
NATURAL GAS FUTR DEC20 11/25/2020 (460) -
NATURAL GAS FUTR FEB21 1/27/2021 1,350 -
NATURAL GAS FUTR JAN21 12/29/2020 (4,080) -
NATURAL GAS FUTR MAR21 2/24/2021 690 -
NATURAL GAS FUTR OCT20 9/28/2020 (3,320) -
NATURAL GAS FUTR SEP20 8/27/2020 (630) -
NY HARB ULSD FUT DEC20 11/30/2020 1,050 -
NY HARB ULSD FUT JUN21 5/28/2021 378 -
NYM ECAL NAT GAS 3M CSO FUT 10 9/25/2020 (220) (2)
NYM EPUT NAT GAS 3M CSO FUT 10 9/25/2020 (220) (99)
OCDFVA971 FVA FWD 6/16/2023 204 25
OCDFVA971 FVA FWD 6/16/2023 (204) -
OCDFVA989 FVA FWD 6/16/2023 (307) -
OCDFVA989 FVA FWD 6/16/2023 307 38
PLATINUM FUTURE JUL20 7/29/2020 1 -
PLATINUM FUTURE OCT20 10/28/2020 (4) -
S+P MID 400 EMINI SEP20 9/18/2020 2 -
S+P/TSX 60 IX FUT SEP20 9/17/2020 31 -
S+P500 EMINI FUT SEP20 9/18/2020 1,342 -
S013915 IRS USD P V 03MLIBOR 4/1/2022 (20,000) (20,000)
S013915 IRS USD R F .48450 4/1/2022 20,000 20,090
S013920 IRS USD P V 03MLIBOR 4/8/2022 (20,000) (20,000)
S013920 IRS USD R F .49050 4/8/2022 20,000 20,089
S013925 IRS USD P V 03MLIBOR 4/17/2022 (24,000) (24,000)
S013925 IRS USD R F .41200 4/17/2022 24,000 24,072
SGX NIFTY 50 JUL20 7/30/2020 (2) -
SILVER FUTURE AUG20 8/27/2020 110 -
SILVER FUTURE DEC20 12/29/2020 (590) -
SILVER FUTURE SEP20 9/28/2020 (1,135) -
SOYBEAN FUTURE NOV20 11/13/2020 20 -
SOYBEAN FUTURE NOV21 11/12/2021 (30) -
SOYBEAN OIL FUTR DEC20 12/14/2020 (3,480) -
SP500 MIC EMIN FUTSEP20 9/18/2020 1 -
SPI 200 FUTURES SEP20 9/17/2020 1 -
SUGAR 11 (WORLD) OCT20 9/30/2020 (5,936) -
SWAP WESTERN/LEHMAN RECEIVABLE 9/15/2099 151 1
SWPC0GNL1 CDS EUR P V 03MEVENT 12/20/2020 (90) (101)
SWPC0GNL1 CDS EUR R F 1.00000 12/20/2020 90 101
SWS031724 IRS MXN P V 01MTIIE 7/18/2029 (187,450) (8,112)
SWS031724 IRS MXN R F 7.45000 7/18/2029 187,450 9,261
SWS031849 IRS MXN P V 01MTIIE 7/20/2029 (195,100) (8,443)
SWS031849 IRS MXN R F 7.44000 7/20/2029 195,100 9,633
SWS034942 IRS USD P V 03MLIBOR 3/23/2025 (38,310) (38,310)
SWS034942 IRS USD R F .70000 3/23/2025 38,310 39,024
SWS034967 IRS USD P V 03MLIBOR 3/23/2022 (65,767) (65,767)
SWS034967 IRS USD R F .60000 3/23/2022 65,767 66,192
SWS035048 IRS USD P V 03MLIBOR 3/24/2027 (49,610) (49,610)
SWS035048 IRS USD R F .77000 3/24/2027 49,610 50,708
SWS035188 CDS USD P V 03MEVENT 6/20/2025 (213,230) (213,230)
