TranslatePortfolio holdings: Derivative instruments
As of 6/30/2021
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) |
|---|---|---|---|
| 0WP296510 IRS BRL P V 00MBRCDI | 1/4/2027 | (15,600) | (3,109) |
| 0WP296510 IRS BRL R F 7.02400 | 1/4/2027 | 15,600 | 3,095 |
| 0WP296593 IRS BRL P V 00MBRCDI | 1/4/2027 | (12,800) | (2,551) |
| 0WP296593 IRS BRL R F 7.04400 | 1/4/2027 | 12,800 | 2,541 |
| 0WP296635 IRS BRL P V 00MBRCDI | 1/4/2027 | (18,500) | (3,687) |
| 0WP296635 IRS BRL R F 7.02400 | 1/4/2027 | 18,500 | 3,670 |
| 0WP296759 IRS BRL P V 00MBRCDI | 1/4/2027 | (19,695) | (3,925) |
| 0WP296759 IRS BRL R F 7.02400 | 1/4/2027 | 19,695 | 3,907 |
| 3175DA506 OTC NPUT SWOP EURO | 12/31/2021 | (6) | - |
| 3175DA514 OTC NPUT SWOP EURO | 9/30/2021 | (6) | - |
| 3175DA530 OTC NCAL SWOP EURO | 12/31/2021 | (6) | (16) |
| 3175DA548 OTC NCAL SWOP EURO | 9/30/2021 | (6) | (16) |
| 3175DB033 OTC ECAL BCOM 90 | 1/18/2022 | (32) | (242) |
| 3175DC999 OTC NCAL VARS SPGCEN | 9/14/2021 | (16,310) | - |
| 3175SH745 BCOM 1 C90 | 1/14/2022 | (63) | (475) |
| 3175SH760 OTC ECAL BCOM 81.7 | 8/2/2021 | (36) | (85) |
| 3175SH778 OTC ECAL BCOM 82.9 | 8/5/2021 | (60) | (108) |
| 3175SH802 OTC EPUT BCOM 87.22 | 8/11/2021 | (64) | - |
| 3175SH810 OTC EPUT BCOM 87.22 | 8/25/2021 | (64) | - |
| 3175SQ786 OTC ECAL BCOM | 8/10/2021 | (38) | (37) |
| 3175SR412 OTC ECAL BCOM 92.33 | 11/23/2021 | (24) | (30) |
| 3175SR420 OTC EPUT BCOM 92.33 | 7/19/2021 | (32) | (6) |
| 3175ZP673 OTC ECAL BCOM 85.4 | 3/2/2022 | (32) | (184) |
| 7964U21DS TRS SGD P E | 9/15/2021 | (8) | (35,377) |
| 7964U21DS TRS SGD R V 01MSIBOR | 9/15/2021 | 48,147 | 35,819 |
| 7965U21D TRS USD P V 01MLIBOR | 9/15/2021 | (11,470) | (11,470) |
| 7965U21D TRS USD R E | 9/15/2021 | 10 | 11,537 |
| 7966U21D TRS USD P V 01MLIBOR | 9/15/2021 | (2,314) | (2,314) |
| 7966U21D TRS USD R E | 9/15/2021 | 4 | 2,355 |
| 7967U21DS TRS USD P E | 9/15/2021 | (94) | (116,454) |
| 7967U21DS TRS USD R V 01MLIBOR | 9/15/2021 | 121,453 | 121,453 |
| 7970U21DS TRS USD P E | 9/15/2021 | (52) | (8,600) |
| 7970U21DS TRS USD R V 01MLIBOR | 9/15/2021 | 8,627 | 8,627 |
| 7977U21DS TRS PLN P E | 9/15/2021 | (19) | (932) |
| 7977U21DS TRS PLN R V 01MWIBOR | 9/15/2021 | 3,581 | 941 |
| 7978U21DS TRS ZAR P E | 9/15/2021 | (166) | (12,417) |
| 7978U21DS TRS ZAR R V 01MJIBAR | 9/15/2021 | 181,693 | 12,725 |
| 7981U21D TRS MXN P V 01MTIEE | 9/15/2021 | (493,717) | (24,797) |
| 7981U21D TRS MXN R E | 9/15/2021 | 441 | 24,453 |
| 7AQ1C U1 NYM ECAL CRUDE OIL CS | 7/19/2021 | (2) | (1) |
| 7AQ1P U1 NYM EPUT CRUDE OIL CS | 7/19/2021 | 2 | - |
| 7AU1C V1 NYM ECAL CRUDE OIL CS | 8/19/2021 | (2) | (1) |
| 7AU1P V1 NYM EPUT CRUDE OIL CS | 8/19/2021 | 2 | - |
| 7AV1C X1 NYM ECAL CRUDE OIL CS | 9/20/2021 | (2) | (1) |
| 7AV1P X1 NYM EPUT CRUDE OIL CS | 9/20/2021 | 2 | - |
| 7AX1C Z1 NYM ECAL CRUDE OIL CS | 10/19/2021 | (2) | (1) |
| 7AX1P Z1 NYM EPUT CRUDE OIL CS | 10/19/2021 | 2 | - |
| 7AZ1C F2 NYM ECAL CRUDE OIL CS | 11/18/2021 | (2) | (1) |
| 7AZ1P F2 NYM EPUT CRUDE OIL FU | 11/18/2021 | 2 | - |
| 90DAY EUR FUTR DEC21 | 12/13/2021 | (436,250) | - |
| 90DAY EUR FUTR DEC23 | 12/18/2023 | 496,250 | - |
| 90DAY EUR FUTR SEP21 | 9/13/2021 | (32,750) | - |
| 90DAY EUR FUTR SEP23 | 9/18/2023 | 18,250 | - |
| 966U21DS TRS USD P F .00000 | 9/15/2021 | (2,314) | - |
| 966U21DS TRS USD R V 01MLIBOR | 9/15/2021 | 2,314 | - |
| 967U21DSS TRS USD P V 01MLIBOR | 9/15/2021 | (121,453) | - |
| 967U21DSS TRS USD R F .00000 | 9/15/2021 | 121,453 | - |
| 977U21DSS TRS PLN P V 01MWIBOR | 9/15/2021 | (3,581) | - |
| 977U21DSS TRS PLN R F .00000 | 9/15/2021 | 3,581 | - |
| A52Q21D TRS TRY P F .00000 | 8/31/2021 | (145,874) | (16,791) |
| A52Q21D TRS TRY R E | 8/31/2021 | 94 | 16,280 |
| AUST 10Y BOND FUT SEP21 | 9/15/2021 | 18,600 | - |
| BCS5FH6Z5 TRS USD P F .08000 | 9/3/2021 | (131,488) | (131,488) |
| BCS5FH6Z5 TRS USD R E | 9/3/2021 | 530 | 131,488 |
| BCS5MRV04 TRS USD P F .06000 | 1/3/2022 | (105,260) | (105,260) |
| BCS5MRV04 TRS USD R E | 1/3/2022 | 1,113 | 105,260 |
| BCS5P4DE2 TRS USD P F .09000 | 8/23/2021 | (147,505) | (147,505) |
| BCS5P4DE2 TRS USD R E | 8/23/2021 | 594 | 147,505 |
| BCS5SGC45 TRS USD P F .08000 | 9/7/2021 | (237,941) | (237,941) |
