Investment Table

Derivative Instruments
as of 6/30/2018

 

# | 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)
0WP287410 CDS USD P V 03MEVENT 3/20/2024 (1,988) (1,988)
0WP287410 CDS USD R F 1.00000 3/20/2024 1,988 2,014
8CV8C F9 NYM ECAL NAT GAS 3M C 9/25/2018 (70) (2)
8CV8P F9 NYM EPUT NAT GAS 3M C 9/25/2018 (70) -
90DAY EUR FUTR DEC18 12/17/2018 (73,500) -
90DAY EUR FUTR DEC19 12/16/2019 496,000 -
90DAY EUR FUTR JUN20 6/15/2020 172,250 -
90DAY EUR FUTR MAR19 3/18/2019 (33,000) -
90DAY EUR FUTR MAR21 3/15/2021 22,000 -
90DAY EUR FUTR SEP18 9/17/2018 (20,750) -
9WP025183 SWAPTION PAYER 80 8/15/2018 (22,600) (19)
9WR018624 SWAPTION RECEIVER 62 8/15/2018 22,600 12
A5Q18DS TRS TRY P E 8/31/2018 (144) (3,801)
A5Q18DS TRS TRY R F .00000 8/31/2018 17,238 3,763
B007071 CDS USD P F 5.00000 12/20/2018 (1,989) (2,027)
B007071 CDS USD R V 00MEVENT 12/20/2018 1,989 1,989
BCS43XK07 TRS USD P F .11000 3/8/2019 (199,593) (199,593)
BCS43XK07 TRS USD R E 3/8/2019 2,283 199,593
BCS441M87 CDS USD P F 1.00000 6/20/2023 (250,000) (250,000)
BCS441M87 CDS USD R V 03MEVENT 6/20/2023 250,000 246,238
BCS4526C3 TRS USD P F .09000 5/10/2019 (106,513) (106,513)
BCS4526C3 TRS USD R E 5/10/2019 1,219 106,513
BIST 30 FUTURES AUG18 8/31/2018 (287) -
BR25U18D TRS BRL P V 01MBZDIO 9/19/2018 (3,657) (950)
BR25U18D TRS BRL R E 9/19/2018 5 951
BRENT CRUDE FUTR DEC18 10/31/2018 391 -
BRENT CRUDE FUTR DEC19 10/31/2019 254 -
BRENT CRUDE FUTR DEC20 10/30/2020 279 -
BRENT CRUDE FUTR DEC21 10/29/2021 49 -
BRENT CRUDE FUTR DEC22 10/31/2022 (46) -
BRENT CRUDE FUTR FEB19 12/28/2018 (326) -
BRENT CRUDE FUTR JAN19 11/30/2018 4 -
BRENT CRUDE FUTR JUN19 4/30/2019 (440) -
BRENT CRUDE FUTR JUN20 5/14/2020 (134) -
BRENT CRUDE FUTR JUN21 4/30/2021 (38) -
BRENT CRUDE FUTR MAR19 1/31/2019 (106) -
BRENT CRUDE FUTR MAR20 1/31/2020 (13) -
BRENT CRUDE FUTR NOV18 9/28/2018 (13) -
BRENT CRUDE FUTR OCT18 8/31/2018 146 -
BRENT CRUDE FUTR SEP18 7/31/2018 (2) -
BRENT CRUDE FUTR SEP19 7/31/2019 (99) -
BRENT CRUDE FUTR OPTN 7/26/2018 (1,200) -
BRENT CRUDE FUTR OPTN 7/26/2018 (3,600) -
BRENT CRUDE FUTR OPTN 7/26/2018 (1,200) -
BRENT CRUDE FUTR OPTN 8/28/2018 (2,400) -
BRENT CRUDE FUTR OPTN 8/28/2018 (1,200) -
BRENT CRUDE FUTR OPTN 8/28/2018 (1,200) -
BRENT CRUDE FUTR OPTN 8/28/2018 (1,200) -
BRENT CRUDE FUTR OPTN 10/26/2018 (700) -
BRENT CRUDE FUTR OPTN 10/26/2018 (4,000) -
BRENT CRUDE FUTR OPTN 10/26/2018 (4,000) -
BRENT-DUBAI ICE AUG18 8/31/2018 33 -
BRENT-DUBAI ICE DEC18 12/31/2018 41 -
BRENT-DUBAI ICE JUL18 7/31/2018 33 -
BRENT-DUBAI ICE NOV18 11/30/2018 41 -
BRENT-DUBAI ICE OCT18 10/31/2018 41 -
BRENT-DUBAI ICE SEP18 9/28/2018 33 -
BRT/DUBAI 1ST LN FEB19 2/28/2019 8 -
BRT/DUBAI 1ST LN JAN19 1/31/2019 8 -
BRT/DUBAI 1ST LN MAR19 3/29/2019 8 -
BRTC4ACG8 CDS EUR P V 03MEVENT 6/20/2022 (40) (47)
BRTC4ACG8 CDS EUR R F 5.00000 6/20/2022 40 51
BRTF87XP1 CDS EUR P V 03MEVENT 12/20/2022 (50) (58)
BRTF87XP1 CDS EUR R F 1.00000 12/20/2022 50 52
BRTFCSS84 CDS EUR P V 03MEVENT 12/20/2022 (40) (47)
BRTFCSS84 CDS EUR R F 1.00000 12/20/2022 40 45
BRTFE21K1 CDS EUR P V 03MEVENT 12/20/2022 (30) (35)
BRTFE21K1 CDS EUR R F 5.00000 12/20/2022 30 38
BRTFX54M6 CDS USD P F 5.00000 6/20/2023 (132) (132)
BRTFX54M6 CDS USD R V 03MEVENT 6/20/2023 132 169
BRTHGD4N2 CDS EUR P V 03MEVENT 6/20/2023 (8) (9)
BRTHGD4N2 CDS EUR R F 5.00000 6/20/2023 8 10
