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Portfolio holdings: Derivative instruments

As of 6/30/2024

Securities are listed alphabetically and values may round to less than a thousand.

Security descriptionMaturity datePar value in thousands (000s)Market value $US in thousands (000s)
10451961H TRS USD P V 00MSOFR12/31/2099 (1,638)(1,638)
10451961H TRS USD R E12/31/2099 159 1,692
10713898D TRS USD P V 00MSOFR2/21/2029 (174)(174)
10713898D TRS USD R E2/21/2029 41 223
11456429D TRS USD P V 00MSOFR2/21/2029 (179)(179)
11456429D TRS USD R E2/21/2029 259 179
11614977D TRS USD P V 00MSOFR2/21/2029 (622)(622)
11614977D TRS USD R E2/21/2029 1,566 595
12397723D TRS USD P V 00MSOFR2/21/2029 (701)(701)
12397723D TRS USD R E2/21/2029 119 584
12397736D TRS USD P V 00MSOFR2/21/2029 (217)(217)
12397736D TRS USD R E2/21/2029 113 174
13334861D TRS USD P V 00MSOFR2/21/2029 (48)(48)
13334861D TRS USD R E2/21/2029 8 43
13334864D TRS USD P V 00MSOFR2/21/2029 (99)(99)
13334864D TRS USD R E2/21/2029 14 111
13334865D TRS USD P V 00MSOFR2/21/2029 (64)(64)
13334865D TRS USD R E2/21/2029 79 65
13661257D TRS USD P V 00MSOFR2/21/2029 (57)(57)
13661257D TRS USD R E2/21/2029 2 54
13661288D TRS USD P V 00MSOFR2/21/2029 (64)(64)
13661288D TRS USD R E2/21/2029 7 64
13661309D TRS USD P V 00MSOFR2/21/2029 (137)(137)
13661309D TRS USD R E2/21/2029 12 123
13661310D TRS USD P V 00MSOFR2/21/2029 (171)(171)
13661310D TRS USD R E2/21/2029 5 149
13661311D TRS USD P V 00MSOFR2/21/2029 (63)(63)
13661311D TRS USD R E2/21/2029 31 59
13661313D TRS USD P V 00MSOFR2/21/2029 (73)(73)
13661313D TRS USD R E2/21/2029 1 72
13853383D TRS USD P V 00MSOFR2/21/2029 (56)(56)
13853383D TRS USD R E2/21/2029 9 59
13973820H TRS USD P V 00MSOFR12/31/2099 (3,495)(3,495)
13973820H TRS USD R E12/31/2099 54 3,881
14000621D TRS USD P V 00MSOFR2/21/2029 (31)(31)
14000621D TRS USD R E2/21/2029 4 30
14000623D TRS USD P V 00MSOFR2/21/2029 (73)(73)
14000623D TRS USD R E2/21/2029 14 70
14595637D TRS USD P V 00MSOFR3/19/2029 (137)(137)
14595637D TRS USD R E3/19/2029 143 132
14984287D TRS USD P V 00MSOFR2/21/2029 (868)(868)
14984287D TRS USD R E2/21/2029 174 710
14985294D TRS USD P V 00MSOFR2/21/2029 (17)(17)
14985294D TRS USD R E2/21/2029 3 15
15383762D TRS USD P V 00MSOFR2/21/2029 (60)(60)
15383762D TRS USD R E2/21/2029 130 56
16247927D TRS USD P V 01MLIBOR9/18/2024 (9,927)(9,927)
16247927D TRS USD R E9/18/2024 13 10,458
16247941D TRS BRL P V 01MBZDIO9/18/2024 (285,025)(51,315)
16247941D TRS BRL R E9/18/2024 202 53,288
16247957D TRS ILS P V 01MTELBO9/18/2024 (71,872)(19,078)
16247957D TRS ILS R E9/18/2024 36 19,027
3 MONTH SOFR FUT DEC243/18/2025 55,000 0
3 MONTH SOFR FUT DEC253/17/2026 196,500 0
3 MONTH SOFR OPT AUG24C 94.938/16/2024 345 9
3 MONTH SOFR OPT AUG24C 95.188/16/2024 (690)(7)
3 MONTH SOFR OPT DEC24C 97.1212/13/2024 (645)(11)
3 MONTH SOFR OPT DEC24P 9512/13/2024 (320)(34)
3 MONTH SOFR OPT DEC24P 95.512/13/2024 320 142
B96HYC3S3 CDS USD P F 1.000006/20/2029 (180,119)(183,828)
B96HYC3S3 CDS USD R V 03MEVENT6/20/2029 180,119 180,119
B96J5F3R6 CDS USD P F 5.000006/20/2029 (400,000)(425,090)
B96J5F3R6 CDS USD R V 03MEVENT6/20/2029 400,000 400,000
BCS7LEGS6 TRS USD P F .068007/9/2024 (146,999)(146,999)
BCS7LEGS6 TRS USD R E7/9/2024 509 146,999
BCS7P6ZH2 TRS USD P F .090008/8/2024 (87,798)(87,798)
BCS7P6ZH2 TRS USD R E8/8/2024 304 87,798
