Portfolio holdings: Derivative instruments
As of 6/30/2022
Securities are listed alphabetically and values may round to less than a thousand.
| Security description | Maturity date | Par value in thousands (000s) | Market value $US in thousands (000s) |
|---|---|---|---|
| 3 MONTH SOFR FUT JUN23 | 9/19/2023 | 92,250 | - |
| 3 MONTH SOFR FUT SEP22 | 12/20/2022 | (80,250) | - |
| 3175JK9U8 OTC EPUT BCOM | 3/16/2023 | (183) | (895) |
| 3175JR974 OTC NCAL SWOP QSCOCA | 12/31/2022 | 15 | 241 |
| 3175JSRR8 OTC ECAL GOLDLNPM | 3/28/2023 | (5) | (84) |
| 3175LP017 OTC EPUT COPPER FUT | 12/7/2022 | (1) | (476) |
| 3175SR974 OTC NCAL SWOP | 12/31/2022 | (37) | (558) |
| 3175ST145 OTC ECAL BCOM | 2/8/2023 | (245) | (1,114) |
| 3MO EURO EURIBOR DEC22 | 12/19/2022 | 89,500 | - |
| 8444U22DS TRS SGD P E | 9/21/2022 | (3) | (10,050) |
| 8444U22DS TRS SGD R V 01MSIBOR | 9/21/2022 | 14,760 | 10,606 |
| 8445U22D TRS USD P V 01MLIBOR | 9/21/2022 | (8,224) | (8,224) |
| 8445U22D TRS USD R E | 9/21/2022 | 10 | 7,097 |
| 8446U22D TRS USD P V 01MLIBOR | 9/21/2022 | (2,109) | (2,109) |
| 8446U22D TRS USD R E | 9/21/2022 | 4 | 1,873 |
| 8447U22DS TRS USD P E | 9/21/2022 | (45) | (51,458) |
| 8447U22DS TRS USD R V 01MLIBOR | 9/21/2022 | 54,915 | 54,915 |
| 8457U22DS TRS PLN P E | 9/21/2022 | (42) | (1,345) |
| 8457U22DS TRS PLN R V 01MWIBOR | 9/21/2022 | 6,300 | 1,401 |
| 8461U22DS TRS MXN P E | 9/21/2022 | (211) | (11,608) |
| 8461U22DS TRS MXN R V 01MTIEE | 9/21/2022 | 240,255 | 11,908 |
| 90DAY EUR FUTR DEC22 | 12/19/2022 | 546,250 | - |
| 90DAY EUR FUTR DEC23 | 12/18/2023 | 95,000 | - |
| 90DAY EUR FUTR JUN23 | 6/19/2023 | 103,000 | - |
| 90DAY EUR FUTR SEP23 | 9/18/2023 | 18,250 | - |
| AUDPUT/USDCALL | 7/6/2022 | 45,110 | 62 |
| AUST 10Y BOND FUT SEP22 | 9/15/2022 | 16,000 | - |
| BCS6ANLV7 TRS USD P F .06800 | 7/6/2022 | (129,303) | (129,303) |
| BCS6ANLV7 TRS USD R E | 7/6/2022 | 408 | 129,303 |
| BCS6B6YG2 TRS USD P F .07000 | 7/13/2022 | (225,971) | (225,971) |
| BCS6B6YG2 TRS USD R E | 7/13/2022 | 714 | 225,971 |
| BCS6B97K7 TRS USD P F .06800 | 7/14/2022 | (155,253) | (155,253) |
| BCS6B97K7 TRS USD R E | 7/14/2022 | 490 | 155,253 |
| BCS6DFP13 TRS USD P F .06800 | 8/23/2022 | (189,412) | (189,412) |
| BCS6DFP13 TRS USD R E | 8/23/2022 | 598 | 189,412 |
| BCS6DVZ66 TRS USD P F .06700 | 9/6/2022 | (167,755) | (167,755) |
| BCS6DVZ66 TRS USD R E | 9/6/2022 | 530 | 167,755 |
| BCS6E60F8 TRS USD P F .06700 | 9/8/2022 | (303,569) | (303,569) |
| BCS6E60F8 TRS USD R E | 9/8/2022 | 959 | 303,569 |
| BCS6GC5R2 TRS USD P F .07000 | 10/21/2022 | (639,836) | (639,836) |
| BCS6GC5R2 TRS USD R E | 10/21/2022 | 2,021 | 639,836 |
| BCS6GMB02 TRS USD P F .07000 | 10/27/2022 | (135,224) | (135,224) |
| BCS6GMB02 TRS USD R E | 10/27/2022 | 427 | 135,224 |
| BCS6HKG42 TRS USD P F .07000 | 11/17/2022 | (96,240) | (96,240) |
| BCS6HKG42 TRS USD R E | 11/17/2022 | 304 | 96,240 |
| BCS6HNTQ3 TRS USD P F .07000 | 11/18/2022 | (97,846) | (97,846) |
| BCS6HNTQ3 TRS USD R E | 11/18/2022 | 309 | 97,846 |
| BCS6JF5M3 TRS USD P F .07000 | 1/4/2023 | (182,894) | (182,894) |
| BCS6JF5M3 TRS USD R E | 1/4/2023 | 578 | 182,894 |
| BCS6JHK83 TRS USD P F .12000 | 11/7/2022 | (122,818) | (122,818) |
| BCS6JHK83 TRS USD R E | 11/7/2022 | 305 | 122,818 |
| BCS6JKZJ6 TRS USD P F .07500 | 8/25/2022 | (180,660) | (180,660) |
| BCS6JKZJ6 TRS USD R E | 8/25/2022 | 1,543 | 180,660 |
| BRENT CRUDE FUTR DEC22 | 10/31/2022 | (564) | - |
| BRENT CRUDE FUTR DEC23 | 10/31/2023 | (711) | - |
| BRENT CRUDE FUTR DEC24 | 10/31/2024 | (161) | - |
| BRENT CRUDE FUTR DEC25 | 10/31/2025 | 26 | - |