BRTHHLTV8 CDS EUR P V 03MEVENT 6/20/2023 (40) (47)
BRTHHLTV8 CDS EUR R F 1.00000 6/20/2023 40 41
BRTHWP3V0 CDS EUR P V 03MEVENT 6/20/2023 (30) (35)
BRTHWP3V0 CDS EUR R F 1.00000 6/20/2023 30 32
BWS026161 IRS EUR P F 1.49800 8/23/2047 (2,860) (3,379)
BWS026161 IRS EUR R V 06MEURIB 8/23/2047 2,860 3,339
BWS02616S IRS EUR P V 06MEURIB 8/23/2047 (2,860) -
BWS02616S IRS EUR R F 1.49800 8/23/2047 2,860 -
BWS027060 IRS USD P F 2.95000 11/15/2043 (12,235) (12,259)
BWS027060 IRS USD R V 03MLIBOR 11/15/2043 12,235 12,235
BWS027300 CDS USD P F 5.00000 12/20/2022 (4,480) (4,758)
BWS027300 CDS USD R V 03MEVENT 12/20/2022 4,480 4,480
BWS027706 CDS USD P F 5.00000 6/20/2023 (10,520) (11,134)
BWS027706 CDS USD R V 03MEVENT 6/20/2023 10,520 10,520
BWS028084 IRS USD P V 03MLIBOR 9/19/2023 (115,906) (115,906)
BWS028084 IRS USD R V 03MFEDL 9/19/2023 115,906 116,045
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 1,035
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 2,928
BWU00NBN5 IRS USD P F 2.25000 6/20/2028 (5,800) (5,457)
BWU00NBN5 IRS USD R V 03MLIBOR 6/20/2028 5,800 5,800
BYU8C U8 NYM ECAL WTI BRENT SP 7/30/2018 (13) (15)
BYU8C U8 NYM ECAL WTI BRENT SP 7/30/2018 (10) (27)
BYU8P U8 NYM EPUT WTI BRENT SP 7/30/2018 (13) (6)
BYV8C V8 NYM ECAL WTI BRENT SP 8/30/2018 (7) (8)
BZQ18D TRS BRL P F .00000 8/15/2018 (87,472) (22,735)
BZQ18D TRS BRL R E 8/15/2018 1 22,919
CHICAGO ETHANOL S AUG18 8/31/2018 168 -
CHICAGO ETHANOL S DEC18 12/31/2018 2,562 -
CHICAGO ETHANOL S JUL18 7/31/2018 294 -
CHICAGO ETHANOL S SEP18 9/28/2018 294 -
CN14U18D TRS HKD P V 01MHIBOR 9/19/2018 (379,421) (48,362)
CN14U18D TRS HKD R E 9/19/2018 579 44,002
COCOA FUTURE DEC18 12/13/2018 - -
COCOA FUTURE SEP18 9/13/2018 - -
COFFEE ‘C’ FUTURE DEC18 12/18/2018 (225) -
COFFEE ‘C’ FUTURE SEP18 9/18/2018 (75) -
COPPER FUTURE DEC18 12/27/2018 (2,450) -
COPPER FUTURE SEP18 9/26/2018 (350) -
CORN FUTURE DEC18 12/14/2018 (510) -
CORN FUTURE DEC19 12/13/2019 (85) -
CORN FUTURE JUL19 7/12/2019 (75) -
CORN FUTURE SEP18 9/14/2018 (505) -
CORN FUTURE OPTN SEP18P 350 8/24/2018 (270) (24)
COTTON NO.2 FUTR DEC18 12/6/2018 300 -
CRUDE OIL FUT OPT AUG18C 76.5 7/17/2018 (48) (32)
CRUDE OIL FUT OPT AUG18C 77.5 7/17/2018 (12) (6)
CRUDE OIL FUT OPT NOV18C 65 10/17/2018 40 274
CRUDE OIL FUT OPT NOV18P 65 10/17/2018 40 69
CRUDE OIL FUT OPT SEP18C 70 8/16/2018 (24) (94)
CRUDE OIL FUT OPT SEP18C 71 8/16/2018 (12) (40)
CRUDE OIL FUT OPT SEP18C 72 8/16/2018 (12) (33)
CRUDE OIL FUT OPT SEP18C 73 8/16/2018 (12) (28)
E-MINI RUSS 1000 VSEP18 9/21/2018 2 -
E-MINI RUSS 2000 SEP18 9/21/2018 15 -
EUR 1Y MIDCV OP DEC18C 97.125 12/14/2018 723 101
EUR 1Y MIDCV OP DEC18C 97.375 12/14/2018 708 51
EUR 1Y MIDCV OP DEC18C 97.5 12/14/2018 (1,445) (76)
EUR 2Y MIDCV OP DEC18C 97.375 12/14/2018 (708) (60)
EURCALL/GBPPUT 7/4/2018 75,660 247
EURCALL/GBPPUT 7/9/2018 75,570 476
EURO BUND FUTURE SEP18 9/6/2018 (79,300) -
EURO STOXX 50 SEP18 9/21/2018 19 -
EURO-BTP FUTURE SEP18 9/6/2018 10,600 -
EURPUT/CZKCALL 7/9/2018 49,250 29
EURPUT/CZKCALL 7/27/2018 74,900 219
EURPUT/CZKCALL 8/3/2018 24,940 32
EURPUT/TRYCALL 11/28/2018 1,240 239
EURPUT/USDCALL 7/5/2018 123,690 578
EURPUT/USDCALL 7/13/2018 126,080 408
EURPUT/USDCALL 8/1/2018 125,030 549
EURPUT/USDCALL 9/14/2018 75,480 79
EURPUT/USDCALL 9/28/2018 99,950 362