BCS7Q24H4 TRS USD P F .067009/18/2024 (206,148)(206,148)
BCS7Q24H4 TRS USD R E9/18/2024 714 206,148
BCS7RHY53 TRS USD P F .0800010/16/2024 (86,422)(86,422)
BCS7RHY53 TRS USD R E10/16/2024 299 86,422
BCS7SEH82 TRS USD P F .0900010/30/2024 (142,308)(142,308)
BCS7SEH82 TRS USD R E10/30/2024 493 142,308
BCS7UC7B7 TRS USD P F .0700011/13/2024 (87,450)(87,450)
BCS7UC7B7 TRS USD R E11/13/2024 303 87,450
BCS7UUTS6 TRS USD P F .0680012/18/2024 (166,849)(166,849)
BCS7UUTS6 TRS USD R E12/18/2024 578 166,849
BCS7X1Y93 TRS USD P F .068001/8/2025 (153,038)(153,038)
BCS7X1Y93 TRS USD R E1/8/2025 530 153,038
BCS7YAU54 TRS USD P F .067001/15/2025 (123,362)(123,362)
BCS7YAU54 TRS USD R E1/15/2025 427 123,362
BRENT CRUDE FUTR APR252/28/2025 150 0
BRENT CRUDE FUTR AUG256/30/2025 (75)0
BRENT CRUDE FUTR DEC2410/31/2024 (515)0
BRENT CRUDE FUTR DEC2510/31/2025 (136)0
BRENT CRUDE FUTR FEB2512/30/2024 148 0
BRENT CRUDE FUTR JAN2511/29/2024 120 0
BRENT CRUDE FUTR JUL255/30/2025 (72)0
BRENT CRUDE FUTR JUN254/30/2025 220 0
BRENT CRUDE FUTR MAR251/31/2025 144 0
BRENT CRUDE FUTR MAY253/31/2025 (60)0
BRENT CRUDE FUTR NOV249/30/2024 (72)0
BRENT CRUDE FUTR OCT248/30/2024 (46)0
BRENT CRUDE FUTR SEP247/31/2024 240 0
BRENT CRUDE FUTR SEP257/31/2025 (46)0
BRY16SJW3 CDS EUR P V 03MEVENT6/20/2027 (45)(48)
BRY16SJW3 CDS EUR R F 5.000006/20/2027 45 54
BRY84NJ43 CDS EUR P V 03MEVENT12/20/2027 (2)(2)
BRY84NJ43 CDS EUR R F 5.0000012/20/2027 2 2
BRY84RC33 CDS EUR P V 03MEVENT12/20/2027 (6)(7)
BRY84RC33 CDS EUR R F 5.0000012/20/2027 6 6
BRY851P27 CDS EUR P V 03MEVENT12/20/2027 (2)(2)
BRY851P27 CDS EUR R F 5.0000012/20/2027 2 2
BRYX85SH4 CDS EUR P V 03MEVENT6/20/2029 (32)(34)
BRYX85SH4 CDS EUR R F 5.000006/20/2029 32 38
BRYY40J61 CDS EUR P V 03MEVENT6/20/2029 (50)(54)
BRYY40J61 CDS EUR R F 5.000006/20/2029 50 56
BWS075341 IRS USD P F 2.600002/15/2048 (13,067)(10,611)
BWS075341 IRS USD R V 00MSOFR2/15/2048 13,067 13,067
BWS075580 IRS USD P F 3.050002/15/2048 (5,572)(4,910)
BWS075580 IRS USD R V 00MSOFR2/15/2048 5,572 5,572
BWS076240 IRS USD P F 3.150005/15/2048 (12,347)(11,073)
BWS076240 IRS USD R V 00MSOFR5/15/2048 12,347 12,347
BWS113720 IRS USD P F 3.870002/28/2031 (40,831)(40,583)
BWS113720 IRS USD R V 00MSOFR2/28/2031 40,831 40,831
BWS122689 IRS USD P F 4.200004/30/2031 (53,647)(54,506)
BWS122689 IRS USD R V 00MSOFR4/30/2031 53,647 53,647
BYD4WASW5 CDS EUR P V 03MEVENT6/20/2026 (100)(107)
BYD4WASW5 CDS EUR R F 5.000006/20/2026 100 104
CA CARBON ALLOW 24DEC2412/24/2024 420 0
CA CARBON ALLOW 25DEC2512/24/2025 740 0
CDBZ24P3512/16/2024 (32)(71)
CHNACS2D TRS USD P V 00MSOFR2/21/2029 (559)(559)
CHNACS2D TRS USD R E2/21/2029 559 562
CHNADD2D TRS USD P V 00MSOFR2/21/2029 (786)(786)
CHNADD2D TRS USD R E2/21/2029 526 735
CHNAEX2D TRS USD P V 00MSOFR3/1/2029 (664)(664)
CHNAEX2D TRS USD R E3/1/2029 535 650
CHNAFP2D TRS USD P V 00MSOFR2/21/2029 (500)(500)
CHNAFP2D TRS USD R E2/21/2029 23 450
CHNAHU3D TRS USD P V 00MSOFR2/21/2029 (1,063)(1,063)
CHNAHU3D TRS USD R E2/21/2029 581 1,074
CHNALB2D TRS USD P V 00MSOFR2/21/2029 (409)(409)
CHNALB2D TRS USD R E2/21/2029 165 414
CHNAMH2D TRS USD P V 00MSOFR3/19/2029 (33)(33)
CHNAMH2D TRS USD R E3/19/2029 12 33
CHNAPW2D TRS USD P V 00MSOFR4/9/2029 (628)(628)
CHNAPW2D TRS USD R E4/9/2029 286 646
CHNAUR2D TRS USD P V 00MSOFR4/9/2029 (316)(316)
CHNAUR2D TRS USD R E4/9/2029 72 296
CHNAYB2D TRS USD P V 00MSOFR3/19/2029 (170)(170)
CHNAYB2D TRS USD R E3/19/2029 18 152