| BRENT CRUDE FUTR JUN23 | 4/28/2023 | 165 | - |
| BRENT CRUDE FUTR JUN24 | 4/30/2024 | 352 | - |
| BRENT CRUDE FUTR MAR23 | 1/31/2023 | 323 | - |
| BRENT CRUDE FUTR NOV22 | 9/30/2022 | 3 | - |
| BRENT CRUDE FUTR OCT22 | 8/31/2022 | 3 | - |
| BRENT CRUDE FUTR SEP22 | 7/29/2022 | (40) | - |
| BRENT CRUDE FUTR OPTN | 9/27/2022 | (12) | - |
| BRENT CRUDE FUTR OPTN | 7/26/2022 | (24) | - |
| BRENT CRUDE FUTR OPTN | 4/25/2023 | (171) | - |
| BRENT CRUDE FUTR OPTN | 4/25/2023 | (200) | - |
| BRENT CRUDE FUTR OPTN | 4/25/2023 | (23) | - |
| BRT/DUBAI 1ST LN AUG22 | 8/31/2022 | (60) | - |
| BRT/DUBAI 1ST LN DEC22 | 12/30/2022 | (20) | - |
| BRT/DUBAI 1ST LN DEC23 | 12/29/2023 | 16 | - |
| BRT/DUBAI 1ST LN FEB23 | 2/28/2023 | 16 | - |
| BRT/DUBAI 1ST LN JAN23 | 1/31/2023 | 16 | - |
| BRT/DUBAI 1ST LN JUL23 | 7/31/2023 | 16 | - |
| BRT/DUBAI 1ST LN JUN23 | 6/30/2023 | 16 | - |
| BRT/DUBAI 1ST LN MAR23 | 3/31/2023 | 16 | - |
| BRT/DUBAI 1ST LN MAY23 | 5/31/2023 | 16 | - |
| BRT/DUBAI 1ST LN NOV23 | 11/30/2023 | 16 | - |
| BRT/DUBAI 1ST LN OCT23 | 10/31/2023 | 16 | - |
| BRT/DUBAI 1ST LN SEP22 | 9/30/2022 | (72) | - |
| BRT/DUBAI 1ST LN SEP23 | 9/29/2023 | 16 | - |
| BRT/DUBAI 1ST LN APR23 | 4/28/2023 | 16 | - |
| BRT/DUBAI 1ST LN AUG23 | 8/31/2023 | 16 | - |
| BRT/DUBAI 1ST LN NOV22 | 11/30/2022 | (20) | - |
| BRT/DUBAI 1ST LN OCT22 | 10/31/2022 | (20) | - |
| BRTLQ5ZT2 CDS USD P V 03MEVENT | 12/20/2023 | (94) | (94) |
| BRTLQ5ZT2 CDS USD R F 1.00000 | 12/20/2023 | 94 | 91 |
| BRWW5TYV1 CDS EUR P V 03MEVENT | 12/20/2026 | (10) | (10) |
| BRWW5TYV1 CDS EUR R F 5.00000 | 12/20/2026 | 10 | 7 |
| BRY16SJW3 CDS EUR P V 03MEVENT | 6/20/2027 | (100) | (105) |
| BRY16SJW3 CDS EUR R F 5.00000 | 6/20/2027 | 100 | 100 |
| BWS036004 IRS USD P F .56000 | 7/20/2045 | (17,190) | (10,780) |
| BWS036004 IRS USD R V 00MSOFR | 7/20/2045 | 17,190 | 17,190 |
| BWS036087 IRS USD P F .74000 | 8/19/2045 | (6,830) | (4,488) |
| BWS036087 IRS USD R V 00MSOFR | 8/19/2045 | 6,830 | 6,830 |
| BWS053009 IRS USD P F 1.72875 | 2/15/2047 | (6,435) | (5,299) |
| BWS053009 IRS USD R V 00MSOFR | 2/15/2047 | 6,435 | 6,435 |
| BWS053223 IRS USD P F 1.52000 | 2/15/2047 | (12,081) | (9,500) |
| BWS053223 IRS USD R V 00MSOFR | 2/15/2047 | 12,081 | 12,081 |
| BWS053322 IRS USD P F 1.63000 | 2/15/2047 | (14,142) | (10,728) |
| BWS053322 IRS USD R V 03MLIBOR | 2/15/2047 | 14,142 | 14,142 |
| BWS058263 IRS USD P F .71000 | 5/15/2027 | (22,625) | (20,522) |
| BWS058263 IRS USD R V 00MSOFR | 5/15/2027 | 22,625 | 22,625 |
| BWS060863 IRS USD P F 1.13000 | 8/15/2028 | (82,939) | (75,381) |
| BWS060863 IRS USD R V 00MSOFR | 8/15/2028 | 82,939 | 82,939 |
| BWS060988 IRS USD P F 1.73340 | 10/20/2031 | (19,680) | (18,841) |
| BWS060988 IRS USD R V 00MSOFR | 10/20/2031 | 19,680 | 19,680 |
| BWS061002 IRS USD P F 2.95000 | 10/20/2026 | (19,670) | (18,939) |
| BWS061002 IRS USD R V 12MUSCPI | 10/20/2026 | 19,670 | 19,670 |
| BWS063123 IRS USD P F 1.22000 | 8/15/2028 | (22,550) | (20,609) |
| BWS063123 IRS USD R V 00MSOFR | 8/15/2028 | 22,550 | 22,550 |
| BWS063222 IRS USD P F 1.52000 | 11/20/2026 | (19,490) | (18,902) |
| BWS063222 IRS USD R V 00MSOFR | 11/20/2026 | 19,490 | 19,490 |
| BWS063248 IRS USD P F 3.97000 | 11/18/2023 | (17,160) | (16,644) |
| BWS063248 IRS USD R V 00MUSCPI | 11/18/2023 | 17,160 | 17,160 |
| BWS069120 IRS USD P F 1.63000 | 5/15/2047 | (3,580) | (2,884) |
| BWS069120 IRS USD R V 00MSOFR | 5/15/2047 | 3,580 | 3,580 |
| BWS073262 IRS USD P F 1.65000 | 8/15/2047 | (821) | (664) |
| BWS073262 IRS USD R V 00MSOFR | 8/15/2047 | 821 | 821 |