EURPUT/USDCALL 12/28/2018 126,390 516
FTSE 100 IDX FUT SEP18 9/21/2018 9 -
FTSE KLCI FUTURE JUL18 7/31/2018 (9) -
FTSE/JSE TOP 40 SEP18 9/20/2018 (10) -
GASOLINE RBOB FUT NOV18 10/31/2018 168 -
GASOLINE RBOB FUT SEP18 8/31/2018 (252) -
GLOBEX NATURL GAS AUG18 7/26/2018 (220) -
GLOBEX NATURL GAS SEP18 8/28/2018 (30) -
GOLD 100 OZ FUTR AUG18 8/29/2018 2 -
HENRY HB LD1 AUG18 7/27/2018 85 -
HENRY HB LD1 DEC18 11/28/2018 85 -
HENRY HB LD1 NOV18 10/29/2018 80 -
HENRY HB LD1 OCT18 9/26/2018 85 -
HENRY HB LD1 SEP18 8/29/2018 80 -
HENRY HB LD1 APR19 3/27/2019 40 -
HENRY HB LD1 AUG19 7/29/2019 40 -
HENRY HB LD1 DEC19 11/26/2019 40 -
HENRY HB LD1 FEB19 1/29/2019 40 -
HENRY HB LD1 JAN19 12/27/2018 40 -
HENRY HB LD1 JUL19 6/26/2019 40 -
HENRY HB LD1 JUN19 5/29/2019 40 -
HENRY HB LD1 MAR19 2/26/2019 40 -
HENRY HB LD1 MAY19 4/26/2019 40 -
HENRY HB LD1 NOV19 10/29/2019 40 -
HENRY HB LD1 OCT19 9/26/2019 40 -
HENRY HB LD1 SEP19 8/28/2019 40 -
HF02U18DS TRS USD P E 9/19/2018 (2) (2,111)
HF02U18DS TRS USD R V 01MLIBOR 9/19/2018 2,355 2,355
HSCEI FUTURES JUL18 7/30/2018 32 -
HSTN V. WTI TRD M APR19 3/25/2019 1 -
HSTN V. WTI TRD M APR20 3/25/2020 (2) -
HSTN V. WTI TRD M APR21 3/25/2021 1 -
HSTN V. WTI TRD M AUG18 7/25/2018 3 -
HSTN V. WTI TRD M AUG19 7/25/2019 1 -
HSTN V. WTI TRD M AUG20 7/24/2020 (2) -
HSTN V. WTI TRD M AUG21 7/23/2021 1 -
HSTN V. WTI TRD M DEC18 11/23/2018 3 -
HSTN V. WTI TRD M DEC19 11/25/2019 1 -
HSTN V. WTI TRD M DEC20 11/25/2020 (2) -
HSTN V. WTI TRD M DEC21 11/24/2021 1 -
HSTN V. WTI TRD M FEB19 1/25/2019 1 -
HSTN V. WTI TRD M FEB20 1/24/2020 (2) -
HSTN V. WTI TRD M FEB21 1/25/2021 1 -
HSTN V. WTI TRD M JAN19 12/24/2018 1 -
HSTN V. WTI TRD M JAN20 12/24/2019 (2) -
HSTN V. WTI TRD M JAN21 12/24/2020 1 -
HSTN V. WTI TRD M JUL19 6/25/2019 1 -
HSTN V. WTI TRD M JUL20 6/25/2020 (2) -
HSTN V. WTI TRD M JUL21 6/25/2021 1 -
HSTN V. WTI TRD M JUN19 5/24/2019 1 -
HSTN V. WTI TRD M JUN20 5/22/2020 (2) -
HSTN V. WTI TRD M JUN21 5/25/2021 1 -
HSTN V. WTI TRD M MAR19 2/25/2019 1 -
HSTN V. WTI TRD M MAR20 2/25/2020 (2) -
HSTN V. WTI TRD M MAR21 2/25/2021 1 -
HSTN V. WTI TRD M MAY19 4/25/2019 1 -
HSTN V. WTI TRD M MAY20 4/24/2020 (2) -
HSTN V. WTI TRD M MAY21 4/23/2021 1 -
HSTN V. WTI TRD M NOV18 10/25/2018 3 -
HSTN V. WTI TRD M NOV19 10/25/2019 1 -
HSTN V. WTI TRD M NOV20 10/23/2020 (2) -
HSTN V. WTI TRD M NOV21 10/25/2021 1 -
HSTN V. WTI TRD M OCT18 9/25/2018 3 -
HSTN V. WTI TRD M OCT19 9/25/2019 1 -
HSTN V. WTI TRD M OCT20 9/25/2020 (2) -
HSTN V. WTI TRD M OCT21 9/24/2021 1 -
HSTN V. WTI TRD M SEP18 8/24/2018 3 -
HSTN V. WTI TRD M SEP19 8/23/2019 1 -
HSTN V. WTI TRD M SEP20 8/25/2020 (2) -
HSTN V. WTI TRD M SEP21 8/25/2021 1 -
IS05U18DS TRS USD P E 9/19/2018 (3) (476)
IS05U18DS TRS USD R V 01MLIBOR 9/19/2018 470 470
JPN 10Y BOND(OSE) SEP18 9/12/2018 (2,500,000) -
KC HRW WHEAT FUT DEC18 12/14/2018 390 -
KC HRW WHEAT FUT JUL19 7/12/2019 20 -
KC HRW WHEAT FUT SEP18 9/14/2018 5 -
KM2U18D TRS KRW P F .00000 9/13/2018 (124,645,827) (111,840)
KM2U18D TRS KRW R E 9/13/2018 393,750 105,989
KOSPI2 INX FUT SEP18 9/13/2018 109,750 -
LIVE CATTLE FUTR AUG18 8/31/2018 720 -
LLS ARGUS V WTI S APR19 4/30/2019 5 -
LLS ARGUS V WTI S AUG18 8/31/2018 7 -
LLS ARGUS V WTI S AUG19 8/30/2019 6 -
LLS ARGUS V WTI S DEC18 12/31/2018 7 -
LLS ARGUS V WTI S DEC19 12/31/2019 6 -
LLS ARGUS V WTI S FEB19 2/28/2019 5 -