CHNBAS2D TRS USD P V 00MSOFR2/21/2029 (722)(722)
CHNBAS2D TRS USD R E2/21/2029 130 699
CHNBCN2D TRS USD P V 00MSOFR2/21/2029 (522)(522)
CHNBCN2D TRS USD R E2/21/2029 260 484
CHNBCQ2D TRS USD P V 00MSOFR2/21/2029 (1,404)(1,404)
CHNBCQ2D TRS USD R E2/21/2029 74 1,299
CHNBDC2D TRS USD P V 00MSOFR2/21/2029 (352)(352)
CHNBDC2D TRS USD R E2/21/2029 25 309
CHNBGF3D TRS USD P V 00MSOFR2/21/2029 (560)(560)
CHNBGF3D TRS USD R E2/21/2029 151 582
CHNBHL2D TRS USD P V 00MSOFR2/21/2029 (800)(800)
CHNBHL2D TRS USD R E2/21/2029 284 759
CHNBHU2D TRS USD P V 00MSOFR2/21/2029 (953)(953)
CHNBHU2D TRS USD R E2/21/2029 284 1,008
CHNBIF2D TRS USD P V 00MSOFR2/21/2029 (582)(582)
CHNBIF2D TRS USD R E2/21/2029 458 563
CHNBJM2D TRS USD P V 00MSOFR2/21/2029 (145)(145)
CHNBJM2D TRS USD R E2/21/2029 858 139
CHNBON2D TRS USD P V 00MSOFR2/21/2029 (404)(404)
CHNBON2D TRS USD R E2/21/2029 588 358
CHNBOQ2D TRS USD P V 00MSOFR2/21/2029 (738)(738)
CHNBOQ2D TRS USD R E2/21/2029 238 662
CHNBSZ2D TRS USD P V 00MSOFR2/21/2029 (1,182)(1,182)
CHNBSZ2D TRS USD R E2/21/2029 795 1,128
CHNBVM3D TRS USD P V 00MSOFR2/21/2029 (395)(395)
CHNBVM3D TRS USD R E2/21/2029 757 395
CHNBVN2D TRS USD P V 00MSOFR2/21/2029 (251)(251)
CHNBVN2D TRS USD R E2/21/2029 267 245
CHNBWL2D TRS USD P V 00MSOFR12/31/2099 (95)(95)
CHNBWL2D TRS USD R E12/31/2099 8 87
CHNBYW2D TRS USD P V 00MSOFR2/21/2029 (99)(99)
CHNBYW2D TRS USD R E2/21/2029 47 102
CHNBYZ2D TRS USD P V 00MSOFR2/21/2029 (1,709)(1,709)
CHNBYZ2D TRS USD R E2/21/2029 8 1,600
CHNBZC2D TRS USD P V 00MSOFR2/21/2029 (718)(718)
CHNBZC2D TRS USD R E2/21/2029 136 594
CHNBZK3D TRS USD P V 00MSOFR12/31/2099 (204)(204)
CHNBZK3D TRS USD R E12/31/2099 193 204
CHNBZR3D TRS USD P V 00MSOFR12/31/2099 (179)(179)
CHNBZR3D TRS USD R E12/31/2099 53 173
CHNCAD3D TRS USD P V 00MSOFR2/21/2029 (639)(639)
CHNCAD3D TRS USD R E2/21/2029 139 655
CHNCAH3D TRS USD P V 00MSOFR4/9/2029 (310)(310)
CHNCAH3D TRS USD R E4/9/2029 132 283
CHNCDT2D TRS USD P V 00MSOFR2/21/2029 (238)(238)
CHNCDT2D TRS USD R E2/21/2029 60 264
CHNCET2D TRS USD P V 00MSOFR2/21/2029 (1,346)(1,346)
CHNCET2D TRS USD R E2/21/2029 1,466 1,291
CHNCFN2D TRS USD P V 00MSOFR3/1/2029 (996)(996)
CHNCFN2D TRS USD R E3/1/2029 257 1,024
CHNCHB2D TRS USD P V 00MSOFR2/21/2029 (1,303)(1,303)
CHNCHB2D TRS USD R E2/21/2029 537 1,236
CHNCIO3D TRS USD P V 00MSOFR2/21/2029 (1,020)(1,020)
CHNCIO3D TRS USD R E2/21/2029 473 1,056
CHNCKR3D TRS USD P V 00MSOFR2/21/2029 (541)(541)
CHNCKR3D TRS USD R E2/21/2029 94 536
CHNCOI3D TRS USD P V 00MSOFR2/21/2029 (633)(633)
CHNCOI3D TRS USD R E2/21/2029 644 662
CHNCOK3D TRS USD P V 00MSOFR2/21/2029 (1,647)(1,647)
CHNCOK3D TRS USD R E2/21/2029 775 1,651
CHNCPW2D TRS USD P V 00MSOFR2/21/2029 (115)(115)
CHNCPW2D TRS USD R E2/21/2029 62 106
CHNCQW3D TRS USD P V 00MSOFR2/21/2029 (351)(351)
CHNCQW3D TRS USD R E2/21/2029 470 368
CHNCRE2D TRS USD P V 00MSOFR12/31/2099 (919)(919)
CHNCRE2D TRS USD R E12/31/2099 534 919
CHNCRM2D TRS USD P V 00MSOFR2/21/2029 (746)(746)
CHNCRM2D TRS USD R E2/21/2029 625 727
CHNCUE2D TRS USD P V 00MSOFR2/21/2029 (974)(974)
CHNCUE2D TRS USD R E2/21/2029 407 987
CHNCWU2D TRS USD P V 00MSOFR3/19/2029 (492)(492)
CHNCWU2D TRS USD R E3/19/2029 197 487
CHNCXV2D TRS USD P V 00MSOFR2/21/2029 (984)(984)
CHNCXV2D TRS USD R E2/21/2029 1,266 1,018
CHNCZJ3D TRS USD P V 00MSOFR2/21/2029 (1,151)(1,151)
CHNCZJ3D TRS USD R E2/21/2029 1,302 1,168