| BWS074104 IRS USD P F 2.00000 | 3/18/2032 | (10,767) | (10,069) |
| BWS074104 IRS USD R V 00MSOFR | 3/18/2032 | 10,767 | 10,767 |
| BWS074468 IRS USD P F 2.50000 | 4/21/2052 | (8,750) | (8,551) |
| BWS074468 IRS USD R V 00MSOFR | 4/21/2052 | 8,750 | 8,750 |
| BWS074823 IRS USD P F 2.85000 | 2/15/2029 | (18,488) | (18,609) |
| BWS074823 IRS USD R V 00MSOFR | 2/15/2029 | 18,488 | 18,488 |
| BYU2C U2 NYM ECAL WTI BRENT | 7/28/2022 | (142) | (85) |
| BYU2P U2 NYM EPUT WTI BRENT | 7/28/2022 | (142) | (68) |
| BYZ2C Z2 NYM ECAL WTI BRENT | 10/28/2022 | (30) | (49) |
| BYZ2P Z2 NYM EPUT WTI BRENT | 10/28/2022 | (30) | (31) |
| BZQ22D TRS BRL P F .00000 | 8/17/2022 | (103,775) | (19,844) |
| BZQ22D TRS BRL R E | 8/17/2022 | 1 | 18,949 |
| CCA VINT2022 DEC22 | 12/23/2022 | 1,162 | - |
| COCOA FUTURE SEP22 | 9/15/2022 | 1 | - |
| COFFEE 'C' FUTURE DEC22 | 12/19/2022 | 975 | - |
| COFFEE 'C' FUTURE SEP22 | 9/20/2022 | (863) | - |
| COM3P 80 | 4/25/2023 | (11) | - |
| COPPER FUTURE SEP22 | 9/28/2022 | 125 | - |
| CORN FUTURE DEC22 | 12/14/2022 | 15 | - |
| CORN FUTURE SEP22 | 9/14/2022 | (2,050) | - |
| CORN FUTURE OPTN SEP22P 600 | 8/26/2022 | (75) | (17) |
| CORN FUTURE OPTN SEP22P 610 | 8/26/2022 | (90) | (24) |
| CORN FUTURE OPTN SEP22P 680 | 8/26/2022 | (115) | (82) |
| CORN FUTURE OPTN SEP22P 700 | 8/26/2022 | (115) | (100) |
| COTTON NO.2 FUTR DEC22 | 12/7/2022 | 200 | - |
| COV2C 120 | 8/25/2022 | (12) | - |
| CRUDE OIL FUT OPT AUG22C 120 | 7/15/2022 | (24) | (13) |
| CRUDE OIL FUT OPT DEC22C 125 | 11/16/2022 | (25) | (84) |
| CRUDE OIL FUT OPT JUN23P 75 | 5/17/2023 | (56) | (531) |
| CRUDE OIL FUT OPT SEP22C 128 | 8/17/2022 | (24) | (26) |
| ECX EMISSION DEC22 | 12/19/2022 | 8 | - |
| ECX EMISSION DEC23 | 12/18/2023 | 177 | - |
| ECX EMISSION DEC24 | 12/16/2024 | (177) | - |
| E-MINI RUSS 2000 SEP22 | 9/16/2022 | 11 | - |
| EURCALL/GBPPUT | 7/14/2022 | 44,940 | 38 |
| EURO BOBL FUTURE SEP22 | 9/8/2022 | 6,800 | - |
| EURO BUND FUTURE SEP22 | 9/8/2022 | (2,200) | - |
| EURO BUXL 30Y BND SEP22 | 9/8/2022 | (3,400) | - |
| EURO OAT FUTURE SEP22 | 9/8/2022 | 13,700 | - |
| EURO-BTP FUTURE SEP22 | 9/8/2022 | 800 | - |
| EURPUT/HUFCALL | 9/29/2022 | 370 | 42 |
| EURPUT/JPYCALL | 7/5/2022 | 44,250 | 375 |
| EURPUT/JPYCALL | 7/13/2022 | 29,720 | 68 |
| EURPUT/PLNCALL | 7/19/2022 | 29,960 | 34 |
| EURPUT/PLNCALL | 9/8/2022 | 710 | 122 |
| EURPUT/USDCALL | 7/13/2022 | 29,710 | 37 |
| EURPUT/USDCALL | 8/3/2022 | 59,930 | 263 |
| EURPUT/USDCALL | 7/14/2022 | 60,050 | 245 |
| FTSE KLCI FUTURE JUL22 | 7/29/2022 | 32 | - |
| FTSE TAIWAN INDEX JUL22 | 7/28/2022 | 26 | - |
| FTSE/JSE TOP 40 SEP22 | 9/15/2022 | (5) | - |
| GASOLINE RBOB FUT DEC22 | 11/30/2022 | 2,856 | - |
| GASOLINE RBOB FUT DEC23 | 11/30/2023 | 168 | - |
| GBPPUT/USDCALL | 7/7/2022 | 25,510 | 102 |
| GOLD 100 OZ FUTR AUG22 | 8/29/2022 | (48) | - |
| GOLD 100 OZ FUTR DEC22 | 12/28/2022 | (107) | - |
| GOLD FUT OPT(CMX) AUG22C 1820 | 7/26/2022 | (1) | (14) |
| GOLD FUT OPT(CMX) DEC22C 2100 | 11/22/2022 | (5) | (108) |
| GOLD FUT OPT(CMX) DEC22C 2200 | 11/22/2022 | (10) | (144) |
| GOLD FUT OPT(CMX) SEP22C 2400 | 8/25/2022 | (11) | (6) |
| HANG SENG IDX FUT SEP22 | 9/29/2022 | 1 | - |
| HENRY HB LD1 APR23 | 3/29/2023 | 15 | - |
| HENRY HB LD1 APR24 | 3/26/2024 | 85 | - |
| HENRY HB LD1 APR25 | 3/27/2025 | (30) | - |
| HENRY HB LD1 AUG23 | 7/27/2023 | 15 | - |
| HENRY HB LD1 AUG24 | 7/29/2024 | 85 | - |
| HENRY HB LD1 AUG25 | 7/29/2025 | (30) | - |
| HENRY HB LD1 DEC24 | 11/26/2024 | 85 | - |
| HENRY HB LD1 FEB24 | 1/29/2024 | 85 | - |
| HENRY HB LD1 FEB25 | 1/29/2025 | (30) | - |