SWS035188 CDS USD R F 1.00000 6/20/2025 213,230 215,669
SWS035220 CDS USD P V 03MEVENT 6/20/2025 (45,496) (45,496)
SWS035220 CDS USD R F 5.00000 6/20/2025 45,496 45,164
SWS035428 IRS USD P V 03MLIBOR 8/31/2024 (180,248) (180,248)
SWS035428 IRS USD R F .38000 8/31/2024 180,248 181,068
SWS035725 IRS USD P V 00MFEDL 11/30/2024 (45,479) (45,479)
SWS035725 IRS USD R F .10000 11/30/2024 45,479 45,573
SWU01Y374 TRS USD P E n/a (6) (44)
SWU01Y374 TRS USD R E n/a 6 6
SWU02Y175 TRS USD P E n/a (4) (22)
SWU02Y175 TRS USD R E n/a 4 4
SWU078037 TRS USD P E n/a (22) (44)
SWU078037 TRS USD R E n/a 22 22
SWU079365 TRS USD P E n/a (36) (222)
SWU079365 TRS USD R E n/a 36 36
SWU09TR71 IRS GBP P V 00MUKRPI 9/15/2032 (2,800) (3,460)
SWU09TR71 IRS GBP R F 3.47000 9/15/2032 2,800 3,667
SWU0CA879 TRS USD P F .00000 12/31/2020 (10,936) (10,936)
SWU0CA879 TRS USD R E 12/31/2020 125 10,936
SWU0DA092 TRS USD P E n/a (20) (20)
SWU0DA092 TRS USD R E n/a 20 46
SWU0DA175 TRS USD P E n/a (10) (10)
SWU0DA175 TRS USD R E n/a 10 26
SWU0DL114 TRS USD P E n/a (12) (12)
SWU0DL114 TRS USD R E n/a 12 13
SWU0DL775 TRS USD P E n/a (16) (69)
SWU0DL775 TRS USD R E n/a 16 16
SWU0DM500 TRS USD P E n/a (24) (24)
SWU0DM500 TRS USD R E n/a 24 160
SWU0DM591 TRS USD P E n/a (13) (72)
SWU0DM591 TRS USD R E n/a 13 13
SWU0DM732 TRS USD P E n/a (8) (35)
SWU0DM732 TRS USD R E n/a 8 8
SWU0DM740 TRS USD P E n/a (7) (33)
SWU0DM740 TRS USD R E n/a 7 7
SWU0DM781 TRS USD P E n/a (32) (125)
SWU0DM781 TRS USD R E n/a 32 32
SWU0DM831 TRS USD P E n/a (15) (58)
SWU0DM831 TRS USD R E n/a 15 15
SWU0DM880 TRS USD P E n/a (25) (104)
SWU0DM880 TRS USD R E n/a 25 25
SWU0DN078 TRS USD P E n/a (32) (148)
SWU0DN078 TRS USD R E n/a 32 32
SWU0DN219 TRS USD P E n/a (2) (7)
SWU0DN219 TRS USD R E n/a 2 2
SWU0DN227 TRS USD P E n/a (3) (9)
SWU0DN227 TRS USD R E n/a 3 3
SWU0DN607 TRS USD P E n/a (25) (64)
SWU0DN607 TRS USD R E n/a 25 25
SWU0DN615 TRS USD P E n/a (17) (36)
SWU0DN615 TRS USD R E n/a 17 17
SWU0DN656 TRS USD P E n/a (6) (20)
SWU0DN656 TRS USD R E n/a 6 6
SWU0DN664 TRS USD P E n/a (10) (24)
SWU0DN664 TRS USD R E n/a 10 10
SWU0DN672 TRS USD P E n/a (6) (20)
SWU0DN672 TRS USD R E n/a 6 6
SWU0DN680 TRS USD P E n/a (5) (12)
SWU0DN680 TRS USD R E n/a 5 5
SWU0DUB21 TRS USD P E n/a (4) (4)
