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Payment calendarCheck mailed May 26Direct deposit June 1

Portfolio holdings: Derivative instruments

As of 6/30/2022

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)
3 MONTH SOFR FUT JUN239/19/2023 92,250 -
3 MONTH SOFR FUT SEP2212/20/2022 (80,250) -
3175JK9U8 OTC EPUT BCOM3/16/2023 (183) (895)
3175JR974 OTC NCAL SWOP QSCOCA12/31/2022 15 241
3175JSRR8 OTC ECAL GOLDLNPM3/28/2023 (5) (84)
3175LP017 OTC EPUT COPPER FUT12/7/2022 (1) (476)
3175SR974 OTC NCAL SWOP12/31/2022 (37) (558)
3175ST145 OTC ECAL BCOM2/8/2023 (245) (1,114)
3MO EURO EURIBOR DEC2212/19/2022 89,500 -
8444U22DS TRS SGD P E9/21/2022 (3) (10,050)
8444U22DS TRS SGD R V 01MSIBOR9/21/2022 14,760 10,606
8445U22D TRS USD P V 01MLIBOR9/21/2022 (8,224) (8,224)
8445U22D TRS USD R E9/21/2022 10 7,097
8446U22D TRS USD P V 01MLIBOR9/21/2022 (2,109) (2,109)
8446U22D TRS USD R E9/21/2022 4 1,873
8447U22DS TRS USD P E9/21/2022 (45) (51,458)
8447U22DS TRS USD R V 01MLIBOR9/21/2022 54,915 54,915
8457U22DS TRS PLN P E9/21/2022 (42) (1,345)
8457U22DS TRS PLN R V 01MWIBOR9/21/2022 6,300 1,401
8461U22DS TRS MXN P E9/21/2022 (211) (11,608)
8461U22DS TRS MXN R V 01MTIEE9/21/2022 240,255 11,908
90DAY EUR FUTR DEC2212/19/2022 546,250 -
90DAY EUR FUTR DEC2312/18/2023 95,000 -
90DAY EUR FUTR JUN236/19/2023 103,000 -
90DAY EUR FUTR SEP239/18/2023 18,250 -
AUDPUT/USDCALL7/6/2022 45,110 62
AUST 10Y BOND FUT SEP229/15/2022 16,000 -
BCS6ANLV7 TRS USD P F .068007/6/2022 (129,303) (129,303)
BCS6ANLV7 TRS USD R E7/6/2022 408 129,303
BCS6B6YG2 TRS USD P F .070007/13/2022 (225,971) (225,971)
BCS6B6YG2 TRS USD R E7/13/2022 714 225,971
BCS6B97K7 TRS USD P F .068007/14/2022 (155,253) (155,253)
BCS6B97K7 TRS USD R E7/14/2022 490 155,253
BCS6DFP13 TRS USD P F .068008/23/2022 (189,412) (189,412)
BCS6DFP13 TRS USD R E8/23/2022 598 189,412
BCS6DVZ66 TRS USD P F .067009/6/2022 (167,755) (167,755)
BCS6DVZ66 TRS USD R E9/6/2022 530 167,755
BCS6E60F8 TRS USD P F .067009/8/2022 (303,569) (303,569)
BCS6E60F8 TRS USD R E9/8/2022 959 303,569
BCS6GC5R2 TRS USD P F .0700010/21/2022 (639,836) (639,836)
BCS6GC5R2 TRS USD R E10/21/2022 2,021 639,836
BCS6GMB02 TRS USD P F .0700010/27/2022 (135,224) (135,224)
BCS6GMB02 TRS USD R E10/27/2022 427 135,224
BCS6HKG42 TRS USD P F .0700011/17/2022 (96,240) (96,240)
BCS6HKG42 TRS USD R E11/17/2022 304 96,240
BCS6HNTQ3 TRS USD P F .0700011/18/2022 (97,846) (97,846)
BCS6HNTQ3 TRS USD R E11/18/2022 309 97,846
BCS6JF5M3 TRS USD P F .070001/4/2023 (182,894) (182,894)
BCS6JF5M3 TRS USD R E1/4/2023 578 182,894
BCS6JHK83 TRS USD P F .1200011/7/2022 (122,818) (122,818)
BCS6JHK83 TRS USD R E11/7/2022 305 122,818
BCS6JKZJ6 TRS USD P F .075008/25/2022 (180,660) (180,660)
BCS6JKZJ6 TRS USD R E8/25/2022 1,543 180,660
BRENT CRUDE FUTR DEC2210/31/2022 (564) -
BRENT CRUDE FUTR DEC2310/31/2023 (711) -