LLS ARGUS V WTI S JAN19 1/31/2019 5 -
LLS ARGUS V WTI S JUL18 7/31/2018 7 -
LLS ARGUS V WTI S JUL19 7/31/2019 6 -
LLS ARGUS V WTI S JUN19 6/28/2019 5 -
LLS ARGUS V WTI S MAR19 3/29/2019 5 -
LLS ARGUS V WTI S MAY19 5/31/2019 5 -
LLS ARGUS V WTI S NOV18 11/30/2018 7 -
LLS ARGUS V WTI S NOV19 11/29/2019 6 -
LLS ARGUS V WTI S OCT18 10/31/2018 7 -
LLS ARGUS V WTI S OCT19 10/31/2019 6 -
LLS ARGUS V WTI S SEP18 9/28/2018 7 -
LLS ARGUS V WTI S SEP19 9/30/2019 6 -
LME COPPER FUTURE DEC18 12/17/2018 1 -
LME COPPER FUTURE JUL18 7/18/2018 - -
LME COPPER FUTURE SEP18 9/17/2018 - -
LME LEAD FUTURE JUL18 7/18/2018 - -
LME LEAD FUTURE SEP18 9/17/2018 - -
LME NICKEL FUTURE JUL18 7/18/2018 - -
LME NICKEL FUTURE NOV18 11/19/2018 - -
LME NICKEL FUTURE SEP18 9/17/2018 - -
LME PRI ALUM FUTR JUL18 7/18/2018 - -
LME PRI ALUM FUTR NOV18 11/19/2018 - -
LME PRI ALUM FUTR SEP18 9/17/2018 - -
LME ZINC FUTURE JUL18 7/18/2018 - -
LME ZINC FUTURE NOV18 11/19/2018 - -
LME ZINC FUTURE SEP18 9/17/2018 - -
LONG GILT FUTURE SEP18 9/26/2018 (2,700) -
LOW SU GASOIL G NOV18 11/12/2018 1 -
LOW SU GASOIL G SEP18 9/12/2018 2 -
MEX BOLSA IDX FUT SEP18 9/21/2018 5 -
MSCI EAFE SEP18 9/21/2018 108 -
MSCI EMGMKT SEP18 9/21/2018 121 -
MSCI SING IX ETS JUL18 7/30/2018 (12) -
MSCI TAIWAN INDEX JUL18 7/30/2018 4 -
MT BELV PROP 5 DE AUG18 8/31/2018 (168) -
MT BELV PROP 5 DE DEC18 12/31/2018 420 -
MT BELV PROP 5 DE JUL18 7/31/2018 (252) -
NAT GAS EURO OPT AUG18P 2.65 7/26/2018 (240) (1)
NAT GAS EURO OPT AUG18P 2.75 7/26/2018 (480) (5)
NAT GAS EURO OPT AUG18P 2.8 7/26/2018 (360) (7)
NAT GAS EURO OPT OCT18P 2.7 9/25/2018 (400) (16)
NAT GAS EURO OPT SEP18P 2.7 8/28/2018 (480) (12)
NAT GAS EURO OPT SEP18P 2.75 8/28/2018 (720) (26)
NATURAL GAS FUTR APR19 3/27/2019 490 -
NATURAL GAS FUTR AUG18 7/27/2018 (250) -
NATURAL GAS FUTR FEB19 1/29/2019 1,600 -
NATURAL GAS FUTR JAN19 12/27/2018 50 -
NATURAL GAS FUTR MAR19 2/26/2019 (1,350) -
NATURAL GAS FUTR MAY19 4/26/2019 30 -
NATURAL GAS FUTR OCT18 9/26/2018 50 -
NATURAL GAS FUTR OCT19 9/26/2019 430 -
NATURAL GAS FUTR SEP18 8/29/2018 (1,260) -
NATURAL GAS SWAP AUG18 7/27/2018 (85) -
NATURAL GAS SWAP DEC18 11/28/2018 (85) -
NATURAL GAS SWAP NOV18 10/29/2018 (80) -
NATURAL GAS SWAP OCT18 9/26/2018 (85) -
NATURAL GAS SWAP SEP18 8/29/2018 (80) -
NY HARB ULSD FUT NOV18 10/31/2018 168 -
NY HARB ULSD FUT SEP18 8/31/2018 42 -
PL29U18DS TRS PLN P E 9/19/2018 (7) (347)
PL29U18DS TRS PLN R V 01MWIBOR 9/19/2018 1,369 366
PLATINUM FUTURE OCT18 10/29/2018 - -
RXQ8C162.5 7/27/2018 (5,300) -
RXQ8C163.5 7/27/2018 (10,600) -
RXQ8P159.5 7/27/2018 (10,600) -
S+P/TSX 60 IX FUT SEP18 9/20/2018 72 -
S+P500 EMINI FUT SEP18 9/21/2018 (1,173) -
S92DT7T71 CDS EUR P V 03MEVENT 6/20/2023 (350) (409)
S92DT7T71 CDS EUR R F 5.00000 6/20/2023 350 441
SCS4766G3 IRS USD P V 03MLIBOR 7/3/2028 (3,000) (3,000)
SCS4766G3 IRS USD R F 2.95630 7/3/2028 3,000 3,008
SET50 FUTURES SEP18 9/27/2018 (985) -
SILVER FUTURE SEP18 9/26/2018 (35) -
SOYBEAN FUT OPTN AUG18P 870 7/27/2018 (160) (44)
SOYBEAN FUTURE NOV18 11/14/2018 (30) -
SOYBEAN FUTURE NOV19 11/14/2019 60 -
SOYBEAN OIL FUTR DEC18 12/14/2018 (1,260) -
SPI 200 FUTURES SEP18 9/20/2018 6 -
SUGAR 11 (WORLD) MAR19 2/28/2019 (2,464) -
SUGAR 11 (WORLD) OCT18 9/28/2018 (8,400) -
SWAP WESTERN/LEHMAN RECEIVABLE 9/15/2099 151 5