CHNDCB3D TRS USD P V 00MSOFR2/21/2029 (694)(694)
CHNDCB3D TRS USD R E2/21/2029 180 689
CHNDFM2D TRS USD P V 00MSOFR3/1/2029 (257)(257)
CHNDFM2D TRS USD R E3/1/2029 115 244
CHNDGZ2D TRS USD P V 00MSOFR4/9/2029 (208)(208)
CHNDGZ2D TRS USD R E4/9/2029 104 177
CHNDKC2D TRS USD P V 00MSOFR2/21/2029 (1,438)(1,438)
CHNDKC2D TRS USD R E2/21/2029 1,902 1,390
CHNDKV2D TRS USD P V 00MSOFR2/21/2029 (129)(129)
CHNDKV2D TRS USD R E2/21/2029 299 127
CHNDNP2D TRS USD P V 00MSOFR12/31/2099 (506)(506)
CHNDNP2D TRS USD R E12/31/2099 262 501
CHNDOP2D TRS USD P V 00MSOFR2/21/2029 (102)(102)
CHNDOP2D TRS USD R E2/21/2029 7 94
CHNDQP2D TRS USD P V 00MSOFR4/9/2029 (527)(527)
CHNDQP2D TRS USD R E4/9/2029 113 545
CHNDRC2D TRS USD P V 00MSOFR2/21/2029 (1,454)(1,454)
CHNDRC2D TRS USD R E2/21/2029 818 1,394
CHNDRS2D TRS USD P V 00MSOFR3/1/2029 (292)(292)
CHNDRS2D TRS USD R E3/1/2029 7 286
CHNDRW2D TRS USD P V 00MSOFR2/21/2029 (269)(269)
CHNDRW2D TRS USD R E2/21/2029 161 234
CHNDSQ2D TRS USD P V 00MSOFR12/31/2099 (55)(55)
CHNDSQ2D TRS USD R E12/31/2099 26 73
CHNDYC2D TRS USD P V 00MSOFR2/21/2029 (611)(611)
CHNDYC2D TRS USD R E2/21/2029 1,066 640
CHNDZI2D TRS USD P V 00MSOFR2/21/2029 (527)(527)
CHNDZI2D TRS USD R E2/21/2029 1,218 531
CHNEAI2D TRS USD P V 00MSOFR3/1/2029 (547)(547)
CHNEAI2D TRS USD R E3/1/2029 125 677
CHNEMB3D TRS USD P V 00MSOFR12/31/2099 (266)(266)
CHNEMB3D TRS USD R E12/31/2099 8 272
CHNEMN2D TRS USD P V 00MSOFR2/21/2029 (339)(339)
CHNEMN2D TRS USD R E2/21/2029 512 502
CHNENF2D TRS USD P V 00MSOFR12/31/2099 (18)(18)
CHNENF2D TRS USD R E12/31/2099 16 17
CHNEOM2D TRS USD P V 00MSOFR12/31/2099 (17)(17)
CHNEOM2D TRS USD R E12/31/2099 5 17
CHNEOU2D TRS USD P V 00MSOFR2/21/2029 (133)(133)
CHNEOU2D TRS USD R E2/21/2029 184 142
CHNEPC2D TRS USD P V 00MSOFR3/19/2029 (232)(232)
CHNEPC2D TRS USD R E3/19/2029 24 206
CHNEQB2D TRS USD P V 00MSOFR2/21/2029 (80)(80)
CHNEQB2D TRS USD R E2/21/2029 19 77
CHNEQL2D TRS USD P V 00MSOFR3/19/2029 (108)(108)
CHNEQL2D TRS USD R E3/19/2029 43 106
CHNERG2D TRS USD P V 00MSOFR2/7/2029 (513)(513)
CHNERG2D TRS USD R E2/7/2029 246 544
CHNEWM2D TRS USD P V 00MSOFR12/31/2099 (210)(210)
CHNEWM2D TRS USD R E12/31/2099 188 220
CHNEWR2D TRS USD P V 00MSOFR2/21/2029 (643)(643)
CHNEWR2D TRS USD R E2/21/2029 681 667
CHNEZK2D TRS USD P V 00MSOFR12/31/2099 (33)(33)
CHNEZK2D TRS USD R E12/31/2099 10 33
CHNF3C2D TRS USD P V 00MSOFR12/31/2099 (15)(15)
CHNF3C2D TRS USD R E12/31/2099 3 14
CHNF3K2D TRS USD P V 00MSOFR2/21/2029 (967)(967)
CHNF3K2D TRS USD R E2/21/2029 290 1,095
CHNF3M2D TRS USD P V 00MSOFR2/21/2029 (2,024)(2,024)
CHNF3M2D TRS USD R E2/21/2029 78 1,932
CHNFB62D TRS USD P V 00MSOFR12/31/2099 (118)(118)
CHNFB62D TRS USD R E12/31/2099 25 108
CHNFDJ2D TRS USD P V 00MSOFR2/21/2029 (295)(295)
CHNFDJ2D TRS USD R E2/21/2029 36 296
CHNFFJ2D TRS USD P V 00MSOFR12/31/2099 (192)(192)
CHNFFJ2D TRS USD R E12/31/2099 64 181
CHNFFR2D TRS USD P V 00MSOFR12/31/2099 (225)(225)
CHNFFR2D TRS USD R E12/31/2099 26 207
CHNFFY2D TRS USD P V 00MSOFR2/21/2029 (716)(716)
CHNFFY2D TRS USD R E2/21/2029 507 744
CHNFGK2D TRS USD P V 00MSOFR2/21/2029 (256)(256)
CHNFGK2D TRS USD R E2/21/2029 136 254
CHNFJK2D TRS USD P V 00MSOFR2/21/2029 (818)(818)
CHNFJK2D TRS USD R E2/21/2029 69 868
CHNFLU2D TRS USD P V 00MSOFR12/31/2099 (88)(88)
CHNFLU2D TRS USD R E12/31/2099 10 93
CHNFMN2D TRS USD P V 00MSOFR2/21/2029 (1,370)(1,370)