BRENT CRUDE FUTR DEC2410/31/2024 (161) -
BRENT CRUDE FUTR DEC2510/31/2025 26 -
BRENT CRUDE FUTR JUN234/28/2023 165 -
BRENT CRUDE FUTR JUN244/30/2024 352 -
BRENT CRUDE FUTR MAR231/31/2023 323 -
BRENT CRUDE FUTR NOV229/30/2022 3 -
BRENT CRUDE FUTR OCT228/31/2022 3 -
BRENT CRUDE FUTR SEP227/29/2022 (40) -
BRENT CRUDE FUTR OPTN9/27/2022 (12) -
BRENT CRUDE FUTR OPTN7/26/2022 (24) -
BRENT CRUDE FUTR OPTN4/25/2023 (171) -
BRENT CRUDE FUTR OPTN4/25/2023 (200) -
BRENT CRUDE FUTR OPTN4/25/2023 (23) -
BRT/DUBAI 1ST LN AUG228/31/2022 (60) -
BRT/DUBAI 1ST LN DEC2212/30/2022 (20) -
BRT/DUBAI 1ST LN DEC2312/29/2023 16 -
BRT/DUBAI 1ST LN FEB232/28/2023 16 -
BRT/DUBAI 1ST LN JAN231/31/2023 16 -
BRT/DUBAI 1ST LN JUL237/31/2023 16 -
BRT/DUBAI 1ST LN JUN236/30/2023 16 -
BRT/DUBAI 1ST LN MAR233/31/2023 16 -
BRT/DUBAI 1ST LN MAY235/31/2023 16 -
BRT/DUBAI 1ST LN NOV2311/30/2023 16 -
BRT/DUBAI 1ST LN OCT2310/31/2023 16 -
BRT/DUBAI 1ST LN SEP229/30/2022 (72) -
BRT/DUBAI 1ST LN SEP239/29/2023 16 -
BRT/DUBAI 1ST LN APR234/28/2023 16 -
BRT/DUBAI 1ST LN AUG238/31/2023 16 -
BRT/DUBAI 1ST LN NOV2211/30/2022 (20) -
BRT/DUBAI 1ST LN OCT2210/31/2022 (20) -
BRTLQ5ZT2 CDS USD P V 03MEVENT12/20/2023 (94) (94)
BRTLQ5ZT2 CDS USD R F 1.0000012/20/2023 94 91
BRWW5TYV1 CDS EUR P V 03MEVENT12/20/2026 (10) (10)
BRWW5TYV1 CDS EUR R F 5.0000012/20/2026 10 7
BRY16SJW3 CDS EUR P V 03MEVENT6/20/2027 (100) (105)
BRY16SJW3 CDS EUR R F 5.000006/20/2027 100 100
BWS036004 IRS USD P F .560007/20/2045 (17,190) (10,780)
BWS036004 IRS USD R V 00MSOFR7/20/2045 17,190 17,190
BWS036087 IRS USD P F .740008/19/2045 (6,830) (4,488)
BWS036087 IRS USD R V 00MSOFR8/19/2045 6,830 6,830
BWS053009 IRS USD P F 1.728752/15/2047 (6,435) (5,299)
BWS053009 IRS USD R V 00MSOFR2/15/2047 6,435 6,435
BWS053223 IRS USD P F 1.520002/15/2047 (12,081) (9,500)
BWS053223 IRS USD R V 00MSOFR2/15/2047 12,081 12,081
BWS053322 IRS USD P F 1.630002/15/2047 (14,142) (10,728)
BWS053322 IRS USD R V 03MLIBOR2/15/2047 14,142 14,142
BWS058263 IRS USD P F .710005/15/2027 (22,625) (20,522)
BWS058263 IRS USD R V 00MSOFR5/15/2027 22,625 22,625
BWS060863 IRS USD P F 1.130008/15/2028 (82,939) (75,381)
BWS060863 IRS USD R V 00MSOFR8/15/2028 82,939 82,939
BWS060988 IRS USD P F 1.7334010/20/2031 (19,680) (18,841)
BWS060988 IRS USD R V 00MSOFR10/20/2031 19,680 19,680
BWS061002 IRS USD P F 2.9500010/20/2026 (19,670) (18,939)
BWS061002 IRS USD R V 12MUSCPI10/20/2026 19,670 19,670
BWS063123 IRS USD P F 1.220008/15/2028 (22,550) (20,609)
BWS063123 IRS USD R V 00MSOFR8/15/2028 22,550 22,550
BWS063222 IRS USD P F 1.5200011/20/2026 (19,490) (18,902)
BWS063222 IRS USD R V 00MSOFR11/20/2026 19,490 19,490
BWS063248 IRS USD P F 3.9700011/18/2023 (17,160) (16,644)
BWS063248 IRS USD R V 00MUSCPI11/18/2023 17,160 17,160
BWS069120 IRS USD P F 1.630005/15/2047 (3,580) (2,884)
BWS069120 IRS USD R V 00MSOFR5/15/2047 3,580 3,580
