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Payment calendarCheck mailed September 27Direct deposit October 1

Portfolio holdings: Derivative instruments

As of 6/30/2023

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 DEC233/19/2024 (77,500)0
3 MONTH SOFR FUT DEC243/18/2025 242,500 0
3 MONTH SOFR FUT DEC253/17/2026 35,500 0
3 MONTH SOFR FUT JUN239/19/2023 10,750 0
3 MONTH SOFR OPT SEP23C 969/15/2023 228 6
3 MONTH SOFR OPT SEP23C 96.759/15/2023 (455) (7)
3175AS9K2 GOLDLNPM INDEX1/24/2024 (1) (7)
3175IJ9M0 OTC ECAL GOLDLNPM1/4/2024 (11) (47)
3175JSRV9 OTC ECAL GOLDLN10/19/2023 (3) (96)
8205U23DS TRS PLN P E9/20/2023 (210) (9,122)
8205U23DS TRS PLN R V 01MWIBOR9/20/2023 36,508 8,986
8209U23D TRS MXN P V 01MTIEE9/20/2023 (220,491) (12,856)
8209U23D TRS MXN R E9/20/2023 170 12,618
8292U23DS TRS SGD P E9/20/2023 (4) (16,847)
8292U23DS TRS SGD R V 01MSIBOR9/20/2023 22,996 16,992
8294U23D TRS USD P V 01MLIBOR9/20/2023 (2,170) (2,170)
8294U23D TRS USD R E9/20/2023 4 2,106
8295U23DS TRS USD P E9/20/2023 (1) (864)
8295U23DS TRS USD R V 01MLIBOR9/20/2023 912 912
8633U23D TRS ILS P V 01MTIEE9/20/2023 (3,708) (999)
8633U23D TRS ILS R E9/20/2023 2 997
AUST 10Y BOND FUT SEP239/15/2023 14,100 0
B961CUN01 CDS USD P F 1.000006/20/2028 (74,500) (75,619)
B961CUN01 CDS USD R V 03MEVENT6/20/2028 74,500 74,500
BCS6NCCP0 TRS USD P F .070007/26/2023 (122,315) (122,315)
BCS6NCCP0 TRS USD R E7/26/2023 427 122,315
BCS6NUXJ1 TRS USD P F .075007/12/2023 (156,629) (156,629)
BCS6NUXJ1 TRS USD R E7/12/2023 1,543 156,629
BCS6S4Y46 TRS USD P F .300008/15/2023 (109,977) (109,977)
BCS6S4Y46 TRS USD R E8/15/2023 384 109,977
BCS6SLT02 TRS USD P F .300009/14/2023 (87,053) (87,053)
BCS6SLT02 TRS USD R E9/14/2023 304 87,053
BCS6SP0A2 TRS USD P F .3200010/16/2023 (86,633) (86,633)
BCS6SP0A2 TRS USD R E10/16/2023 854 86,633
BCS6UM7N1 TRS USD P F .080008/9/2023 (145,752) (145,752)
BCS6UM7N1 TRS USD R E8/9/2023 509 145,752
BCS6VHDS3 TRS USD P V 12MSOFR7/27/2023 (1,013) (1,013)
BCS6VHDS3 TRS USD R E7/27/2023 3 1,060
BCS6WJVW9 TRS USD P F .070009/21/2023 (204,399) (204,399)
BCS6WJVW9 TRS USD R E9/21/2023 714 204,399
BCS6Y3584 TRS USD P F .0800010/25/2023 (144,221) (144,221)
BCS6Y3584 TRS USD R E10/25/2023 504 144,221
BCS6ZCJT2 TRS USD P F .0900011/7/2023 (88,174) (88,174)
BCS6ZCJT2 TRS USD R E11/7/2023 308 88,174
BCS6ZST90 TRS USD P F .0800011/14/2023 (165,434) (165,434)
