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Payment calendarCheck mailed September 28Direct deposit September 30

Portfolio holdings: Derivative instruments

As of 6/30/2021

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)
0WP296510 IRS BRL P V 00MBRCDI1/4/2027 (15,600) (3,109)
0WP296510 IRS BRL R F 7.024001/4/2027 15,600 3,095
0WP296593 IRS BRL P V 00MBRCDI1/4/2027 (12,800) (2,551)
0WP296593 IRS BRL R F 7.044001/4/2027 12,800 2,541
0WP296635 IRS BRL P V 00MBRCDI1/4/2027 (18,500) (3,687)
0WP296635 IRS BRL R F 7.024001/4/2027 18,500 3,670
0WP296759 IRS BRL P V 00MBRCDI1/4/2027 (19,695) (3,925)
0WP296759 IRS BRL R F 7.024001/4/2027 19,695 3,907
3175DA506 OTC NPUT SWOP EURO12/31/2021 (6) -
3175DA514 OTC NPUT SWOP EURO9/30/2021 (6) -
3175DA530 OTC NCAL SWOP EURO12/31/2021 (6) (16)
3175DA548 OTC NCAL SWOP EURO9/30/2021 (6) (16)
3175DB033 OTC ECAL BCOM 901/18/2022 (32) (242)
3175DC999 OTC NCAL VARS SPGCEN9/14/2021 (16,310) -
3175SH745 BCOM 1 C901/14/2022 (63) (475)
3175SH760 OTC ECAL BCOM 81.78/2/2021 (36) (85)
3175SH778 OTC ECAL BCOM 82.98/5/2021 (60) (108)
3175SH802 OTC EPUT BCOM 87.228/11/2021 (64) -
3175SH810 OTC EPUT BCOM 87.228/25/2021 (64) -
3175SQ786 OTC ECAL BCOM8/10/2021 (38) (37)
3175SR412 OTC ECAL BCOM 92.3311/23/2021 (24) (30)
3175SR420 OTC EPUT BCOM 92.337/19/2021 (32) (6)
3175ZP673 OTC ECAL BCOM 85.43/2/2022 (32) (184)
7964U21DS TRS SGD P E9/15/2021 (8) (35,377)
7964U21DS TRS SGD R V 01MSIBOR9/15/2021 48,147 35,819
7965U21D TRS USD P V 01MLIBOR9/15/2021 (11,470) (11,470)
7965U21D TRS USD R E9/15/2021 10 11,537
7966U21D TRS USD P V 01MLIBOR9/15/2021 (2,314) (2,314)
7966U21D TRS USD R E9/15/2021 4 2,355
7967U21DS TRS USD P E9/15/2021 (94) (116,454)
7967U21DS TRS USD R V 01MLIBOR9/15/2021 121,453 121,453
7970U21DS TRS USD P E9/15/2021 (52) (8,600)
7970U21DS TRS USD R V 01MLIBOR9/15/2021 8,627 8,627
7977U21DS TRS PLN P E9/15/2021 (19) (932)
7977U21DS TRS PLN R V 01MWIBOR9/15/2021 3,581 941
7978U21DS TRS ZAR P E9/15/2021 (166) (12,417)
7978U21DS TRS ZAR R V 01MJIBAR9/15/2021 181,693 12,725
7981U21D TRS MXN P V 01MTIEE9/15/2021 (493,717) (24,797)
7981U21D TRS MXN R E9/15/2021 441 24,453
7AQ1C U1 NYM ECAL CRUDE OIL CS7/19/2021 (2) (1)
7AQ1P U1 NYM EPUT CRUDE OIL CS7/19/2021 2 -
7AU1C V1 NYM ECAL CRUDE OIL CS8/19/2021 (2) (1)
7AU1P V1 NYM EPUT CRUDE OIL CS8/19/2021 2 -
7AV1C X1 NYM ECAL CRUDE OIL CS9/20/2021 (2) (1)
7AV1P X1 NYM EPUT CRUDE OIL CS9/20/2021 2 -
7AX1C Z1 NYM ECAL CRUDE OIL CS10/19/2021 (2) (1)
7AX1P Z1 NYM EPUT CRUDE OIL CS10/19/2021 2 -
7AZ1C F2 NYM ECAL CRUDE OIL CS11/18/2021 (2) (1)
7AZ1P F2 NYM EPUT CRUDE OIL FU11/18/2021 2 -
90DAY EUR FUTR DEC2112/13/2021 (436,250) -
90DAY EUR FUTR DEC2312/18/2023 496,250 -
90DAY EUR FUTR SEP219/13/2021 (32,750) -
90DAY EUR FUTR SEP239/18/2023 18,250 -
966U21DS TRS USD P F .000009/15/2021 (2,314) -
966U21DS TRS USD R V 01MLIBOR9/15/2021 2,314 -
967U21DSS TRS USD P V 01MLIBOR9/15/2021 (121,453) -
967U21DSS TRS USD R F .000009/15/2021 121,453 -
977U21DSS TRS PLN P V 01MWIBOR9/15/2021 (3,581) -
977U21DSS TRS PLN R F .000009/15/2021 3,581 -
A52Q21D TRS TRY P F .000008/31/2021 (145,874) (16,791)
A52Q21D TRS TRY R E8/31/2021 94 16,280
AUST 10Y BOND FUT SEP219/15/2021 18,600 -
BCS5FH6Z5 TRS USD P F .080009/3/2021 (131,488) (131,488)
BCS5FH6Z5 TRS USD R E9/3/2021 530 131,488
BCS5MRV04 TRS USD P F .060001/3/2022 (105,260) (105,260)
