Derivative Instruments
as of 6/30/2019

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)
CDS USD P V 03MEVENT 3/20/2024 (1,988) (1,988)
0WP287410 CDS USD R F 1.00000 3/20/2024 1,988 2,042
0WP292832 IRS BRL P V 00MBRCDI 1/2/2020 (88,412) (23,068)
0WP292832 IRS BRL R F 8.41000 1/2/2020 88,412 23,731
0WP292956 IRS BRL P V 00MBRCDI 1/2/2020 (18,000) (4,696)
0WP292956 IRS BRL R F 8.41000 1/2/2020 18,000 4,831
0WP293038 IRS BRL P V 00MBRCDI 1/2/2020 (30,600) (7,984)
0WP293038 IRS BRL R F 8.41000 1/2/2020 30,600 8,213
0WP293095 IRS BRL P V 00MBRCDI 1/2/2020 (20,000) (5,218)
0WP293095 IRS BRL R F 8.41000 1/2/2020 20,000 5,368
0WP293178 IRS BRL P V 00MBRCDI 1/2/2020 (9,428) (2,460)
0WP293178 IRS BRL R F 8.41000 1/2/2020 9,428 2,531
31751AFD0 ITRAXX O EU31 5Y 9/18/2019 (700) -
317544542 ITRAXX.O P 0.95 EU31 9/18/2019 (3,100) -
3175459A1 ITRAXX.O P 1.05 EU31 9/18/2019 (700) -
3175469P6 ITRAXX.O P 1.00 EU31 9/18/2019 (1,400) -
317587020 CDXO P IG32 8/21/2019 (1,200) -
317587046 CDX.O P0.95 IG32 5Y 9/18/2019 (1,800) (1)
3175AZ702 CDX.O P 0.95 IG32 5Y 8/21/2019 (1,200) -
3175AZ728 CDX SWAPTION 8/21/2019 (1,200) -
3175JA146 CDX.O P 0.90 IG32 5Y 8/21/2019 (1,300) -
3175JC001 CDX.O P 0.90 IG32 5Y 8/21/2019 (2,400) -
3175JC027 OTC ECAL SWOP QSCOCA 12/31/2020 (12) (25)
3175JC035 OTC ECAL SWOP QSCOCA 12/31/2020 (12) (15)
3175JC084 OTC ECAL SWOP FUELCO 12/31/2020 (24) (34)
3175JC613 OTC ECAL SWOP QSCOCA 12/31/2020 (12) (11)
3175JC886 CDX.O P 1.05 IG32 5Y 9/18/2019 (600) -
3175K6812 CDX.O P 1.00 IG32 5Y 9/18/2019 (3,100) (1)
3175RT583 CDX.O P 2.40 IG31 5Y 9/18/2019 (600) -
3175SD769 OTC ECAL CRUDE FUT C 7/1/2019 (60) (1)
3175SD884 OTC ECAL SWOP QSCOCA 12/31/2020 (16) (30)
3175SD926 OTC ECAL SWOP FUELCO 12/31/2019 (12) (26)
3175SD942 OTC ECAL SWOP FUELCO 12/31/2020 (12) (16)
3175SE049 OTC NCAL SWOP FUELCO 12/31/2020 (4) (5)
3175T1129 CDXO P 1 IG32 5Y V1 8/21/2019 (1,300) -
3175T1137 CDXO P 0.85 IG32 5Y 7/17/2019 (1,600) -
90DAY EUR FUTR DEC19 12/16/2019 228,500 -
90DAY EUR FUTR JUN20 6/15/2020 122,250 -
90DAY EUR FUTR MAR21 3/15/2021 22,000 -
A5Q19D TRS TRY P F .00000 8/29/2019 (5,161) (892)
A5Q19D TRS TRY R E 8/29/2019 42 900
AUDPUT/USDCALL 7/8/2019 151,480 21
B012691 CDS USD P F 5.00000 12/20/2023 (4,850) (5,246)
B012691 CDS USD R V 03MEVENT 12/20/2023 4,850 4,850
B012882 CDS USD P F 5.00000 6/20/2024 (5,000) (5,375)
B012882 CDS USD R V 03MEVENT 6/20/2024 5,000 5,000
BCS4LJXY0 TRS USD P F .10000 3/9/2020 (187,831) (187,831)
BCS4LJXY0 TRS USD R E 3/9/2020 2,358 187,831
BCS4PZY94 TRS USD P F .11000 5/11/2020 (96,849) (96,849)
BCS4PZY94 TRS USD R E 5/11/2020 516 96,849
BCS4QX1J2 CDS USD P F 1.00000 6/20/2024 (250,000) (250,000)
BCS4QX1J2 CDS USD R V 03MEVENT 6/20/2024 250,000 244,677
BR31U19DS TRS BRL P E 9/18/2019 (2) (609)
BR31U19DS TRS BRL R V 01MBZDIO 9/18/2019 2,287 597
BRENT CRUDE FUTR DEC19 10/31/2019 (142) -
BRENT CRUDE FUTR DEC20 10/30/2020 222 -
BRENT CRUDE FUTR DEC21 10/29/2021 597 -
BRENT CRUDE FUTR DEC22 10/31/2022 (254) -
BRENT CRUDE FUTR DEC23 10/31/2023 (53) -
BRENT CRUDE FUTR JAN20 11/29/2019 1 -
BRENT CRUDE FUTR JUN20 4/30/2020 (218) -
BRENT CRUDE FUTR JUN21 4/30/2021 (70) -
BRENT CRUDE FUTR JUN22 4/29/2022 (128) -
BRENT CRUDE FUTR NOV19 9/30/2019 7 -
BRENT CRUDE FUTR OCT19 8/30/2019 29 -
BRENT CRUDE FUTR SEP19 7/31/2019 24 -
BRENT CRUDE FUTR OPTN 7/26/2019 (3,600) -
BRENT CRUDE FUTR OPTN 7/26/2019 (1,000) -
BRENT CRUDE FUTR OPTN 7/26/2019 1,000 -
BRENT CRUDE FUTR OPTN 4/27/2020 (10,000) -
BRENT CRUDE FUTR OPTN 7/26/2019 (2,400) -
BRENT CRUDE FUTR OPTN 8/27/2019 (3,600) -
BRENT CRUDE FUTR OPTN 8/27/2019 (2,400) -
BRENT CRUDE FUTR OPTN 7/26/2019 (3,600) -
BRENT CRUDE FUTR OPTN 7/26/2019 (1,200) -
BRENT CRUDE FUTR OPTN 4/27/2020 (10,000) -
BRENT CRUDE FUTR OPTN 4/27/2020 (2,500) -
BRENT CRUDE FUTR OPTN 4/27/2020 (2,500) -
BRENT CRUDE FUTR OPTN 4/27/2020 (900) -
BRENT CRUDE FUTR OPTN 4/27/2020 (800) -
BRENT CRUDE FUTR OPTN 4/27/2020 (2,500) -
BRENT CRUDE FUTR OPTN 4/27/2020 (2,500) -
BRENT CRUDE FUTR OPTN 4/27/2020 (800) -
BRENT CRUDE FUTR OPTN 4/27/2020 (800) -
BRENT CRUDE FUTR OPTN 4/27/2020 (900) -