| BCS5SGC45 TRS USD R E | 9/7/2021 | 959 | 237,941 |
| BCS5WW4N2 TRS USD P F .07000 | 11/19/2021 | (76,693) | (76,693) |
| BCS5WW4N2 TRS USD R E | 11/19/2021 | 309 | 76,693 |
| BCS5XPKQ1 TRS USD P F .07000 | 11/17/2021 | (75,434) | (75,434) |
| BCS5XPKQ1 TRS USD R E | 11/17/2021 | 304 | 75,434 |
| BCS5XX0N3 TRS USD P F .07500 | 1/14/2022 | (121,689) | (121,689) |
| BCS5XX0N3 TRS USD R E | 1/14/2022 | 490 | 121,689 |
| BRENT CRUDE FUTR DEC21 | 10/29/2021 | 200 | - |
| BRENT CRUDE FUTR DEC22 | 10/31/2022 | (174) | - |
| BRENT CRUDE FUTR DEC23 | 10/31/2023 | (34) | - |
| BRENT CRUDE FUTR DEC24 | 10/31/2024 | 88 | - |
| BRENT CRUDE FUTR JUN22 | 4/29/2022 | (257) | - |
| BRENT CRUDE FUTR JUN23 | 4/28/2023 | (545) | - |
| BRENT CRUDE FUTR JUN24 | 4/30/2024 | (3) | - |
| BRENT CRUDE FUTR MAR22 | 1/31/2022 | 237 | - |
| BRENT CRUDE FUTR OCT21 | 8/31/2021 | 33 | - |
| BRENT CRUDE FUTR SEP21 | 7/30/2021 | (139) | - |
| BRENT CRUDE FUTR SEP22 | 7/29/2022 | (2) | - |
| BRENT CRUDE FUTR OPTN | 10/26/2021 | (62) | - |
| BRENT CRUDE FUTR OPTN | 7/27/2021 | (36) | - |
| BRENT CRUDE FUTR OPTN | 8/25/2021 | (36) | - |
| BRENT CRUDE FUTR OPTN | 8/25/2021 | (36) | - |
| BRENT CRUDE FUTR OPTN | 8/25/2021 | (48) | - |
| BRENT CRUDE FUTR OPTN | 7/27/2021 | (36) | - |
| BRENT CRUDE FUTR OPTN | 7/27/2021 | (36) | - |
| BRENT CRUDE FUTR OPTN | 10/26/2021 | (62) | - |
| BRENT CRUDE FUTR OPTN | 7/27/2021 | (36) | - |
| BRT/DUBAI 1ST LN APR22 | 4/29/2022 | 4 | - |
| BRT/DUBAI 1ST LN AUG22 | 8/31/2022 | 4 | - |
| BRT/DUBAI 1ST LN DEC22 | 12/30/2022 | 4 | - |
| BRT/DUBAI 1ST LN DEC23 | 12/29/2023 | 15 | - |
| BRT/DUBAI 1ST LN FEB22 | 2/28/2022 | 4 | - |
| BRT/DUBAI 1ST LN FEB23 | 2/28/2023 | 15 | - |
| BRT/DUBAI 1ST LN JAN23 | 1/31/2023 | 15 | - |
| BRT/DUBAI 1ST LN JUL22 | 7/29/2022 | 4 | - |
| BRT/DUBAI 1ST LN JUL23 | 7/31/2023 | 15 | - |
| BRT/DUBAI 1ST LN JUN22 | 6/30/2022 | 4 | - |
| BRT/DUBAI 1ST LN JUN23 | 6/30/2023 | 15 | - |
| BRT/DUBAI 1ST LN MAR22 | 3/31/2022 | 4 | - |
| BRT/DUBAI 1ST LN MAR23 | 3/31/2023 | 15 | - |
| BRT/DUBAI 1ST LN MAY22 | 5/31/2022 | 4 | - |
| BRT/DUBAI 1ST LN MAY23 | 5/31/2023 | 15 | - |
| BRT/DUBAI 1ST LN NOV23 | 11/30/2023 | 15 | - |
| BRT/DUBAI 1ST LN OCT23 | 10/31/2023 | 15 | - |
| BRT/DUBAI 1ST LN SEP22 | 9/30/2022 | 4 | - |
| BRT/DUBAI 1ST LN SEP23 | 9/29/2023 | 15 | - |
| BRT/DUBAI 1ST LN APR23 | 4/28/2023 | 15 | - |
| BRT/DUBAI 1ST LN AUG23 | 8/31/2023 | 15 | - |
| BRT/DUBAI 1ST LN JAN22 | 1/31/2022 | 4 | - |
| BRT/DUBAI 1ST LN NOV22 | 11/30/2022 | 4 | - |
| BRT/DUBAI 1ST LN OCT22 | 10/31/2022 | 4 | - |
| BRTLQ5ZT2 CDS USD P V 03MEVENT | 12/20/2023 | (94) | (94) |
| BRTLQ5ZT2 CDS USD R F 1.00000 | 12/20/2023 | 94 | 93 |
| BWS034686 IRS USD P F .90000 | 3/17/2050 | (5,664) | (4,527) |
| BWS034686 IRS USD R V 03MLIBOR | 3/17/2050 | 5,664 | 5,664 |
| BWS035485 IRS USD P F .80000 | 11/15/2045 | (105) | (85) |
| BWS035485 IRS USD R V 03MLIBOR | 11/15/2045 | 105 | 105 |
| BWS036004 IRS USD P F .56000 | 7/20/2045 | (17,190) | (13,942) |
| BWS036004 IRS USD R V 00MSOFR | 7/20/2045 | 17,190 | 17,190 |
| BWS036087 IRS USD P F .74000 | 8/19/2045 | (6,830) | (5,791) |
| BWS036087 IRS USD R V 00MSOFR | 8/19/2045 | 6,830 | 6,830 |
| BWS036103 IRS USD P F 1.00000 | 2/15/2047 | (15,346) | (12,879) |
| BWS036103 IRS USD R V 03MLIBOR | 2/15/2047 | 15,346 | 15,346 |
| BWS039545 IRS USD P F 1.20000 | 10/7/2050 | (8,081) | (7,016) |
| BWS039545 IRS USD R V 03MLIBOR | 10/7/2050 | 8,081 | 8,081 |
| BWS040048 IRS USD P F 1.20000 | 2/15/2047 | (3,063) | (2,703) |
| BWS040048 IRS USD R V 03MLIBOR | 2/15/2047 | 3,063 | 3,063 |
| BWS040063 IRS USD P F 1.22500 | 2/15/2047 | (1,629) | (1,446) |
| BWS040063 IRS USD R V 03MLIBOR | 2/15/2047 | 1,629 | 1,629 |
| BWS044420 IRS USD P F .78000 | 11/15/2027 | (21,212) | (20,751) |
| BWS044420 IRS USD R V 03MLIBOR | 11/15/2027 | 21,212 | 21,212 |
| BWS044560 IRS USD P F 1.60000 | 2/15/2047 | (4,042) | (3,916) |
| BWS044560 IRS USD R V 03MLIBOR | 2/15/2047 | 4,042 | 4,042 |
| BWS048967 IRS USD P F 2.00000 | 2/15/2047 | (8,360) | (8,823) |
| BWS048967 IRS USD R V 03MLIBOR | 2/15/2047 | 8,360 | 8,360 |
| BWS049502 IRS USD P F 2.00000 | 6/3/2051 | (724) | (769) |
| BWS049502 IRS USD R V 03MLIBOR | 6/3/2051 | 724 | 724 |
| BWS049569 IRS USD P F 2.05000 | 6/7/2051 | (2,180) | (2,341) |