| HENRY HB LD1 JAN24 | 12/27/2023 | 85 | - |
| HENRY HB LD1 JAN25 | 12/27/2024 | (30) | - |
| HENRY HB LD1 JUL23 | 6/28/2023 | 15 | - |
| HENRY HB LD1 JUL24 | 6/26/2024 | 85 | - |
| HENRY HB LD1 JUL25 | 6/26/2025 | (30) | - |
| HENRY HB LD1 JUN24 | 5/29/2024 | 85 | - |
| HENRY HB LD1 JUN25 | 5/28/2025 | (30) | - |
| HENRY HB LD1 MAR24 | 2/27/2024 | 85 | - |
| HENRY HB LD1 MAR25 | 2/26/2025 | (30) | - |
| HENRY HB LD1 MAY23 | 4/26/2023 | 15 | - |
| HENRY HB LD1 MAY24 | 4/26/2024 | 85 | - |
| HENRY HB LD1 MAY25 | 4/28/2025 | (30) | - |
| HENRY HB LD1 NOV24 | 10/29/2024 | 85 | - |
| HENRY HB LD1 OCT23 | 9/27/2023 | 15 | - |
| HENRY HB LD1 OCT24 | 9/26/2024 | 85 | - |
| HENRY HB LD1 OCT25 | 9/26/2025 | (30) | - |
| HENRY HB LD1 SEP23 | 8/29/2023 | 15 | - |
| HENRY HB LD1 SEP24 | 8/28/2024 | 85 | - |
| HENRY HB LD1 SEP25 | 8/27/2025 | (30) | - |
| HENRY HB LD1 DEC25 | 11/25/2025 | (30) | - |
| HENRY HB LD1 JUN23 | 5/26/2023 | 15 | - |
| HENRY HB LD1 NOV25 | 10/29/2025 | (30) | - |
| HSCEI FUTURES JUL22 | 7/28/2022 | 33 | - |
| HSTN V. WTI TRD M APR23 | 3/24/2023 | 9 | - |
| HSTN V. WTI TRD M AUG23 | 7/25/2023 | 9 | - |
| HSTN V. WTI TRD M DEC23 | 11/24/2023 | 9 | - |
| HSTN V. WTI TRD M FEB23 | 1/25/2023 | 9 | - |
| HSTN V. WTI TRD M JAN23 | 12/23/2022 | 9 | - |
| HSTN V. WTI TRD M JUL23 | 6/23/2023 | 9 | - |
| HSTN V. WTI TRD M JUN23 | 5/25/2023 | 9 | - |
| HSTN V. WTI TRD M MAR23 | 2/24/2023 | 9 | - |
| HSTN V. WTI TRD M MAY23 | 4/25/2023 | 9 | - |
| HSTN V. WTI TRD M NOV23 | 10/25/2023 | 9 | - |
| HSTN V. WTI TRD M OCT23 | 9/25/2023 | 9 | - |
| HSTN V. WTI TRD M SEP23 | 8/25/2023 | 9 | - |
| ICE NAT GAS FUTR SEP22 | 8/30/2022 | (150) | - |
| IMM EUR FUT OPT DEC22C 96.5 | 12/19/2022 | (825) | (237) |
| IMM EUR FUT OPT DEC22C 97 | 12/19/2022 | (3,603) | (495) |
| KC HRW WHEAT FUT DEC22 | 12/14/2022 | 95 | - |
| KC HRW WHEAT FUT SEP22 | 9/14/2022 | (255) | - |
| KM2U22H TRS KRW P F .00000 | 9/8/2022 | (56,916,419) | (43,836) |
| KM2U22H TRS KRW R E | 9/8/2022 | 163,250 | 38,656 |
| LEAN HOGS FUTURE OCT22 | 10/14/2022 | (5,120) | - |
| LIVE CATTLE FUTR OCT22 | 10/31/2022 | 4,000 | - |
| LME LEAD FUTURE SEP22 | 9/19/2022 | (1) | - |
| LME PRI ALUM FUTR SEP22 | 9/19/2022 | (2) | - |
| LONG GILT FUTURE SEP22 | 9/28/2022 | (2,600) | - |
| LOW SU GASOIL G DEC22 | 12/12/2022 | (2) | - |
| LOW SU GASOIL G DEC23 | 12/12/2023 | 20 | - |
| LOW SU GASOIL G DEC24 | 12/12/2024 | (2) | - |
| LOW SU GASOIL G NOV22 | 11/10/2022 | 9 | - |
| LOW SU GASOIL G OCT22 | 10/12/2022 | (19) | - |
| LOW SU GASOIL G SEP22 | 9/12/2022 | 9 | - |
| MILL WHEAT EURO DEC22 | 12/12/2022 | 22 | - |
| MSCI EAFE SEP22 | 9/16/2022 | 1,505 | - |
| MSCI EMGMKT SEP22 | 9/16/2022 | 2,334 | - |
| MSCI SING IX ETS JUL22 | 7/28/2022 | (149) | - |
| NAT GAS EURO OPT AUG22P 7 | 7/26/2022 | (50) | (81) |
| NAT GAS EURO OPT AUG22P 7.5 | 7/26/2022 | (150) | (316) |
| NAT GAS EURO OPT AUG22P 8 | 7/26/2022 | (260) | (675) |
| NAT GAS EURO OPT JAN23P 5 | 12/27/2022 | (250) | (170) |
| NAT GAS EURO OPT MAR23P 4.25 | 2/23/2023 | (250) | (148) |
| NAT GAS EURO OPT NOV22C 10 | 10/26/2022 | (240) | (29) |
| NAT GAS EURO OPT NOV22P 4 | 10/26/2022 | (240) | (36) |
| NATURAL GAS FUTR APR23 | 3/29/2023 | 700 | - |
| NATURAL GAS FUTR AUG22 | 7/27/2022 | 1,240 | - |
| NATURAL GAS FUTR FEB23 | 1/27/2023 | 2,300 | - |
| NATURAL GAS FUTR JAN23 | 12/28/2022 | (3,460) | - |
| NATURAL GAS FUTR JAN24 | 12/27/2023 | (650) | - |
| NATURAL GAS FUTR JAN25 | 12/27/2024 | (90) | - |
| NATURAL GAS FUTR MAR23 | 2/24/2023 | 420 | - |
| NATURAL GAS FUTR NOV22 | 10/27/2022 | (50) | - |
| NATURAL GAS FUTR OCT22 | 9/28/2022 | 1,410 | - |