BCS5MRV04 TRS USD R E1/3/2022 1,113 105,260
BCS5P4DE2 TRS USD P F .090008/23/2021 (147,505) (147,505)
BCS5P4DE2 TRS USD R E8/23/2021 594 147,505
BCS5SGC45 TRS USD P F .080009/7/2021 (237,941) (237,941)
BCS5SGC45 TRS USD R E9/7/2021 959 237,941
BCS5WW4N2 TRS USD P F .0700011/19/2021 (76,693) (76,693)
BCS5WW4N2 TRS USD R E11/19/2021 309 76,693
BCS5XPKQ1 TRS USD P F .0700011/17/2021 (75,434) (75,434)
BCS5XPKQ1 TRS USD R E11/17/2021 304 75,434
BCS5XX0N3 TRS USD P F .075001/14/2022 (121,689) (121,689)
BCS5XX0N3 TRS USD R E1/14/2022 490 121,689
BRENT CRUDE FUTR DEC2110/29/2021 200 -
BRENT CRUDE FUTR DEC2210/31/2022 (174) -
BRENT CRUDE FUTR DEC2310/31/2023 (34) -
BRENT CRUDE FUTR DEC2410/31/2024 88 -
BRENT CRUDE FUTR JUN224/29/2022 (257) -
BRENT CRUDE FUTR JUN234/28/2023 (545) -
BRENT CRUDE FUTR JUN244/30/2024 (3) -
BRENT CRUDE FUTR MAR221/31/2022 237 -
BRENT CRUDE FUTR OCT218/31/2021 33 -
BRENT CRUDE FUTR SEP217/30/2021 (139) -
BRENT CRUDE FUTR SEP227/29/2022 (2) -
BRENT CRUDE FUTR OPTN10/26/2021 (62) -
BRENT CRUDE FUTR OPTN7/27/2021 (36) -
BRENT CRUDE FUTR OPTN8/25/2021 (36) -
BRENT CRUDE FUTR OPTN8/25/2021 (36) -
BRENT CRUDE FUTR OPTN8/25/2021 (48) -
BRENT CRUDE FUTR OPTN7/27/2021 (36) -
BRENT CRUDE FUTR OPTN7/27/2021 (36) -
BRENT CRUDE FUTR OPTN10/26/2021 (62) -
BRENT CRUDE FUTR OPTN7/27/2021 (36) -
BRT/DUBAI 1ST LN APR224/29/2022 4 -
BRT/DUBAI 1ST LN AUG228/31/2022 4 -
BRT/DUBAI 1ST LN DEC2212/30/2022 4 -
BRT/DUBAI 1ST LN DEC2312/29/2023 15 -
BRT/DUBAI 1ST LN FEB222/28/2022 4 -
BRT/DUBAI 1ST LN FEB232/28/2023 15 -
BRT/DUBAI 1ST LN JAN231/31/2023 15 -
BRT/DUBAI 1ST LN JUL227/29/2022 4 -
BRT/DUBAI 1ST LN JUL237/31/2023 15 -
BRT/DUBAI 1ST LN JUN226/30/2022 4 -
BRT/DUBAI 1ST LN JUN236/30/2023 15 -
BRT/DUBAI 1ST LN MAR223/31/2022 4 -
BRT/DUBAI 1ST LN MAR233/31/2023 15 -
BRT/DUBAI 1ST LN MAY225/31/2022 4 -
BRT/DUBAI 1ST LN MAY235/31/2023 15 -
BRT/DUBAI 1ST LN NOV2311/30/2023 15 -
BRT/DUBAI 1ST LN OCT2310/31/2023 15 -
BRT/DUBAI 1ST LN SEP229/30/2022 4 -
BRT/DUBAI 1ST LN SEP239/29/2023 15 -
BRT/DUBAI 1ST LN APR234/28/2023 15 -
BRT/DUBAI 1ST LN AUG238/31/2023 15 -
BRT/DUBAI 1ST LN JAN221/31/2022 4 -
BRT/DUBAI 1ST LN NOV2211/30/2022 4 -
BRT/DUBAI 1ST LN OCT2210/31/2022 4 -
BRTLQ5ZT2 CDS USD P V 03MEVENT12/20/2023 (94) (94)
BRTLQ5ZT2 CDS USD R F 1.0000012/20/2023 94 93
BWS034686 IRS USD P F .900003/17/2050 (5,664) (4,527)
BWS034686 IRS USD R V 03MLIBOR3/17/2050 5,664 5,664
BWS035485 IRS USD P F .8000011/15/2045 (105) (85)
BWS035485 IRS USD R V 03MLIBOR11/15/2045 105 105
BWS036004 IRS USD P F .560007/20/2045 (17,190) (13,942)
BWS036004 IRS USD R V 00MSOFR7/20/2045 17,190 17,190
BWS036087 IRS USD P F .740008/19/2045 (6,830) (5,791)
BWS036087 IRS USD R V 00MSOFR8/19/2045 6,830 6,830
BWS036103 IRS USD P F 1.000002/15/2047 (15,346) (12,879)
BWS036103 IRS USD R V 03MLIBOR2/15/2047 15,346 15,346
BWS039545 IRS USD P F 1.2000010/7/2050 (8,081) (7,016)
BWS039545 IRS USD R V 03MLIBOR10/7/2050 8,081 8,081
BWS040048 IRS USD P F 1.200002/15/2047 (3,063) (2,703)
BWS040048 IRS USD R V 03MLIBOR2/15/2047 3,063 3,063
BWS040063 IRS USD P F 1.225002/15/2047 (1,629) (1,446)
BWS040063 IRS USD R V 03MLIBOR2/15/2047 1,629 1,629
BWS044420 IRS USD P F .7800011/15/2027 (21,212) (20,751)
BWS044420 IRS USD R V 03MLIBOR11/15/2027 21,212 21,212
BWS044560 IRS USD P F 1.600002/15/2047 (4,042) (3,916)