| BWS049569 IRS USD R V 03MLIBOR | 6/7/2051 | 2,180 | 2,180 |
| BWS049700 IRS USD P F 1.25000 | 2/15/2028 | (48,456) | (48,753) |
| BWS049700 IRS USD R V 03MLIBOR | 2/15/2028 | 48,456 | 48,456 |
| BWS051383 IRS USD P F 1.35000 | 2/15/2028 | (83,459) | (84,510) |
| BWS051383 IRS USD R V 03MLIBOR | 2/15/2028 | 83,459 | 83,459 |
| BWS053009 IRS USD P F 1.72875 | 2/15/2047 | (3,615) | (3,770) |
| BWS053009 IRS USD R V 00MSOFR | 2/15/2047 | 3,615 | 3,615 |
| BZQ21DS TRS BRL P E | 8/18/2021 | - | (8,099) |
| BZQ21DS TRS BRL R F .00000 | 8/18/2021 | 41,422 | 8,255 |
| CA CARBON ALLOW 21DEC21 | 12/27/2021 | 999 | - |
| CCA CURRENT AUC FEB22 | 2/23/2022 | 14 | - |
| CCA CURRENT AUC NOV21 | 11/15/2021 | 12 | - |
| CCA VINT2022 DEC22 | 12/23/2022 | 148 | - |
| CHICAGO ETHANOL S DEC21 | 12/31/2021 | 630 | - |
| CHICAGO ETHANOL S FEB22 | 2/28/2022 | 378 | - |
| CHICAGO ETHANOL S JAN22 | 1/31/2022 | 378 | - |
| CHICAGO ETHANOL S MAR22 | 3/31/2022 | 378 | - |
| CHICAGO ETHANOL S NOV21 | 11/30/2021 | 672 | - |
| CHICAGO ETHANOL S OCT21 | 10/29/2021 | 714 | - |
| COFFEE 'C' FUTURE DEC21 | 12/20/2021 | 450 | - |
| COFFEE 'C' FUTURE SEP21 | 9/20/2021 | (600) | - |
| COPPER FUTURE SEP21 | 9/28/2021 | 350 | - |
| CORN FUTURE DEC21 | 12/14/2021 | 1,830 | - |
| CORN FUTURE MAR22 | 3/14/2022 | (265) | - |
| CORN FUTURE SEP21 | 9/14/2021 | (3,500) | - |
| COTTON NO.2 FUTR DEC21 | 12/8/2021 | 850 | - |
| CRUDE OIL FUT OPT AUG21C 70 | 7/15/2021 | (36) | (152) |
| CRUDE OIL FUT OPT AUG21C 71 | 7/15/2021 | (36) | (125) |
| CRUDE OIL FUT OPT AUG21C 71.5 | 7/15/2021 | (84) | (260) |
| CRUDE OIL FUT OPT DEC21C 40 | 11/16/2021 | (22) | (668) |
| CRUDE OIL FUT OPT SEP21C 76 | 8/17/2021 | (36) | (64) |
| CRUDE OIL FUT OPT SEP21C 77 | 8/17/2021 | (36) | (52) |
| CRUDE OIL FUT OPT SEP21C 77.5 | 8/17/2021 | (84) | (109) |
| E MINI RUSS 2000 SEP21 | 9/17/2021 | 9 | - |
| ECX EMISSION DEC21 | 12/20/2021 | 17 | - |
| E-MINI RUSS 1000 SEP21 | 9/17/2021 | 12 | - |
| E-MINI RUSS 1000 GSEP21 | 9/17/2021 | 1 | - |
| EURCALL/CHFPUT | 7/19/2021 | 38,940 | 139 |
| EURCALL/USDPUT | 7/2/2021 | 63,920 | - |
| EURCALL/USDPUT | 12/28/2021 | 33,150 | 8 |
| EURO BUND FUTURE SEP21 | 9/8/2021 | (49,400) | - |
| EURO-BTP FUTURE SEP21 | 9/8/2021 | 800 | - |
| EURO-BUXL 30Y BND SEP21 | 9/8/2021 | (4,000) | - |
| EURO-OAT FUTURE SEP21 | 9/8/2021 | 14,000 | - |
| EURPUT NOKCALL | 7/2/2021 | 25,710 | - |
| EURPUT/GBPCALL | 7/1/2021 | 39,150 | 51 |
| EURPUT/GBPCALL | 7/7/2021 | 44,370 | 11 |
| EURPUT/USDCALL | 7/13/2021 | 39,180 | 107 |
| EURPUT/USDCALL | 7/28/2021 | 65,130 | 294 |
| FTSE KLCI FUTURE JUL21 | 7/30/2021 | 40 | - |
| FTSE TAIWAN INDEX JUL21 | 7/29/2021 | 15 | - |
| GASOLINE RBOB FUT DEC21 | 11/30/2021 | (210) | - |
| GOLD 100 OZ FUTR AUG21 | 8/27/2021 | (116) | - |
| GOLD 100 OZ FUTR DEC21 | 12/29/2021 | 1 | - |
| GOLD 100 OZ FUTR JUL21 | 7/28/2021 | 2 | - |
| GOLD FUT OPT(CMX) DEC21C 2500 | 11/23/2021 | (4) | (4) |
| GOLD FUT OPT(CMX) DEC21C 4000 | 11/23/2021 | (2) | - |
| HANG SENG IDX FUT SEP21 | 9/29/2021 | 1 | - |
| HCN21D TRS HKD P F .00000 | 7/29/2021 | (88,717) | (11,424) |
| HCN21D TRS HKD R E | 7/29/2021 | 8 | 11,230 |
| HENRY HB LD1 APR22 | 3/29/2022 | 13 | - |
| HENRY HB LD1 AUG22 | 7/27/2022 | 13 | - |
| HENRY HB LD1 JUL22 | 6/28/2022 | 13 | - |
| HENRY HB LD1 JUN22 | 5/26/2022 | 13 | - |
| HENRY HB LD1 MAY22 | 4/27/2022 | 13 | - |
| HENRY HB LD1 OCT22 | 9/28/2022 | 13 | - |
| HENRY HB LD1 SEP22 | 8/29/2022 | 13 | - |
| HSCEI FUTURES JUL21 | 7/29/2021 | 16 | - |
| HSTN V. WTI TRD M AUG21 | 7/23/2021 | 6 | - |
| HSTN V. WTI TRD M DEC21 | 11/24/2021 | 6 | - |
| HSTN V. WTI TRD M NOV21 | 10/25/2021 | 6 | - |
| HSTN V. WTI TRD M OCT21 | 9/24/2021 | 6 | - |
| HSTN V. WTI TRD M SEP21 | 8/25/2021 | 6 | - |
| ICE NAT GAS FUTR SEP21 | 8/27/2021 | 150 | - |
| ICE RTD MONTH COA APR22 | 4/29/2022 | (1) | - |
| ICE RTD MONTH COA AUG22 | 8/26/2022 | (1) | - |
| ICE RTD MONTH COA DEC22 | 12/30/2022 | (1) | - |
| ICE RTD MONTH COA FEB22 | 2/25/2022 | (1) | - |
| ICE RTD MONTH COA JAN22 | 1/28/2022 | (1) | - |
| ICE RTD MONTH COA JUL22 | 7/29/2022 | (1) | - |
| ICE RTD MONTH COA JUN22 | 6/24/2022 | (1) | - |
| ICE RTD MONTH COA MAR22 | 3/25/2022 | (1) | - |
| ICE RTD MONTH COA MAY22 | 5/27/2022 | (1) | - |