SWPC0GNL1 CDS EUR P V 03MEVENT 12/20/2020 (90) (105)
SWPC0GNL1 CDS EUR R F 1.00000 12/20/2020 90 106
SWPC0GPJ4 CDS USD P V 03MEVENT 6/20/2023 (6,400) (6,400)
SWPC0GPJ4 CDS USD R F 1.00000 6/20/2023 6,400 6,496
SWS026724 IRS USD P V 03MLIBOR 5/31/2022 (29,367) (29,367)
SWS026724 IRS USD R F 2.25000 5/31/2022 29,367 28,681
SWS027540 CDS USD P V 03MEVENT 6/20/2023 (54,800) (54,800)
SWS027540 CDS USD R F 1.00000 6/20/2023 54,800 55,625
SWS027862 IRS MXN P V 01MTIIE 4/5/2021 (867,230) (44,121)
SWS027862 IRS MXN R F 7.35050 4/5/2021 867,230 43,398
SWS027904 IRS MXN P V 01MTIIE 4/6/2022 (594,500) (30,246)
SWS027904 IRS MXN R F 7.33000 4/6/2022 594,500 29,660
SWS028027 IRS USD P V 03MLIBOR 8/31/2022 (73,830) (73,830)
SWS028027 IRS USD R F 2.85000 8/31/2022 73,830 73,785
SWU01Y374 TRS USD P E 12/31/2020 (12) (12)
SWU01Y374 TRS USD R E 12/31/2020 12 24
SWU01Y382 TRS USD P E 9/30/2018 (6) (6)
SWU01Y382 TRS USD R E 9/30/2018 6 23
SWU01Y390 TRS USD P E 9/30/2018 (1) (1)
SWU01Y390 TRS USD R E 9/30/2018 1 3
SWU01Y408 TRS USD P E 12/31/2019 (16) (16)
SWU01Y408 TRS USD R E 12/31/2019 16 17
SWU01Y481 TRS USD P E 9/30/2018 (4) (4)
SWU01Y481 TRS USD R E 9/30/2018 4 6
SWU01Y523 TRS USD P E 9/30/2018 (4) (4)
SWU01Y523 TRS USD R E 9/30/2018 4 7
SWU02Y175 TRS USD P E 12/31/2021 (4) (4)
SWU02Y175 TRS USD R E 12/31/2021 4 7
SWU02Y258 TRS USD P E 9/30/2018 (2) (9)
SWU02Y258 TRS USD R E 9/30/2018 2 2
SWU02Y399 TRS USD P E 12/31/2018 (4) (11)
SWU02Y399 TRS USD R E 12/31/2018 4 4
SWU02Y589 TRS USD P E 12/31/2019 (4) (4)
SWU02Y589 TRS USD R E 12/31/2019 4 4
SWU02Y878 TRS USD P E 5/12/2020 (771) (771)
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 1,181
SWU039B11 TRS USD P V 03MTBILL 8/15/2018 (99,486) (99,486)
SWU039B11 TRS USD R E 8/15/2018 1,651 99,324
SWU039B86 TRS USD P E 3/31/2019 (3) (3)
SWU039B86 TRS USD R E 3/31/2019 3 3
SWU074143 TRS USD P E 10/26/2018 (633) (633)
SWU074143 TRS USD R E 10/26/2018 633 633
SWU074473 TRS USD P E 10/31/2018 (1,484) (1,527)
SWU074473 TRS USD R E 10/31/2018 1,484 1,484
SWU074481 TRS USD P E 10/31/2018 (8,600) (8,849)
SWU074481 TRS USD R E 10/31/2018 8,600 8,600
SWU074499 TRS USD P E 10/31/2018 (14,036) (14,036)
SWU074499 TRS USD R E 10/31/2018 14,036 14,197
SWU074572 TRS USD P E 12/31/2018 (8) (70)
SWU074572 TRS USD R E 12/31/2018 8 8
SWU074580 TRS USD P E 9/30/2018 (8) (8)
SWU074580 TRS USD R E 9/30/2018 8 25
SWU074598 TRS USD P E 11/6/2018 (753) (774)
SWU074598 TRS USD R E 11/6/2018 753 753
SWU074606 TRS USD P E 12/31/2018 (24) (208)
SWU074606 TRS USD R E 12/31/2018 24 24
SWU074812 TRS USD P E 9/30/2018 (8) (23)
SWU074812 TRS USD R E 9/30/2018 8 8
SWU074820 TRS USD P E 11/23/2018 (314) (314)
SWU074820 TRS USD R E 11/23/2018 314 314
SWU074960 TRS USD P E 12/31/2019 (22) (22)
SWU074960 TRS USD R E 12/31/2019 22 45
SWU076197 TRS USD P E 10/26/2018 (928) (929)
SWU076197 TRS USD R E 10/26/2018 928 928
SWU078011 TRS USD P E 12/31/2018 (15) (30)
SWU078011 TRS USD R E 12/31/2018 15 15
SWU078029 TRS USD P E 12/31/2018 (14) (14)
SWU078029 TRS USD R E 12/31/2018 14 -
SWU078037 TRS USD P E 12/31/2021 (31) (31)
SWU078037 TRS USD R E 12/31/2021 31 101
SWU079365 TRS USD P E 12/31/2021 (5) (5)
SWU079365 TRS USD R E 12/31/2021 5 9
SWU079712 TRS USD P E 12/31/2018 (1) (1)
SWU079712 TRS USD R E 12/31/2018 1 2
SWU080603 TRS USD P E 10/26/2018 (843) (847)