| NATURAL GAS FUTR OCT23 | 9/27/2023 | 650 | - |
| NATURAL GAS FUTR OCT24 | 9/26/2024 | 90 | - |
| NATURAL GAS FUTR SEP22 | 8/29/2022 | (2,760) | - |
| NY HARB ULSD FUT DEC22 | 11/30/2022 | (2,058) | - |
| OCDFVA971 FVA FWD | 6/16/2023 | 204 | 26 |
| OCDFVA971 FVA FWD | 6/16/2023 | (204) | - |
| OCDFVA989 FVA FWD | 6/16/2023 | 307 | 39 |
| OCDFVA989 FVA FWD | 6/16/2023 | (307) | - |
| PALLADIUM FUTURE SEP22 | 9/28/2022 | (1) | - |
| PLATINUM FUTURE OCT22 | 10/27/2022 | (2) | - |
| S+P/TSX 60 IX FUT SEP22 | 9/15/2022 | 313 | - |
| S+P500 EMINI FUT SEP22 | 9/16/2022 | 1,947 | - |
| S95NC66N6 CDS USD P V 03MEVENT | 6/20/2027 | (49,755) | (49,755) |
| S95NC66N6 CDS USD R F 1.00000 | 6/20/2027 | 49,755 | 44,773 |
| S95NC66Q9 CDS USD P V 03MEVENT | 6/20/2027 | (23,311) | (23,311) |
| S95NC66Q9 CDS USD R F 1.00000 | 6/20/2027 | 23,311 | 23,298 |
| S95NHM0V4 CDS USD P V 03MEVENT | 6/20/2027 | (58,589) | (58,589) |
| S95NHM0V4 CDS USD R F 5.00000 | 6/20/2027 | 58,589 | 56,810 |
| SGX IRON ORE 62 SEP22 | 9/30/2022 | 20 | - |
| SILVER FUTURE DEC22 | 12/28/2022 | (145) | - |
| SILVER FUTURE MAR23 | 3/29/2023 | (285) | - |
| SILVER FUTURE SEP22 | 9/28/2022 | 410 | - |
| SNG GSOIL V LOW SUAPR23 | 4/28/2023 | (3) | - |
| SNG GSOIL V LOW SUAUG23 | 8/31/2023 | (3) | - |
| SNG GSOIL V LOW SUDEC22 | 12/30/2022 | (5) | - |
| SNG GSOIL V LOW SUDEC23 | 12/29/2023 | (3) | - |
| SNG GSOIL V LOW SUFEB23 | 2/28/2023 | (3) | - |
| SNG GSOIL V LOW SUJAN23 | 1/31/2023 | (3) | - |
| SNG GSOIL V LOW SUJUL23 | 7/31/2023 | (3) | - |
| SNG GSOIL V LOW SUJUN23 | 6/30/2023 | (3) | - |
| SNG GSOIL V LOW SUMAR23 | 3/31/2023 | (3) | - |
| SNG GSOIL V LOW SUMAY23 | 5/31/2023 | (3) | - |
| SNG GSOIL V LOW SUNOV22 | 11/30/2022 | (5) | - |
| SNG GSOIL V LOW SUNOV23 | 11/30/2023 | (3) | - |
| SNG GSOIL V LOW SUOCT22 | 10/31/2022 | (5) | - |
| SNG GSOIL V LOW SUOCT23 | 10/31/2023 | (3) | - |
| SNG GSOIL V LOW SUSEP23 | 9/29/2023 | (3) | - |
| SOYBEAN FUTURE JAN23 | 1/13/2023 | 5 | - |
| SOYBEAN FUTURE NOV22 | 11/14/2022 | 485 | - |
| SOYBEAN MEAL FUTR DEC22 | 12/14/2022 | 32 | - |
| SOYBEAN OIL FUTR DEC22 | 12/14/2022 | (1,740) | - |
| SOYBEAN OIL FUTR JAN23 | 1/13/2023 | (1,080) | - |
| SP500 MIC EMIN FUTSEP22 | 9/16/2022 | 1 | - |
| SPI 200 FUTURES SEP22 | 9/15/2022 | 38 | - |
| SUGAR 11 (WORLD) MAR23 | 2/28/2023 | (11,984) | - |
| SWAP WESTERN/LEHMAN RECEIVABLE | 9/15/2099 | 151 | - |
| SWS031724 IRS MXN P V 01MTIIE | 7/18/2029 | (187,450) | (9,291) |
| SWS031724 IRS MXN R F 7.45000 | 7/18/2029 | 187,450 | 8,569 |
| SWS031849 IRS MXN P V 01MTIIE | 7/20/2029 | (195,100) | (9,670) |
| SWS031849 IRS MXN R F 7.44000 | 7/20/2029 | 195,100 | 8,914 |
| SWS052688 IRS USD P V 03MLIBOR | 6/4/2024 | (144,519) | (144,519) |
| SWS052688 IRS USD R F .82000 | 6/4/2024 | 144,519 | 141,150 |
| SWS061069 IRS USD P V 12MUSCPI | 10/20/2031 | (19,670) | (19,670) |
| SWS061069 IRS USD R F 2.77000 | 10/20/2031 | 19,670 | 19,159 |
| SWS063149 IRS USD P V 03MLIBOR | 5/4/2024 | (21,640) | (21,640) |
| SWS063149 IRS USD R F 1.30000 | 5/4/2024 | 21,640 | 20,894 |
| SWS063289 IRS USD P V 00MUSCPI | 11/18/2026 | (17,160) | (17,160) |
| SWS063289 IRS USD R F 3.37000 | 11/18/2026 | 17,160 | 16,901 |
| SWS072843 IRS USD P V 00MSOFR | 3/4/2027 | (21,286) | (21,286) |
| SWS072843 IRS USD R F 1.55000 | 3/4/2027 | 21,286 | 20,174 |
| SWS074161 CDS USD P V 03MEVENT | 6/20/2027 | (261,407) | (261,407) |
| SWS074161 CDS USD R F 1.00000 | 6/20/2027 | 261,407 | 261,257 |
| SWS074344 CDS USD P V 03MEVENT | 6/20/2027 | (36,650) | (36,650) |
| SWS074344 CDS USD R F 5.00000 | 6/20/2027 | 36,650 | 35,537 |