| ICE RTD MONTH COA NOV22 | 11/25/2022 | (1) | - |
| ICE RTD MONTH COA OCT22 | 10/28/2022 | (1) | - |
| ICE RTD MONTH COA SEP22 | 9/30/2022 | (1) | - |
| JPN 10Y BOND(OSE) SEP21 | 9/13/2021 | (2,500,000) | - |
| KC HRW WHEAT FUT DEC21 | 12/14/2021 | 115 | - |
| KC HRW WHEAT FUT SEP21 | 9/14/2021 | 1,330 | - |
| KM2U21D TRS KRW P F .00000 | 9/9/2021 | (8,869,713) | (7,876) |
| KM2U21D TRS KRW R E | 9/9/2021 | 20,500 | 7,989 |
| KM2U21H TRS KRW P F .00000 | 9/9/2021 | (81,420,903) | (72,300) |
| KM2U21H TRS KRW R E | 9/9/2021 | 188,000 | 73,262 |
| KOSPI2 INX FUT SEP21 | 9/9/2021 | 326,750 | - |
| LEAN HOGS FUTURE DEC21 | 12/14/2021 | 280 | - |
| LEAN HOGS FUTURE OCT21 | 10/14/2021 | (2,680) | - |
| LIVE CATTLE FUTR DEC21 | 12/31/2021 | (280) | - |
| LIVE CATTLE FUTR OCT21 | 10/29/2021 | 2,240 | - |
| LONG GILT FUTURE SEP21 | 9/28/2021 | (2,800) | - |
| LOW SU GASOIL G DEC21 | 12/10/2021 | 35 | - |
| LOW SU GASOIL G DEC22 | 12/12/2022 | (21) | - |
| LOW SU GASOIL G JUL21 | 7/12/2021 | 23 | - |
| LOW SU GASOIL G MAR22 | 3/10/2022 | (4) | - |
| LOW SU GASOIL G SEP21 | 9/10/2021 | 2 | - |
| MEX BOLSA IDX FUT SEP21 | 9/17/2021 | 1 | - |
| MSCI EAFE SEP21 | 9/17/2021 | 373 | - |
| MSCI EMGMKT SEP21 | 9/17/2021 | 444 | - |
| MSCI SING IX ETS JUL21 | 7/29/2021 | (335) | - |
| NAT GAS EURO OPT AUG21C 3.75 | 7/27/2021 | (150) | (20) |
| NAT GAS EURO OPT AUG21C 4 | 7/27/2021 | (80) | (5) |
| NATURAL GAS FUTR APR22 | 3/29/2022 | (1,960) | - |
| NATURAL GAS FUTR JAN22 | 12/29/2021 | 560 | - |
| NATURAL GAS FUTR MAY22 | 4/27/2022 | 1,360 | - |
| NATURAL GAS FUTR OCT21 | 9/28/2021 | (270) | - |
| NATURAL GAS FUTR OCT22 | 9/28/2022 | 600 | - |
| NATURAL GAS FUTR SEP21 | 8/27/2021 | (330) | - |
| NY HARB ULSD FUT DEC21 | 11/30/2021 | 378 | - |
| OCDFVA971 FVA FWD | 6/16/2023 | 204 | 24 |
| OCDFVA971 FVA FWD | 6/16/2023 | (204) | - |
| OCDFVA989 FVA FWD | 6/16/2023 | 307 | 36 |
| OCDFVA989 FVA FWD | 6/16/2023 | (307) | - |
| PLATINUM FUTURE OCT21 | 10/27/2021 | (18) | - |
| S+P MID 400 EMINI SEP21 | 9/17/2021 | 2 | - |
| S+P/TSX 60 IX FUT SEP21 | 9/16/2021 | 27 | - |
| S+P500 EMINI FUT SEP21 | 9/17/2021 | 79 | - |
| S91ZC0LN9 CDS USD P V 03MEVENT | 6/20/2026 | (152,898) | (152,898) |
| S91ZC0LN9 CDS USD R F 1.00000 | 6/20/2026 | 152,898 | 148,876 |
| S91ZC0LQ2 CDS USD P V 03MEVENT | 6/20/2026 | (126,624) | (126,624) |
| S91ZC0LQ2 CDS USD R F 1.00000 | 6/20/2026 | 126,624 | 129,836 |
| S91ZC0NV9 CDS USD P V 03MEVENT | 6/20/2026 | (135,181) | (135,181) |
| S91ZC0NV9 CDS USD R F 5.00000 | 6/20/2026 | 135,181 | 148,963 |
| SET50 FUTURES SEP21 | 9/29/2021 | (172) | - |
| SGX IRON ORE 62 SEP21 | 9/30/2021 | 15 | - |
| SGX NIFTY 50 JUL21 | 7/29/2021 | 2 | - |
| SILVER FUTURE JUL21 | 7/28/2021 | 1,500 | - |
| SILVER FUTURE SEP21 | 9/28/2021 | (3,695) | - |
| SOYBEAN FUTURE JAN22 | 1/14/2022 | (5) | - |
| SOYBEAN FUTURE NOV21 | 11/12/2021 | 270 | - |
| SOYBEAN MEAL FUTR DEC21 | 12/14/2021 | 18 | - |
| SOYBEAN MEAL FUTR JAN22 | 1/14/2022 | (1) | - |
| SOYBEAN OIL FUTR DEC21 | 12/14/2021 | (960) | - |
| SOYBEAN OIL FUTR JAN22 | 1/14/2022 | 180 | - |
| SPI 200 FUTURES SEP21 | 9/16/2021 | 1 | - |
| SUGAR 11 (WORLD) MAR22 | 2/28/2022 | 560 | - |
| SUGAR 11 (WORLD) OCT21 | 9/30/2021 | (10,640) | - |
| SWAP WESTERN/LEHMAN RECEIVABLE | 9/15/2099 | 151 | 1 |
| SWS031724 IRS MXN P V 01MTIIE | 7/18/2029 | (187,450) | (9,415) |
| SWS031724 IRS MXN R F 7.45000 | 7/18/2029 | 187,450 | 9,761 |
| SWS031849 IRS MXN P V 01MTIIE | 7/20/2029 | (195,100) | (9,799) |
| SWS031849 IRS MXN R F 7.44000 | 7/20/2029 | 195,100 | 10,153 |
| SWS036020 IRS USD P V 03MLIBOR | 6/15/2022 | (58,654) | (58,654) |
| SWS036020 IRS USD R F .19000 | 6/15/2022 | 58,654 | 58,665 |
| SWS044586 IRS USD P V 03MLIBOR | 12/18/2025 | (89,824) | (89,824) |
| SWS044586 IRS USD R F 1.10000 | 12/18/2025 | 89,824 | 89,427 |
| SWS051003 CDS USD P V 03MEVENT | 6/20/2026 | (207,822) | (207,822) |
| SWS051003 CDS USD R F 1.00000 | 6/20/2026 | 207,822 | 213,093 |
| SWS051524 CDS USD P V 03MEVENT | 6/20/2026 | (57,490) | (57,490) |
| SWS051524 CDS USD R F 5.00000 | 6/20/2026 | 57,490 | 63,351 |
| SWS052688 IRS USD P V 03MLIBOR | 6/4/2024 | (144,519) | (144,519) |
| SWS052688 IRS USD R F .82000 | 6/4/2024 | 144,519 | 144,282 |