BCS6ZST90 TRS USD R E11/14/2023 578 165,434
BCS716250 TRS USD P F .0800012/12/2023 (151,740) (151,740)
BCS716250 TRS USD R E12/12/2023 530 151,740
BCS72VKD7 TRS USD P F .080007/17/2023 (274,589) (274,589)
BCS72VKD7 TRS USD R E7/17/2023 959 274,589
BRENT CRUDE FUTR DEC2310/31/2023 (96)0
BRENT CRUDE FUTR DEC2410/31/2024 127 0
BRENT CRUDE FUTR DEC2510/31/2025 (302)0
BRENT CRUDE FUTR JUN244/30/2024 247 0
BRENT CRUDE FUTR JUN254/30/2025 (257)0
BRENT CRUDE FUTR JUN264/30/2026 (1)0
BRENT CRUDE FUTR MAR241/31/2024 137 0
BRENT CRUDE FUTR OCT238/31/2023 25 0
BRENT CRUDE FUTR SEP237/31/2023 16 0
BRT/DUBAI 1ST LN DEC2312/29/2023 16 0
BRT/DUBAI 1ST LN JUL237/31/2023 (28)0
BRT/DUBAI 1ST LN NOV2311/30/2023 16 0
BRT/DUBAI 1ST LN OCT2310/31/2023 16 0
BRT/DUBAI 1ST LN SEP239/29/2023 17 0
BRT/DUBAI 1ST LN AUG238/31/2023 17 0
BRY16SJW3 CDS EUR P V 03MEVENT6/20/2027 (45) (49)
BRY16SJW3 CDS EUR R F 5.000006/20/2027 45 53
BRY84NJ43 CDS EUR P V 03MEVENT12/20/2027 (2) (2)
BRY84NJ43 CDS EUR R F 5.0000012/20/2027 2 2
BRY84RC33 CDS EUR P V 03MEVENT12/20/2027 (6) (7)
BRY84RC33 CDS EUR R F 5.0000012/20/2027 6 5
BRY851P27 CDS EUR P V 03MEVENT12/20/2027 (2) (2)
BRY851P27 CDS EUR R F 5.0000012/20/2027 2 1
BRY9CHJ29 CDS EUR P V 03MEVENT12/20/2023 (54) (59)
BRY9CHJ29 CDS EUR R F 5.0000012/20/2023 54 4
BRYD553Y1 CDS EUR P V 03MEVENT12/20/2027 (50) (55)
BRYD553Y1 CDS EUR R F 5.0000012/20/2027 50 50
BRYHH7ED9 CDS EUR P V 03MEVENT6/20/2028 (32) (35)
BRYHH7ED9 CDS EUR R F 5.000006/20/2028 32 39
BWS053223 IRS USD P F 1.520002/15/2047 (12,081) (8,549)
BWS053223 IRS USD R V 00MSOFR2/15/2047 12,081 12,081
BWS074468 IRS USD P F 2.500004/21/2052 (3,029) (2,632)
BWS074468 IRS USD R V 00MSOFR4/21/2052 3,029 3,029
BWS074823 IRS USD P F 2.850002/15/2029 (12,588) (11,968)
BWS074823 IRS USD R V 00MSOFR2/15/2029 12,588 12,588
BWS074948 IRS USD P F 3.270004/30/2029 (3,096) (3,009)
BWS074948 IRS USD R V 00MSOFR4/30/2029 3,096 3,096
BWS075341 IRS USD P F 2.600002/15/2048 (23,852) (21,032)
BWS075341 IRS USD R V 00MSOFR2/15/2048 23,852 23,852
BWS075580 IRS USD P F 3.050002/15/2048 (16,573) (15,845)
BWS075580 IRS USD R V 00MSOFR2/15/2048 16,573 16,573
BWS075820 IRS USD P F 3.850006/30/2029 (6,308) (6,327)
BWS075820 IRS USD R V 00MSOFR6/30/2029 6,308 6,308
BWS076240 IRS USD P F 3.150005/15/2048 (11,645) (11,336)
BWS076240 IRS USD R V 00MSOFR5/15/2048 11,645 11,645
BWS076281 IRS USD P F 3.250009/30/2029 (19,531) (18,980)