| SWU01C273 TRS GBP P E | n/a | (368) | (447) |
| SWU01C273 TRS GBP R E | n/a | 368 | 750 |
| SWU01CUC1 TRS USD P E | n/a | (31) | (31) |
| SWU01CUC1 TRS USD R E | n/a | 31 | 349 |
| SWU01CUJ6 TRS USD P E | n/a | (20) | (20) |
| SWU01CUJ6 TRS USD R E | n/a | 20 | 229 |
| SWU01D4Y0 TRS USD P E | n/a | (22) | (22) |
| SWU01D4Y0 TRS USD R E | n/a | 22 | 244 |
| SWU01FW81 TRS USD P E | n/a | (390) | (390) |
| SWU01FW81 TRS USD R E | n/a | 390 | 1,041 |
| SWU01FW99 TRS USD P E | n/a | (390) | (390) |
| SWU01FW99 TRS USD R E | n/a | 390 | 4,228 |
| SWU01FWA6 TRS USD P E | n/a | (390) | (390) |
| SWU01FWA6 TRS USD R E | n/a | 390 | 5,659 |
| SWU01FWB4 TRS USD P E | n/a | (390) | (390) |
| SWU01FWB4 TRS USD R E | n/a | 390 | 7,038 |
| SWU01FWC2 TRS USD P E | n/a | (390) | (390) |
| SWU01FWC2 TRS USD R E | n/a | 390 | 7,185 |
| SWU01FWD0 TRS USD P E | n/a | (390) | (390) |
| SWU01FWD0 TRS USD R E | n/a | 390 | 6,930 |
| SWU01FWE8 TRS USD P E | n/a | (390) | (390) |
| SWU01FWE8 TRS USD R E | n/a | 390 | 6,598 |
| SWU01FWF5 TRS USD P E | n/a | (390) | (390) |
| SWU01FWF5 TRS USD R E | n/a | 390 | 5,623 |
| SWU01FY30 TRS USD P E | n/a | (1,020) | (1,020) |
| SWU01FY30 TRS USD R E | n/a | 1,020 | 21,820 |
| SWU01FY55 TRS USD P E | n/a | (1,020) | (1,020) |
| SWU01FY55 TRS USD R E | n/a | 1,020 | 22,686 |
| SWU01FY63 TRS USD P E | n/a | (1,020) | (1,020) |
| SWU01FY63 TRS USD R E | n/a | 1,020 | 20,707 |
| SWU01HM70 TRS USD P E | n/a | (1) | (118) |
| SWU01HM70 TRS USD R E | n/a | 1 | 1 |
| SWU01HWU8 TRS USD P E | n/a | (18) | (18) |
| SWU01HWU8 TRS USD R E | n/a | 18 | 368 |
| SWU01IS49 TRS USD P E | n/a | (7) | (88) |
| SWU01IS49 TRS USD R E | n/a | 7 | 7 |
| SWU01ITQ9 TRS USD P E | n/a | (48) | (48) |
| SWU01ITQ9 TRS USD R E | n/a | 48 | 29 |
| SWU01IVX1 TRS USD P E | n/a | (10) | (10) |
| SWU01IVX1 TRS USD R E | n/a | 10 | 21 |
| SWU01IVY9 TRS USD P E | n/a | (14) | (14) |
| SWU01IVY9 TRS USD R E | n/a | 14 | 36 |
| SWU01IVZ6 TRS USD P E | n/a | (12) | (12) |
| SWU01IVZ6 TRS USD R E | n/a | 12 | 33 |
| SWU01IYU4 TRS USD P E | n/a | (29) | (29) |
| SWU01IYU4 TRS USD R E | n/a | 29 | 76 |
| SWU01JC36 TRS USD P E | n/a | (6) | (6) |
| SWU01JC36 TRS USD R E | n/a | 6 | 13 |
| SWU01JLB8 TRS USD P E | n/a | (2) | (101) |
| SWU01JLB8 TRS USD R E | n/a | 2 | 2 |
| SWU09CC17 IRS GBP P V 01MUKRPI | 8/15/2030 | (3,800) | (4,615) |
| SWU09CC17 IRS GBP R F 3.47500 | 8/15/2030 | 3,800 | 3,878 |
| SWU0CB992 TRS USD P F .00000 | 12/30/2022 | (7,480) | (7,480) |
| SWU0CB992 TRS USD R E | 12/30/2022 | 72 | 7,561 |
| SWU0ES480 TRS USD P F .00000 | 2/8/2023 | (12,132) | (12,132) |
| SWU0ES480 TRS USD R E | 2/8/2023 | 112 | 13,052 |
| SWU0ES522 TRS USD P V 03MTBILL | 2/15/2023 | (153,028) | (153,028) |
| SWU0ES522 TRS USD R E | 2/15/2023 | 1,651 | 138,469 |
| SWU0ET876 TRS USD P E | 3/16/2023 | (33) | (3,849) |
| SWU0ET876 TRS USD R F .00000 | 3/16/2023 | 4,061 | 4,061 |
| SWU0GA826 TRS USD P E | n/a | (968) | (968) |
| SWU0GA826 TRS USD R E | n/a | 968 | 988 |
| SWU0GB360 TRS USD P E | n/a | (19) | (19) |
| SWU0GB360 TRS USD R E | n/a | 19 | 36 |
| SWU0GB576 TRS USD P E | n/a | (7) | (7) |
| SWU0GB576 TRS USD R E | n/a | 7 | 13 |
| SWU0GD614 TRS USD P E | n/a | (8) | (8) |
| SWU0GD614 TRS USD R E | n/a | 8 | 12 |
| SWU0GD622 TRS USD P E | n/a | (8) | (8) |
| SWU0GD622 TRS USD R E | n/a | 8 | 12 |
| SWU0GE125 TRS USD P E | n/a | (4) | (4) |
| SWU0GE125 TRS USD R E | n/a | 4 | 5 |
| SWU0JI123 TRS USD P E | n/a | (78,072) | (78,072) |
| SWU0JI123 TRS USD R E | n/a | 78,072 | 78,924 |
| SWU0JL886 TRS USD P E | n/a | (13) | (13) |