| SWU01B6W6 TRS USD P E | n/a | (1) | (1) |
| SWU01B6W6 TRS USD R E | n/a | 1 | 1 |
| SWU02Y175 TRS USD P E | n/a | (2) | (2) |
| SWU02Y175 TRS USD R E | n/a | 2 | 4 |
| SWU078037 TRS USD P E | n/a | (7) | (16) |
| SWU078037 TRS USD R E | n/a | 7 | 7 |
| SWU079365 TRS USD P E | n/a | (18) | (18) |
| SWU079365 TRS USD R E | n/a | 18 | 34 |
| SWU09CC17 IRS GBP P V 01MUKRPI | 8/15/2030 | (3,800) | (5,250) |
| SWU09CC17 IRS GBP R F 3.47500 | 8/15/2030 | 3,800 | 5,104 |
| SWU0CA994 TRS USD P F .00000 | 12/31/2021 | (6,693) | (6,693) |
| SWU0CA994 TRS USD R E | 12/31/2021 | 72 | 6,873 |
| SWU0DA092 TRS USD P E | n/a | (10) | (10) |
| SWU0DA092 TRS USD R E | n/a | 10 | 32 |
| SWU0DA175 TRS USD P E | n/a | (5) | (5) |
| SWU0DA175 TRS USD R E | n/a | 5 | 17 |
| SWU0DA274 TRS USD P E | n/a | (4) | (4) |
| SWU0DA274 TRS USD R E | n/a | 4 | 8 |
| SWU0DC148 TRS USD P F .00000 | 1/14/2022 | (2,687) | (2,687) |
| SWU0DC148 TRS USD R E | 1/14/2022 | 33 | 3,125 |
| SWU0DC791 TRS USD P F .00000 | 8/5/2021 | (648) | (648) |
| SWU0DC791 TRS USD R E | 8/5/2021 | 8 | 739 |
| SWU0DD765 TRS GBP P E | n/a | (2,205) | (3,057) |
| SWU0DD765 TRS GBP R E | n/a | 2,205 | 3,046 |
| SWU0DD773 TRS GBP P E | n/a | (182) | (253) |
| SWU0DD773 TRS GBP R E | n/a | 182 | 251 |
| SWU0DD799 TRS USD P E | n/a | (8) | (8) |
| SWU0DD799 TRS USD R E | n/a | 8 | 10 |
| SWU0DE839 TRS GBP P E | n/a | (728) | (1,008) |
| SWU0DE839 TRS GBP R E | n/a | 728 | 1,006 |
| SWU0DG172 TRS USD P E | n/a | (19) | (18) |
| SWU0DG172 TRS USD R E | n/a | 19 | 19 |
| SWU0DG305 TRS USD P E | n/a | - | (16) |
| SWU0DG701 TRS USD P E | n/a | (40) | (37) |
| SWU0DG701 TRS USD R E | n/a | 40 | 40 |
| SWU0DG842 TRS USD P E | n/a | (770) | (835) |
| SWU0DG842 TRS USD R E | n/a | 770 | 770 |
| SWU0DL114 TRS USD P E | n/a | (6) | (6) |
| SWU0DL114 TRS USD R E | n/a | 6 | 12 |
| SWU0DL775 TRS USD P E | n/a | (8) | (8) |
| SWU0DL775 TRS USD R E | n/a | 8 | 29 |
| SWU0DM500 TRS USD P E | n/a | (12) | (12) |
| SWU0DM500 TRS USD R E | n/a | 12 | 25 |
| SWU0DM591 TRS USD P E | n/a | (7) | (7) |
| SWU0DM591 TRS USD R E | n/a | 7 | 7 |
| SWU0DM732 TRS USD P E | n/a | (4) | (4) |
| SWU0DM732 TRS USD R E | n/a | 4 | 7 |
| SWU0DM740 TRS USD P E | n/a | (4) | (4) |
| SWU0DM740 TRS USD R E | n/a | 4 | 7 |
| SWU0DN656 TRS USD P E | n/a | (3) | (3) |
| SWU0DN656 TRS USD R E | n/a | 3 | 10 |
| SWU0DN664 TRS USD P E | n/a | (2) | (2) |
| SWU0DN664 TRS USD R E | n/a | 2 | 1 |
| SWU0EM244 TRS USD P E | n/a | - | (23) |
| SWU0EP395 TRS GBP P E | n/a | (546) | (756) |
| SWU0EP395 TRS GBP R E | n/a | 546 | 754 |
| SWU0EP999 TRS USD P E | n/a | (1) | (1) |
| SWU0EP999 TRS USD R E | n/a | 1 | 1 |
| SWU0EQ161 TRS USD P E | n/a | (2) | (124) |
| SWU0EQ161 TRS USD R E | n/a | 2 | 2 |
| SWU0FL229 TRS USD P E | n/a | (2) | (2) |
| SWU0FL229 TRS USD R E | n/a | 2 | 8 |
| SWU0FL252 TRS USD P E | n/a | (6) | (6) |
| SWU0FL252 TRS USD R E | n/a | 6 | 26 |
| SWU0FL666 TRS USD P E | n/a | (2) | (2) |
| SWU0FL666 TRS USD R E | n/a | 2 | 11 |
| SWU0FQ186 TRS USD P E | n/a | (20) | (1) |
| SWU0FQ186 TRS USD R E | n/a | 20 | 20 |
| SWU0FQ301 TRS USD P E | n/a | (3) | (4) |
| SWU0FQ301 TRS USD R E | n/a | 3 | 3 |
| SWU0GA826 TRS USD P E | n/a | (968) | (968) |
| SWU0GA826 TRS USD R E | n/a | 968 | 991 |
| SWU0GB360 TRS USD P E | n/a | (38) | (38) |
| SWU0GB360 TRS USD R E | n/a | 38 | 70 |
| SWU0GB576 TRS USD P E | n/a | (14) | (14) |
| SWU0GB576 TRS USD R E | n/a | 14 | 35 |
| SWU0GB758 TRS USD P E | n/a | (7) | (7) |
| SWU0GB758 TRS USD R E | n/a | 7 | 12 |
| SWU0GD168 TRS USD P E | n/a | (6) | (6) |
| SWU0GD168 TRS USD R E | n/a | 6 | 12 |
| SWU0GD317 TRS USD P E | n/a | (2) | (2) |
| SWU0GD317 TRS USD R E | n/a | 2 | 9 |
| SWU0GD598 TRS USD P E | n/a | (8) | (15) |
| SWU0GD598 TRS USD R E | n/a | 8 | 8 |
| SWU0GD606 TRS USD P E | n/a | (8) | (15) |
| SWU0GD606 TRS USD R E | n/a | 8 | 8 |
| SWU0GD614 TRS USD P E | n/a | (17) | (17) |
| SWU0GD614 TRS USD R E | n/a | 17 | 34 |
| SWU0GD622 TRS USD P E | n/a | (17) | (17) |
| SWU0GD622 TRS USD R E | n/a | 17 | 34 |
| SWU0GD689 TRS USD P E | n/a | (4) | (5) |
| SWU0GD689 TRS USD R E | n/a | 4 | 4 |
| SWU0GD697 TRS USD P E | n/a | (7) | (7) |
| SWU0GD697 TRS USD R E | n/a | 7 | 8 |
| SWU0GE117 TRS USD P E | n/a | (6) | (6) |
| SWU0GE117 TRS USD R E | n/a | 6 | 8 |