BWS076281 IRS USD R V 00MSOFR9/30/2029 19,531 19,531
BZQ23H TRS BRL P F .000008/16/2023 (294,194) (60,986)
BZQ23H TRS BRL R E8/16/2023 2 60,692
CA CARBON ALLOW 24DEC2412/24/2024 9 0
CALCARBALLOWV2023 DEC2312/22/2023 1,302 0
COCOA FUTURE SEP239/14/2023 1 0
COFFEE 'C' FUTURE DEC2312/18/2023 (1,388)0
COFFEE 'C' FUTURE SEP239/19/2023 (1,275)0
COPPER FUTURE SEP239/27/2023 775 0
COPPER LME OPT DEC23C 1050012/6/20230 (16)
COPPER LME OPT DEC23C 1100012/6/20230 (9)
COPPER LME OPT DEC23P 700012/6/20230 (28)
COPPER LME OPT DEC23P 750012/6/20230 (53)
CORN FUTURE DEC2312/14/2023 (3,090)0
CORN FUTURE DEC2412/13/2024 590 0
CORN FUTURE SEP239/14/2023 (2,535)0
COTTON NO.2 FUTR DEC2312/6/2023 (2,800)0
CRUDE OIL FUT OPT AUG23C 797/17/2023 (59) (6)
CRUDE OIL FUT OPT AUG23C 817/17/2023 (36) (3)
CRUDE OIL FUT OPT SEP23C 758/17/2023 (18) (31)
CRUDE OIL FUT OPT SEP23C 768/17/2023 (9) (13)
CRUDE OIL FUT OPT SEP23C 798/17/2023 (54) (42)
CRUDE OIL FUT OPT SEP23C 808/17/2023 (22) (14)
CRUDE OIL OPT IPE OCT23C 808/25/2023 (49) (92)
CRUDE OIL OPT IPE OCT23C 818/25/2023 (46) (73)
CRUDE OIL OPT IPE OCT23C 828/25/2023 (22) (30)
CRUDE OIL OPT IPE SEP23C 807/26/2023 (10) (9)
CRUDE OIL OPT IPE SEP23C 817/26/2023 (158) (103)
CRUDE OIL OPT IPE SEP23C 827/26/2023 (49) (24)
CRUDE OIL OPT IPE SEP23C 837/26/2023 (38) (14)
CRUDE OIL OPT IPE SEP23C 847/26/2023 (31) (9)
CRUDE OIL OPT IPE SEP23C 857/26/2023 (39) (9)
DTOPU23D TRS ZAR P F .000009/21/2023 (1,559) (83)
DTOPU23D TRS ZAR R E9/21/20230 83
DUTCH TTF OPT FSM AUG23C 357/27/2023 (22) (168)
DUTCH TTF OPT FSM AUG23C 447/27/2023 (3) (13)
DUTCH TTF OPT FSM AUG23C 587/27/2023 (18) (36)
DUTCH TTF OPT FSM AUG23P 227/27/2023 (22) (14)
DUTCH TTF OPT FSM AUG23P 257/27/2023 (2) (3)
DUTCH TTF OPT FSM AUG23P 447/27/2023 (3) (35)
DUTCH TTF OPT FSM AUG23P 587/27/2023 (18) (444)
DUTCH TTF OPT FSM DEC23C 3811/24/2023 (15) (338)
DUTCH TTF OPT FSM DEC23C 5211/24/2023 (4) (56)
DUTCH TTF OPT FSM DEC23C 7011/24/2023 (26) (245)
DUTCH TTF OPT FSM DEC23P 2511/24/2023 (26) (28)
DUTCH TTF OPT FSM DEC23P 3811/24/2023 (15) (69)
DUTCH TTF OPT FSM DEC23P 5211/24/2023 (4) (45)
DUTCH TTF OPT FSM NOV23C 3810/27/2023 (14) (273)
DUTCH TTF OPT FSM NOV23C 5210/27/2023 (4) (42)
DUTCH TTF OPT FSM NOV23C 7010/27/2023 (25) (171)
DUTCH TTF OPT FSM NOV23C 8010/27/2023 (1) (8)
DUTCH TTF OPT FSM NOV23P 2510/27/2023 (25) (28)
DUTCH TTF OPT FSM NOV23P 3810/27/2023 (14) (70)