BWS073262 IRS USD P F 1.650008/15/2047 (821) (664)
BWS073262 IRS USD R V 00MSOFR8/15/2047 821 821
BWS074104 IRS USD P F 2.000003/18/2032 (10,767) (10,069)
BWS074104 IRS USD R V 00MSOFR3/18/2032 10,767 10,767
BWS074468 IRS USD P F 2.500004/21/2052 (8,750) (8,551)
BWS074468 IRS USD R V 00MSOFR4/21/2052 8,750 8,750
BWS074823 IRS USD P F 2.850002/15/2029 (18,488) (18,609)
BWS074823 IRS USD R V 00MSOFR2/15/2029 18,488 18,488
BYU2C U2 NYM ECAL WTI BRENT7/28/2022 (142) (85)
BYU2P U2 NYM EPUT WTI BRENT7/28/2022 (142) (68)
BYZ2C Z2 NYM ECAL WTI BRENT10/28/2022 (30) (49)
BYZ2P Z2 NYM EPUT WTI BRENT10/28/2022 (30) (31)
BZQ22D TRS BRL P F .000008/17/2022 (103,775) (19,844)
BZQ22D TRS BRL R E8/17/2022 1 18,949
CCA VINT2022 DEC2212/23/2022 1,162 -
COCOA FUTURE SEP229/15/2022 1 -
COFFEE 'C' FUTURE DEC2212/19/2022 975 -
COFFEE 'C' FUTURE SEP229/20/2022 (863) -
COM3P 804/25/2023 (11) -
COPPER FUTURE SEP229/28/2022 125 -
CORN FUTURE DEC2212/14/2022 15 -
CORN FUTURE SEP229/14/2022 (2,050) -
CORN FUTURE OPTN SEP22P 6008/26/2022 (75) (17)
CORN FUTURE OPTN SEP22P 6108/26/2022 (90) (24)
CORN FUTURE OPTN SEP22P 6808/26/2022 (115) (82)
CORN FUTURE OPTN SEP22P 7008/26/2022 (115) (100)
COTTON NO.2 FUTR DEC2212/7/2022 200 -
COV2C 1208/25/2022 (12) -
CRUDE OIL FUT OPT AUG22C 1207/15/2022 (24) (13)
CRUDE OIL FUT OPT DEC22C 12511/16/2022 (25) (84)
CRUDE OIL FUT OPT JUN23P 755/17/2023 (56) (531)
CRUDE OIL FUT OPT SEP22C 1288/17/2022 (24) (26)
ECX EMISSION DEC2212/19/2022 8 -
ECX EMISSION DEC2312/18/2023 177 -
ECX EMISSION DEC2412/16/2024 (177) -
E-MINI RUSS 2000 SEP229/16/2022 11 -
EURCALL/GBPPUT7/14/2022 44,940 38
EURO BOBL FUTURE SEP229/8/2022 6,800 -
EURO BUND FUTURE SEP229/8/2022 (2,200) -
EURO BUXL 30Y BND SEP229/8/2022 (3,400) -
EURO OAT FUTURE SEP229/8/2022 13,700 -
EURO-BTP FUTURE SEP229/8/2022 800 -
EURPUT/HUFCALL9/29/2022 370 42
EURPUT/JPYCALL7/5/2022 44,250 375
EURPUT/JPYCALL7/13/2022 29,720 68
EURPUT/PLNCALL7/19/2022 29,960 34
EURPUT/PLNCALL9/8/2022 710 122
EURPUT/USDCALL7/13/2022 29,710 37
EURPUT/USDCALL8/3/2022 59,930 263
EURPUT/USDCALL7/14/2022 60,050 245
FTSE KLCI FUTURE JUL227/29/2022 32 -
FTSE TAIWAN INDEX JUL227/28/2022 26 -
FTSE/JSE TOP 40 SEP229/15/2022 (5) -
GASOLINE RBOB FUT DEC2211/30/2022 2,856 -
GASOLINE RBOB FUT DEC2311/30/2023 168 -
GBPPUT/USDCALL7/7/2022 25,510 102
GOLD 100 OZ FUTR AUG228/29/2022 (48) -
GOLD 100 OZ FUTR DEC2212/28/2022 (107) -
GOLD FUT OPT(CMX) AUG22C 18207/26/2022 (1) (14)
GOLD FUT OPT(CMX) DEC22C 210011/22/2022 (5) (108)
GOLD FUT OPT(CMX) DEC22C 220011/22/2022 (10) (144)
GOLD FUT OPT(CMX) SEP22C 24008/25/2022 (11) (6)
HANG SENG IDX FUT SEP229/29/2022 1 -
HENRY HB LD1 APR233/29/2023 15 -
HENRY HB LD1 APR243/26/2024 85 -
HENRY HB LD1 APR253/27/2025 (30) -
HENRY HB LD1 AUG237/27/2023 15 -
HENRY HB LD1 AUG247/29/2024 85 -
HENRY HB LD1 AUG257/29/2025 (30) -