BWS044560 IRS USD R V 03MLIBOR2/15/2047 4,042 4,042
BWS048967 IRS USD P F 2.000002/15/2047 (8,360) (8,823)
BWS048967 IRS USD R V 03MLIBOR2/15/2047 8,360 8,360
BWS049502 IRS USD P F 2.000006/3/2051 (724) (769)
BWS049502 IRS USD R V 03MLIBOR6/3/2051 724 724
BWS049569 IRS USD P F 2.050006/7/2051 (2,180) (2,341)
BWS049569 IRS USD R V 03MLIBOR6/7/2051 2,180 2,180
BWS049700 IRS USD P F 1.250002/15/2028 (48,456) (48,753)
BWS049700 IRS USD R V 03MLIBOR2/15/2028 48,456 48,456
BWS051383 IRS USD P F 1.350002/15/2028 (83,459) (84,510)
BWS051383 IRS USD R V 03MLIBOR2/15/2028 83,459 83,459
BWS053009 IRS USD P F 1.728752/15/2047 (3,615) (3,770)
BWS053009 IRS USD R V 00MSOFR2/15/2047 3,615 3,615
BZQ21DS TRS BRL P E8/18/2021 - (8,099)
BZQ21DS TRS BRL R F .000008/18/2021 41,422 8,255
CA CARBON ALLOW 21DEC2112/27/2021 999 -
CCA CURRENT AUC FEB222/23/2022 14 -
CCA CURRENT AUC NOV2111/15/2021 12 -
CCA VINT2022 DEC2212/23/2022 148 -
CHICAGO ETHANOL S DEC2112/31/2021 630 -
CHICAGO ETHANOL S FEB222/28/2022 378 -
CHICAGO ETHANOL S JAN221/31/2022 378 -
CHICAGO ETHANOL S MAR223/31/2022 378 -
CHICAGO ETHANOL S NOV2111/30/2021 672 -
CHICAGO ETHANOL S OCT2110/29/2021 714 -
COFFEE 'C' FUTURE DEC2112/20/2021 450 -
COFFEE 'C' FUTURE SEP219/20/2021 (600) -
COPPER FUTURE SEP219/28/2021 350 -
CORN FUTURE DEC2112/14/2021 1,830 -
CORN FUTURE MAR223/14/2022 (265) -
CORN FUTURE SEP219/14/2021 (3,500) -
COTTON NO.2 FUTR DEC2112/8/2021 850 -
CRUDE OIL FUT OPT AUG21C 707/15/2021 (36) (152)
CRUDE OIL FUT OPT AUG21C 717/15/2021 (36) (125)
CRUDE OIL FUT OPT AUG21C 71.57/15/2021 (84) (260)
CRUDE OIL FUT OPT DEC21C 4011/16/2021 (22) (668)
CRUDE OIL FUT OPT SEP21C 768/17/2021 (36) (64)
CRUDE OIL FUT OPT SEP21C 778/17/2021 (36) (52)
CRUDE OIL FUT OPT SEP21C 77.58/17/2021 (84) (109)
E MINI RUSS 2000 SEP219/17/2021 9 -
ECX EMISSION DEC2112/20/2021 17 -
E-MINI RUSS 1000 SEP219/17/2021 12 -
E-MINI RUSS 1000 GSEP219/17/2021 1 -
EURCALL/CHFPUT7/19/2021 38,940 139
EURCALL/USDPUT7/2/2021 63,920 -
EURCALL/USDPUT12/28/2021 33,150 8
EURO BUND FUTURE SEP219/8/2021 (49,400) -
EURO-BTP FUTURE SEP219/8/2021 800 -
EURO-BUXL 30Y BND SEP219/8/2021 (4,000) -
EURO-OAT FUTURE SEP219/8/2021 14,000 -
EURPUT NOKCALL7/2/2021 25,710 -
EURPUT/GBPCALL7/1/2021 39,150 51
EURPUT/GBPCALL7/7/2021 44,370 11
EURPUT/USDCALL7/13/2021 39,180 107
EURPUT/USDCALL7/28/2021 65,130 294
FTSE KLCI FUTURE JUL217/30/2021 40 -
FTSE TAIWAN INDEX JUL217/29/2021 15 -
GASOLINE RBOB FUT DEC2111/30/2021 (210) -
GOLD 100 OZ FUTR AUG218/27/2021 (116) -
GOLD 100 OZ FUTR DEC2112/29/2021 1 -
GOLD 100 OZ FUTR JUL217/28/2021 2 -
GOLD FUT OPT(CMX) DEC21C 250011/23/2021 (4) (4)
GOLD FUT OPT(CMX) DEC21C 400011/23/2021 (2) -
HANG SENG IDX FUT SEP219/29/2021 1 -
HCN21D TRS HKD P F .000007/29/2021 (88,717) (11,424)
HCN21D TRS HKD R E7/29/2021 8 11,230
HENRY HB LD1 APR223/29/2022 13 -
HENRY HB LD1 AUG227/27/2022 13 -
HENRY HB LD1 JUL226/28/2022 13 -
HENRY HB LD1 JUN225/26/2022 13 -
HENRY HB LD1 MAY224/27/2022 13 -
HENRY HB LD1 OCT229/28/2022 13 -
HENRY HB LD1 SEP228/29/2022 13 -
HSCEI FUTURES JUL217/29/2021 16 -
HSTN V. WTI TRD M AUG217/23/2021 6 -
HSTN V. WTI TRD M DEC2111/24/2021 6 -
HSTN V. WTI TRD M NOV2110/25/2021 6 -
HSTN V. WTI TRD M OCT219/24/2021 6 -
HSTN V. WTI TRD M SEP218/25/2021 6 -
ICE NAT GAS FUTR SEP218/27/2021 150 -
ICE RTD MONTH COA APR224/29/2022 (1) -
ICE RTD MONTH COA AUG228/26/2022 (1) -