BRENT CRUDE FUTR OPTN 4/27/2020 (800) -
BRENT-DUBAI ICE APR20 4/30/2020 3 -
BRENT-DUBAI ICE AUG20 8/28/2020 3 -
BRENT-DUBAI ICE DEC20 12/31/2020 3 -
BRENT-DUBAI ICE FEB20 2/28/2020 3 -
BRENT-DUBAI ICE JAN20 1/31/2020 3 -
BRENT-DUBAI ICE JUL20 7/30/2020 3 -
BRENT-DUBAI ICE JUN20 6/30/2020 3 -
BRENT-DUBAI ICE MAR20 3/31/2020 3 -
BRENT-DUBAI ICE MAY20 5/29/2020 3 -
BRENT-DUBAI ICE NOV20 11/30/2020 3 -
BRENT-DUBAI ICE OCT20 10/30/2020 3 -
BRENT-DUBAI ICE SEP20 9/30/2020 3 -
BRT/DUBAI 1ST LN APR20 4/30/2020 1 -
BRT/DUBAI 1ST LN AUG20 8/31/2020 1 -
BRT/DUBAI 1ST LN DEC20 12/31/2020 1 -
BRT/DUBAI 1ST LN FEB20 2/28/2020 1 -
BRT/DUBAI 1ST LN JAN20 1/31/2020 1 -
BRT/DUBAI 1ST LN JUL20 7/31/2020 1 -
BRT/DUBAI 1ST LN JUN20 6/30/2020 1 -
BRT/DUBAI 1ST LN MAR20 3/31/2020 1 -
BRT/DUBAI 1ST LN MAY20 5/29/2020 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 -
BRTJYRMB3 CDS EUR P V 03MEVENT 6/20/2023 (21) (24)
BRTJYRMB3 CDS EUR R F 5.00000 6/20/2023 21 9
BRTJZKQT4 CDS EUR P V 03MEVENT 6/20/2023 (43) (49)
BRTJZKQT4 CDS EUR R F 1.00000 6/20/2023 43 38
BRTK1QHQ1 CDS EUR P V 03MEVENT 6/20/2023 (60) (68)
BRTK1QHQ1 CDS EUR R F 5.00000 6/20/2023 60 26
BRTLQ5ZT2 CDS USD P V 03MEVENT 12/20/2023 (94) (94)
BRTLQ5ZT2 CDS USD R F 1.00000 12/20/2023 94 88
BRTU204Q9 CDS EUR P V 03MEVENT 6/20/2024 (30) (34)
BRTU204Q9 CDS EUR R F 1.00000 6/20/2024 30 32
BWS026161 IRS EUR P F 1.49800 8/23/2047 (1,505) (2,068)
BWS026161 IRS EUR R V 06MEURIB 8/23/2047 1,505 1,714
BWS02616S IRS EUR P V 06MEURIB 8/23/2047 (1,505) -
BWS02616S IRS EUR R F 1.49800 8/23/2047 1,505 -
BWS028886 IRS GBP P F 1.27100 10/26/2021 (11,584) (14,871)
BWS028886 IRS GBP R V 06MLIBOR 10/26/2021 11,584 14,743
BWS029009 IRS GBP P F 1.38500 10/30/2021 (73,678) (94,353)
BWS029009 IRS GBP R V 03MLIBOR 10/30/2021 73,678 93,770
BWS029025 IRS USD P F 3.33000 2/15/2044 (16,074) (19,573)
BWS029025 IRS USD R V 03MLIBOR 2/15/2044 16,074 16,074
BWS029405 IRS USD P F 3.00000 5/15/2044 (18,056) (20,835)
BWS029405 IRS USD R V 03MLIBOR 5/15/2044 18,056 18,056
BWS029702 IRS USD P F 2.87500 5/15/2044 (18,796) (21,223)
BWS029702 IRS USD R V 03MLIBOR 5/15/2044 18,796 18,796
BWS030403 IRS USD P F 2.50000 1/31/2026 (61,347) (63,960)
BWS030403 IRS USD R V 03MLIBOR 1/31/2026 61,347 61,347
BWS030445 IRS USD P F 2.75000 8/15/2044 (18,513) (20,459)
BWS030445 IRS USD R V 03MLIBOR 8/15/2044 18,513 18,513
BWS030668 IRS USD P F 2.25000 12/31/2025 (54,808) (56,283)
BWS030668 IRS USD R V 03MLIBOR 12/31/2025 54,808 54,808
BWS030841 IRS USD P F 2.30000 4/26/2023 (81,653) (82,114)
BWS030841 IRS USD R V 03MLIBOR 4/26/2023 81,653 81,653
BWS031120 IRS USD P F 1.85000 4/30/2026 (8,007) (8,030)
BWS031120 IRS USD R V 03MLIBOR 4/30/2026 8,007 8,007
BWS031328 IRS USD P F 1.55000 4/30/2026 (50,585) (50,550)
BWS031328 IRS USD R V 00MFEDL 4/30/2026 50,585 50,585
BWU00L9Q5 IRS USD P F 2.50000 12/20/2027 (1,000) (1,000)
BWU00L9Q5 IRS USD R V 03MLIBOR 12/20/2027 1,000 952
BWU00L9U6 IRS USD P F 2.75000 12/20/2047 (2,800) (2,800)
BWU00L9U6 IRS USD R V 03MLIBOR 12/20/2047 2,800 2,483
BWU00NBN5 IRS USD P F 2.25000 6/20/2028 (5,800) (5,964)
BWU00NBN5 IRS USD R V 03MLIBOR 6/20/2028 5,800 5,800
BWU00QTB5 IRS USD P F 3.13400 9/13/2028 (15,200) (15,895)
BWU00QTB5 IRS USD R V 03MLIBOR 9/13/2028 15,200 15,200
BYV9C V9 NYM ECAL WTI BRENT SP 8/29/2019 (13) (6)
BYV9P V9 NYM EPUT WTI BRENT SP 8/29/2019 (13) (2)
BYX9C X9 NYM ECAL WTI BRENT SP 9/27/2019 (13) (8)
BYX9P X9 NYM EPUT WTI BRENT 9/27/2019 (13) (2)
BYZ9C Z9 NYM ECAL WTI BRENT 10/30/2019 (13) (10)
BYZ9P Z9 NYM EPUT WTI BRENT SP 10/30/2019 (13) (3)
BZQ19DS TRS BRL P E 8/14/2019 (2) (48,979)
BZQ19DS TRS BRL R F .00000 8/14/2019 182,997 47,747
CHICAGO ETHANOL S AUG19 8/30/2019 3,402 -
CHICAGO ETHANOL S DEC19 12/31/2019 1,470 -
CHICAGO ETHANOL S NOV19 11/29/2019 1,470 -
CHICAGO ETHANOL S OCT19 10/31/2019 1,470 -
CN18U19D TRS HKD P V 01MHIBOR 9/18/2019 (269,611) (34,510)
CN18U19D TRS HKD R E 9/18/2019 502 35,616
COCOA FUTURE DEC19 12/13/2019 - -
COCOA FUTURE SEP19 9/13/2019 - -
COFFEE ‘C’ FUTURE SEP19 9/18/2019 (225) -
COPPER FUTURE DEC19 12/27/2019 (1,350) -
COPPER FUTURE SEP19 9/26/2019 (1,250) -