HENRY HB LD1 DEC2411/26/2024 85 -
HENRY HB LD1 FEB241/29/2024 85 -
HENRY HB LD1 FEB251/29/2025 (30) -
HENRY HB LD1 JAN2412/27/2023 85 -
HENRY HB LD1 JAN2512/27/2024 (30) -
HENRY HB LD1 JUL236/28/2023 15 -
HENRY HB LD1 JUL246/26/2024 85 -
HENRY HB LD1 JUL256/26/2025 (30) -
HENRY HB LD1 JUN245/29/2024 85 -
HENRY HB LD1 JUN255/28/2025 (30) -
HENRY HB LD1 MAR242/27/2024 85 -
HENRY HB LD1 MAR252/26/2025 (30) -
HENRY HB LD1 MAY234/26/2023 15 -
HENRY HB LD1 MAY244/26/2024 85 -
HENRY HB LD1 MAY254/28/2025 (30) -
HENRY HB LD1 NOV2410/29/2024 85 -
HENRY HB LD1 OCT239/27/2023 15 -
HENRY HB LD1 OCT249/26/2024 85 -
HENRY HB LD1 OCT259/26/2025 (30) -
HENRY HB LD1 SEP238/29/2023 15 -
HENRY HB LD1 SEP248/28/2024 85 -
HENRY HB LD1 SEP258/27/2025 (30) -
HENRY HB LD1 DEC2511/25/2025 (30) -
HENRY HB LD1 JUN235/26/2023 15 -
HENRY HB LD1 NOV2510/29/2025 (30) -
HSCEI FUTURES JUL227/28/2022 33 -
HSTN V. WTI TRD M APR233/24/2023 9 -
HSTN V. WTI TRD M AUG237/25/2023 9 -
HSTN V. WTI TRD M DEC2311/24/2023 9 -
HSTN V. WTI TRD M FEB231/25/2023 9 -
HSTN V. WTI TRD M JAN2312/23/2022 9 -
HSTN V. WTI TRD M JUL236/23/2023 9 -
HSTN V. WTI TRD M JUN235/25/2023 9 -
HSTN V. WTI TRD M MAR232/24/2023 9 -
HSTN V. WTI TRD M MAY234/25/2023 9 -
HSTN V. WTI TRD M NOV2310/25/2023 9 -
HSTN V. WTI TRD M OCT239/25/2023 9 -
HSTN V. WTI TRD M SEP238/25/2023 9 -
ICE NAT GAS FUTR SEP228/30/2022 (150) -
IMM EUR FUT OPT DEC22C 96.512/19/2022 (825) (237)
IMM EUR FUT OPT DEC22C 9712/19/2022 (3,603) (495)
KC HRW WHEAT FUT DEC2212/14/2022 95 -
KC HRW WHEAT FUT SEP229/14/2022 (255) -
KM2U22H TRS KRW P F .000009/8/2022 (56,916,419) (43,836)
KM2U22H TRS KRW R E9/8/2022 163,250 38,656
LEAN HOGS FUTURE OCT2210/14/2022 (5,120) -
LIVE CATTLE FUTR OCT2210/31/2022 4,000 -
LME LEAD FUTURE SEP229/19/2022 (1) -
LME PRI ALUM FUTR SEP229/19/2022 (2) -
LONG GILT FUTURE SEP229/28/2022 (2,600) -
LOW SU GASOIL G DEC2212/12/2022 (2) -
LOW SU GASOIL G DEC2312/12/2023 20 -
LOW SU GASOIL G DEC2412/12/2024 (2) -
LOW SU GASOIL G NOV2211/10/2022 9 -
LOW SU GASOIL G OCT2210/12/2022 (19) -
LOW SU GASOIL G SEP229/12/2022 9 -
MILL WHEAT EURO DEC2212/12/2022 22 -
MSCI EAFE SEP229/16/2022 1,505 -
MSCI EMGMKT SEP229/16/2022 2,334 -
MSCI SING IX ETS JUL227/28/2022 (149) -
NAT GAS EURO OPT AUG22P 77/26/2022 (50) (81)
NAT GAS EURO OPT AUG22P 7.57/26/2022 (150) (316)
NAT GAS EURO OPT AUG22P 87/26/2022 (260) (675)
NAT GAS EURO OPT JAN23P 512/27/2022 (250) (170)
NAT GAS EURO OPT MAR23P 4.252/23/2023 (250) (148)
NAT GAS EURO OPT NOV22C 1010/26/2022 (240) (29)
NAT GAS EURO OPT NOV22P 410/26/2022 (240) (36)
NATURAL GAS FUTR APR233/29/2023 700 -
NATURAL GAS FUTR AUG227/27/2022 1,240 -
NATURAL GAS FUTR FEB231/27/2023 2,300 -
NATURAL GAS FUTR JAN2312/28/2022 (3,460) -
NATURAL GAS FUTR JAN2412/27/2023 (650) -
NATURAL GAS FUTR JAN2512/27/2024 (90) -
NATURAL GAS FUTR MAR232/24/2023 420 -