ICE RTD MONTH COA DEC2212/30/2022 (1) -
ICE RTD MONTH COA FEB222/25/2022 (1) -
ICE RTD MONTH COA JAN221/28/2022 (1) -
ICE RTD MONTH COA JUL227/29/2022 (1) -
ICE RTD MONTH COA JUN226/24/2022 (1) -
ICE RTD MONTH COA MAR223/25/2022 (1) -
ICE RTD MONTH COA MAY225/27/2022 (1) -
ICE RTD MONTH COA NOV2211/25/2022 (1) -
ICE RTD MONTH COA OCT2210/28/2022 (1) -
ICE RTD MONTH COA SEP229/30/2022 (1) -
JPN 10Y BOND(OSE) SEP219/13/2021 (2,500,000) -
KC HRW WHEAT FUT DEC2112/14/2021 115 -
KC HRW WHEAT FUT SEP219/14/2021 1,330 -
KM2U21D TRS KRW P F .000009/9/2021 (8,869,713) (7,876)
KM2U21D TRS KRW R E9/9/2021 20,500 7,989
KM2U21H TRS KRW P F .000009/9/2021 (81,420,903) (72,300)
KM2U21H TRS KRW R E9/9/2021 188,000 73,262
KOSPI2 INX FUT SEP219/9/2021 326,750 -
LEAN HOGS FUTURE DEC2112/14/2021 280 -
LEAN HOGS FUTURE OCT2110/14/2021 (2,680) -
LIVE CATTLE FUTR DEC2112/31/2021 (280) -
LIVE CATTLE FUTR OCT2110/29/2021 2,240 -
LONG GILT FUTURE SEP219/28/2021 (2,800) -
LOW SU GASOIL G DEC2112/10/2021 35 -
LOW SU GASOIL G DEC2212/12/2022 (21) -
LOW SU GASOIL G JUL217/12/2021 23 -
LOW SU GASOIL G MAR223/10/2022 (4) -
LOW SU GASOIL G SEP219/10/2021 2 -
MEX BOLSA IDX FUT SEP219/17/2021 1 -
MSCI EAFE SEP219/17/2021 373 -
MSCI EMGMKT SEP219/17/2021 444 -
MSCI SING IX ETS JUL217/29/2021 (335) -
NAT GAS EURO OPT AUG21C 3.757/27/2021 (150) (20)
NAT GAS EURO OPT AUG21C 47/27/2021 (80) (5)
NATURAL GAS FUTR APR223/29/2022 (1,960) -
NATURAL GAS FUTR JAN2212/29/2021 560 -
NATURAL GAS FUTR MAY224/27/2022 1,360 -
NATURAL GAS FUTR OCT219/28/2021 (270) -
NATURAL GAS FUTR OCT229/28/2022 600 -
NATURAL GAS FUTR SEP218/27/2021 (330) -
NY HARB ULSD FUT DEC2111/30/2021 378 -
OCDFVA971 FVA FWD6/16/2023 204 24
OCDFVA971 FVA FWD6/16/2023 (204) -
OCDFVA989 FVA FWD6/16/2023 307 36
OCDFVA989 FVA FWD6/16/2023 (307) -
PLATINUM FUTURE OCT2110/27/2021 (18) -
S+P MID 400 EMINI SEP219/17/2021 2 -
S+P/TSX 60 IX FUT SEP219/16/2021 27 -
S+P500 EMINI FUT SEP219/17/2021 79 -
S91ZC0LN9 CDS USD P V 03MEVENT6/20/2026 (152,898) (152,898)
S91ZC0LN9 CDS USD R F 1.000006/20/2026 152,898 148,876
S91ZC0LQ2 CDS USD P V 03MEVENT6/20/2026 (126,624) (126,624)
S91ZC0LQ2 CDS USD R F 1.000006/20/2026 126,624 129,836
S91ZC0NV9 CDS USD P V 03MEVENT6/20/2026 (135,181) (135,181)
S91ZC0NV9 CDS USD R F 5.000006/20/2026 135,181 148,963
SET50 FUTURES SEP219/29/2021 (172) -
SGX IRON ORE 62 SEP219/30/2021 15 -
SGX NIFTY 50 JUL217/29/2021 2 -
SILVER FUTURE JUL217/28/2021 1,500 -
SILVER FUTURE SEP219/28/2021 (3,695) -
SOYBEAN FUTURE JAN221/14/2022 (5) -
SOYBEAN FUTURE NOV2111/12/2021 270 -
SOYBEAN MEAL FUTR DEC2112/14/2021 18 -
SOYBEAN MEAL FUTR JAN221/14/2022 (1) -
SOYBEAN OIL FUTR DEC2112/14/2021 (960) -
SOYBEAN OIL FUTR JAN221/14/2022 180 -
SPI 200 FUTURES SEP219/16/2021 1 -
SUGAR 11 (WORLD) MAR222/28/2022 560 -
SUGAR 11 (WORLD) OCT219/30/2021 (10,640) -
SWAP WESTERN/LEHMAN RECEIVABLE9/15/2099 151 1
SWS031724 IRS MXN P V 01MTIIE7/18/2029 (187,450) (9,415)
SWS031724 IRS MXN R F 7.450007/18/2029 187,450 9,761
SWS031849 IRS MXN P V 01MTIIE7/20/2029 (195,100) (9,799)
SWS031849 IRS MXN R F 7.440007/20/2029 195,100 10,153
SWS036020 IRS USD P V 03MLIBOR6/15/2022 (58,654) (58,654)
SWS036020 IRS USD R F .190006/15/2022 58,654 58,665
SWS044586 IRS USD P V 03MLIBOR12/18/2025 (89,824) (89,824)
SWS044586 IRS USD R F 1.1000012/18/2025 89,824 89,427
SWS051003 CDS USD P V 03MEVENT6/20/2026 (207,822) (207,822)