CORN FUTURE DEC19 12/13/2019 (225) -
CORN FUTURE DEC20 12/14/2020 235 -
CORN FUTURE JUL20 7/14/2020 (365) -
CORN FUTURE MAR20 3/13/2020 340 -
CORN FUTURE MAY20 5/14/2020 365 -
CORN FUTURE SEP19 9/13/2019 (2,565) -
COTTON NO.2 FUTR DEC19 12/6/2019 (1,250) -
CRUDE OIL FUT OPT AUG19C 67 7/17/2019 (24) (3)
CRUDE OIL FUT OPT AUG19C 67.5 7/17/2019 (12) (1)
CRUDE OIL FUT OPT AUG19C 68 7/17/2019 (12) (1)
CRUDE OIL FUT OPT AUG19C 68.5 7/17/2019 (24) (2)
CRUDE OIL FUT OPT JUN20C 58.5 5/14/2020 25 117
CRUDE OIL FUT OPT JUN20C 59 5/14/2020 25 112
CRUDE OIL FUT OPT JUN20C 60 5/14/2020 25 100
CRUDE OIL FUT OPT JUN20C 62 5/14/2020 100 319
CRUDE OIL FUT OPT JUN20P 58.5 5/14/2020 25 173
CRUDE OIL FUT OPT JUN20P 59 5/14/2020 25 179
CRUDE OIL FUT OPT JUN20P 60 5/14/2020 25 193
CRUDE OIL FUT OPT JUN20P 62 5/14/2020 100 886
CRUDE OIL FUT OPT SEP19C 57 8/15/2019 (24) (90)
CRUDE OIL FUT OPT SEP19C 57.5 8/15/2019 (45) (155)
CRUDE OIL FUT OPT SEP19C 58 8/15/2019 (12) (38)
CRUDE OIL FUT OPT SEP19C 60 8/15/2019 (36) (78)
DTOPU19DS TRS ZAR P E 9/19/2019 (9) (6,754)
DTOPU19DS TRS ZAR R F .00000 9/19/2019 96,014 6,809
DUU9P 112.1 8/23/2019 (25,300) -
E-MINI RUSS 1000 VSEP19 9/20/2019 2 -
E-MINI RUSS 2000 SEP19 9/20/2019 16 -
EURCALL/KRWPUT 8/14/2019 1,150 70
EURCALL/USDPUT 9/24/2019 114,450 339
EURCALL/USDPUT 9/27/2019 114,660 366
EURCALL/USDPUT 7/9/2019 92,430 358
EURCALL/USDPUT 7/9/2019 46,200 295
EURCALL/USDPUT 7/24/2019 91,560 271
EURO BTP FUTURE SEP19 9/6/2019 17,600 -
EURO BUND FUTURE SEP19 9/6/2019 (88,500) -
EURO BUXL 30Y BND SEP19 9/6/2019 (3,200) -
EURO STOXX 50 SEP19 9/20/2019 14 -
EURPUT/GBPCALL 7/8/2019 45,790 47
EURPUT/USD CALL 7/23/2019 129,490 29
FED FUND 30DAY AUG19 8/30/2019 (44,170) -
FED FUND 30DAY JAN20 1/31/2020 (123,343) -
FED FUND 30DAY JUL19 7/31/2019 (100,008) -
FTSE 100 IDX FUT SEP19 9/20/2019 8 -
FTSE KLCI FUTURE JUL19 7/31/2019 12 -
FTSE/JSE TOP 40 SEP19 9/19/2019 (10) -
GASOLINE RBOB FUT NOV19 10/31/2019 42 -
GASOLINE RBOB FUT SEP19 8/30/2019 (882) -
GBPCALL/USDPUT 7/11/2019 40,920 52
GBPCALL/USDPUT 7/8/2019 40,900 42
GLOBEX NATURL GAS AUG19 7/26/2019 (130) -
GOLD 100 OZ FUTR AUG19 8/28/2019 (6) -
HANG SENG IDX FUT SEP19 9/27/2019 1 -
HCN19D TRS HKD P F .00000 7/30/2019 (983,905) (125,940)
HCN19D TRS HKD R E 7/30/2019 92 127,038
HENRY HB LD1 APR20 3/27/2020 80 -
HENRY HB LD1 APR21 3/30/2021 (40) -
HENRY HB LD1 AUG20 7/29/2020 80 -
HENRY HB LD1 AUG21 7/29/2021 (40) -
HENRY HB LD1 DEC20 11/25/2020 40 -
HENRY HB LD1 DEC21 11/26/2021 (40) -
HENRY HB LD1 FEB20 1/29/2020 40 -
HENRY HB LD1 FEB21 1/28/2021 (40) -
HENRY HB LD1 JAN20 12/27/2019 40 -
HENRY HB LD1 JAN21 12/30/2020 (40) -
HENRY HB LD1 JUL20 6/26/2020 80 -
HENRY HB LD1 JUL21 6/29/2021 (40) -
HENRY HB LD1 JUN20 5/27/2020 80 -
HENRY HB LD1 JUN21 5/26/2021 (40) -
HENRY HB LD1 MAR20 2/26/2020 40 -
HENRY HB LD1 MAR21 2/25/2021 (40) -
HENRY HB LD1 MAY20 4/28/2020 80 -
HENRY HB LD1 MAY21 4/28/2021 (40) -
HENRY HB LD1 NOV20 10/28/2020 40 -
HENRY HB LD1 NOV21 10/27/2021 (40) -
HENRY HB LD1 OCT20 9/28/2020 80 -
HENRY HB LD1 OCT21 9/28/2021 (40) -
HENRY HB LD1 SEP20 8/27/2020 80 -
HENRY HB LD1 SEP21 8/27/2021 (40) -
HF09U19D TRS USD P V 01MLIBOR 9/18/2019 (649) (649)
HF09U19D TRS USD R E 9/18/2019 - 656
HSCEI FUTURES JUL19 7/30/2019 21 -
HSTN V. WTI TRD M APR20 3/25/2020 (10) -
HSTN V. WTI TRD M AUG19 7/25/2019 1 -
HSTN V. WTI TRD M AUG20 7/24/2020 (3) -
HSTN V. WTI TRD M DEC19 11/25/2019 1 -
HSTN V. WTI TRD M DEC20 11/25/2020 (3) -
HSTN V. WTI TRD M FEB20 1/24/2020 (10) -
HSTN V. WTI TRD M JAN20 12/24/2019 (10) -
HSTN V. WTI TRD M JUL20 6/25/2020 (3) -
HSTN V. WTI TRD M JUN20 5/22/2020 (10) -
HSTN V. WTI TRD M MAR20 2/25/2020 (10) -
HSTN V. WTI TRD M MAY20 4/24/2020 (10) -
HSTN V. WTI TRD M NOV19 10/25/2019 1 -
HSTN V. WTI TRD M NOV20 10/23/2020 (3) -
HSTN V. WTI TRD M OCT19 9/25/2019 1 -
HSTN V. WTI TRD M OCT20 9/25/2020 (3) -
HSTN V. WTI TRD M SEP19 8/23/2019 1 -
HSTN V. WTI TRD M SEP20 8/25/2020 (3) -
ICE NAT GAS OPT AUG19P 32 7/26/2019 (465) (43)
ICE NAT GAS OPT SEP19P 32 8/27/2019 (300) (21)
IHN19DS TRS USD P E 7/25/2019 (2) (22,255)
IHN19DS TRS USD R F .00000 7/25/2019 22,180 22,180