SWU080603 TRS USD R E 10/26/2018 843 843
SWU09TR71 IRS GBP P V 00MUKRPI 9/15/2032 (2,800) (3,697)
SWU09TR71 IRS GBP R F 3.47000 9/15/2032 2,800 3,760
SWU0CA580 TRS USD P E 3/31/2019 (2) (2)
SWU0CA580 TRS USD R E 3/31/2019 2 2
SWU0CA986 TRS USD P F .25000 2/15/2019 (4,451) (4,451)
SWU0CA986 TRS USD R E 2/15/2019 27 4,515
SWU0CH387 TRS USD P F .17000 8/15/2018 (5,321) (5,321)
SWU0CH387 TRS USD R E 8/15/2018 12 5,330
SWU0CH643 TRS USD P E 10/15/2018 (3) (618)
SWU0CH643 TRS USD R V 03MTBILL 10/15/2018 619 619
SWU0H6519 TRS USD P F .17000 8/15/2018 (8,823) (8,823)
SWU0H6519 TRS USD R E 8/15/2018 82 8,820
SWU0H6527 TRS USD P F .17000 8/15/2018 (8,684) (8,684)
SWU0H6527 TRS USD R E 8/15/2018 74 8,665
SWU0H6535 TRS USD P F .95000 8/15/2018 (2,696) (2,696)
SWU0H6535 TRS USD R E 8/15/2018 20 2,698
SWU0H6543 TRS USD P F .15000 8/15/2018 (10,912) (10,912)
SWU0H6543 TRS USD R E 8/15/2018 96 10,913
SWU0H6550 TRS USD P V 03MTBILL 8/15/2018 (52,804) (52,804)
SWU0H6550 TRS USD R E 8/15/2018 148 52,643
SWU0H6568 TRS USD P V 03MTBILL 8/15/2018 (35,249) (35,249)
SWU0H6568 TRS USD R E 8/15/2018 450 35,157
SWU0H6576 TRS USD P V 03MTBILL 8/15/2018 (59,394) (59,394)
SWU0H6576 TRS USD R E 8/15/2018 326 59,241
SWU0H6584 TRS USD P F .35000 8/15/2018 (3,288) (3,288)
SWU0H6584 TRS USD R E 8/15/2018 31 3,369
SWU0H6600 TRS USD P F .00000 8/15/2018 (279) (279)
SWU0H6600 TRS USD R E 8/15/2018 2 279
SWU0H6816 TRS USD P F .00000 8/15/2018 (5,794) (5,794)
SWU0H6816 TRS USD R E 8/15/2018 52 5,812
SWU0H7038 TRS USD P V 03MTBILL 8/15/2018 (2,908) (2,908)
SWU0H7038 TRS USD R E 8/15/2018 16 2,900
SWU0SS030 TRS USD P E 6/8/2020 (974) (974)
SWU0SS030 TRS USD R E 6/8/2020 974 973
SWU0SS048 TRS USD P E 6/8/2020 (619) (617)
SWU0SS048 TRS USD R E 6/8/2020 619 619
SWU0SS097 TRS USD P E 12/31/2018 (4) (4)
SWU0SS097 TRS USD R E 12/31/2018 4 2
SWU0SS311 TRS USD P E 12/31/2018 (26) (26)
SWU0SS311 TRS USD R E 12/31/2018 26 15
SWU0SS329 TRS USD P E 12/31/2018 (4) (4)
SWU0SS329 TRS USD R E 12/31/2018 4 3
SWU0SS394 TRS USD P E 12/31/2020 (4) (4)
SWU0SS394 TRS USD R E 12/31/2020 4 5
SWU0WE929 TRS USD P E 12/31/2018 (19) (19)
SWU0WE929 TRS USD R E 12/31/2018 19 10
SWU0WE937 TRS USD P E 12/31/2018 (4) (4)
SWU0WE937 TRS USD R E 12/31/2018 4 2
SWU0Y6155 TRS USD P E 10/31/2018 (238) (245)
SWU0Y6155 TRS USD R E 10/31/2018 238 238
SWU0Y6247 TRS USD P E 9/30/2018 (4) (4)
SWU0Y6247 TRS USD R E 9/30/2018 4 14
SWU0Y6411 TRS USD P E 9/30/2018 (4) (4)
SWU0Y6411 TRS USD R E 9/30/2018 4 14
SWU0Y6494 TRS USD P E 11/23/2018 (2,302) (2,331)
SWU0Y6494 TRS USD R E 11/23/2018 2,302 2,302
SWU0Y7104 TRS USD P E 12/31/2019 (22) (92)
SWU0Y7104 TRS USD R E 12/31/2019 22 22
SWU0Y7476 TRS USD P E 12/3/2018 (703) (721)
SWU0Y7476 TRS USD R E 12/3/2018 703 703
SWU0Y7773 TRS USD P E 12/31/2019 (24) (104)
SWU0Y7773 TRS USD R E 12/31/2019 24 24
SWU0Y7781 TRS USD P E 12/31/2019 (24) (24)
SWU0Y7781 TRS USD R E 12/31/2019 24 51
SWU0Y7922 TRS USD P E 12/31/2018 (4) (16)
SWU0Y7922 TRS USD R E 12/31/2018 4 4
SWU0Y7963 TRS USD P E 12/31/2018 (2) (9)
SWU0Y7963 TRS USD R E 12/31/2018 2 2
SWU0Y8193 TRS USD P E 12/19/2018 (386) (394)
SWU0Y8193 TRS USD R E 12/19/2018 386 386
SWU0Y8599 TRS USD P E 12/31/2018 (9) (43)
SWU0Y8599 TRS USD R E 12/31/2018 9 9
SWU0Y9175 TRS USD P E 12/31/2018 (4) (47)
SWU0Y9175 TRS USD R E 12/31/2018 4 4
SWU0Y9332 TRS USD P F .30000 8/15/2018 (3,387) (3,387)