SWS051003 CDS USD R F 1.000006/20/2026 207,822 213,093
SWS051524 CDS USD P V 03MEVENT6/20/2026 (57,490) (57,490)
SWS051524 CDS USD R F 5.000006/20/2026 57,490 63,351
SWS052688 IRS USD P V 03MLIBOR6/4/2024 (144,519) (144,519)
SWS052688 IRS USD R F .820006/4/2024 144,519 144,282
SWU01B6W6 TRS USD P En/a (1) (1)
SWU01B6W6 TRS USD R En/a 1 1
SWU02Y175 TRS USD P En/a (2) (2)
SWU02Y175 TRS USD R En/a 2 4
SWU078037 TRS USD P En/a (7) (16)
SWU078037 TRS USD R En/a 7 7
SWU079365 TRS USD P En/a (18) (18)
SWU079365 TRS USD R En/a 18 34
SWU09CC17 IRS GBP P V 01MUKRPI8/15/2030 (3,800) (5,250)
SWU09CC17 IRS GBP R F 3.475008/15/2030 3,800 5,104
SWU0CA994 TRS USD P F .0000012/31/2021 (6,693) (6,693)
SWU0CA994 TRS USD R E12/31/2021 72 6,873
SWU0DA092 TRS USD P En/a (10) (10)
SWU0DA092 TRS USD R En/a 10 32
SWU0DA175 TRS USD P En/a (5) (5)
SWU0DA175 TRS USD R En/a 5 17
SWU0DA274 TRS USD P En/a (4) (4)
SWU0DA274 TRS USD R En/a 4 8
SWU0DC148 TRS USD P F .000001/14/2022 (2,687) (2,687)
SWU0DC148 TRS USD R E1/14/2022 33 3,125
SWU0DC791 TRS USD P F .000008/5/2021 (648) (648)
SWU0DC791 TRS USD R E8/5/2021 8 739
SWU0DD765 TRS GBP P En/a (2,205) (3,057)
SWU0DD765 TRS GBP R En/a 2,205 3,046
SWU0DD773 TRS GBP P En/a (182) (253)
SWU0DD773 TRS GBP R En/a 182 251
SWU0DD799 TRS USD P En/a (8) (8)
SWU0DD799 TRS USD R En/a 8 10
SWU0DE839 TRS GBP P En/a (728) (1,008)
SWU0DE839 TRS GBP R En/a 728 1,006
SWU0DG172 TRS USD P En/a (19) (18)
SWU0DG172 TRS USD R En/a 19 19
SWU0DG305 TRS USD P En/a - (16)
SWU0DG701 TRS USD P En/a (40) (37)
SWU0DG701 TRS USD R En/a 40 40
SWU0DG842 TRS USD P En/a (770) (835)
SWU0DG842 TRS USD R En/a 770 770
SWU0DL114 TRS USD P En/a (6) (6)
SWU0DL114 TRS USD R En/a 6 12
SWU0DL775 TRS USD P En/a (8) (8)
SWU0DL775 TRS USD R En/a 8 29
SWU0DM500 TRS USD P En/a (12) (12)
SWU0DM500 TRS USD R En/a 12 25
SWU0DM591 TRS USD P En/a (7) (7)
SWU0DM591 TRS USD R En/a 7 7
SWU0DM732 TRS USD P En/a (4) (4)
SWU0DM732 TRS USD R En/a 4 7
SWU0DM740 TRS USD P En/a (4) (4)
SWU0DM740 TRS USD R En/a 4 7
SWU0DN656 TRS USD P En/a (3) (3)
SWU0DN656 TRS USD R En/a 3 10
SWU0DN664 TRS USD P En/a (2) (2)
SWU0DN664 TRS USD R En/a 2 1
SWU0EM244 TRS USD P En/a - (23)
SWU0EP395 TRS GBP P En/a (546) (756)
SWU0EP395 TRS GBP R En/a 546 754
SWU0EP999 TRS USD P En/a (1) (1)
SWU0EP999 TRS USD R En/a 1 1
SWU0EQ161 TRS USD P En/a (2) (124)
SWU0EQ161 TRS USD R En/a 2 2
SWU0FL229 TRS USD P En/a (2) (2)
SWU0FL229 TRS USD R En/a 2 8
SWU0FL252 TRS USD P En/a (6) (6)
SWU0FL252 TRS USD R En/a 6 26
SWU0FL666 TRS USD P En/a (2) (2)
SWU0FL666 TRS USD R En/a 2 11
SWU0FQ186 TRS USD P En/a (20) (1)
SWU0FQ186 TRS USD R En/a 20 20
SWU0FQ301 TRS USD P En/a (3) (4)
SWU0FQ301 TRS USD R En/a 3 3
SWU0GA826 TRS USD P En/a (968) (968)
SWU0GA826 TRS USD R En/a 968 991
SWU0GB360 TRS USD P En/a (38) (38)
SWU0GB360 TRS USD R En/a 38 70
SWU0GB576 TRS USD P En/a (14) (14)
SWU0GB576 TRS USD R En/a 14 35
SWU0GB758 TRS USD P En/a (7) (7)
SWU0GB758 TRS USD R En/a 7 12
SWU0GD168 TRS USD P En/a (6) (6)
SWU0GD168 TRS USD R En/a 6 12
SWU0GD317 TRS USD P En/a (2) (2)
SWU0GD317 TRS USD R En/a 2 9
SWU0GD598 TRS USD P En/a (8) (15)
SWU0GD598 TRS USD R En/a 8 8
SWU0GD606 TRS USD P En/a (8) (15)
SWU0GD606 TRS USD R En/a 8 8
SWU0GD614 TRS USD P En/a (17) (17)
SWU0GD614 TRS USD R En/a 17 34
SWU0GD622 TRS USD P En/a (17) (17)
SWU0GD622 TRS USD R En/a 17 34
SWU0GD689 TRS USD P En/a (4) (5)