IMM EUR FUT OPT DEC19C 97.375 12/16/2019 418 300
IMM EUR FUT OPT DEC19C 97.625 12/16/2019 (835) (407)
IS14U19DS TRS USD P E 9/18/2019 (3) (334)
IS14U19DS TRS USD R V 01MLIBOR 9/18/2019 329 329
JPN 10Y BOND(OSE) SEP19 9/12/2019 (2,500,000) -
KC HRW WHEAT FUT DEC19 12/13/2019 605 -
KC HRW WHEAT FUT JUL20 7/14/2020 35 -
KC HRW WHEAT FUT SEP19 9/13/2019 710 -
KM2U19D TRS KRW P F .00000 9/11/2019 (99,301,875) (86,002)
KM2U19D TRS KRW R E 9/11/2019 364,250 87,825
KOSPI2 INX FUT SEP19 9/11/2019 363,250 -
LIVE CATTLE FUTR AUG19 8/30/2019 3,200 -
LLS ARGUS V WTI S APR20 4/30/2020 1 -
LLS ARGUS V WTI S AUG20 8/31/2020 1 -
LLS ARGUS V WTI S DEC20 12/31/2020 1 -
LLS ARGUS V WTI S FEB20 2/28/2020 1 -
LLS ARGUS V WTI S JAN20 1/31/2020 1 -
LLS ARGUS V WTI S JUL20 7/31/2020 1 -
LLS ARGUS V WTI S JUN20 6/30/2020 1 -
LLS ARGUS V WTI S MAR20 3/31/2020 1 -
LLS ARGUS V WTI S MAY20 5/29/2020 1 -
LLS ARGUS V WTI S NOV20 11/30/2020 1 -
LLS ARGUS V WTI S OCT20 10/30/2020 1 -
LLS ARGUS V WTI S SEP20 9/30/2020 1 -
LME COPPER FUTURE DEC19 12/18/2019 1 -
LME COPPER FUTURE SEP19 9/18/2019 1 -
LME LEAD FUTURE JUL19 7/17/2019 - -
LME LEAD FUTURE NOV19 11/18/2019 - -
LME LEAD FUTURE SEP19 9/18/2019 - -
LME NICKEL FUTURE JUL19 7/17/2019 - -
LME NICKEL FUTURE NOV19 11/18/2019 - -
LME NICKEL FUTURE SEP19 9/18/2019 - -
LME PRI ALUM FUTR JUL19 7/17/2019 - -
LME PRI ALUM FUTR NOV19 11/20/2019 - -
LME PRI ALUM FUTR SEP19 9/18/2019 - -
LME ZINC FUTURE JUL19 7/17/2019 - -
LME ZINC FUTURE NOV19 11/20/2019 - -
LME ZINC FUTURE SEP19 9/18/2019 - -
LONG GILT FUTURE SEP19 9/26/2019 (2,400) -
LOW SU GASOIL G NOV19 11/12/2019 - -
LOW SU GASOIL G SEP19 9/12/2019 7 -
MEX BOLSA IDX FUT SEP19 9/20/2019 5 -
MSCI EAFE SEP19 9/20/2019 194 -
MSCI EMGMKT SEP19 9/20/2019 125 -
MSCI SING IX ETS JUL19 7/30/2019 (28) -
MSCI TAIWAN INDEX JUL19 7/30/2019 (59) -
MX20U19D TRS MXN P V 01MTIEE 9/18/2019 (13,963) (727)
MX20U19D TRS MXN R E 9/18/2019 15 718
MX21U19D TRS MXN P V 01MTIEE 9/18/2019 (10,502) (547)
MX21U19D TRS MXN R E 9/18/2019 11 538
NASDAQ 100 E-MINI SEP19 9/20/2019 - -
NAT GAS EURO OPT AUG19P 2.4 7/26/2019 (360) (48)
NAT GAS EURO OPT AUG19P 2.45 7/26/2019 (360) (61)
NAT GAS EURO OPT SEP19C 2.55 8/27/2019 (240) (8)
NAT GAS EURO OPT SEP19C 2.6 8/27/2019 (360) (9)
NAT GAS EURO OPT SEP19P 2.15 8/27/2019 (360) (24)
NAT GAS EURO OPT SEP19P 2.2 8/27/2019 (240) (20)
NATURAL GAS FUTR APR20 3/27/2020 (1,430) -
NATURAL GAS FUTR APR21 3/29/2021 (140) -
NATURAL GAS FUTR AUG19 7/29/2019 (490) -
NATURAL GAS FUTR DEC19 11/26/2019 (410) -
NATURAL GAS FUTR JAN20 12/27/2019 (2,080) -
NATURAL GAS FUTR MAR20 2/26/2020 320 -
NATURAL GAS FUTR MAR21 2/24/2021 140 -
NATURAL GAS FUTR MAY20 4/28/2020 450 -
NATURAL GAS FUTR NOV19 10/29/2019 (20) -
NATURAL GAS FUTR OCT19 9/26/2019 2,170 -
NATURAL GAS FUTR OCT20 9/28/2020 980 -
NATURAL GAS FUTR SEP19 8/28/2019 30 -
NY HARB ULSD FUT NOV19 10/31/2019 42 -
NY HARB ULSD FUT SEP19 8/30/2019 252 -
PL49U19DS TRS PLN P E 9/18/2019 (58) (3,219)
PL49U19DS TRS PLN R V 01MWIBOR 9/18/2019 11,848 3,177
PLATINUM FUTURE OCT19 10/29/2019 4 -
S+P/TSX 60 IX FUT SEP19 9/19/2019 72 -
S+P500 EMINI FUT SEP19 9/20/2019 121 -
SET50 FUTURES SEP19 9/27/2019 219 -
SG23U19DS TRS SGD P E 9/18/2019 (1) (3,406)
SG23U19DS TRS SGD R V 01MSIBOR 9/18/2019 4,386 3,242
SGX NIFTY 50 JUL19 7/25/2019 (4) -
SILVER FUTURE SEP19 9/26/2019 170 -
SOYBEAN FUTURE JAN20 1/14/2020 (480) -
SOYBEAN FUTURE MAR20 3/13/2020 315 -
SOYBEAN FUTURE MAY20 5/14/2020 165 -
SOYBEAN FUTURE NOV19 11/14/2019 165 -
SOYBEAN FUTURE NOV20 11/13/2020 90 -
SOYBEAN MEAL FUTR DEC19 12/13/2019 1 -
SOYBEAN OIL FUTR DEC19 12/13/2019 (4,560) -
SPI 200 FUTURES SEP19 9/19/2019 7 -
SUGAR 11 (WORLD) MAR20 2/28/2020 (336) -
SUGAR 11 (WORLD) OCT19 9/30/2019 (13,440) -
SWAP WESTERN/LEHMAN RECEIVABLE 9/15/2099 151 2
SWPC0GNL1 CDS EUR P V 03MEVENT 12/20/2020 (90) (102)
SWPC0GNL1 CDS EUR R F 1.00000 12/20/2020 90 104
SWPC0HCN7 CDS USD P V 03MEVENT 12/20/2023 (1,000) (1,000)
SWPC0HCN7 CDS USD R F 1.00000 12/20/2023 1,000 1,022
SWPC0HY52 CDS USD P V 03MEVENT 6/20/2024 (5,100) (5,100)
SWPC0HY52 CDS USD R F 1.00000 6/20/2024 5,100 5,209