| SWU0JL886 TRS USD R E | n/a | 13 | 17 |
| SWU0SM983 TRS USD P E | n/a | (5) | (2) |
| SWU0SM983 TRS USD R E | n/a | 5 | 5 |
| SWU0SP366 TRS USD P E | n/a | (7) | (7) |
| SWU0SP366 TRS USD R E | n/a | 7 | 16 |
| SWU0SV520 TRS USD P E | n/a | (10) | (3) |
| SWU0SV520 TRS USD R E | n/a | 10 | 10 |
| SWU0SY201 TRS USD P V 03MTBILL | 2/15/2023 | (27,723) | (27,723) |
| SWU0SY201 TRS USD R E | 2/15/2023 | 100 | 25,085 |
| SWU0SY284 TRS USD P F .00000 | 2/15/2023 | (23,795) | (23,795) |
| SWU0SY284 TRS USD R E | 2/15/2023 | 116 | 21,442 |
| SWU0SY300 TRS USD P V 03MTBILL | 2/15/2023 | (7,015) | (7,015) |
| SWU0SY300 TRS USD R E | 2/15/2023 | 25 | 6,348 |
| SWU0SY318 TRS USD P V 03MTBILL | 2/15/2023 | (186,630) | (186,630) |
| SWU0SY318 TRS USD R E | 2/15/2023 | 673 | 168,875 |
| SWU0SY359 TRS USD P F .00000 | 2/15/2023 | (40,150) | (40,150) |
| SWU0SY359 TRS USD R E | 2/15/2023 | 207 | 37,937 |
| SWU0SY409 TRS USD P F .25000 | 2/15/2023 | (10,853) | (10,853) |
| SWU0SY409 TRS USD R E | 2/15/2023 | 39 | 9,971 |
| SWU0SY417 TRS USD P V 03MTBILL | 2/15/2023 | (508,380) | (508,380) |
| SWU0SY417 TRS USD R E | 2/15/2023 | 1,834 | 460,018 |
| SWU0SY425 TRS USD P V 03MTBILL | 2/15/2023 | (277,915) | (277,915) |
| SWU0SY425 TRS USD R E | 2/15/2023 | 621 | 251,128 |
| SWU0SY433 TRS USD P V 03MTBILL | 2/15/2023 | (307,988) | (307,988) |
| SWU0SY433 TRS USD R E | 2/15/2023 | 1,092 | 278,701 |
| SWU0SY482 TRS USD P F .00000 | 2/15/2023 | (17,610) | (17,610) |
| SWU0SY482 TRS USD R E | 2/15/2023 | 83 | 15,837 |
| SWU0SY565 TRS USD P V 03MTBILL | 2/15/2023 | (275,398) | (275,398) |
| SWU0SY565 TRS USD R E | 2/15/2023 | 2,579 | 249,199 |
| SWU0SY581 TRS USD P V 03MTBILL | 2/15/2023 | (163,556) | (163,556) |
| SWU0SY581 TRS USD R E | 2/15/2023 | 590 | 147,997 |
| SWU0SY615 TRS USD P F .12000 | 2/15/2023 | (10,151) | (10,151) |
| SWU0SY615 TRS USD R E | 2/15/2023 | 79 | 10,138 |
| TA35N22D TRS ILS P F .00000 | 7/29/2022 | (72,407) | (20,675) |
| TA35N22D TRS ILS R E | 7/29/2022 | 40 | 20,783 |
| TOPIX INDX FUTR SEP22 | 9/8/2022 | 910 | - |
| TTF GAS 1ST LINE FEB23 | 1/30/2023 | (1,020) | - |
| TTF GAS 1ST LINE JAN23 | 12/29/2022 | (1,020) | - |
| TTF GAS 1ST LINE MAR23 | 2/27/2023 | (1,020) | - |
| TTF NAT GAS F APR24 | 3/27/2024 | 1 | - |
| TTF NAT GAS F AUG24 | 7/30/2024 | 1 | - |
| TTF NAT GAS F DEC23 | 11/29/2023 | 2 | - |
| TTF NAT GAS F DEC24 | 11/28/2024 | 1 | - |
| TTF NAT GAS F FEB24 | 1/30/2024 | 3 | - |
| TTF NAT GAS F JAN24 | 12/28/2023 | 3 | - |
| TTF NAT GAS F JUL24 | 6/27/2024 | 1 | - |
| TTF NAT GAS F JUN24 | 5/30/2024 | 1 | - |
| TTF NAT GAS F MAR24 | 2/28/2024 | 3 | - |
| TTF NAT GAS F MAY24 | 4/29/2024 | 1 | - |
| TTF NAT GAS F NOV23 | 10/30/2023 | 2 | - |
| TTF NAT GAS F NOV24 | 10/30/2024 | 1 | - |
| TTF NAT GAS F OCT23 | 9/28/2023 | 2 | - |
| TTF NAT GAS F OCT24 | 9/27/2024 | 1 | - |
| TTF NAT GAS F SEP22 | 8/30/2022 | (11) | - |
| TTF NAT GAS F SEP24 | 8/29/2024 | 1 | - |
| TXN22D TRS TWD P F .00000 | 7/20/2022 | (2,504,923) | (84,246) |
| TXN22D TRS TWD R E | 7/20/2022 | 160 | 78,595 |
| UK NBP GAS 1 LIN OCT22 | 9/29/2022 | (390) | - |
| UK NBP GAS 1' LIN AUG22 | 7/28/2022 | (390) | - |
| UK NBP GAS 1' LIN DEC22 | 11/29/2022 | (390) | - |
| UK NBP GAS 1' LIN FEB23 | 1/30/2023 | (390) | - |
| UK NBP GAS 1' LIN JAN23 | 12/29/2022 | (390) | - |
| UK NBP GAS 1' LIN MAR23 | 2/27/2023 | (390) | - |
| UK NBP GAS 1' LIN NOV22 | 10/28/2022 | (390) | - |
| UK NBP GAS 1' LIN SEP22 | 8/30/2022 | (390) | - |
| US 10YR FUT OPTN AUG22C 117 | 7/22/2022 | 134 | 258 |
| US 10YR FUT OPTN AUG22C 117.5 | 7/22/2022 | (43) | (67) |