SWU0GD689 TRS USD R En/a 4 4
SWU0GD697 TRS USD P En/a (7) (7)
SWU0GD697 TRS USD R En/a 7 8
SWU0GE117 TRS USD P En/a (6) (6)
SWU0GE117 TRS USD R En/a 6 8
SWU0GE125 TRS USD P En/a (7) (7)
SWU0GE125 TRS USD R En/a 7 9
SWU0GF007 TRS USD P En/a (3) (16)
SWU0GF007 TRS USD R En/a 3 3
SWU0GF957 TRS GBP P En/a (182) (253)
SWU0GF957 TRS GBP R En/a 182 251
SWU0GF981 TRS USD P En/a (12,049) (12,049)
SWU0GF981 TRS USD R En/a 12,049 12,263
SWU0GJ207 TRS USD P En/a (15) (15)
SWU0GJ207 TRS USD R En/a 15 24
SWU0GS025 TRS USD P En/a (3) (3)
SWU0GS025 TRS USD R En/a 3 8
SWU0GS066 TRS USD P En/a (3) (3)
SWU0GS066 TRS USD R En/a 3 9
SWU0GS348 TRS USD P En/a (4) (4)
SWU0GS348 TRS USD R En/a 4 11
SWU0GS363 TRS USD P En/a (4) (4)
SWU0GS363 TRS USD R En/a 4 13
SWU0JA351 TRS USD P En/a (5) (5)
SWU0JA351 TRS USD R En/a 5 22
SWU0JB102 TRS USD P En/a (2) (2)
SWU0JB102 TRS USD R En/a 2 9
SWU0JB896 TRS USD P En/a (24) (24)
SWU0JB896 TRS USD R En/a 24 112
SWU0JE148 TRS USD P En/a (4) (4)
SWU0JE148 TRS USD R En/a 4 14
SWU0JG069 TRS USD P En/a (18) (18)
SWU0JG069 TRS USD R En/a 18 31
SWU0JG663 TRS USD P En/a (9) (9)
SWU0JG663 TRS USD R En/a 9 2
SWU0JH299 TRS USD P En/a (3) (3)
SWU0JH299 TRS USD R En/a 3 18
SWU0JI909 TRS USD P En/a (2) (6)
SWU0JI909 TRS USD R En/a 2 2
SWU0JL886 TRS USD P En/a (25) (25)
SWU0JL886 TRS USD R En/a 25 33
SWU0PS082 TRS GBP P En/a (2,970) (4,132)
SWU0PS082 TRS GBP R En/a 2,970 4,103
SWU0PS116 TRS USD P En/a (44) (44)
SWU0PS116 TRS USD R En/a 44 44
SWU0PS124 TRS USD P En/a (26) (26)
SWU0PS124 TRS USD R En/a 26 26
SWU0PS132 TRS GBP P En/a (546) (757)
SWU0PS132 TRS GBP R En/a 546 754
SWU0PS140 TRS GBP P En/a (1,575) (2,188)
SWU0PS140 TRS GBP R En/a 1,575 2,176
SWU0PS157 TRS GBP P En/a (728) (1,010)
SWU0PS157 TRS GBP R En/a 728 1,006
SWU0PS181 TRS GBP P En/a (728) (1,011)
SWU0PS181 TRS GBP R En/a 728 1,006
SWU0PS207 TRS GBP P En/a (546) (758)
SWU0PS207 TRS GBP R En/a 546 754
SWU0PS223 TRS USD P En/a (17) (17)
SWU0PS223 TRS USD R En/a 17 20
SWU0PS272 TRS GBP P En/a (728) (1,011)
SWU0PS272 TRS GBP R En/a 728 1,006
SWU0PS439 TRS USD P En/a (15) (15)
SWU0PS439 TRS USD R En/a 15 24
SWU0PS744 TRS GBP P En/a (728) (1,008)
SWU0PS744 TRS GBP R En/a 728 1,006
SWU0PS827 TRS USD P En/a (13) (13)
SWU0PS827 TRS USD R En/a 13 12
SWU0PS900 TRS USD P En/a (14) (14)
SWU0PS900 TRS USD R En/a 14 19
SWU0SJ816 TRS USD P En/a (4) (4)
SWU0SJ816 TRS USD R En/a 4 41
SWU0SJ873 TRS USD P En/a (9) (23)
SWU0SJ873 TRS USD R En/a 9 9
SWU0SM983 TRS USD P En/a (11) (10)
SWU0SM983 TRS USD R En/a 11 11
SWU0SP366 TRS USD P En/a (14) (14)
SWU0SP366 TRS USD R En/a 14 39
SWU0SP382 TRS USD P En/a (13) (13)
SWU0SP382 TRS USD R En/a 13 29
SWU0SQ414 TRS USD P En/a (6) (6)
SWU0SQ414 TRS USD R En/a 6 11
SWU0SQ448 TRS USD P En/a (2) (2)
SWU0SQ448 TRS USD R En/a 2 5
SWU0SR966 TRS USD P F .000001/18/2022 (3,232) (3,232)
SWU0SR966 TRS USD R E1/18/2022 40 3,801
SWU0SR974 TRS USD P F .000002/15/2022 (20,151) (20,151)
SWU0SR974 TRS USD R E2/15/2022 138 20,131
SWU0ST996 TRS USD P F .000003/2/2022 (1,288) (1,288)
SWU0ST996 TRS USD R E3/2/2022 15 1,426
SWU0SU043 TRS USD P V 03MTBILL2/15/2022 (110,530) (110,530)
SWU0SU043 TRS USD R E2/15/2022 1,651 111,650
SWU0SU084 TRS USD P V 03MTBILL2/15/2022 (19,973) (19,973)
SWU0SU084 TRS USD R E2/15/2022 100 20,187
SWU0SU183 TRS USD P F .000002/15/2022 (14,205) (14,205)
SWU0SU183 TRS USD R E2/15/2022 121 14,162