SWS027862 IRS MXN P V 01MTIIE 4/5/2021 (867,230) (45,141)
SWS027862 IRS MXN R F 7.35050 4/5/2021 867,230 44,973
SWS027904 IRS MXN P V 01MTIIE 4/6/2022 (594,500) (30,945)
SWS027904 IRS MXN R F 7.33000 4/6/2022 594,500 30,937
SWS029421 IRS USD P V 03MLIBOR 2/15/2036 (24,366) (24,366)
SWS029421 IRS USD R F 3.00000 2/15/2036 24,366 27,342
SWS030387 CDS USD P V 03MEVENT 6/20/2024 (40,820) (40,820)
SWS030387 CDS USD R F 1.00000 6/20/2024 40,820 41,689
SWS030601 CDS USD P V 03MEVENT 6/20/2024 (32,170) (32,170)
SWS030601 CDS USD R F 5.00000 6/20/2024 32,170 34,583
SWS030825 IRS USD P V 03MLIBOR 4/26/2022 (80,150) (80,150)
SWS030825 IRS USD R F 2.25000 4/26/2022 80,150 80,651
SWS031104 IRS USD P V 03MLIBOR 6/15/2022 (37,850) (37,850)
SWS031104 IRS USD R F 1.85000 6/15/2022 37,850 37,968
SWU01Y374 TRS USD P E 12/31/2020 (12) (34)
SWU01Y374 TRS USD R E 12/31/2020 12 12
SWU01Y408 TRS USD P E 12/31/2019 (8) (8)
SWU01Y408 TRS USD R E 12/31/2019 8 8
SWU02Y175 TRS USD P E 12/31/2021 (4) (11)
SWU02Y175 TRS USD R E 12/31/2021 4 4
SWU02Y589 TRS USD P E 12/31/2019 (4) (4)
SWU02Y589 TRS USD R E 12/31/2019 4 5
SWU02Y878 TRS USD P E 5/12/2020 (771) (786)
SWU02Y878 TRS USD R E 5/12/2020 771 771
SWU02Y894 TRS USD P E 5/12/2020 (1,179) (1,179)
SWU02Y894 TRS USD R E 5/12/2020 1,179 1,186
SWU074960 TRS USD P E 12/31/2019 (9) (9)
SWU074960 TRS USD R E 12/31/2019 9 17
SWU078037 TRS USD P E 12/31/2021 (31) (31)
SWU078037 TRS USD R E 12/31/2021 31 41
SWU079365 TRS USD P E 12/31/2021 (5) (15)
SWU079365 TRS USD R E 12/31/2021 5 5
SWU081817 TRS USD P E 7/9/2019 (1,610) (1,640)
SWU081817 TRS USD R E 7/9/2019 1,610 1,610
SWU083839 TRS USD P E 12/31/2019 (4) (4)
SWU083839 TRS USD R E 12/31/2019 4 8
SWU086519 TRS USD P E 10/25/2019 (325) (244)
SWU086519 TRS USD R E 10/25/2019 325 325
SWU087079 TRS USD P E 8/23/2019 (220) (303)
SWU087079 TRS USD R E 8/23/2019 220 220
SWU09TR71 IRS GBP P V 00MUKRPI 9/15/2032 (2,800) (3,564)
SWU09TR71 IRS GBP R F 3.47000 9/15/2032 2,800 3,522
SWU0AZ249 TRS USD P E 9/30/2019 (3) (4)
SWU0AZ249 TRS USD R E 9/30/2019 3 3
SWU0AZ256 TRS USD P E 9/30/2019 (3) (4)
SWU0AZ256 TRS USD R E 9/30/2019 3 3
SWU0AZ991 TRS USD P E 8/23/2019 (163) (163)
SWU0AZ991 TRS USD R E 8/23/2019 163 143
SWU0DF141 TRS USD P V 03MTBILL 2/14/2020 (2,225) (2,225)
SWU0DF141 TRS USD R E 2/14/2020 14 2,280
SWU0DF174 TRS USD P V 03MTBILL 2/14/2020 (77,745) (77,745)
SWU0DF174 TRS USD R E 2/14/2020 1,090 79,662
SWU0DF265 TRS USD P F .17000 2/14/2020 (21,690) (21,690)
SWU0DF265 TRS USD R E 2/14/2020 199 21,685
SWU0DF273 TRS USD P F .17000 2/14/2020 (20,868) (20,868)
SWU0DF273 TRS USD R E 2/14/2020 180 20,845
SWU0DF281 TRS USD P F .00000 2/14/2020 (4,938) (4,938)
SWU0DF281 TRS USD R E 2/14/2020 52 5,156
SWU0DF562 TRS USD P V 03MTBILL 2/14/2020 (90,573) (90,573)
SWU0DF562 TRS USD R E 2/14/2020 1,651 92,829
SWU0DF604 TRS USD P F .00000 2/14/2020 (7,650) (7,650)
SWU0DF604 TRS USD R E 2/14/2020 80 7,988
SWU0DF612 TRS USD P F .95000 2/14/2020 (6,166) (6,166)
SWU0DF612 TRS USD R E 2/14/2020 49 6,170
SWU0DF620 TRS USD P F .15000 2/14/2020 (59,822) (59,822)
SWU0DF620 TRS USD R E 2/14/2020 520 59,798
SWU0DF711 TRS USD P F .30000 2/14/2020 (12,012) (12,012)
SWU0DF711 TRS USD R E 2/14/2020 11 12,387
SWU0DF737 TRS USD P F .35000 2/14/2020 (19,337) (19,337)
SWU0DF737 TRS USD R E 2/14/2020 200 19,736
SWU0DF745 TRS USD P F .25000 2/14/2020 (7,690) (7,690)
SWU0DF745 TRS USD R E 2/14/2020 44 8,683
SWU0DF760 TRS USD P V 03MTBILL 2/14/2020 (134,872) (134,872)
SWU0DF760 TRS USD R E 2/14/2020 824 138,198
SWU0DF786 TRS USD P V 03MTBILL 2/14/2020 (129,862) (129,862)
SWU0DF786 TRS USD R E 2/14/2020 791 133,059
SWU0DF794 TRS USD P V 03MTBILL 2/14/2020 (115,274) (115,274)
SWU0DF794 TRS USD R E 2/14/2020 356 118,142
SWU0DF810 TRS USD P F .17000 2/14/2020 (11,377) (11,377)
SWU0DF810 TRS USD R E 2/14/2020 28 11,836
SWU0DUB13 TRS USD P E 12/31/2020 (11) (11)
SWU0DUB13 TRS USD R E 12/31/2020 11 13
SWU0DUB21 TRS USD P E 12/31/2020 (8) (8)
SWU0DUB21 TRS USD R E 12/31/2020 8 10
SWU0DUB39 TRS USD P E 12/31/2020 (17) (17)
SWU0DUB39 TRS USD R E 12/31/2020 17 17
SWU0JA245 TRS USD P E 12/31/2020 (36) (36)