NATURAL GAS FUTR NOV2210/27/2022 (50) -
NATURAL GAS FUTR OCT229/28/2022 1,410 -
NATURAL GAS FUTR OCT239/27/2023 650 -
NATURAL GAS FUTR OCT249/26/2024 90 -
NATURAL GAS FUTR SEP228/29/2022 (2,760) -
NY HARB ULSD FUT DEC2211/30/2022 (2,058) -
OCDFVA971 FVA FWD6/16/2023 204 26
OCDFVA971 FVA FWD6/16/2023 (204) -
OCDFVA989 FVA FWD6/16/2023 307 39
OCDFVA989 FVA FWD6/16/2023 (307) -
PALLADIUM FUTURE SEP229/28/2022 (1) -
PLATINUM FUTURE OCT2210/27/2022 (2) -
S+P/TSX 60 IX FUT SEP229/15/2022 313 -
S+P500 EMINI FUT SEP229/16/2022 1,947 -
S95NC66N6 CDS USD P V 03MEVENT6/20/2027 (49,755) (49,755)
S95NC66N6 CDS USD R F 1.000006/20/2027 49,755 44,773
S95NC66Q9 CDS USD P V 03MEVENT6/20/2027 (23,311) (23,311)
S95NC66Q9 CDS USD R F 1.000006/20/2027 23,311 23,298
S95NHM0V4 CDS USD P V 03MEVENT6/20/2027 (58,589) (58,589)
S95NHM0V4 CDS USD R F 5.000006/20/2027 58,589 56,810
SGX IRON ORE 62 SEP229/30/2022 20 -
SILVER FUTURE DEC2212/28/2022 (145) -
SILVER FUTURE MAR233/29/2023 (285) -
SILVER FUTURE SEP229/28/2022 410 -
SNG GSOIL V LOW SUAPR234/28/2023 (3) -
SNG GSOIL V LOW SUAUG238/31/2023 (3) -
SNG GSOIL V LOW SUDEC2212/30/2022 (5) -
SNG GSOIL V LOW SUDEC2312/29/2023 (3) -
SNG GSOIL V LOW SUFEB232/28/2023 (3) -
SNG GSOIL V LOW SUJAN231/31/2023 (3) -
SNG GSOIL V LOW SUJUL237/31/2023 (3) -
SNG GSOIL V LOW SUJUN236/30/2023 (3) -
SNG GSOIL V LOW SUMAR233/31/2023 (3) -
SNG GSOIL V LOW SUMAY235/31/2023 (3) -
SNG GSOIL V LOW SUNOV2211/30/2022 (5) -
SNG GSOIL V LOW SUNOV2311/30/2023 (3) -
SNG GSOIL V LOW SUOCT2210/31/2022 (5) -
SNG GSOIL V LOW SUOCT2310/31/2023 (3) -
SNG GSOIL V LOW SUSEP239/29/2023 (3) -
SOYBEAN FUTURE JAN231/13/2023 5 -
SOYBEAN FUTURE NOV2211/14/2022 485 -
SOYBEAN MEAL FUTR DEC2212/14/2022 32 -
SOYBEAN OIL FUTR DEC2212/14/2022 (1,740) -
SOYBEAN OIL FUTR JAN231/13/2023 (1,080) -
SP500 MIC EMIN FUTSEP229/16/2022 1 -
SPI 200 FUTURES SEP229/15/2022 38 -
SUGAR 11 (WORLD) MAR232/28/2023 (11,984) -
SWAP WESTERN/LEHMAN RECEIVABLE9/15/2099 151 -
SWS031724 IRS MXN P V 01MTIIE7/18/2029 (187,450) (9,291)
SWS031724 IRS MXN R F 7.450007/18/2029 187,450 8,569
SWS031849 IRS MXN P V 01MTIIE7/20/2029 (195,100) (9,670)
SWS031849 IRS MXN R F 7.440007/20/2029 195,100 8,914
SWS052688 IRS USD P V 03MLIBOR6/4/2024 (144,519) (144,519)
SWS052688 IRS USD R F .820006/4/2024 144,519 141,150
SWS061069 IRS USD P V 12MUSCPI10/20/2031 (19,670) (19,670)
SWS061069 IRS USD R F 2.7700010/20/2031 19,670 19,159
SWS063149 IRS USD P V 03MLIBOR5/4/2024 (21,640) (21,640)
SWS063149 IRS USD R F 1.300005/4/2024 21,640 20,894
SWS063289 IRS USD P V 00MUSCPI11/18/2026 (17,160) (17,160)
SWS063289 IRS USD R F 3.3700011/18/2026 17,160 16,901
SWS072843 IRS USD P V 00MSOFR3/4/2027 (21,286) (21,286)
SWS072843 IRS USD R F 1.550003/4/2027 21,286 20,174
SWS074161 CDS USD P V 03MEVENT6/20/2027 (261,407) (261,407)
SWS074161 CDS USD R F 1.000006/20/2027 261,407 261,257