SWU0Y9332 TRS USD R E 8/15/2018 3 3,438
SWU0Y9563 TRS USD P E 12/31/2018 (22) (22)
SWU0Y9563 TRS USD R E 12/31/2018 22 6
SWU0YJT08 TRS USD P E 12/31/2019 (13) (13)
SWU0YJT08 TRS USD R E 12/31/2019 13 13
SWU0YJTE8 TRS USD P E 12/31/2019 (8) (8)
SWU0YJTE8 TRS USD R E 12/31/2019 8 8
SWU0Z0686 TRS USD P E 12/31/2018 (4) (4)
SWU0Z0686 TRS USD R E 12/31/2018 4 15
SWU0Z7715 TRS USD P E 12/31/2018 (3) (3)
SWU0Z7715 TRS USD R E 12/31/2018 3 3
TA35N18DS TRS ILS P E 7/27/2018 (23) (9,578)
TA35N18DS TRS ILS R F .00000 7/27/2018 35,054 9,576
TOPIX INDX FUTR SEP18 9/13/2018 5,440 -
TR22U18DS TRS TRY P E 9/19/2018 (3) (856)
TR22U18DS TRS TRY R V 01MTRLIB 9/19/2018 3,896 850
TWN18D TRS USD P F .00000 7/30/2018 (10,206) (10,206)
TWN18D TRS USD R E 7/30/2018 27 10,271
TXN18D TRS TWD P F .00000 7/18/2018 (1,469,694) (48,205)
TXN18D TRS TWD R E 7/18/2018 138 48,187
US 10YR FUT OPTN AUG18C 119.5 7/27/2018 2 2
US 10YR FUT OPTN AUG18C 120.2 7/27/2018 201 85
US 10YR FUT OPTN AUG18C 120.5 7/27/2018 210 69
US 10YR FUT OPTN AUG18C 120.7 7/27/2018 70 18
US 10YR FUT OPTN AUG18C 121 7/27/2018 (212) (40)
US 10YR FUT OPTN AUG18C 122 7/27/2018 (286) (18)
US 10YR FUT OPTN AUG18P 118 7/27/2018 (72) (2)
US 10YR FUT OPTN AUG18P 120 7/27/2018 140 50
US 10YR FUT OPTN SEP18C 120.5 8/24/2018 (108) (59)
US 10YR FUT OPTN SEP18C 121 8/24/2018 (298) (112)
US 10YR FUT OPTN SEP18C 121.5 8/24/2018 (363) (91)
US 10YR FUT OPTN SEP18C 122 8/24/2018 (214) (37)
US 10YR FUT OPTN SEP18P 117.5 8/24/2018 (73) (5)
US 10YR NOTE (CBT)SEP18 9/19/2018 131,500 -
US 10YR ULTRA FUT SEP18 9/19/2018 393,100 -
US 2YR NOTE (CBT) SEP18 9/28/2018 876,200 -
US 5YR FUTR OPTN AUG18C 113.7 7/27/2018 (107) (25)
US 5YR FUTR OPTN AUG18C 114 7/27/2018 175 26
US 5YR FUTR OPTN SEP18C 113.5 8/24/2018 142 69
US 5YR FUTR OPTN SEP18C 114 8/24/2018 140 38
US 5YR FUTR OPTN SEP18C 114.2 8/24/2018 (72) (15)
US 5YR FUTR OPTN SEP18C 114.7 8/24/2018 (210) (23)
US 5YR FUTR OPTN SEP18C 115.2 8/24/2018 (280) (18)
US 5YR FUTR OPTN SEP18P 110 8/24/2018 440 7
US 5YR NOTE (CBT) SEP18 9/28/2018 443,600 -
US BOND FUTR OPTN AUG18C 144.5 7/27/2018 35 44
US BOND FUTR OPTN AUG18C 145 7/27/2018 71 71
US BOND FUTR OPTN AUG18C 145.5 7/27/2018 70 55
US BOND FUTR OPTN AUG18C 146 7/27/2018 (80) (48)
US BOND FUTR OPTN AUG18C 147 7/27/2018 (180) (59)
US BOND FUTR OPTN AUG18P 139 7/27/2018 (108) (3)
US BOND FUTR OPTN AUG18P 145 7/27/2018 35 35
US LONG BOND(CBT) SEP18 9/19/2018 (86,800) -
US ULTRA BOND CBT SEP18 9/19/2018 740,700 -
USDCALL/CNHPUT 7/26/2018 58,230 111
USDCALL/JPYPUT 7/2/2018 116,490 70
USDCALL/JPYPUT 7/23/2018 116,700 187
USDCALL/JPYPUT 9/13/2018 116,510 583
USDCALL/KRWPUT 7/23/2018 58,350 134
USDPUT/CADCALL 7/6/2018 87,450 665
USDPUT/INRCALL 9/26/2018 58,550 117
USDPUT/MXNCALL 7/23/2018 1,460 220
USDPUT/MXNCALL 9/13/2018 1,460 197
USDPUT/RUBCALL 8/2/2018 1,450 131
USDPUT/TRYCALL 9/3/2018 1,450 141
USDPUT/TRYCALL 11/23/2018 1,460 187
WCS OIL MTHLY IDX AUG18 7/16/2018 5 -
WCS OIL MTHLY IDX DEC18 11/15/2018 6 -
WCS OIL MTHLY IDX NOV18 10/16/2018 6 -
WCS OIL MTHLY IDX OCT18 9/14/2018 6 -
WCS OIL MTHLY IDX SEP18 8/16/2018 5 -
WHEAT FUTURE(CBT) DEC18 12/14/2018 (510) -
WHEAT FUTURE(CBT) JUL19 7/12/2019 30 -
WHEAT FUTURE(CBT) SEP18 9/14/2018 110 -
WHITE SUGAR (ICE) OCT18 9/14/2018 4 -
WIU18DS TRS PLN P E 9/21/2018 (12) (6,713)