SWU0JA245 TRS USD R E 12/31/2020 36 44
SWU0JA286 TRS USD P E 12/31/2020 (12) (12)
SWU0JA286 TRS USD R E 12/31/2020 12 14
SWU0JA344 TRS USD P E 12/31/2020 (12) (12)
SWU0JA344 TRS USD R E 12/31/2020 12 8
SWU0JA351 TRS USD P E 12/31/2021 (11) (11)
SWU0JA351 TRS USD R E 12/31/2021 11 9
SWU0JA385 TRS USD P E 12/31/2020 (6) (6)
SWU0JA385 TRS USD R E 12/31/2020 6 7
SWU0JA716 TRS USD P E 8/23/2019 (75) (75)
SWU0JA716 TRS USD R E 8/23/2019 75 108
SWU0JA724 TRS USD P E 8/23/2019 (40) (40)
SWU0JA724 TRS USD R E 8/23/2019 40 54
SWU0JA930 TRS USD P E 8/23/2019 (50) (77)
SWU0JA930 TRS USD R E 8/23/2019 50 50
SWU0JA955 TRS USD P E 8/23/2019 (125) (176)
SWU0JA955 TRS USD R E 8/23/2019 125 125
SWU0JB102 TRS USD P E 12/31/2021 (5) (5)
SWU0JB102 TRS USD R E 12/31/2021 5 3
SWU0JB110 TRS USD P E 12/31/2020 (12) (12)
SWU0JB110 TRS USD R E 12/31/2020 12 7
SWU0JB136 TRS USD P E 8/23/2019 (75) (98)
SWU0JB136 TRS USD R E 8/23/2019 75 75
SWU0JB144 TRS USD P E 8/23/2019 (75) (75)
SWU0JB144 TRS USD R E 8/23/2019 75 68
SWU0JB151 TRS USD P E 8/23/2019 (100) (116)
SWU0JB151 TRS USD R E 8/23/2019 100 100
SWU0JB177 TRS USD P E 8/23/2019 (65) (65)
SWU0JB177 TRS USD R E 8/23/2019 65 60
SWU0JB193 TRS USD P E 8/23/2019 (65) (79)
SWU0JB193 TRS USD R E 8/23/2019 65 65
SWU0JB235 TRS USD P E 9/30/2019 (15) (15)
SWU0JB235 TRS USD R E 9/30/2019 15 24
SWU0JB243 TRS USD P E 8/23/2019 (40) (40)
SWU0JB243 TRS USD R E 8/23/2019 40 35
SWU0JB300 TRS USD P E 8/23/2019 (145) (162)
SWU0JB300 TRS USD R E 8/23/2019 145 145
SWU0JB581 TRS USD P E 9/30/2019 (4) (4)
SWU0JB581 TRS USD R E 9/30/2019 4 10
SWU0JB599 TRS USD P E 9/30/2019 (4) (4)
SWU0JB599 TRS USD R E 9/30/2019 4 9
SWU0JB722 TRS USD P E 8/23/2019 (163) (163)
SWU0JB722 TRS USD R E 8/23/2019 163 162
SWU0JB896 TRS USD P E 12/31/2021 (8) (8)
SWU0JB896 TRS USD R E 12/31/2021 8 13
SWU0JB953 TRS USD P E 8/23/2019 (80) (74)
SWU0JB953 TRS USD R E 8/23/2019 80 80
SWU0JC779 TRS USD P E 9/30/2019 (3) (3)
SWU0JC779 TRS USD R E 9/30/2019 3 3
SWU0JD017 TRS USD P E 11/22/2019 (45) (37)
SWU0JD017 TRS USD R E 11/22/2019 45 45
SWU0JD108 TRS USD P E 12/31/2019 (19) (19)
SWU0JD108 TRS USD R E 12/31/2019 19 34
SWU0JD272 TRS USD P E 11/22/2019 (295) (295)
SWU0JD272 TRS USD R E 11/22/2019 295 275
SWU0JH166 TRS USD P E 9/30/2019 (3) (4)
SWU0JH166 TRS USD R E 9/30/2019 3 3
SWU0JH182 TRS USD P E 12/31/2020 (35) (35)
SWU0JH182 TRS USD R E 12/31/2020 35 37
SWU0JH414 TRS USD P E 12/31/2020 (10) (10)
SWU0JH414 TRS USD R E 12/31/2020 10 11
SWU0JH620 TRS USD P E 9/30/2019 (3) (3)
SWU0JH620 TRS USD R E 9/30/2019 3 3
SWU0JH802 TRS USD P E 9/30/2019 (15) (8)
SWU0JH802 TRS USD R E 9/30/2019 15 15
SWU0JH836 TRS USD P E 12/31/2019 (2) (2)
SWU0JH836 TRS USD R E 12/31/2019 2 2
SWU0JH844 TRS USD P E 12/31/2020 (8) (5)
SWU0JH844 TRS USD R E 12/31/2020 8 8
SWU0JH935 TRS USD P E 9/30/2019 (1) (1)
SWU0JH935 TRS USD R E 9/30/2019 1 1
SWU0QA387 TRS USD P E 12/31/2020 (4) (4)
SWU0QA387 TRS USD R E 12/31/2020 4 -
SWU0QA395 TRS USD P E 12/31/2020 (7) (7)
SWU0QA395 TRS USD R E 12/31/2020 7 1
SWU0QQ002 TRS USD P E 12/31/2019 (6) (6)
SWU0QQ002 TRS USD R E 12/31/2019 6 23
SWU0RT021 TRS USD P E 12/31/2019 (20) (20)
SWU0RT021 TRS USD R E 12/31/2019 20 28
SWU0RT062 TRS USD P E 12/31/2019 (2) (2)
SWU0RT062 TRS USD R E 12/31/2019 2 3
SWU0RT070 TRS USD P E 12/31/2019 (6) (6)
SWU0RT070 TRS USD R E 12/31/2019 6 10
SWU0RT377 TRS USD P E 12/31/2019 (2) (2)
SWU0RT377 TRS USD R E 12/31/2019 2 4
SWU0RT401 TRS USD P E 11/22/2019 (130) (130)
SWU0RT401 TRS USD R E 11/22/2019 130 168
SWU0RT591 TRS USD P E 11/22/2019 (65) (65)
SWU0RT591 TRS USD R E 11/22/2019 65 86
SWU0RT823 TRS USD P E 12/31/2019 (1) (1)
SWU0RT823 TRS USD R E 12/31/2019 1 2
SWU0SA005 TRS USD P E 12/31/2019 (4) (4)
SWU0SA005 TRS USD R E 12/31/2019 4 5
SWU0SA187 TRS USD P E 12/31/2019 (4) (4)
SWU0SA187 TRS USD R E 12/31/2019 4 6
SWU0SA203 TRS USD P E 12/31/2019 (3) (3)
SWU0SA203 TRS USD R E 12/31/2019 3 4
SWU0SA401 TRS USD P E 12/31/2019 (6) (12)
SWU0SA401 TRS USD R E 12/31/2019 6 6
SWU0SC852 TRS USD P E 12/31/2019 (5) (5)
SWU0SC852 TRS USD R E 12/31/2019 5 10
SWU0SC951 TRS USD P E 11/22/2019 (125) (125)