SWU0DUB21 TRS USD R E n/a 4 6
SWU0DUB39 TRS USD P E n/a (8) (8)
SWU0DUB39 TRS USD R E n/a 8 13
SWU0FA835 TRS USD P E n/a (12) (12)
SWU0FA835 TRS USD R E n/a 12 11
SWU0FL195 TRS USD P E n/a (6) (32)
SWU0FL195 TRS USD R E n/a 6 6
SWU0FL229 TRS USD P E n/a (4) (14)
SWU0FL229 TRS USD R E n/a 4 4
SWU0FL252 TRS USD P E n/a (12) (47)
SWU0FL252 TRS USD R E n/a 12 12
SWU0FL666 TRS USD P E n/a (5) (17)
SWU0FL666 TRS USD R E n/a 5 5
SWU0FQ186 TRS USD P E n/a (40) (40)
SWU0FQ186 TRS USD R E n/a 40 257
SWU0FQ301 TRS USD P E n/a (6) (8)
SWU0FQ301 TRS USD R E n/a 6 6
SWU0GA297 TRS USD P E n/a (75) (75)
SWU0GA297 TRS USD R E n/a 75 57
SWU0GA321 TRS USD P E n/a (65) (65)
SWU0GA321 TRS USD R E n/a 65 50
SWU0GA347 TRS USD P E n/a (220) (220)
SWU0GA347 TRS USD R E n/a 220 273
SWU0GA362 TRS USD P E n/a (163) (163)
SWU0GA362 TRS USD R E n/a 163 97
SWU0GA370 TRS USD P E n/a (9) (9)
SWU0GA370 TRS USD R E n/a 9 24
SWU0GA420 TRS USD P E n/a (295) (295)
SWU0GA420 TRS USD R E n/a 295 176
SWU0GA453 TRS USD P E n/a (65) (47)
SWU0GA453 TRS USD R E n/a 65 65
SWU0GA461 TRS USD P E n/a (145) (104)
SWU0GA461 TRS USD R E n/a 145 145
SWU0GA511 TRS USD P E n/a (700) (583)
SWU0GA511 TRS USD R E n/a 700 700
SWU0GA552 TRS USD P E n/a (700) (700)
SWU0GA552 TRS USD R E n/a 700 817
SWU0GA644 TRS USD P E n/a (163) (163)
SWU0GA644 TRS USD R E n/a 163 119
SWU0GA651 TRS USD P E n/a (50) (40)
SWU0GA651 TRS USD R E n/a 50 50
SWU0GA701 TRS USD P E n/a (30) (24)
SWU0GA701 TRS USD R E n/a 30 30
SWU0GA719 TRS USD P E n/a (40) (40)
SWU0GA719 TRS USD R E n/a 40 32
SWU0GA826 TRS USD P E n/a (968) (968)
SWU0GA826 TRS USD R E n/a 968 982
SWU0GS025 TRS USD P E n/a (5) (5)
SWU0GS025 TRS USD R E n/a 5 12
SWU0GS066 TRS USD P E n/a (6) (6)
SWU0GS066 TRS USD R E n/a 6 14
SWU0GS348 TRS USD P E n/a (7) (7)
SWU0GS348 TRS USD R E n/a 7 17
SWU0GS363 TRS USD P E n/a (7) (7)
SWU0GS363 TRS USD R E n/a 7 20
SWU0JA245 TRS USD P E n/a (18) (18)
SWU0JA245 TRS USD R E n/a 18 51
SWU0JA286 TRS USD P E n/a (6) (6)
SWU0JA286 TRS USD R E n/a 6 17
SWU0JA344 TRS USD P E n/a (6) (35)
SWU0JA344 TRS USD R E n/a 6 6
SWU0JA351 TRS USD P E n/a (11) (45)
SWU0JA351 TRS USD R E n/a 11 11
SWU0JA385 TRS USD P E n/a (3) (40)
SWU0JA385 TRS USD R E n/a 3 3
SWU0JB037 TRS USD P E n/a (6) (36)
SWU0JB037 TRS USD R E n/a 6 6