WIU18DS TRS PLN R F .00000 9/21/2018 26,580 7,099
WTI CRUDE FUTURE APR19 3/20/2019 78 -
WTI CRUDE FUTURE AUG18 7/20/2018 (5) -
WTI CRUDE FUTURE AUG19 7/22/2019 (8) -
WTI CRUDE FUTURE DEC18 11/16/2018 (42) -
WTI CRUDE FUTURE DEC18 11/19/2018 (465) -
WTI CRUDE FUTURE DEC19 11/19/2019 (18) -
WTI CRUDE FUTURE DEC19 11/20/2019 (506) -
WTI CRUDE FUTURE DEC20 11/19/2020 (57) -
WTI CRUDE FUTURE DEC20 11/20/2020 (318) -
WTI CRUDE FUTURE DEC21 11/19/2021 50 -
WTI CRUDE FUTURE DEC22 11/21/2022 (29) -
WTI CRUDE FUTURE FEB19 1/22/2019 60 -
WTI CRUDE FUTURE JAN19 12/19/2018 (130) -
WTI CRUDE FUTURE JUL19 6/20/2019 (18) -
WTI CRUDE FUTURE JUN19 5/20/2019 135 -
WTI CRUDE FUTURE JUN19 5/21/2019 542 -
WTI CRUDE FUTURE JUN20 5/19/2020 123 -
WTI CRUDE FUTURE JUN21 5/20/2021 68 -
WTI CRUDE FUTURE MAR19 2/20/2019 64 -
WTI CRUDE FUTURE MAR20 2/20/2020 102 -
WTI CRUDE FUTURE NOV18 10/19/2018 13 -
WTI CRUDE FUTURE NOV18 10/22/2018 (79) -
WTI CRUDE FUTURE OCT18 9/19/2018 37 -
WTI CRUDE FUTURE OCT18 9/20/2018 204 -
WTI CRUDE FUTURE SEP18 8/20/2018 10 -
WTI CRUDE FUTURE SEP18 8/21/2018 (42) -
WTI CRUDE FUTURE SEP19 8/19/2019 13 -
WTI CRUDE FUTURE SEP19 8/20/2019 385 -
WTI MIDARG/FIN CS AUG18 8/31/2018 (1) -
WTI MIDARG/FIN CS DEC18 12/31/2018 (1) -
WTI MIDARG/FIN CS NOV18 11/30/2018 (1) -
WTI MIDARG/FIN CS OCT18 10/31/2018 (1) -
WTI MIDARG/FIN CS SEP18 9/28/2018 (1) -
WTI MIDLVSWTI TM APR20 3/25/2020 (2) -
WTI MIDLVSWTI TM APR21 3/25/2021 1 -
WTI MIDLVSWTI TM AUG20 7/24/2020 (2) -
WTI MIDLVSWTI TM AUG21 7/23/2021 1 -
WTI MIDLVSWTI TM DEC20 11/25/2020 (2) -
WTI MIDLVSWTI TM DEC21 11/24/2021 1 -
WTI MIDLVSWTI TM FEB20 1/24/2020 (2) -
WTI MIDLVSWTI TM FEB21 1/25/2021 1 -
WTI MIDLVSWTI TM JAN20 12/24/2019 (2) -
WTI MIDLVSWTI TM JAN21 12/24/2020 1 -
WTI MIDLVSWTI TM JUL20 6/25/2020 (2) -
WTI MIDLVSWTI TM JUL21 6/25/2021 1 -
WTI MIDLVSWTI TM JUN20 5/22/2020 (2) -
WTI MIDLVSWTI TM JUN21 5/25/2021 1 -
WTI MIDLVSWTI TM MAR20 2/25/2020 (2) -
WTI MIDLVSWTI TM MAR21 2/25/2021 1 -
WTI MIDLVSWTI TM MAY20 4/24/2020 (2) -
WTI MIDLVSWTI TM MAY21 4/23/2021 1 -
WTI MIDLVSWTI TM NOV20 10/23/2020 (2) -
WTI MIDLVSWTI TM NOV21 10/25/2021 1 -
WTI MIDLVSWTI TM OCT20 9/25/2020 (2) -
WTI MIDLVSWTI TM OCT21 9/24/2021 1 -
WTI MIDLVSWTI TM SEP20 8/25/2020 (2) -
WTI MIDLVSWTI TM SEP21 8/25/2021 1 -
WTI-BRENT ICE SW APR19 4/30/2019 (6) -
WTI-BRENT ICE SW AUG18 8/31/2018 (10) -
WTI-BRENT ICE SW AUG19 8/30/2019 (6) -
WTI-BRENT ICE SW DEC18 12/31/2018 (10) -
WTI-BRENT ICE SW DEC19 12/31/2019 (6) -
WTI-BRENT ICE SW FEB19 2/28/2019 (6) -
WTI-BRENT ICE SW JAN19 1/31/2019 (6) -
WTI-BRENT ICE SW JUL18 7/31/2018 (7) -
WTI-BRENT ICE SW JUL19 7/31/2019 (6) -
WTI-BRENT ICE SW JUN19 6/28/2019 (6) -
WTI-BRENT ICE SW MAR19 3/29/2019 (6) -
WTI-BRENT ICE SW MAY19 5/31/2019 (6) -
WTI-BRENT ICE SW NOV18 11/30/2018 (10) -
WTI-BRENT ICE SW NOV19 11/29/2019 (6) -
WTI-BRENT ICE SW OCT18 10/31/2018 (10) -
WTI-BRENT ICE SW OCT19 10/31/2019 (6) -
WTI-BRENT ICE SW SEP18 9/28/2018 (10) -
WTI-BRENT ICE SW SEP19 9/30/2019 (6) -
ZA30U18DS TRS ZAR P E 9/19/2018 (38) (2,719)
ZA30U18DS TRS ZAR R V 01MJIBAR 9/19/2018 37,154 2,711
ZA31U18DS TRS ZAR P E 9/19/2018 (260) (18,760)
ZA31U18DS TRS ZAR R V 01MJIBAR 9/19/2018 257,519 18,788
ZA32U18DS TRS ZAR P E 9/19/2018 (24) (1,739)
ZA32U18DS TRS ZAR R V 01MJIBAR 9/19/2018 23,266 1,697

Commands