SWU0SC951 TRS USD R E 11/22/2019 125 161
SWU0SD207 TRS USD P E 12/31/2020 (18) (18)
SWU0SD207 TRS USD R E 12/31/2020 18 27
SWU0SD280 TRS USD P E 12/31/2020 (7) (7)
SWU0SD280 TRS USD R E 12/31/2020 7 11
SWU0SD330 TRS USD P E 12/31/2020 (4) (4)
SWU0SD330 TRS USD R E 12/31/2020 4 5
SWU0SD389 TRS USD P E 11/22/2019 (125) (125)
SWU0SD389 TRS USD R E 11/22/2019 125 160
SWU0SD397 TRS USD P E 10/25/2019 (125) (87)
SWU0SD397 TRS USD R E 10/25/2019 125 125
SWU0SD447 TRS USD P E 12/31/2020 (6) (6)
SWU0SD447 TRS USD R E 12/31/2020 6 9
SWU0SE437 TRS USD P E 12/31/2020 (2) (2)
SWU0SE437 TRS USD R E 12/31/2020 2 3
SWU0SF103 TRS USD P E 11/8/2019 (150) (139)
SWU0SF103 TRS USD R E 11/8/2019 150 150
SWU0SF301 TRS USD P E 9/30/2019 (17) (26)
SWU0SF301 TRS USD R E 9/30/2019 17 17
SWU0SF384 TRS USD P E 12/31/2019 (3) (3)
SWU0SF384 TRS USD R E 12/31/2019 3 3
SWU0SF483 TRS USD P E 9/30/2019 (2) (2)
SWU0SF483 TRS USD R E 9/30/2019 2 2
SWU0SF509 TRS USD P E 12/31/2020 (7) (5)
SWU0SF509 TRS USD R E 12/31/2020 7 7
SWU0SF566 TRS USD P E 12/31/2019 (2) (2)
SWU0SF566 TRS USD R E 12/31/2019 2 4
SWU0SF608 TRS USD P E 12/31/2020 (8) (8)
SWU0SF608 TRS USD R E 12/31/2020 8 11
SWU0SF707 TRS USD P E 9/30/2019 (18) (17)
SWU0SF707 TRS USD R E 9/30/2019 18 18
SWU0SF731 TRS USD P E 12/31/2019 (7) (3)
SWU0SF731 TRS USD R E 12/31/2019 7 7
SWU0SF871 TRS USD P E 8/23/2019 (65) (74)
SWU0SF871 TRS USD R E 8/23/2019 65 65
SWU0SS030 TRS USD P E 6/8/2020 (974) (974)
SWU0SS030 TRS USD R E 6/8/2020 974 978
SWU0SS048 TRS USD P E 6/8/2020 (619) (629)
SWU0SS048 TRS USD R E 6/8/2020 619 619
SWU0SS394 TRS USD P E 12/31/2020 (122) (122)
SWU0SS394 TRS USD R E 12/31/2020 122 8
SWU0TY267 TRS USD P E 12/31/2019 (5) (5)
SWU0TY267 TRS USD R E 12/31/2019 5 6
SWU0TY283 TRS USD P E 12/31/2019 (2) (2)
SWU0TY283 TRS USD R E 12/31/2019 2 3
SWU0TY945 TRS USD P E 12/31/2019 (1) (1)
SWU0TY945 TRS USD R E 12/31/2019 1 2
SWU0Y7104 TRS USD P E 12/31/2019 (11) (19)
SWU0Y7104 TRS USD R E 12/31/2019 11 11
SWU0Y7773 TRS USD P E 12/31/2019 (12) (22)
SWU0Y7773 TRS USD R E 12/31/2019 12 12
SWU0Y7781 TRS USD P E 12/31/2019 (10) (10)
SWU0Y7781 TRS USD R E 12/31/2019 10 20
SWU0YJT08 TRS USD P E 12/31/2019 (7) (7)
SWU0YJT08 TRS USD R E 12/31/2019 7 7
SWU0YJTE8 TRS USD P E 12/31/2019 (4) (4)
SWU0YJTE8 TRS USD R E 12/31/2019 4 4
TA35N19DS TRS ILS P E 7/26/2019 (11) (4,782)
TA35N19DS TRS ILS R F .00000 7/26/2019 17,029 4,775
TOPIX INDX FUTR SEP19 9/12/2019 5,440 -
TTF NAT GAS F AUG19 7/30/2019 (17) -
TTF NAT GAS OPT AUG19P 9 7/26/2019 (60) (44)
TTF NAT GAS OPT OCT19P 13 9/26/2019 (116) (183)
US 10YR FUT OPTN AUG19C 128 7/26/2019 204 124
US 10YR FUT OPTN AUG19C 128.5 7/26/2019 250 102
US 10YR FUT OPTN AUG19C 129 7/26/2019 (169) (45)
US 10YR FUT OPTN AUG19C 129.5 7/26/2019 (328) (51)
US 10YR FUT OPTN AUG19C 130 7/26/2019 (88) (8)
US 10YR FUT OPTN AUG19P 124 7/26/2019 (86) (1)
US 10YR FUT OPTN AUG19P 124.5 7/26/2019 (303) (5)
US 10YR FUT OPTN AUG19P 125.5 7/26/2019 (88) (4)
US 10YR FUT OPTN AUG19P 126 7/26/2019 (220) (17)
US 10YR FUT OPTN AUG19P 126.5 7/26/2019 (88) (12)
US 10YR FUT OPTN SEP19C 126 8/23/2019 (83) (182)
US 10YR FUT OPTN SEP19C 127 8/23/2019 (44) (63)
US 10YR FUT OPTN SEP19C 127.5 8/23/2019 (43) (48)
US 10YR FUT OPTN SEP19C 128.5 8/23/2019 (330) (217)
US 10YR FUT OPTN SEP19C 129 8/23/2019 (124) (60)
US 10YR FUT OPTN SEP19C 130.5 8/23/2019 (168) (34)
US 10YR FUT OPTN SEP19P 120.5 8/23/2019 766 24
US 10YR FUT OPTN SEP19P 122.5 8/23/2019 (610) (29)
US 10YR FUT OPTN SEP19P 123.5 8/23/2019 (43) (3)
US 10YR FUT OPTN SEP19P 126.5 8/23/2019 (645) (202)
US 10YR FUT OPTN SEP19P 127 8/23/2019 (412) (187)
US 10YR NOTE (CBT)SEP19 9/19/2019 31,600 -
US 10YR ULTRA FUT SEP19 9/19/2019 (27,900) -
US 2YR NOTE (CBT) SEP19 9/30/2019 246,600 -
US 5YR FUTR OPTN AUG19C 117.7 7/26/2019 (174) (110)
US 5YR FUTR OPTN AUG19C 118.5 7/26/2019 886 235
US 5YR FUTR OPTN AUG19C 118.7 7/26/2019 (220) (41)
US 5YR FUTR OPTN AUG19C 119.5 7/26/2019 (628) (39)
US 5YR FUTR OPTN AUG19P 115.7 7/26/2019 (174) (3)
US 5YR FUTR OPTN AUG19P 116 7/26/2019 (174) (3)
US 5YR FUTR OPTN AUG19P 116.7 7/26/2019 (220) (9)
US 5YR FUTR OPTN AUG19P 117 7/26/2019 (88) (6)