SWU0SU191 TRS USD P V 03MTBILL2/15/2022 (67,820) (67,820)
SWU0SU191 TRS USD R E2/15/2022 340 68,545
SWU0SU266 TRS USD P F .250002/15/2022 (7,108) (7,108)
SWU0SU266 TRS USD R E2/15/2022 37 6,902
SWU0SU274 TRS USD P V 03MTBILL2/15/2022 (276,616) (276,616)
SWU0SU274 TRS USD R E2/15/2022 1,385 279,574
SWU0SU308 TRS USD P V 03MTBILL2/15/2022 (183,157) (183,157)
SWU0SU308 TRS USD R E2/15/2022 906 185,037
SWU0SU316 TRS USD P V 03MTBILL2/15/2022 (163,388) (163,388)
SWU0SU316 TRS USD R E2/15/2022 515 165,305
SWU0SU365 TRS USD P F .000002/15/2022 (9,876) (9,876)
SWU0SU365 TRS USD R E2/15/2022 83 9,962
SWU0SU423 TRS USD P V 03MTBILL2/15/2022 (72,780) (72,780)
SWU0SU423 TRS USD R E2/15/2022 364 73,559
SWU0SU449 TRS USD P V 03MTBILL2/15/2022 (162,232) (162,232)
SWU0SU449 TRS USD R E2/15/2022 2,140 163,967
SWU0SU472 TRS USD P F .120002/15/2022 (9,966) (9,966)
SWU0SU472 TRS USD R E2/15/2022 79 9,976
SWU0SU761 TRS USD P F .000008/10/2021 (1,024) (1,024)
SWU0SU761 TRS USD R E8/10/2021 11 1,063
SWU0SV058 TRS USD P En/a (13) (13)
SWU0SV058 TRS USD R En/a 13 18
SWU0SV074 TRS USD P En/a (11) (11)
SWU0SV074 TRS USD R En/a 11 15
SWU0SV199 TRS USD P En/a (12) (12)
SWU0SV199 TRS USD R En/a 12 16
SWU0SV231 TRS GBP P En/a (368) (508)
SWU0SV231 TRS GBP R En/a 368 509
SWU0SV520 TRS USD P En/a (10) (9)
SWU0SV520 TRS USD R En/a 10 10
SWU0SV538 TRS USD P En/a (6) (5)
SWU0SV538 TRS USD R En/a 6 6
SWU0SV579 TRS USD P En/a (20) (18)
SWU0SV579 TRS USD R En/a 20 20
SWU0SV611 TRS USD P En/a (770) (705)
SWU0SV611 TRS USD R En/a 770 770
SWU0SV645 TRS USD P En/a (95) (95)
SWU0SV645 TRS USD R En/a 95 95
SWU0SV686 TRS USD P En/a (320) (320)
SWU0SV686 TRS USD R En/a 320 426
SWU0SV694 TRS USD P En/a (95) (95)
SWU0SV694 TRS USD R En/a 95 127
SWU0SV736 TRS USD P En/a (203) (203)
SWU0SV736 TRS USD R En/a 203 298
SWU0SV744 TRS USD P En/a (20) (23)
SWU0SV744 TRS USD R En/a 20 20
SWU0SV801 TRS USD P En/a (150) (202)
SWU0SV801 TRS USD R En/a 150 150
SWU0SV819 TRS USD P En/a (203) (203)
SWU0SV819 TRS USD R En/a 203 317
SWU0XG022 TRS USD P E11/23/2021 (3) (244)
SWU0XG022 TRS USD R F .0000011/23/2021 238 238
SWU0ZP277 TRS USD P F .000008/2/2021 (663) (663)
SWU0ZP277 TRS USD R E8/2/2021 8 767
TOPIX INDX FUTR SEP219/9/2021 820 -
TTF NAT GAS F APR223/30/2022 86 -
TTF NAT GAS F APR233/30/2023 2 -
TTF NAT GAS F AUG217/29/2021 (15) -
TTF NAT GAS F AUG227/28/2022 89 -
TTF NAT GAS F AUG237/28/2023 2 -
TTF NAT GAS F DEC2111/29/2021 (106) -
TTF NAT GAS F DEC2211/29/2022 11 -
TTF NAT GAS F DEC2311/29/2023 2 -
TTF NAT GAS F FEB221/28/2022 (28) -
TTF NAT GAS F FEB231/30/2023 2 -
TTF NAT GAS F JAN2212/30/2021 (31) -
TTF NAT GAS F JAN2312/29/2022 2 -
TTF NAT GAS F JUL226/29/2022 89 -
TTF NAT GAS F JUL236/29/2023 2 -
TTF NAT GAS F JUN225/30/2022 86 -
TTF NAT GAS F JUN235/30/2023 2 -
TTF NAT GAS F MAR222/25/2022 (30) -
TTF NAT GAS F MAR232/27/2023 2 -
TTF NAT GAS F MAY224/28/2022 89 -
TTF NAT GAS F MAY234/27/2023 2 -
TTF NAT GAS F NOV2110/28/2021 (102) -
TTF NAT GAS F NOV2210/28/2022 11 -
TTF NAT GAS F NOV2310/30/2023 2 -
TTF NAT GAS F OCT219/29/2021 (106) -
TTF NAT GAS F OCT229/29/2022 11 -
TTF NAT GAS F OCT239/28/2023 2 -
TTF NAT GAS F SEP218/27/2021 (11) -
TTF NAT GAS F SEP228/30/2022 86 -
TTF NAT GAS F SEP238/30/2023 2 -
TXN21D TRS TWD P F .000007/21/2021 (3,161,809) (113,479)
TXN21D TRS TWD R E7/21/2021 184 116,968