CHNFMN2D TRS USD R E2/21/2029 1,317 1,315
CHNFRO2D TRS USD P V 00MSOFR2/21/2029 (150)(150)
CHNFRO2D TRS USD R E2/21/2029 30 153
COCOA FUTURE DEC2412/13/2024 2 0
COCOA FUTURE SEP249/13/2024 (1)0
COFF ROBUSTA 10TN SEP249/24/2024 (2)0
COFFEE 'C' FUTURE DEC2412/18/2024 825 0
COFFEE 'C' FUTURE SEP249/18/2024 2,063 0
COPPER FUTURE SEP249/26/2024 1,025 0
CORN FUTURE DEC2412/13/2024 60 0
CORN FUTURE DEC2512/12/2025 (135)0
CORN FUTURE SEP249/13/2024 (3,025)0
CORN FUTURE OPTN DEC24P 40011/22/2024 (585)(83)
CORN FUTURE OPTN SEP24C 4508/23/2024 655 35
COTTON NO.2 FUTR DEC2412/6/2024 (2,850)0
CRUDE OIL FUT OPT AUG24C 837/17/2024 (42)(47)
CRUDE OIL FUT OPT AUG24C 847/17/2024 (60)(50)
CRUDE OIL FUT OPT AUG24C 857/17/2024 (64)(39)
CRUDE OIL FUT OPT SEP24C 818/15/2024 (20)(53)
CRUDE OIL FUT OPT SEP24C 838/15/2024 (20)(37)
CRUDE OIL FUT OPT SEP24C 848/15/2024 (20)(31)
CRUDE OIL FUT OPT SEP24C 858/15/2024 (20)(25)
CRUDE OIL FUT OPT SEP24C 868/15/2024 (30)(32)
CRUDE OIL OPT IPE OCT24C 878/27/2024 (20)(41)
CRUDE OIL OPT IPE OCT24C 888/27/2024 (20)(35)
CRUDE OIL OPT IPE OCT24C 898/27/2024 (40)(60)
CRUDE OIL OPT IPE OCT24C 908/27/2024 (20)(26)
CRUDE OIL OPT IPE OCT24C 918/27/2024 (20)(22)
CRUDE OIL OPT IPE SEP24C 83.57/26/2024 (20)(60)
CRUDE OIL OPT IPE SEP24C 847/26/2024 (20)(54)
CRUDE OIL OPT IPE SEP24C 877/26/2024 (35)(48)
CRUDE OIL OPT IPE SEP24C 887/26/2024 (20)(22)
CRUDE OIL OPT IPE SEP24C 897/26/2024 (5)(4)
CRUDE OIL OPT IPE SEP24C 907/26/2024 (20)(14)
DTOPU24DS TRS ZAR P E9/19/2024 0 (270)
DTOPU24DS TRS ZAR R F .000009/19/2024 4,767 261
DUTCH TTF OPT FSM AUG24C 407/26/2024 (11)(8)
DUTCH TTF OPT FSM AUG24C 457/26/2024 (7)(2)
DUTCH TTF OPT FSM AUG24C 477/26/2024 (60)(13)
DUTCH TTF OPT FSM AUG24C 607/26/2024 (3)0
DUTCH TTF OPT FSM AUG24C 657/26/2024 (6)0
DUTCH TTF OPT FSM AUG24C 707/26/2024 (2)0
DUTCH TTF OPT FSM AUG24C 757/26/2024 (4)0
DUTCH TTF OPT FSM AUG24P 257/26/2024 (4)0
DUTCH TTF OPT FSM AUG24P 297/26/2024 (60)(15)
DUTCH TTF OPT FSM SEP24C 408/27/2024 (11)(21)
DUTCH TTF OPT FSM SEP24C 458/27/2024 (7)(9)
DUTCH TTF OPT FSM SEP24C 608/27/2024 (3)(1)
DUTCH TTF OPT FSM SEP24C 658/27/2024 (6)(1)
DUTCH TTF OPT FSM SEP24C 708/27/2024 (2)0
DUTCH TTF OPT FSM SEP24C 758/27/2024 (4)(1)
DUTCH TTF OPT FSM SEP24P 258/27/2024 (4)(1)
ECX EMISSION DEC2412/16/2024 23 0
E-MIN S+P 500 EWF SEP249/20/2024 1 0
E-MINI RUSS 2000 SEP249/20/2024 105 0
FTSE KLCI FUTURE JUL247/31/2024 57 0
FTSE TAIWAN INDEX JUL247/30/2024 1 0
FTSE/JSE TOP 40 SEP249/19/2024 (12)0
GASOLINE RBOB FUT DEC2411/29/2024 (420)0
GASOLINE RBOB FUT SEP248/30/2024 (168)0
GLOBEX NATURL GAS AUG247/26/2024 (360)0
GLOBEX NATURL GAS SEP248/27/2024 (240)0
GOLD 100 OZ FUTR AUG248/28/2024 (61)0
GOLD 100 OZ FUTR DEC2412/27/2024 1 0
GOLD 100 OZ FUTR OCT2410/29/2024 1 0
GOLD FUT OPT(CMX) AUG24C 24507/25/2024 (8)(47)
GOLD FUT OPT(CMX) AUG24C 25007/25/2024 (3)(8)
GOLD FUT OPT(CMX) AUG24C 25507/25/2024 (2)(3)
GOLD FUT OPT(CMX) SEP24C 25008/27/2024 (2)(27)
GOLD FUT OPT(CMX) SEP24C 25508/27/2024 (2)(17)
HCN24D TRS HKD P F .000007/30/2024 (286,985)(36,758)
HCN24D TRS HKD R E7/30/2024 45 36,110
HSCEI FUTURES JUL247/30/2024 23 0
JETCIFNWE VS BNT1SAUG248/30/2024 (5)0
JETCIFNWE VS BNT1SJUL247/31/2024 (5)0
JETCIFNWE VS BNT1SSEP249/30/2024 (5)0
JPN 10Y BOND(OSE) SEP249/12/2024 (1,700,000)0
KC HRW WHEAT FUT DEC2412/13/2024 1,450 0
KC HRW WHEAT FUT MAR253/14/2025 35 0
KC HRW WHEAT FUT SEP249/13/2024 540 0