US 5YR FUTR OPTN AUG19P 117.2 7/26/2019 (132) (12)
US 5YR FUTR OPTN SEP19C 118.2 8/23/2019 (260) (132)
US 5YR FUTR OPTN SEP19C 118.5 8/23/2019 (412) (167)
US 5YR FUTR OPTN SEP19P 115.2 8/23/2019 (260) (8)
US 5YR NOTE (CBT) SEP19 9/30/2019 (4,000) -
US BOND FUTR OPTN AUG19C 158 7/26/2019 (42) (17)
US BOND FUTR OPTN AUG19C 161 7/26/2019 (84) (7)
US BOND FUTR OPTN AUG19C 171 7/26/2019 226 -
US BOND FUTR OPTN AUG19P 147 7/26/2019 (124) (4)
US BOND FUTR OPTN SEP19C 158 8/23/2019 (124) (110)
US BOND FUTR OPTN SEP19C 162 8/23/2019 (82) (21)
US LONG BOND(CBT) SEP19 9/19/2019 (23,500) -
US ULTRA BOND CBT SEP19 9/19/2019 149,800 -
USD PUT CAD CALL 8/27/2019 116,520 1,643
USDCALL/CADPUT 7/5/2019 78,140 125
USDCALL/JPYPUT 7/5/2019 137,890 221
USDCALL/KRWPUT 8/22/2019 1,300 129
USDCALL/KRWPUT 7/23/2019 26,050 34
USDCALL/TWDPUT 7/22/2019 78,080 172
USDCALL/TWDPUT 7/24/2019 78,200 242
USDPUT/CADCALL 7/10/2019 78,160 289
USDPUT/CADCALL 7/4/2019 65,060 143
USDPUT/CHFCALL 7/3/2019 130,200 2,864
USDPUT/CNHCALL 7/4/2019 42,150 80
USDPUT/JPYCALL 7/2/2019 26,020 104
USDPUT/JPYCALL 7/3/2019 26,000 104
USDPUT/JPYCALL 7/5/2019 130,190 247
USDPUT/JPYCALL 7/5/2019 65,100 137
USDPUT/JPYCALL 7/5/2019 130,430 78
USDPUT/MXNCALL 8/5/2019 1,300 389
USDPUT/MXNCALL 7/24/2019 52,130 73
WHEAT FUTURE(CBT) DEC19 12/13/2019 (190) -
WHEAT FUTURE(CBT) JUL20 7/14/2020 (140) -
WHEAT FUTURE(CBT) SEP19 9/13/2019 (695) -
WHITE SUGAR (ICE) OCT19 9/13/2019 8 -
WIU19DS TRS PLN P E 9/20/2019 (20) (12,299)
WIU19DS TRS PLN R F .00000 9/20/2019 44,873 12,033
WTI CRUDE FUTURE APR20 3/20/2020 78 -
WTI CRUDE FUTURE AUG20 7/21/2020 (39) -
WTI CRUDE FUTURE DEC19 11/19/2019 (257) -
WTI CRUDE FUTURE DEC19 11/20/2019 (612) -
WTI CRUDE FUTURE DEC20 11/19/2020 38 -
WTI CRUDE FUTURE DEC20 11/20/2020 612 -
WTI CRUDE FUTURE DEC21 11/18/2021 (11) -
WTI CRUDE FUTURE DEC21 11/19/2021 (598) -
WTI CRUDE FUTURE DEC22 11/21/2022 (144) -
WTI CRUDE FUTURE DEC23 11/20/2023 (22) -
WTI CRUDE FUTURE FEB20 1/21/2020 52 -
WTI CRUDE FUTURE JAN20 12/19/2019 (56) -
WTI CRUDE FUTURE JUL20 6/22/2020 (56) -
WTI CRUDE FUTURE JUN20 5/18/2020 99 -
WTI CRUDE FUTURE JUN20 5/19/2020 264 -
WTI CRUDE FUTURE JUN21 5/20/2021 511 -
WTI CRUDE FUTURE JUN22 5/20/2022 58 -
WTI CRUDE FUTURE MAR20 2/19/2020 22 -
WTI CRUDE FUTURE MAR20 2/20/2020 90 -
WTI CRUDE FUTURE MAY20 4/21/2020 112 -
WTI CRUDE FUTURE NOV19 10/22/2019 (55) -
WTI CRUDE FUTURE OCT19 9/20/2019 (26) -
WTI CRUDE FUTURE SEP19 8/19/2019 13 -
WTI CRUDE FUTURE SEP19 8/20/2019 25 -
WTI CRUDE FUTURE SEP20 8/20/2020 8 -
WTI MIDLVSWTI TM APR20 3/25/2020 (10) -
WTI MIDLVSWTI TM AUG20 7/24/2020 (3) -
WTI MIDLVSWTI TM DEC20 11/25/2020 (3) -
WTI MIDLVSWTI TM FEB20 1/24/2020 (10) -
WTI MIDLVSWTI TM JAN20 12/24/2019 (10) -
WTI MIDLVSWTI TM JUL20 6/25/2020 (3) -
WTI MIDLVSWTI TM JUN20 5/22/2020 (10) -
WTI MIDLVSWTI TM MAR20 2/25/2020 (10) -
WTI MIDLVSWTI TM MAY20 4/24/2020 (10) -
WTI MIDLVSWTI TM NOV20 10/23/2020 (3) -
WTI MIDLVSWTI TM OCT20 9/25/2020 (3) -
WTI MIDLVSWTI TM SEP20 8/25/2020 (3) -
WTI-BRENT ICE SW APR20 4/30/2020 (1) -
WTI-BRENT ICE SW AUG19 8/30/2019 (1) -
WTI-BRENT ICE SW AUG20 8/31/2020 (1) -
WTI-BRENT ICE SW DEC19 12/31/2019 (1) -
WTI-BRENT ICE SW DEC20 12/31/2020 (1) -
WTI-BRENT ICE SW FEB20 2/28/2020 (1) -
WTI-BRENT ICE SW JAN20 1/31/2020 (1) -
WTI-BRENT ICE SW JUL19 7/31/2019 (1) -
WTI-BRENT ICE SW JUL20 7/31/2020 (1) -
WTI-BRENT ICE SW JUN20 6/30/2020 (1) -
WTI-BRENT ICE SW MAR20 3/31/2020 (1) -
WTI-BRENT ICE SW MAY20 5/29/2020 (1) -
WTI-BRENT ICE SW NOV19 11/29/2019 (1) -
WTI-BRENT ICE SW NOV20 11/30/2020 (1) -
WTI-BRENT ICE SW OCT19 10/31/2019 (1) -
WTI-BRENT ICE SW OCT20 10/30/2020 (1) -
WTI-BRENT ICE SW SEP19 9/30/2019 (1) -
WTI-BRENT ICE SW SEP20 9/30/2020 (1) -
ZA60U19DS TRS ZAR P E 9/18/2019 (13) (937)
ZA60U19DS TRS ZAR R V 01MJIBAR 9/18/2019 13,344 946
ZA61U19DS TRS ZAR P E 9/18/2019 (433) (30,947)
ZA61U19DS TRS ZAR R V 01MJIBAR 9/18/2019 443,486 31,450
ZA62U19DS TRS ZAR P E 9/18/2019 - (30)
ZA62U19DS TRS ZAR R V 01MJIBAR 9/18/2019 424 30
ZA63U19DS TRS ZAR P E 9/18/2019 (10) (748)
ZA63U19DS TRS ZAR R V 01MJIBAR 9/18/2019 10,744 762