SWS074344 CDS USD P V 03MEVENT6/20/2027 (36,650) (36,650)
SWS074344 CDS USD R F 5.000006/20/2027 36,650 35,537
SWU01C273 TRS GBP P En/a (368) (447)
SWU01C273 TRS GBP R En/a 368 750
SWU01CUC1 TRS USD P En/a (31) (31)
SWU01CUC1 TRS USD R En/a 31 349
SWU01CUJ6 TRS USD P En/a (20) (20)
SWU01CUJ6 TRS USD R En/a 20 229
SWU01D4Y0 TRS USD P En/a (22) (22)
SWU01D4Y0 TRS USD R En/a 22 244
SWU01FW81 TRS USD P En/a (390) (390)
SWU01FW81 TRS USD R En/a 390 1,041
SWU01FW99 TRS USD P En/a (390) (390)
SWU01FW99 TRS USD R En/a 390 4,228
SWU01FWA6 TRS USD P En/a (390) (390)
SWU01FWA6 TRS USD R En/a 390 5,659
SWU01FWB4 TRS USD P En/a (390) (390)
SWU01FWB4 TRS USD R En/a 390 7,038
SWU01FWC2 TRS USD P En/a (390) (390)
SWU01FWC2 TRS USD R En/a 390 7,185
SWU01FWD0 TRS USD P En/a (390) (390)
SWU01FWD0 TRS USD R En/a 390 6,930
SWU01FWE8 TRS USD P En/a (390) (390)
SWU01FWE8 TRS USD R En/a 390 6,598
SWU01FWF5 TRS USD P En/a (390) (390)
SWU01FWF5 TRS USD R En/a 390 5,623
SWU01FY30 TRS USD P En/a (1,020) (1,020)
SWU01FY30 TRS USD R En/a 1,020 21,820
SWU01FY55 TRS USD P En/a (1,020) (1,020)
SWU01FY55 TRS USD R En/a 1,020 22,686
SWU01FY63 TRS USD P En/a (1,020) (1,020)
SWU01FY63 TRS USD R En/a 1,020 20,707
SWU01HM70 TRS USD P En/a (1) (118)
SWU01HM70 TRS USD R En/a 1 1
SWU01HWU8 TRS USD P En/a (18) (18)
SWU01HWU8 TRS USD R En/a 18 368
SWU01IS49 TRS USD P En/a (7) (88)
SWU01IS49 TRS USD R En/a 7 7
SWU01ITQ9 TRS USD P En/a (48) (48)
SWU01ITQ9 TRS USD R En/a 48 29
SWU01IVX1 TRS USD P En/a (10) (10)
SWU01IVX1 TRS USD R En/a 10 21
SWU01IVY9 TRS USD P En/a (14) (14)
SWU01IVY9 TRS USD R En/a 14 36
SWU01IVZ6 TRS USD P En/a (12) (12)
SWU01IVZ6 TRS USD R En/a 12 33
SWU01IYU4 TRS USD P En/a (29) (29)
SWU01IYU4 TRS USD R En/a 29 76
SWU01JC36 TRS USD P En/a (6) (6)
SWU01JC36 TRS USD R En/a 6 13
SWU01JLB8 TRS USD P En/a (2) (101)
SWU01JLB8 TRS USD R En/a 2 2
SWU09CC17 IRS GBP P V 01MUKRPI8/15/2030 (3,800) (4,615)
SWU09CC17 IRS GBP R F 3.475008/15/2030 3,800 3,878
SWU0CB992 TRS USD P F .0000012/30/2022 (7,480) (7,480)
SWU0CB992 TRS USD R E12/30/2022 72 7,561
SWU0ES480 TRS USD P F .000002/8/2023 (12,132) (12,132)
SWU0ES480 TRS USD R E2/8/2023 112 13,052
SWU0ES522 TRS USD P V 03MTBILL2/15/2023 (153,028) (153,028)
SWU0ES522 TRS USD R E2/15/2023 1,651 138,469
SWU0ET876 TRS USD P E3/16/2023 (33) (3,849)
SWU0ET876 TRS USD R F .000003/16/2023 4,061 4,061
SWU0GA826 TRS USD P En/a (968) (968)
SWU0GA826 TRS USD R En/a 968 988
SWU0GB360 TRS USD P En/a (19) (19)
SWU0GB360 TRS USD R En/a 19 36
SWU0GB576 TRS USD P En/a (7) (7)
SWU0GB576 TRS USD R En/a 7 13
SWU0GD614 TRS USD P En/a (8) (8)
SWU0GD614 TRS USD R En/a 8 12
SWU0GD622 TRS USD P En/a (8) (8)
SWU0GD622 TRS USD R En/a 8 12
SWU0GE125 TRS USD P En/a (4) (4)
SWU0GE125 TRS USD R En/a 4 5
SWU0JI123 TRS USD P En/a (78,072) (78,072)
SWU0JI123 TRS USD R En/a 78,072 78,924
SWU0JL886 TRS USD P En/a (13) (13)