KM2U24H TRS KRW P F .000009/12/2024 (89,679,879)(65,151)
KM2U24H TRS KRW R E9/12/2024 241,750 67,853
KORABN1H TRS USD P V 00MSOFR12/31/2099 (3,331)(3,331)
KORABN1H TRS USD R E12/31/2099 231 3,277
KORACL1H TRS USD P V 00MSOFR12/31/2099 (6,035)(6,035)
KORACL1H TRS USD R E12/31/2099 109 6,410
KORAGW1H TRS USD P V 00MSOFR12/31/2099 (898)(898)
KORAGW1H TRS USD R E12/31/2099 19 943
KORAST1H TRS USD P V 00MSOFR12/31/2099 (363)(363)
KORAST1H TRS USD R E12/31/2099 2 412
KORBEZ1H TRS USD P V 00MSOFR12/31/2099 (1,600)(1,600)
KORBEZ1H TRS USD R E12/31/2099 28 1,583
KORBIK1H TRS USD P V 00MSOFR12/31/2099 (9,864)(9,864)
KORBIK1H TRS USD R E12/31/2099 63 10,819
KORCDK1H TRS USD P V 00MSOFR12/31/2099 (2,235)(2,235)
KORCDK1H TRS USD R E12/31/2099 230 2,335
KORCNR1H TRS USD P V 00MSOFR12/31/2099 (5,088)(5,088)
KORCNR1H TRS USD R E12/31/2099 146 5,111
KORDKF1H TRS USD P V 00MSOFR12/31/2099 (2,752)(2,752)
KORDKF1H TRS USD R E12/31/2099 36 3,057
KORDSU1H TRS USD P V 00MSOFR12/31/2099 (590)(590)
KORDSU1H TRS USD R E12/31/2099 4 495
KOSPI2 INX FUT SEP249/12/2024 231,000 0
LEAN HOGS FUTURE OCT2410/14/2024 (5,240)0
LIVE CATTLE FUTR OCT2410/31/2024 2,640 0
LME LEAD FUTURE SEP249/16/2024 (1)0
LME NICKEL FUTURE DEC2412/16/2024 1 0
LME NICKEL FUTURE DEC2512/15/2025 (1)0
LONG GILT FUTURE SEP249/26/2024 9,900 0
LOSULGO1 VS BNT1STAUG248/30/2024 5 0
LOSULGO1 VS BNT1STJUL247/31/2024 5 0
LOSULGO1 VS BNT1STSEP249/30/2024 5 0
LOW SU GASOIL G DEC2412/12/2024 11 0
LOW SU GASOIL G JAN251/10/2025 (2)0
LOW SU GASOIL G JUN256/12/2025 (7)0
LOW SU GASOIL G NOV2411/12/2024 (6)0
LOW SU GASOIL G OCT2410/10/2024 2 0
MSCI ACWI LCTC NT SEP249/20/2024 3 0
MSCI EAFE SEP249/20/2024 (187)0
MSCI EMGMKT SEP249/20/2024 430 0
MSCI SING IX ETS JUL247/30/2024 (246)0
NAT GAS EURO OPT AUG24P 2.257/26/2024 (520)(19)
NAT GAS EURO OPT AUG24P 2.47/26/2024 (400)(30)
NAT GAS EURO OPT AUG24P 2.57/26/2024 (330)(37)
NAT GAS EURO OPT AUG24P 2.557/26/2024 (750)(101)
NAT GAS EURO OPT AUG24P 2.67/26/2024 (400)(64)
NAT GAS EURO OPT SEP24P 2.28/27/2024 (320)(26)
NAT GAS EURO OPT SEP24P 2.358/27/2024 (310)(39)
NAT GAS EURO OPT SEP24P 2.48/27/2024 (320)(46)
NAT GAS EURO OPT SEP24P 2.458/27/2024 (310)(50)
NAT GAS EURO OPT SEP24P 2.58/27/2024 (440)(81)
NAT GAS EURO OPT SEP24P 2.558/27/2024 (310)(65)
NAT GAS EURO OPT SEP24P 2.68/27/2024 (310)(73)
NATURAL GAS FUTR APR253/27/2025 (490)0
NATURAL GAS FUTR AUG247/29/2024 (740)0
NATURAL GAS FUTR DEC2411/26/2024 140 0
NATURAL GAS FUTR FEB251/29/2025 210 0
NATURAL GAS FUTR JAN2512/27/2024 (6,300)0
NATURAL GAS FUTR MAR252/26/2025 3,750 0
NATURAL GAS FUTR NOV2410/29/2024 3,270 0
NATURAL GAS FUTR OCT249/26/2024 3,050 0
NATURAL GAS FUTR SEP248/28/2024 (3,200)0
NY HARB ULSD FUT DEC2411/29/2024 (630)0
NY HARB ULSD FUT SEP248/30/2024 (168)0
PALLADIUM FUTURE SEP249/26/2024 (2)0
PLATINUM FUTURE OCT2410/29/2024 1 0
R2939804H TRS USD P V 00MSOFR12/31/2099 (1,772)(1,772)
R2939804H TRS USD R E12/31/2099 54 1,775
S+P/TSX 60 IX FUT SEP249/19/2024 24 0
S+P500 EMINI FUT SEP249/20/2024 (111)0
S6247925D TRS SGD P E9/18/2024 (10)(43,200)
S6247925D TRS SGD R V 01MSIBOR9/18/2024 57,964 42,770
S6247928D TRS USD P E9/18/2024 (47)(47,129)
S6247928D TRS USD R V 01MLIBOR9/18/2024 47,563 47,563
S6247938D TRS PLN P E9/18/2024 (87)(4,981)
S6247938D TRS PLN R V 01MWIBOR9/18/2024 18,918 4,706
S6247939D TRS ZAR P E9/18/2024 (767)(55,043)
S6247939D TRS ZAR R V 01MJIBAR9/18/2024 960,622 52,608