| US 10YR FUT OPTN AUG22C 118 | 7/22/2022 | (268) | (331) |
| US 10YR FUT OPTN AUG22C 118.5 | 7/22/2022 | (258) | (246) |
| US 10YR FUT OPTN AUG22C 119 | 7/22/2022 | (86) | (62) |
| US 10YR FUT OPTN AUG22C 120 | 7/22/2022 | (224) | (88) |
| US 10YR FUT OPTN AUG22P 115 | 7/22/2022 | (204) | (22) |
| US 10YR FUT OPTN AUG22P 116 | 7/22/2022 | (347) | (70) |
| US 10YR FUT OPTN AUG22P 116.5 | 7/22/2022 | 255 | 72 |
| US 10YR FUT OPTN AUG22P 117 | 7/22/2022 | (224) | (88) |
| US 10YR FUT OPTN SEP22C 120.5 | 8/26/2022 | (170) | (128) |
| US 10YR NOTE (CBT)SEP22 | 9/21/2022 | 35,400 | - |
| US 10YR ULTRA FUT SEP22 | 9/21/2022 | 10,200 | - |
| US 2YR NOTE (CBT) SEP22 | 9/30/2022 | 3,600 | - |
| US 5YR FUTR OPTN AUG22C 111.5 | 7/22/2022 | (181) | (197) |
| US 5YR FUTR OPTN AUG22C 112 | 7/22/2022 | (552) | (427) |
| US 5YR FUTR OPTN AUG22C 112.2 | 7/22/2022 | 172 | 110 |
| US 5YR FUTR OPTN AUG22P 109 | 7/22/2022 | (256) | (8) |
| US 5YR FUTR OPTN AUG22P 109.7 | 7/22/2022 | (306) | (19) |
| US 5YR FUTR OPTN AUG22P 110.2 | 7/22/2022 | 128 | 13 |
| US 5YR FUTR OPTN AUG22P 110.7 | 7/22/2022 | 50 | 8 |
| US 5YR NOTE (CBT) SEP22 | 9/30/2022 | 216,300 | - |
| US BOND FUTR OPTN AUG22C 136 | 7/22/2022 | 64 | 221 |
| US BOND FUTR OPTN AUG22C 138.5 | 7/22/2022 | 64 | 122 |
| US BOND FUTR OPTN AUG22P 133 | 7/22/2022 | (67) | (20) |
| US LONG BND W1 OP JUL22P 133 | 7/1/2022 | (21) | - |
| US LONG BOND(CBT) SEP22 | 9/21/2022 | 230,000 | - |
| US ULTRA BOND CBT SEP22 | 9/21/2022 | 447,600 | - |
| USDCALL/CADPUT | 7/13/2022 | 31,310 | 78 |
| USDCALL/CHFPUT | 7/13/2022 | 46,860 | 5 |
| USDCALL/CNHPUT | 7/27/2022 | 31,290 | 47 |
| USDCALL/CNHPUT | 7/1/2022 | 31,350 | - |
| USDCALL/CNHPUT | 7/11/2022 | 31,210 | 12 |
| USDCALL/CNHPUT | 7/21/2022 | 46,900 | 70 |
| USDPUT/BRLCALL | 7/27/2022 | 780 | 6 |
| USDPUT/BRLCALL | 8/16/2022 | 31,350 | 63 |
| USDPUT/BRLCALL | 7/6/2022 | 31,230 | - |
| USDPUT/JPYCALL | 7/12/2022 | 62,440 | 225 |
| USDPUT/JPYCALL | 7/13/2022 | 31,220 | 200 |
| USDPUT/JPYCALL | 7/13/2022 | 31,220 | 53 |
| USDPUT/TRYCALL | 11/17/2022 | 390 | - |
| WHEAT FUTURE OPTN SEP22P 1000 | 8/26/2022 | (250) | (345) |
| WHEAT FUTURE OPTN SEP22P 830 | 8/26/2022 | (25) | (8) |
| WHEAT FUTURE OPTN SEP22P 850 | 8/26/2022 | (65) | (26) |
| WHEAT FUTURE(CBT) DEC22 | 12/14/2022 | (845) | - |
| WHEAT FUTURE(CBT) SEP22 | 9/14/2022 | (275) | - |
| WTI CRUDE FUTURE AUG22 | 7/20/2022 | 6 | - |
| WTI CRUDE FUTURE DEC22 | 11/21/2022 | (580) | - |
| WTI CRUDE FUTURE DEC22 | 11/18/2022 | 671 | - |
| WTI CRUDE FUTURE DEC23 | 11/17/2023 | (15) | - |
| WTI CRUDE FUTURE DEC23 | 11/20/2023 | 573 | - |
| WTI CRUDE FUTURE DEC24 | 11/20/2024 | (28) | - |
| WTI CRUDE FUTURE DEC25 | 11/20/2025 | 14 | - |
| WTI CRUDE FUTURE JUN23 | 5/19/2023 | (22) | - |
| WTI CRUDE FUTURE JUN23 | 5/22/2023 | 487 | - |
| WTI CRUDE FUTURE JUN24 | 5/21/2024 | (98) | - |
| WTI CRUDE FUTURE MAR23 | 2/21/2023 | (54) | - |
| WTI CRUDE FUTURE SEP22 | 8/19/2022 | (221) | - |
| WTI CRUDE FUTURE SEP22 | 8/22/2022 | (33) | - |
| WTI-BRENT ICE SW APR23 | 4/28/2023 | (9) | - |
| WTI-BRENT ICE SW AUG23 | 8/31/2023 | (9) | - |
| WTI-BRENT ICE SW DEC23 | 12/29/2023 | (9) | - |
| WTI-BRENT ICE SW FEB23 | 2/28/2023 | (9) | - |
| WTI-BRENT ICE SW JAN23 | 1/31/2023 | (9) | - |
| WTI-BRENT ICE SW JUL23 | 7/31/2023 | (9) | - |
| WTI-BRENT ICE SW JUN23 | 6/30/2023 | (9) | - |
| WTI-BRENT ICE SW MAR23 | 3/31/2023 | (9) | - |
| WTI-BRENT ICE SW MAY23 | 5/31/2023 | (9) | - |
| WTI-BRENT ICE SW NOV23 | 11/30/2023 | (9) | - |
| WTI-BRENT ICE SW OCT23 | 10/31/2023 | (9) | - |
| WTI-BRENT ICE SW SEP23 | 9/29/2023 | (9) | - |