SWU0JB102 TRS USD P E n/a (5) (21)
SWU0JB102 TRS USD R E n/a 5 5
SWU0JB110 TRS USD P E n/a (6) (36)
SWU0JB110 TRS USD R E n/a 6 6
SWU0JB201 TRS USD P E n/a (12) (12)
SWU0JB201 TRS USD R E n/a 12 16
SWU0JB896 TRS USD P E n/a (48) (167)
SWU0JB896 TRS USD R E n/a 48 48
SWU0JE148 TRS USD P E n/a (7) (31)
SWU0JE148 TRS USD R E n/a 7 7
SWU0JF962 TRS USD P E n/a (4) (12)
SWU0JF962 TRS USD R E n/a 4 4
SWU0JG069 TRS USD P E n/a (36) (173)
SWU0JG069 TRS USD R E n/a 36 36
SWU0JG663 TRS USD P E n/a (17) (44)
SWU0JG663 TRS USD R E n/a 17 17
SWU0JH299 TRS USD P E n/a (6) (13)
SWU0JH299 TRS USD R E n/a 6 6
SWU0JH844 TRS USD P E n/a (4) (59)
SWU0JH844 TRS USD R E n/a 4 4
SWU0JI909 TRS USD P E n/a (5) (5)
SWU0JI909 TRS USD R E n/a 5 8
SWU0NH013 TRS USD P V 03MTBILL 2/16/2021 (44,916) (44,916)
SWU0NH013 TRS USD R E 2/16/2021 331 45,858
SWU0NH039 TRS USD P V 03MTBILL 2/16/2021 (174,299) (174,299)
SWU0NH039 TRS USD R E 2/16/2021 3,424 177,954
SWU0NH120 TRS USD P F .00000 2/16/2021 (5,204) (5,204)
SWU0NH120 TRS USD R E 2/16/2021 74 5,282
SWU0NH203 TRS USD P V 03MTBILL 2/16/2021 (184,225) (184,225)
SWU0NH203 TRS USD R E 2/16/2021 1,357 188,087
SWU0NH237 TRS USD P V 03MTBILL 2/16/2021 (110,236) (110,236)
SWU0NH237 TRS USD R E 2/16/2021 809 112,564
SWU0NH245 TRS USD P V 03MTBILL 2/16/2021 (96,969) (96,969)
SWU0NH245 TRS USD R E 2/16/2021 460 99,079
SWU0NH260 TRS USD P V 03MTBILL 2/16/2021 (4,180) (4,180)
SWU0NH260 TRS USD R E 2/16/2021 31 4,268
SWU0NH310 TRS USD P F .17000 2/16/2021 (13,528) (13,528)
SWU0NH310 TRS USD R E 2/16/2021 37 13,841
SWU0NH401 TRS USD P F .00000 2/16/2021 (7,447) (7,447)
SWU0NH401 TRS USD R E 2/16/2021 108 7,558
SWU0NH492 TRS USD P V 03MTBILL 2/16/2021 (75,177) (75,177)
SWU0NH492 TRS USD R E 2/16/2021 1,651 76,751
SWU0NH500 TRS USD P V 03MTBILL 2/16/2021 (13,579) (13,579)
SWU0NH500 TRS USD R E 2/16/2021 100 13,864
SWU0SF509 TRS USD P E n/a (4) (50)
SWU0SF509 TRS USD R E n/a 4 4
SWU0SF608 TRS USD P E n/a (4) (4)
SWU0SF608 TRS USD R E n/a 4 6
SWU0SH778 TRS USD P E n/a (67) (341)
SWU0SH778 TRS USD R E n/a 67 67
SWU0SI909 TRS USD P F .30000 2/16/2021 (10,142) (10,142)
SWU0SI909 TRS USD R E 2/16/2021 8 10,196
SWU0SI917 TRS USD P F .25000 2/16/2021 (6,949) (6,949)
SWU0SI917 TRS USD R E 2/16/2021 49 7,025