| SWU0GE125 TRS USD P E | n/a | (7) | (7) |
| SWU0GE125 TRS USD R E | n/a | 7 | 9 |
| SWU0GF007 TRS USD P E | n/a | (3) | (16) |
| SWU0GF007 TRS USD R E | n/a | 3 | 3 |
| SWU0GF957 TRS GBP P E | n/a | (182) | (253) |
| SWU0GF957 TRS GBP R E | n/a | 182 | 251 |
| SWU0GF981 TRS USD P E | n/a | (12,049) | (12,049) |
| SWU0GF981 TRS USD R E | n/a | 12,049 | 12,263 |
| SWU0GJ207 TRS USD P E | n/a | (15) | (15) |
| SWU0GJ207 TRS USD R E | n/a | 15 | 24 |
| SWU0GS025 TRS USD P E | n/a | (3) | (3) |
| SWU0GS025 TRS USD R E | n/a | 3 | 8 |
| SWU0GS066 TRS USD P E | n/a | (3) | (3) |
| SWU0GS066 TRS USD R E | n/a | 3 | 9 |
| SWU0GS348 TRS USD P E | n/a | (4) | (4) |
| SWU0GS348 TRS USD R E | n/a | 4 | 11 |
| SWU0GS363 TRS USD P E | n/a | (4) | (4) |
| SWU0GS363 TRS USD R E | n/a | 4 | 13 |
| SWU0JA351 TRS USD P E | n/a | (5) | (5) |
| SWU0JA351 TRS USD R E | n/a | 5 | 22 |
| SWU0JB102 TRS USD P E | n/a | (2) | (2) |
| SWU0JB102 TRS USD R E | n/a | 2 | 9 |
| SWU0JB896 TRS USD P E | n/a | (24) | (24) |
| SWU0JB896 TRS USD R E | n/a | 24 | 112 |
| SWU0JE148 TRS USD P E | n/a | (4) | (4) |
| SWU0JE148 TRS USD R E | n/a | 4 | 14 |
| SWU0JG069 TRS USD P E | n/a | (18) | (18) |
| SWU0JG069 TRS USD R E | n/a | 18 | 31 |
| SWU0JG663 TRS USD P E | n/a | (9) | (9) |
| SWU0JG663 TRS USD R E | n/a | 9 | 2 |
| SWU0JH299 TRS USD P E | n/a | (3) | (3) |
| SWU0JH299 TRS USD R E | n/a | 3 | 18 |
| SWU0JI909 TRS USD P E | n/a | (2) | (6) |
| SWU0JI909 TRS USD R E | n/a | 2 | 2 |
| SWU0JL886 TRS USD P E | n/a | (25) | (25) |
| SWU0JL886 TRS USD R E | n/a | 25 | 33 |
| SWU0PS082 TRS GBP P E | n/a | (2,970) | (4,132) |
| SWU0PS082 TRS GBP R E | n/a | 2,970 | 4,103 |
| SWU0PS116 TRS USD P E | n/a | (44) | (44) |
| SWU0PS116 TRS USD R E | n/a | 44 | 44 |
| SWU0PS124 TRS USD P E | n/a | (26) | (26) |
| SWU0PS124 TRS USD R E | n/a | 26 | 26 |
| SWU0PS132 TRS GBP P E | n/a | (546) | (757) |
| SWU0PS132 TRS GBP R E | n/a | 546 | 754 |
| SWU0PS140 TRS GBP P E | n/a | (1,575) | (2,188) |
| SWU0PS140 TRS GBP R E | n/a | 1,575 | 2,176 |
| SWU0PS157 TRS GBP P E | n/a | (728) | (1,010) |
| SWU0PS157 TRS GBP R E | n/a | 728 | 1,006 |
| SWU0PS181 TRS GBP P E | n/a | (728) | (1,011) |
| SWU0PS181 TRS GBP R E | n/a | 728 | 1,006 |
| SWU0PS207 TRS GBP P E | n/a | (546) | (758) |
| SWU0PS207 TRS GBP R E | n/a | 546 | 754 |
| SWU0PS223 TRS USD P E | n/a | (17) | (17) |
| SWU0PS223 TRS USD R E | n/a | 17 | 20 |
| SWU0PS272 TRS GBP P E | n/a | (728) | (1,011) |
| SWU0PS272 TRS GBP R E | n/a | 728 | 1,006 |
| SWU0PS439 TRS USD P E | n/a | (15) | (15) |
| SWU0PS439 TRS USD R E | n/a | 15 | 24 |
| SWU0PS744 TRS GBP P E | n/a | (728) | (1,008) |
| SWU0PS744 TRS GBP R E | n/a | 728 | 1,006 |
| SWU0PS827 TRS USD P E | n/a | (13) | (13) |
| SWU0PS827 TRS USD R E | n/a | 13 | 12 |
| SWU0PS900 TRS USD P E | n/a | (14) | (14) |
| SWU0PS900 TRS USD R E | n/a | 14 | 19 |
| SWU0SJ816 TRS USD P E | n/a | (4) | (4) |
| SWU0SJ816 TRS USD R E | n/a | 4 | 41 |
| SWU0SJ873 TRS USD P E | n/a | (9) | (23) |
| SWU0SJ873 TRS USD R E | n/a | 9 | 9 |
| SWU0SM983 TRS USD P E | n/a | (11) | (10) |
| SWU0SM983 TRS USD R E | n/a | 11 | 11 |
| SWU0SP366 TRS USD P E | n/a | (14) | (14) |
| SWU0SP366 TRS USD R E | n/a | 14 | 39 |
| SWU0SP382 TRS USD P E | n/a | (13) | (13) |
| SWU0SP382 TRS USD R E | n/a | 13 | 29 |
| SWU0SQ414 TRS USD P E | n/a | (6) | (6) |
| SWU0SQ414 TRS USD R E | n/a | 6 | 11 |
| SWU0SQ448 TRS USD P E | n/a | (2) | (2) |
| SWU0SQ448 TRS USD R E | n/a | 2 | 5 |
| SWU0SR966 TRS USD P F .00000 | 1/18/2022 | (3,232) | (3,232) |
| SWU0SR966 TRS USD R E | 1/18/2022 | 40 | 3,801 |
| SWU0SR974 TRS USD P F .00000 | 2/15/2022 | (20,151) | (20,151) |
| SWU0SR974 TRS USD R E | 2/15/2022 | 138 | 20,131 |
| SWU0ST996 TRS USD P F .00000 | 3/2/2022 | (1,288) | (1,288) |
| SWU0ST996 TRS USD R E | 3/2/2022 | 15 | 1,426 |
| SWU0SU043 TRS USD P V 03MTBILL | 2/15/2022 | (110,530) | (110,530) |
| SWU0SU043 TRS USD R E | 2/15/2022 | 1,651 | 111,650 |
| SWU0SU084 TRS USD P V 03MTBILL | 2/15/2022 | (19,973) | (19,973) |
| SWU0SU084 TRS USD R E | 2/15/2022 | 100 | 20,187 |
| SWU0SU183 TRS USD P F .00000 | 2/15/2022 | (14,205) | (14,205) |
| SWU0SU183 TRS USD R E | 2/15/2022 | 121 | 14,162 |
| SWU0SU191 TRS USD P V 03MTBILL | 2/15/2022 | (67,820) | (67,820) |