SWU0JL886 TRS USD R En/a 13 17
SWU0SM983 TRS USD P En/a (5) (2)
SWU0SM983 TRS USD R En/a 5 5
SWU0SP366 TRS USD P En/a (7) (7)
SWU0SP366 TRS USD R En/a 7 16
SWU0SV520 TRS USD P En/a (10) (3)
SWU0SV520 TRS USD R En/a 10 10
SWU0SY201 TRS USD P V 03MTBILL2/15/2023 (27,723) (27,723)
SWU0SY201 TRS USD R E2/15/2023 100 25,085
SWU0SY284 TRS USD P F .000002/15/2023 (23,795) (23,795)
SWU0SY284 TRS USD R E2/15/2023 116 21,442
SWU0SY300 TRS USD P V 03MTBILL2/15/2023 (7,015) (7,015)
SWU0SY300 TRS USD R E2/15/2023 25 6,348
SWU0SY318 TRS USD P V 03MTBILL2/15/2023 (186,630) (186,630)
SWU0SY318 TRS USD R E2/15/2023 673 168,875
SWU0SY359 TRS USD P F .000002/15/2023 (40,150) (40,150)
SWU0SY359 TRS USD R E2/15/2023 207 37,937
SWU0SY409 TRS USD P F .250002/15/2023 (10,853) (10,853)
SWU0SY409 TRS USD R E2/15/2023 39 9,971
SWU0SY417 TRS USD P V 03MTBILL2/15/2023 (508,380) (508,380)
SWU0SY417 TRS USD R E2/15/2023 1,834 460,018
SWU0SY425 TRS USD P V 03MTBILL2/15/2023 (277,915) (277,915)
SWU0SY425 TRS USD R E2/15/2023 621 251,128
SWU0SY433 TRS USD P V 03MTBILL2/15/2023 (307,988) (307,988)
SWU0SY433 TRS USD R E2/15/2023 1,092 278,701
SWU0SY482 TRS USD P F .000002/15/2023 (17,610) (17,610)
SWU0SY482 TRS USD R E2/15/2023 83 15,837
SWU0SY565 TRS USD P V 03MTBILL2/15/2023 (275,398) (275,398)
SWU0SY565 TRS USD R E2/15/2023 2,579 249,199
SWU0SY581 TRS USD P V 03MTBILL2/15/2023 (163,556) (163,556)
SWU0SY581 TRS USD R E2/15/2023 590 147,997
SWU0SY615 TRS USD P F .120002/15/2023 (10,151) (10,151)
SWU0SY615 TRS USD R E2/15/2023 79 10,138
TA35N22D TRS ILS P F .000007/29/2022 (72,407) (20,675)
TA35N22D TRS ILS R E7/29/2022 40 20,783
TOPIX INDX FUTR SEP229/8/2022 910 -
TTF GAS 1ST LINE FEB231/30/2023 (1,020) -
TTF GAS 1ST LINE JAN2312/29/2022 (1,020) -
TTF GAS 1ST LINE MAR232/27/2023 (1,020) -
TTF NAT GAS F APR243/27/2024 1 -
TTF NAT GAS F AUG247/30/2024 1 -
TTF NAT GAS F DEC2311/29/2023 2 -
TTF NAT GAS F DEC2411/28/2024 1 -
TTF NAT GAS F FEB241/30/2024 3 -
TTF NAT GAS F JAN2412/28/2023 3 -
TTF NAT GAS F JUL246/27/2024 1 -
TTF NAT GAS F JUN245/30/2024 1 -
TTF NAT GAS F MAR242/28/2024 3 -
TTF NAT GAS F MAY244/29/2024 1 -
TTF NAT GAS F NOV2310/30/2023 2 -
TTF NAT GAS F NOV2410/30/2024 1 -
TTF NAT GAS F OCT239/28/2023 2 -
TTF NAT GAS F OCT249/27/2024 1 -
TTF NAT GAS F SEP228/30/2022 (11) -
TTF NAT GAS F SEP248/29/2024 1 -
TXN22D TRS TWD P F .000007/20/2022 (2,504,923) (84,246)
TXN22D TRS TWD R E7/20/2022 160 78,595
UK NBP GAS 1 LIN OCT229/29/2022 (390) -
UK NBP GAS 1' LIN AUG227/28/2022 (390) -
UK NBP GAS 1' LIN DEC2211/29/2022 (390) -
UK NBP GAS 1' LIN FEB231/30/2023 (390) -
UK NBP GAS 1' LIN JAN2312/29/2022 (390) -
UK NBP GAS 1' LIN MAR232/27/2023 (390) -
UK NBP GAS 1' LIN NOV2210/28/2022 (390) -
UK NBP GAS 1' LIN SEP228/30/2022 (390) -
US 10YR FUT OPTN AUG22C 1177/22/2022 134 258
US 10YR FUT OPTN AUG22C 117.57/22/2022 (43) (67)