S6247942D TRS MXN P E9/18/2024 (427)(29,674)
S6247942D TRS MXN R V 01MTIEE9/18/2024 541,648 29,622
S96HYC3S3 CDS USD P V 03MEVENT6/20/2029 (270,357)(270,357)
S96HYC3S3 CDS USD R F 1.000006/20/2029 270,357 275,924
S96HYC4Z6 CDS USD P V 03MEVENT6/20/2029 (131,457)(131,457)
S96HYC4Z6 CDS USD R F 1.000006/20/2029 131,457 127,270
S96J5F3R6 CDS USD P V 03MEVENT6/20/2029 (262,460)(262,460)
S96J5F3R6 CDS USD R F 5.000006/20/2029 262,460 278,923
SET50 FUTURES SEP249/27/2024 (766)0
SGX IRON ORE 62 AUG248/30/2024 27 0
SGX IRON ORE 62 SEP249/30/2024 22 0
SILVER FUTURE JUL247/29/2024 45 0
SILVER FUTURE SEP249/26/2024 (745)0
SOFR 1YR MIDCURVE DEC24C 96.2512/13/2024 310 78
SOFR 1YR MIDCURVE DEC24C 96.7512/13/2024 (618)(73)
SOFR 1YR MIDCURVE DEC24C 97.2512/13/2024 310 16
SOFR 1YR MIDCURVE DEC24P 95.3712/13/2024 (625)(66)
SOFR 1YR MIDCURVE DEC24P 95.8712/13/2024 313 83
SOYBEAN FUTURE JAN251/14/2025 (210)0
SOYBEAN FUTURE NOV2511/14/2025 (100)0
SOYBEAN FUTURE NOV2411/14/2024 605 0
SOYBEAN MEAL FUTR DEC2412/13/2024 36 0
SOYBEAN MEAL FUTR JAN251/14/2025 (7)0
SOYBEAN OIL FUTR DEC2412/13/2024 (2,580)0
SOYBEAN OIL FUTR JAN251/14/2025 (5,400)0
SUGAR 11 (WORLD) MAR252/28/2025 (9,968)0
SWAP WESTERN/LEHMAN RECEIVABLE9/15/2099 151 0
SWPC0M7M4 CDS USD P V 03MEVENT12/20/2024 (700)(700)
SWPC0M7M4 CDS USD R F 1.0000012/20/2024 700 703
SWS031724 IRS MXN P V 01MTIIE7/18/2029 (187,450)(10,251)
SWS031724 IRS MXN R F 7.450007/18/2029 187,450 9,390
SWS031849 IRS MXN P V 01MTIIE7/20/2029 (195,100)(10,670)
SWS031849 IRS MXN R F 7.440007/20/2029 195,100 9,769
SWS075366 IRS USD P V 00MSOFR9/30/2024 (13,075)(13,075)
SWS075366 IRS USD R F 3.500009/30/2024 13,075 12,995
SWS115907 CDS USD P V 03MEVENT6/20/2029 (89,993)(89,993)
SWS115907 CDS USD R F 1.000006/20/2029 89,993 91,845
SWS116004 CDS USD P V 03MEVENT6/20/2029 (10,751)(10,751)
SWS116004 CDS USD R F 5.000006/20/2029 10,751 11,427
SWU024UC8 TRS USD P E12/31/2024 (51)(51)
SWU024UC8 TRS USD R E12/31/2024 51 63
SWU0AC1A7 TRS USD P V 03MTBILL2/18/2025 (29,851)(29,851)
SWU0AC1A7 TRS USD R E2/18/2025 124 29,630
SWU0AD974 TRS USD P E1/15/2025 (11)(2,510)
SWU0AD974 TRS USD R V 03MTBILL1/15/2025 2,529 2,529
SWU0AR395 TRS USD P E8/15/2024 (42)(7,866)
SWU0AR395 TRS USD R F .000008/15/2024 7,850 7,850
SWU0AS898 TRS USD P F .000002/18/2025 (76,802)(76,802)
SWU0AS898 TRS USD R E2/18/2025 383 77,161
SWU0AU877 TRS USD P V 03MTBILL2/18/2025 (87,936)(87,936)
SWU0AU877 TRS USD R E2/18/2025 361 87,303
SWU0BB9D4 TRS USD P E2/18/2025 (16)(3,463)
SWU0BB9D4 TRS USD R F .000002/18/2025 3,463 3,463
SWU0BB9DS TRS USD P F .070002/18/2025 (3,463)0
SWU0BB9DS TRS USD R F .000002/18/2025 3,463 0
SWU0EU204 TRS USD P V 03MTBILL8/16/2032 (218,514)(218,514)
SWU0EU204 TRS USD R E8/16/2032 911 216,898
SWU0EU212 TRS USD P F .000008/15/2025 (18,078)(18,078)
SWU0EU212 TRS USD R E8/15/2025 172 18,194
SWU0EU220 TRS USD P V 03MTBILL8/16/2032 (132,794)(132,794)
SWU0EU220 TRS USD R E8/16/2032 546 131,838
SWU0EU238 TRS USD P F .250008/16/2032 (12,453)(12,453)
SWU0EU238 TRS USD R E8/16/2032 39 13,426
SWU0EU253 TRS USD P V 03MTBILL8/16/2032 (118,897)(118,897)
SWU0EU253 TRS USD R E8/16/2032 310 117,949
SWU0EU287 TRS USD P V 03MTBILL8/30/2024 (34,199)(34,199)
SWU0EU287 TRS USD R E8/30/2024 143 33,946
SWU0EW796 TRS USD P F .120002/18/2025 (10,045)(10,045)
SWU0EW796 TRS USD R E2/18/2025 79 10,039
SWU0EW879 TRS USD P V 03MTBILL2/18/2025 (7,564)(7,564)