SWU0SJ634 TRS USD P E n/a (13) (43)
SWU0SJ634 TRS USD R E n/a 13 13
SWU0SJ642 TRS USD P E n/a (12) (12)
SWU0SJ642 TRS USD R E n/a 12 44
SWU0SJ816 TRS USD P E n/a (7) (7)
SWU0SJ816 TRS USD R E n/a 7 38
SWU0SJ873 TRS USD P E n/a (13) (13)
SWU0SJ873 TRS USD R E n/a 13 21
SWU0SJ899 TRS USD P E n/a (22) (19)
SWU0SJ899 TRS USD R E n/a 22 22
SWU0SL977 TRS USD P E n/a (100) (77)
SWU0SL977 TRS USD R E n/a 100 100
SWU0SM124 TRS USD P E n/a (35) (29)
SWU0SM124 TRS USD R E n/a 35 35
SWU0SM140 TRS USD P E n/a (40) (40)
SWU0SM140 TRS USD R E n/a 40 32
SWU0SP309 TRS USD P E 7/15/2020 (347) (694)
SWU0SP309 TRS USD R F .00000 7/15/2020 686 686
SWU0SP317 TRS USD P F .00000 7/15/2020 (266) (266)
SWU0SP317 TRS USD R E 7/15/2020 21 270
SWU0ZZ804 TRS USD P E n/a (75) (75)
SWU0ZZ804 TRS USD R E n/a 75 59
SWU0ZZ853 TRS USD P E n/a (480) (576)
SWU0ZZ853 TRS USD R E n/a 480 480
SWU0ZZ887 TRS USD P E n/a (440) (682)
SWU0ZZ887 TRS USD R E n/a 440 440
TA35N20D TRS ILS P F .00000 7/31/2020 (1,967) (568)
TA35N20D TRS ILS R E 7/31/2020 1 568
TOPIX INDX FUTR SEP20 9/10/2020 930 -
TTF NAT GAS OPT AUG20P 4.25 7/27/2020 (7) (1)
TXN20D TRS TWD P F .00000 7/15/2020 (1,014,918) (34,399)
TXN20D TRS TWD R E 7/15/2020 90 34,988
TXN20H TRS TWD P F .00000 7/15/2020 (31,564) (1,070)
TXN20H TRS TWD R E 7/15/2020 3 1,089
US 10YR FUT OPTN AUG20C 138 7/24/2020 159 211
US 10YR FUT OPTN AUG20C 138.5 7/24/2020 4 4
US 10YR FUT OPTN AUG20C 139 7/24/2020 326 194
US 10YR FUT OPTN AUG20C 139.2 7/24/2020 80 38
US 10YR FUT OPTN AUG20C 139.5 7/24/2020 (396) (142)
US 10YR FUT OPTN AUG20C 139.7 7/24/2020 (160) (43)
US 10YR FUT OPTN AUG20C 140 7/24/2020 (58) (12)
US 10YR FUT OPTN AUG20P 135.5 7/24/2020 (396) (12)
US 10YR FUT OPTN AUG20P 136.5 7/24/2020 236 11
US 10YR FUT OPTN AUG20P 137 7/24/2020 159 10
US 10YR FUT OPTN AUG20P 138 7/24/2020 (172) (27)
US 10YR FUT OPTN AUG20P 138.5 7/24/2020 83 22
US 10YR FUT OPTN SEP20C 138.5 8/21/2020 55 64
US 10YR FUT OPTN SEP20P 138.5 8/21/2020 55 28
US 10YR NOTE (CBT)SEP20 9/21/2020 209,100 -
US 10YR ULTRA FUT SEP20 9/21/2020 (60,100) -
US 2YR NOTE (CBT) SEP20 9/30/2020 (19,200) -
US 5YR FUTR OPTN AUG20P 116.5 7/24/2020 786 1
US 5YR NOTE (CBT) SEP20 9/30/2020 60,400 -
US BOND FUTR OPTN AUG20C 178 7/24/2020 180 352