US 10YR FUT OPTN AUG22C 1187/22/2022 (268) (331)
US 10YR FUT OPTN AUG22C 118.57/22/2022 (258) (246)
US 10YR FUT OPTN AUG22C 1197/22/2022 (86) (62)
US 10YR FUT OPTN AUG22C 1207/22/2022 (224) (88)
US 10YR FUT OPTN AUG22P 1157/22/2022 (204) (22)
US 10YR FUT OPTN AUG22P 1167/22/2022 (347) (70)
US 10YR FUT OPTN AUG22P 116.57/22/2022 255 72
US 10YR FUT OPTN AUG22P 1177/22/2022 (224) (88)
US 10YR FUT OPTN SEP22C 120.58/26/2022 (170) (128)
US 10YR NOTE (CBT)SEP229/21/2022 35,400 -
US 10YR ULTRA FUT SEP229/21/2022 10,200 -
US 2YR NOTE (CBT) SEP229/30/2022 3,600 -
US 5YR FUTR OPTN AUG22C 111.57/22/2022 (181) (197)
US 5YR FUTR OPTN AUG22C 1127/22/2022 (552) (427)
US 5YR FUTR OPTN AUG22C 112.27/22/2022 172 110
US 5YR FUTR OPTN AUG22P 1097/22/2022 (256) (8)
US 5YR FUTR OPTN AUG22P 109.77/22/2022 (306) (19)
US 5YR FUTR OPTN AUG22P 110.27/22/2022 128 13
US 5YR FUTR OPTN AUG22P 110.77/22/2022 50 8
US 5YR NOTE (CBT) SEP229/30/2022 216,300 -
US BOND FUTR OPTN AUG22C 1367/22/2022 64 221
US BOND FUTR OPTN AUG22C 138.57/22/2022 64 122
US BOND FUTR OPTN AUG22P 1337/22/2022 (67) (20)
US LONG BND W1 OP JUL22P 1337/1/2022 (21) -
US LONG BOND(CBT) SEP229/21/2022 230,000 -
US ULTRA BOND CBT SEP229/21/2022 447,600 -
USDCALL/CADPUT7/13/2022 31,310 78
USDCALL/CHFPUT7/13/2022 46,860 5
USDCALL/CNHPUT7/27/2022 31,290 47
USDCALL/CNHPUT7/1/2022 31,350 -
USDCALL/CNHPUT7/11/2022 31,210 12
USDCALL/CNHPUT7/21/2022 46,900 70
USDPUT/BRLCALL7/27/2022 780 6
USDPUT/BRLCALL8/16/2022 31,350 63
USDPUT/BRLCALL7/6/2022 31,230 -
USDPUT/JPYCALL7/12/2022 62,440 225
USDPUT/JPYCALL7/13/2022 31,220 200
USDPUT/JPYCALL7/13/2022 31,220 53
USDPUT/TRYCALL11/17/2022 390 -
WHEAT FUTURE OPTN SEP22P 10008/26/2022 (250) (345)
WHEAT FUTURE OPTN SEP22P 8308/26/2022 (25) (8)
WHEAT FUTURE OPTN SEP22P 8508/26/2022 (65) (26)
WHEAT FUTURE(CBT) DEC2212/14/2022 (845) -
WHEAT FUTURE(CBT) SEP229/14/2022 (275) -
WTI CRUDE FUTURE AUG227/20/2022 6 -
WTI CRUDE FUTURE DEC2211/21/2022 (580) -
WTI CRUDE FUTURE DEC2211/18/2022 671 -
WTI CRUDE FUTURE DEC2311/17/2023 (15) -
WTI CRUDE FUTURE DEC2311/20/2023 573 -
WTI CRUDE FUTURE DEC2411/20/2024 (28) -
WTI CRUDE FUTURE DEC2511/20/2025 14 -
WTI CRUDE FUTURE JUN235/19/2023 (22) -
WTI CRUDE FUTURE JUN235/22/2023 487 -
WTI CRUDE FUTURE JUN245/21/2024 (98) -
WTI CRUDE FUTURE MAR232/21/2023 (54) -
WTI CRUDE FUTURE SEP228/19/2022 (221) -
WTI CRUDE FUTURE SEP228/22/2022 (33) -
WTI-BRENT ICE SW APR234/28/2023 (9) -
WTI-BRENT ICE SW AUG238/31/2023 (9) -
WTI-BRENT ICE SW DEC2312/29/2023 (9) -
WTI-BRENT ICE SW FEB232/28/2023 (9) -
WTI-BRENT ICE SW JAN231/31/2023 (9) -
WTI-BRENT ICE SW JUL237/31/2023 (9) -
WTI-BRENT ICE SW JUN236/30/2023 (9) -
WTI-BRENT ICE SW MAR233/31/2023 (9) -
WTI-BRENT ICE SW MAY235/31/2023 (9) -
WTI-BRENT ICE SW NOV2311/30/2023 (9) -
WTI-BRENT ICE SW OCT2310/31/2023 (9) -
WTI-BRENT ICE SW SEP239/29/2023 (9) -