SWU0EW879 TRS USD R E2/18/2025 22 7,555
SWU0FA9T7 TRS USD P V 03MTBILL2/18/2025 (169,504)(169,504)
SWU0FA9T7 TRS USD R E2/18/2025 707 168,251
SWU0FB9J7 TRS USD P V 03MTBILL2/18/2025 (44,764)(44,764)
SWU0FB9J7 TRS USD R E2/18/2025 187 44,433
SWU0FV813 TRS USD P V 03MTBILL2/18/2025 (78,734)(78,734)
SWU0FV813 TRS USD R E2/18/2025 206 78,106
SWU0GA826 TRS USD P E8/2/2024 (968)(968)
SWU0GA826 TRS USD R E8/2/2024 968 1,018
SWU0IE719 TRS USD P V 03MTBILL8/15/2025 (95,434)(95,434)
SWU0IE719 TRS USD R E8/15/2025 398 94,729
SWU0JI123 TRS USD P E4/10/2026 (78,072)(78,072)
SWU0JI123 TRS USD R E4/10/2026 78,072 80,742
SWU0KJ988 TRS USD P E9/19/2024 (12,700)(12,700)
SWU0KJ988 TRS USD R E9/19/2024 12,700 13,603
SWU0MV682 TRS USD P V 03MTBILL12/31/2024 (132,019)(132,019)
SWU0MV682 TRS USD R E12/31/2024 1,651 131,022
SWU0SR5C7 TRS USD P E10/16/2025 (24,767)(24,767)
SWU0SR5C7 TRS USD R E10/16/2025 24,767 25,109
SWU0SY9N4 TRS USD P E10/22/2025 (3,389)(3,389)
SWU0SY9N4 TRS USD R E10/22/2025 3,389 3,439
SWU0TV9C3 TRS USD P V 03MTBILL2/18/2025 (195,989)(195,989)
SWU0TV9C3 TRS USD R E2/18/2025 2,144 194,540
SWU0YS041 TRS USD P F .000008/15/2024 (32,295)(32,295)
SWU0YS041 TRS USD R E8/15/2024 168 32,425
SWU0YT643 TRS USD P F .000008/15/2025 (44,591)(44,591)
SWU0YT643 TRS USD R E8/15/2025 241 44,681
TOPIX INDX FUTR SEP249/12/2024 200 0
TTF NAT GAS F AUG247/30/2024 7 0
TTF NAT GAS F SEP248/29/2024 (4)0
TXN24D TRS TWD P F .000007/17/2024 (465,169)(14,339)
TXN24D TRS TWD R E7/17/2024 21 14,734
US 10YR FUT OPTN AUG24C 110.57/26/2024 163 84
US 10YR FUT OPTN AUG24C 1117/26/2024 253 87
US 10YR FUT OPTN AUG24C 111.57/26/2024 (97)(23)
US 10YR FUT OPTN AUG24C 1127/26/2024 (161)(25)
US 10YR FUT OPTN AUG24C 1147/26/2024 (194)(6)
US 10YR FUT OPTN AUG24P 108.57/26/2024 (362)(79)
US 10YR FUT OPTN AUG24P 1107/26/2024 180 135
US 10YR FUT OPTN AUG24P 110.57/26/2024 50 52
US 10YR NOTE (CBT)SEP249/19/2024 363,500 0
US 10YR ULTRA FUT SEP249/19/2024 194,300 0
US 2YR NOTE (CBT) SEP249/30/2024 427,800 0
US 5YR FUTR OPTN AUG24C 1077/26/2024 195 61
US 5YR FUTR OPTN AUG24C 108.27/26/2024 (165)(12)
US 5YR FUTR OPTN AUG24P 1057/26/2024 (472)(30)
US 5YR FUTR OPTN SEP24C 1078/23/2024 100 53
US 5YR FUTR OPTN SEP24C 1088/23/2024 (200)(50)
US 5YR NOTE (CBT) SEP249/30/2024 230,700 0
US BOND FUTR OPTN AUG24C 1207/26/2024 52 41
US LONG BOND(CBT) SEP249/19/2024 393,400 0
US ULTRA BOND CBT SEP249/19/2024 575,600 0
WHEAT FUTURE(CBT) DEC2412/13/2024 (1,560)0
WHEAT FUTURE(CBT) JUL257/14/2025 275 0
WHEAT FUTURE(CBT) MAR253/14/2025 (35)0
WHEAT FUTURE(CBT) SEP249/13/2024 (430)0
WINQ24H TRS BRL P F .000008/14/2024 (421,605)(75,904)
WINQ24H TRS BRL R E8/14/2024 3 78,262
WIU24DS TRS PLN P E9/20/2024 (18)(11,282)
WIU24DS TRS PLN R F .000009/20/2024 43,739 10,880
WTI CRUDE FUTURE APR253/20/2025 (68)0
WTI CRUDE FUTURE AUG247/22/2024 (31)0
WTI CRUDE FUTURE DEC2411/19/2024 10 0
WTI CRUDE FUTURE DEC2411/20/2024 226 0
WTI CRUDE FUTURE DEC2511/19/2025 2 0
WTI CRUDE FUTURE DEC2511/20/2025 (35)0
WTI CRUDE FUTURE FEB251/21/2025 266 0
WTI CRUDE FUTURE JAN2512/19/2024 260 0
WTI CRUDE FUTURE JUL256/20/2025 (124)0
WTI CRUDE FUTURE JUN255/20/2025 (125)0
WTI CRUDE FUTURE MAR252/20/2025 372 0
WTI CRUDE FUTURE MAY254/22/2025 (130)0
WTI CRUDE FUTURE NOV2410/22/2024 (124)0
WTI CRUDE FUTURE OCT249/20/2024 (133)0
WTI CRUDE FUTURE SEP248/20/2024 (369)0
WTI CRUDE FUTURE SEP258/20/2025 104 0