| SWU0SU191 TRS USD R E | 2/15/2022 | 340 | 68,545 |
| SWU0SU266 TRS USD P F .25000 | 2/15/2022 | (7,108) | (7,108) |
| SWU0SU266 TRS USD R E | 2/15/2022 | 37 | 6,902 |
| SWU0SU274 TRS USD P V 03MTBILL | 2/15/2022 | (276,616) | (276,616) |
| SWU0SU274 TRS USD R E | 2/15/2022 | 1,385 | 279,574 |
| SWU0SU308 TRS USD P V 03MTBILL | 2/15/2022 | (183,157) | (183,157) |
| SWU0SU308 TRS USD R E | 2/15/2022 | 906 | 185,037 |
| SWU0SU316 TRS USD P V 03MTBILL | 2/15/2022 | (163,388) | (163,388) |
| SWU0SU316 TRS USD R E | 2/15/2022 | 515 | 165,305 |
| SWU0SU365 TRS USD P F .00000 | 2/15/2022 | (9,876) | (9,876) |
| SWU0SU365 TRS USD R E | 2/15/2022 | 83 | 9,962 |
| SWU0SU423 TRS USD P V 03MTBILL | 2/15/2022 | (72,780) | (72,780) |
| SWU0SU423 TRS USD R E | 2/15/2022 | 364 | 73,559 |
| SWU0SU449 TRS USD P V 03MTBILL | 2/15/2022 | (162,232) | (162,232) |
| SWU0SU449 TRS USD R E | 2/15/2022 | 2,140 | 163,967 |
| SWU0SU472 TRS USD P F .12000 | 2/15/2022 | (9,966) | (9,966) |
| SWU0SU472 TRS USD R E | 2/15/2022 | 79 | 9,976 |
| SWU0SU761 TRS USD P F .00000 | 8/10/2021 | (1,024) | (1,024) |
| SWU0SU761 TRS USD R E | 8/10/2021 | 11 | 1,063 |
| SWU0SV058 TRS USD P E | n/a | (13) | (13) |
| SWU0SV058 TRS USD R E | n/a | 13 | 18 |
| SWU0SV074 TRS USD P E | n/a | (11) | (11) |
| SWU0SV074 TRS USD R E | n/a | 11 | 15 |
| SWU0SV199 TRS USD P E | n/a | (12) | (12) |
| SWU0SV199 TRS USD R E | n/a | 12 | 16 |
| SWU0SV231 TRS GBP P E | n/a | (368) | (508) |
| SWU0SV231 TRS GBP R E | n/a | 368 | 509 |
| SWU0SV520 TRS USD P E | n/a | (10) | (9) |
| SWU0SV520 TRS USD R E | n/a | 10 | 10 |
| SWU0SV538 TRS USD P E | n/a | (6) | (5) |
| SWU0SV538 TRS USD R E | n/a | 6 | 6 |
| SWU0SV579 TRS USD P E | n/a | (20) | (18) |
| SWU0SV579 TRS USD R E | n/a | 20 | 20 |
| SWU0SV611 TRS USD P E | n/a | (770) | (705) |
| SWU0SV611 TRS USD R E | n/a | 770 | 770 |
| SWU0SV645 TRS USD P E | n/a | (95) | (95) |
| SWU0SV645 TRS USD R E | n/a | 95 | 95 |
| SWU0SV686 TRS USD P E | n/a | (320) | (320) |
| SWU0SV686 TRS USD R E | n/a | 320 | 426 |
| SWU0SV694 TRS USD P E | n/a | (95) | (95) |
| SWU0SV694 TRS USD R E | n/a | 95 | 127 |
| SWU0SV736 TRS USD P E | n/a | (203) | (203) |
| SWU0SV736 TRS USD R E | n/a | 203 | 298 |
| SWU0SV744 TRS USD P E | n/a | (20) | (23) |
| SWU0SV744 TRS USD R E | n/a | 20 | 20 |
| SWU0SV801 TRS USD P E | n/a | (150) | (202) |
| SWU0SV801 TRS USD R E | n/a | 150 | 150 |
| SWU0SV819 TRS USD P E | n/a | (203) | (203) |
| SWU0SV819 TRS USD R E | n/a | 203 | 317 |
| SWU0XG022 TRS USD P E | 11/23/2021 | (3) | (244) |
| SWU0XG022 TRS USD R F .00000 | 11/23/2021 | 238 | 238 |
| SWU0ZP277 TRS USD P F .00000 | 8/2/2021 | (663) | (663) |
| SWU0ZP277 TRS USD R E | 8/2/2021 | 8 | 767 |
| TOPIX INDX FUTR SEP21 | 9/9/2021 | 820 | - |
| TTF NAT GAS F APR22 | 3/30/2022 | 86 | - |
| TTF NAT GAS F APR23 | 3/30/2023 | 2 | - |
| TTF NAT GAS F AUG21 | 7/29/2021 | (15) | - |
| TTF NAT GAS F AUG22 | 7/28/2022 | 89 | - |
| TTF NAT GAS F AUG23 | 7/28/2023 | 2 | - |
| TTF NAT GAS F DEC21 | 11/29/2021 | (106) | - |
| TTF NAT GAS F DEC22 | 11/29/2022 | 11 | - |
| TTF NAT GAS F DEC23 | 11/29/2023 | 2 | - |
| TTF NAT GAS F FEB22 | 1/28/2022 | (28) | - |
| TTF NAT GAS F FEB23 | 1/30/2023 | 2 | - |
| TTF NAT GAS F JAN22 | 12/30/2021 | (31) | - |
| TTF NAT GAS F JAN23 | 12/29/2022 | 2 | - |
| TTF NAT GAS F JUL22 | 6/29/2022 | 89 | - |
| TTF NAT GAS F JUL23 | 6/29/2023 | 2 | - |
| TTF NAT GAS F JUN22 | 5/30/2022 | 86 | - |
| TTF NAT GAS F JUN23 | 5/30/2023 | 2 | - |
| TTF NAT GAS F MAR22 | 2/25/2022 | (30) | - |
| TTF NAT GAS F MAR23 | 2/27/2023 | 2 | - |
| TTF NAT GAS F MAY22 | 4/28/2022 | 89 | - |
| TTF NAT GAS F MAY23 | 4/27/2023 | 2 | - |
| TTF NAT GAS F NOV21 | 10/28/2021 | (102) | - |
| TTF NAT GAS F NOV22 | 10/28/2022 | 11 | - |
| TTF NAT GAS F NOV23 | 10/30/2023 | 2 | - |
| TTF NAT GAS F OCT21 | 9/29/2021 | (106) | - |
| TTF NAT GAS F OCT22 | 9/29/2022 | 11 | - |
| TTF NAT GAS F OCT23 | 9/28/2023 | 2 | - |
| TTF NAT GAS F SEP21 | 8/27/2021 | (11) | - |
| TTF NAT GAS F SEP22 | 8/30/2022 | 86 | - |
| TTF NAT GAS F SEP23 | 8/30/2023 | 2 | - |
| TXN21D TRS TWD P F .00000 | 7/21/2021 | (3,161,809) | (113,479) |
| TXN21D TRS TWD R E | 7/21/2021 | 184 | 116,968 |