TXN21H TRS TWD P F .000007/21/2021 (326,165) (11,706)
TXN21H TRS TWD R E7/21/2021 19 12,078
US 10YR FUT OPTN AUG21C 1327/23/2021 90 75
US 10YR FUT OPTN AUG21C 132.27/23/2021 135 91
US 10YR FUT OPTN AUG21C 132.57/23/2021 (192) (102)
US 10YR FUT OPTN AUG21C 1337/23/2021 (378) (118)
US 10YR FUT OPTN AUG21C 133.57/23/2021 (154) (26)
US 10YR FUT OPTN AUG21P 130.57/23/2021 (153) (10)
US 10YR FUT OPTN AUG21P 131.57/23/2021 (93) (17)
US 10YR FUT OPTN AUG21P 1327/23/2021 180 59
US 10YR FUT OPTN AUG21P 132.27/23/2021 67 28
US 10YR FUT OPTN SEP21C 133.58/27/2021 (79) (36)
US 10YR FUT OPTN SEP21C 1348/27/2021 (418) (131)
US 10YR FUT OPTN SEP21P 130.58/27/2021 (168) (42)
US 10YR FUT OPTN SEP21P 1328/27/2021 84 56
US 10YR NOTE (CBT)SEP2110/7/2021 171,500 -
US 10YR ULTRA FUT SEP219/21/2021 (44,000) -
US 2YR NOTE (CBT) SEP219/30/2021 139,000 -
US 5YR FUTR OPTN SEP21P 1228/27/2021 (266) (25)
US 5YR FUTR OPTN SEP21P 122.58/27/2021 (201) (36)
US 5YR FUTR OPTN SEP21P 122.78/27/2021 (180) (42)
US 5YR FUTR OPTN SEP21P 1238/27/2021 133 42
US 5YR NOTE (CBT) SEP219/30/2021 351,200 -
US BOND FUTR OPTN AUG21C 1597/23/2021 (55) (131)
US BOND FUTR OPTN AUG21C 1607/23/2021 98 170
US BOND FUTR OPTN AUG21C 1617/23/2021 67 81
US BOND FUTR OPTN AUG21C 1627/23/2021 (90) (73)
US BOND FUTR OPTN AUG21C 162.57/23/2021 (67) (44)
US BOND FUTR OPTN AUG21C 1647/23/2021 (184) (63)
US BOND FUTR OPTN AUG21P 1587/23/2021 (76) (29)
US BOND FUTR OPTN SEP21C 1628/27/2021 70 113
US BOND FUTR OPTN SEP21C 1658/27/2021 (140) (105)
US LONG BOND(CBT) SEP219/21/2021 33,100 -
US ULTRA BOND CBT SEP219/21/2021 1,171,900 -
USDCALL JPYPUT9/13/2021 77,950 390
USDCALL/CHFPUT7/1/2021 46,690 266
USDCALL/CHFPUT7/21/2021 46,600 168
USDCALL/CHFPUT7/14/2021 46,620 130
USDCALL/JPYPUT12/22/2021 77,710 334
USDCALL/JPYPUT8/30/2021 78,030 554
USDCALL/JPYPUT8/9/2021 78,130 789
USDCALL/JPYPUT7/1/2021 31,150 90
USDCALL/JPYPUT9/15/2021 77,890 304
USDCALL/JPYPUT7/1/2021 46,690 70
USDCALL/JPYPUT7/19/2021 46,690 107
USDCALL/JPYPUT7/14/2021 46,620 75
USDPUT/CNHCALL7/5/2021 58,890 137
USDPUT/RUBCALL7/1/2021 31,250 9
USDPUT/RUBCALL7/29/2021 31,100 47
USDPUT/RUBCALL7/8/2021 31,190 9
USDPUT/TRYCALL7/30/2021 780 -
USDPUT/TRYCALL7/16/2021 820 -
USDPUT/TRYCALL12/21/2021 780 3
WHEAT FUTURE(CBT) DEC2112/14/2021 (95) -
WHEAT FUTURE(CBT) SEP219/14/2021 (885) -
WHITE SUGAR (ICE) OCT219/15/2021 5 -
WIU21DS TRS PLN P E9/17/2021 (18) (10,168)
WIU21DS TRS PLN R F .000009/17/2021 38,991 10,242
WTI CRUDE FUTURE AUG217/20/2021 100 -
WTI CRUDE FUTURE DEC2111/18/2021 102 -
WTI CRUDE FUTURE DEC2111/19/2021 (498) -
WTI CRUDE FUTURE DEC2211/18/2022 377 -
WTI CRUDE FUTURE DEC2211/21/2022 (300) -
WTI CRUDE FUTURE DEC2311/20/2023 34 -
WTI CRUDE FUTURE DEC2411/20/2024 (88) -
WTI CRUDE FUTURE JUL226/21/2022 (83) -
WTI CRUDE FUTURE JUN225/19/2022 (119) -
WTI CRUDE FUTURE JUN225/20/2022 534 -
WTI CRUDE FUTURE JUN235/22/2023 545 -
WTI CRUDE FUTURE JUN245/21/2024 3 -
WTI CRUDE FUTURE MAR222/22/2022 99 -
WTI CRUDE FUTURE MAR232/21/2023 52 -
WTI CRUDE FUTURE NOV2110/20/2021 (145) -
WTI CRUDE FUTURE OCT219/21/2021 124 -
WTI CRUDE FUTURE SEP218/20/2021 (158) -
WTI CRUDE FUTURE SEP228/22/2022 52 -
WTI MIDLVSWTI TM AUG217/23/2021 (6) -
WTI MIDLVSWTI TM DEC2111/24/2021 (6) -
WTI MIDLVSWTI TM NOV2110/25/2021 (6) -
WTI MIDLVSWTI TM OCT219/24/2021 (6) -
WTI MIDLVSWTI TM SEP218/25/2021 (6) -
ZCAZ21C IFE ECAL CCA FUT12/15/2021 (23) (31)