US BOND FUTR OPTN AUG20C 180 7/24/2020 81 86
US BOND FUTR OPTN AUG20C 182 7/24/2020 (120) (66)
US BOND FUTR OPTN AUG20C 183 7/24/2020 (88) (34)
US BOND FUTR OPTN AUG20P 173 7/24/2020 (83) (17)
US BOND FUTR OPTN AUG20P 176 7/24/2020 100 69
US BOND FUTR OPTN AUG20P 177 7/24/2020 (86) (85)
US BOND FUTR OPTN AUG20P 179 7/24/2020 43 81
US BOND FUTR OPTN SEP20C 186 8/21/2020 (40) (25)
US LONG BOND(CBT) SEP20 9/21/2020 (17,800) -
US ULTRA BOND CBT SEP20 9/21/2020 95,700 -
USDCALL CNHPUT 7/20/2020 31,270 28
USDCALL/CNHPUT 9/16/2020 780 49
USDCALL/KRWPUT 7/15/2020 780 6
USDPUT/INRCALL 7/2/2020 15,600 -
USDPUT/JPYCALL 7/30/2020 31,280 56
USDPUT/JPYCALL 7/17/2020 - -
USDPUT/JPYCALL 8/28/2020 31,260 134
USDPUT/JPYCALL 7/8/2020 31,240 -
USDPUT/KRWCALL 7/9/2020 31,250 16
USDPUT/MXNCALL 8/24/2020 550 59
WHEAT FUTURE(CBT) SEP20 9/14/2020 (80) -
WHITE SUGAR (ICE) OCT20 9/15/2020 5 -
WIU20HS TRS PLN P E 9/18/2020 (10) (4,411)
WIU20HS TRS PLN R F .00000 9/18/2020 17,875 4,519
WTI CRUDE FUTURE APR21 3/22/2021 78 -
WTI CRUDE FUTURE AUG20 7/21/2020 44 -
WTI CRUDE FUTURE AUG21 7/20/2021 (39) -
WTI CRUDE FUTURE DEC20 11/20/2020 (327) -
WTI CRUDE FUTURE DEC20 11/19/2020 (82) -
WTI CRUDE FUTURE DEC21 11/18/2021 29 -
WTI CRUDE FUTURE DEC21 11/19/2021 (476) -
WTI CRUDE FUTURE DEC22 11/21/2022 26 -
WTI CRUDE FUTURE DEC22 11/18/2022 59 -
WTI CRUDE FUTURE JUL21 6/22/2021 12 -
WTI CRUDE FUTURE JUN21 5/20/2021 116 -
WTI CRUDE FUTURE JUN21 5/19/2021 91 -
WTI CRUDE FUTURE JUN22 5/20/2022 125 -
WTI CRUDE FUTURE JUN23 5/22/2023 3 -
WTI CRUDE FUTURE MAR21 2/22/2021 347 -
WTI CRUDE FUTURE MAY21 4/20/2021 67 -
WTI CRUDE FUTURE NOV20 10/20/2020 (93) -
WTI CRUDE FUTURE OCT20 9/22/2020 76 -
WTI CRUDE FUTURE SEP20 8/20/2020 (164) -
WTI CRUDE FUTURE SEP20 8/19/2020 32 -
WTI CRUDE FUTURE SEP21 8/20/2021 297 -
WTI MIDLVSWTI TM APR21 3/25/2021 (6) -
WTI MIDLVSWTI TM AUG21 7/23/2021 (6) -
WTI MIDLVSWTI TM DEC21 11/24/2021 (6) -
WTI MIDLVSWTI TM FEB21 1/25/2021 (6) -
WTI MIDLVSWTI TM JAN21 12/24/2020 (6) -
WTI MIDLVSWTI TM JUL21 6/25/2021 (6) -
WTI MIDLVSWTI TM JUN21 5/25/2021 (6) -
WTI MIDLVSWTI TM MAR21 2/25/2021 (6) -
WTI MIDLVSWTI TM MAY21 4/23/2021 (6) -
WTI MIDLVSWTI TM NOV21 10/25/2021 (6) -
WTI MIDLVSWTI TM OCT21 9/24/2021 (6) -
WTI MIDLVSWTI TM SEP21 8/25/2021 (6) -