| TXN21H TRS TWD P F .00000 | 7/21/2021 | (326,165) | (11,706) |
| TXN21H TRS TWD R E | 7/21/2021 | 19 | 12,078 |
| US 10YR FUT OPTN AUG21C 132 | 7/23/2021 | 90 | 75 |
| US 10YR FUT OPTN AUG21C 132.2 | 7/23/2021 | 135 | 91 |
| US 10YR FUT OPTN AUG21C 132.5 | 7/23/2021 | (192) | (102) |
| US 10YR FUT OPTN AUG21C 133 | 7/23/2021 | (378) | (118) |
| US 10YR FUT OPTN AUG21C 133.5 | 7/23/2021 | (154) | (26) |
| US 10YR FUT OPTN AUG21P 130.5 | 7/23/2021 | (153) | (10) |
| US 10YR FUT OPTN AUG21P 131.5 | 7/23/2021 | (93) | (17) |
| US 10YR FUT OPTN AUG21P 132 | 7/23/2021 | 180 | 59 |
| US 10YR FUT OPTN AUG21P 132.2 | 7/23/2021 | 67 | 28 |
| US 10YR FUT OPTN SEP21C 133.5 | 8/27/2021 | (79) | (36) |
| US 10YR FUT OPTN SEP21C 134 | 8/27/2021 | (418) | (131) |
| US 10YR FUT OPTN SEP21P 130.5 | 8/27/2021 | (168) | (42) |
| US 10YR FUT OPTN SEP21P 132 | 8/27/2021 | 84 | 56 |
| US 10YR NOTE (CBT)SEP21 | 10/7/2021 | 171,500 | - |
| US 10YR ULTRA FUT SEP21 | 9/21/2021 | (44,000) | - |
| US 2YR NOTE (CBT) SEP21 | 9/30/2021 | 139,000 | - |
| US 5YR FUTR OPTN SEP21P 122 | 8/27/2021 | (266) | (25) |
| US 5YR FUTR OPTN SEP21P 122.5 | 8/27/2021 | (201) | (36) |
| US 5YR FUTR OPTN SEP21P 122.7 | 8/27/2021 | (180) | (42) |
| US 5YR FUTR OPTN SEP21P 123 | 8/27/2021 | 133 | 42 |
| US 5YR NOTE (CBT) SEP21 | 9/30/2021 | 351,200 | - |
| US BOND FUTR OPTN AUG21C 159 | 7/23/2021 | (55) | (131) |
| US BOND FUTR OPTN AUG21C 160 | 7/23/2021 | 98 | 170 |
| US BOND FUTR OPTN AUG21C 161 | 7/23/2021 | 67 | 81 |
| US BOND FUTR OPTN AUG21C 162 | 7/23/2021 | (90) | (73) |
| US BOND FUTR OPTN AUG21C 162.5 | 7/23/2021 | (67) | (44) |
| US BOND FUTR OPTN AUG21C 164 | 7/23/2021 | (184) | (63) |
| US BOND FUTR OPTN AUG21P 158 | 7/23/2021 | (76) | (29) |
| US BOND FUTR OPTN SEP21C 162 | 8/27/2021 | 70 | 113 |
| US BOND FUTR OPTN SEP21C 165 | 8/27/2021 | (140) | (105) |
| US LONG BOND(CBT) SEP21 | 9/21/2021 | 33,100 | - |
| US ULTRA BOND CBT SEP21 | 9/21/2021 | 1,171,900 | - |
| USDCALL JPYPUT | 9/13/2021 | 77,950 | 390 |
| USDCALL/CHFPUT | 7/1/2021 | 46,690 | 266 |
| USDCALL/CHFPUT | 7/21/2021 | 46,600 | 168 |
| USDCALL/CHFPUT | 7/14/2021 | 46,620 | 130 |
| USDCALL/JPYPUT | 12/22/2021 | 77,710 | 334 |
| USDCALL/JPYPUT | 8/30/2021 | 78,030 | 554 |
| USDCALL/JPYPUT | 8/9/2021 | 78,130 | 789 |
| USDCALL/JPYPUT | 7/1/2021 | 31,150 | 90 |
| USDCALL/JPYPUT | 9/15/2021 | 77,890 | 304 |
| USDCALL/JPYPUT | 7/1/2021 | 46,690 | 70 |
| USDCALL/JPYPUT | 7/19/2021 | 46,690 | 107 |
| USDCALL/JPYPUT | 7/14/2021 | 46,620 | 75 |
| USDPUT/CNHCALL | 7/5/2021 | 58,890 | 137 |
| USDPUT/RUBCALL | 7/1/2021 | 31,250 | 9 |
| USDPUT/RUBCALL | 7/29/2021 | 31,100 | 47 |
| USDPUT/RUBCALL | 7/8/2021 | 31,190 | 9 |
| USDPUT/TRYCALL | 7/30/2021 | 780 | - |
| USDPUT/TRYCALL | 7/16/2021 | 820 | - |
| USDPUT/TRYCALL | 12/21/2021 | 780 | 3 |
| WHEAT FUTURE(CBT) DEC21 | 12/14/2021 | (95) | - |
| WHEAT FUTURE(CBT) SEP21 | 9/14/2021 | (885) | - |
| WHITE SUGAR (ICE) OCT21 | 9/15/2021 | 5 | - |
| WIU21DS TRS PLN P E | 9/17/2021 | (18) | (10,168) |
| WIU21DS TRS PLN R F .00000 | 9/17/2021 | 38,991 | 10,242 |
| WTI CRUDE FUTURE AUG21 | 7/20/2021 | 100 | - |
| WTI CRUDE FUTURE DEC21 | 11/18/2021 | 102 | - |
| WTI CRUDE FUTURE DEC21 | 11/19/2021 | (498) | - |
| WTI CRUDE FUTURE DEC22 | 11/18/2022 | 377 | - |
| WTI CRUDE FUTURE DEC22 | 11/21/2022 | (300) | - |
| WTI CRUDE FUTURE DEC23 | 11/20/2023 | 34 | - |
| WTI CRUDE FUTURE DEC24 | 11/20/2024 | (88) | - |
| WTI CRUDE FUTURE JUL22 | 6/21/2022 | (83) | - |
| WTI CRUDE FUTURE JUN22 | 5/19/2022 | (119) | - |
| WTI CRUDE FUTURE JUN22 | 5/20/2022 | 534 | - |
| WTI CRUDE FUTURE JUN23 | 5/22/2023 | 545 | - |
| WTI CRUDE FUTURE JUN24 | 5/21/2024 | 3 | - |
| WTI CRUDE FUTURE MAR22 | 2/22/2022 | 99 | - |
| WTI CRUDE FUTURE MAR23 | 2/21/2023 | 52 | - |
| WTI CRUDE FUTURE NOV21 | 10/20/2021 | (145) | - |
| WTI CRUDE FUTURE OCT21 | 9/21/2021 | 124 | - |
| WTI CRUDE FUTURE SEP21 | 8/20/2021 | (158) | - |
| WTI CRUDE FUTURE SEP22 | 8/22/2022 | 52 | - |
| WTI MIDLVSWTI TM AUG21 | 7/23/2021 | (6) | - |
| WTI MIDLVSWTI TM DEC21 | 11/24/2021 | (6) | - |
| WTI MIDLVSWTI TM NOV21 | 10/25/2021 | (6) | - |
| WTI MIDLVSWTI TM OCT21 | 9/24/2021 | (6) | - |
| WTI MIDLVSWTI TM SEP21 | 8/25/2021 | (6) | - |
| ZCAZ21C IFE ECAL CCA FUT | 12/15/2021 | (23) | (31) |