DUTCH TTF OPT FSM NOV23P 4010/27/2023 (1) (8)
DUTCH TTF OPT FSM NOV23P 5210/27/2023 (4) (47)
DUTCH TTF OPT FSM OCT23C 359/26/2023 (2) (32)
DUTCH TTF OPT FSM OCT23C 389/26/2023 (15) (191)
DUTCH TTF OPT FSM OCT23C 529/26/2023 (4) (28)
DUTCH TTF OPT FSM OCT23C 709/26/2023 (26) (110)
DUTCH TTF OPT FSM OCT23C 809/26/2023 (1) (5)
DUTCH TTF OPT FSM OCT23P 259/26/2023 (26) (59)
DUTCH TTF OPT FSM OCT23P 359/26/2023 (2) (14)
DUTCH TTF OPT FSM OCT23P 389/26/2023 (15) (117)
DUTCH TTF OPT FSM OCT23P 409/26/2023 (1) (13)
DUTCH TTF OPT FSM OCT23P 529/26/2023 (4) (67)
DUTCH TTF OPT FSM SEP23C 358/25/2023 (22) (231)
DUTCH TTF OPT FSM SEP23C 448/25/2023 (3) (22)
DUTCH TTF OPT FSM SEP23C 508/25/2023 (118) (710)
DUTCH TTF OPT FSM SEP23C 588/25/2023 (17) (80)
DUTCH TTF OPT FSM SEP23P 228/25/2023 (22) (31)
DUTCH TTF OPT FSM SEP23P 258/25/2023 (2) (5)
DUTCH TTF OPT FSM SEP23P 448/25/2023 (3) (39)
DUTCH TTF OPT FSM SEP23P 588/25/2023 (17) (449)
ECX EMISSION DEC2312/18/2023 216 0
ECX EMISSION DEC2412/16/2024 (177)0
ECX EMISSION MAR243/18/2024 (2)0
E-MINI RUSS 2000 SEP239/15/2023 16 0
EURCALL/GBPPUT7/5/2023 42,900 37
EURCALL/USDPUT7/4/2023 71,630 0
EURCALL/USDPUT7/25/2023 70,690 0
EURCALL/USDPUT7/18/2023 57,230 94
EURCALL/USDPUT7/18/2023 57,170 50
EURCALL/USDPUT7/6/2023 28,450 6
EURO BOBL FUTURE SEP239/7/2023 7,300 0
EURO BUXL 30Y BND SEP239/7/2023 (3,300)0
EURO-OAT FUTURE SEP239/7/2023 11,900 0
EURPUT/AUDCALL7/11/2023 28,600 6
EURPUT/NOKCALL8/3/2023 28,730 47
EURPUT/NOKCALL7/12/2023 29,090 38
FTSE KLCI FUTURE JUL237/31/2023 35 0
FTSE/JSE TOP 40 SEP239/21/2023 5 0
GASOLINE RBOB FUT DEC2311/30/2023 210 0
GASOLINE RBOB FUT OCT239/29/2023 3,486 0
GASOLINE RBOB FUT SEP238/31/2023 (3,738)0
GOLD 100 OZ FUTR AUG238/29/2023 (136)0
GOLD 100 OZ FUTR DEC2312/27/2023 (1)0
GOLD FUT OPT(CMX) AUG23C 18307/26/2023 (6) (553)
HANG SENG IDX FUT SEP239/28/2023 1 0
HCN23D TRS HKD P F .000007/28/2023 (303,342) (38,708)
HCN23D TRS HKD R E7/28/2023 47 38,264
HENRY HB LD1 APR243/26/2024 60 0
HENRY HB LD1 APR253/27/2025 (60)0
HENRY HB LD1 AUG247/29/2024 60 0
HENRY HB LD1 AUG257/29/2025 (60)0
HENRY HB LD1 DEC2411/26/2024 60 0
HENRY HB LD1 FEB241/29/2024 60 0
HENRY HB LD1 FEB251/29/2025 (60)0
HENRY HB LD1 JAN2412/27/2023 60 0
HENRY HB LD1 JAN2512/27/2024 (60)0
HENRY HB LD1 JUL246/26/2024 60 0
HENRY HB LD1 JUL256/26/2025 (60)0
HENRY HB LD1 JUN245/29/2024 60 0
HENRY HB LD1 JUN255/28/2025 (60)0
HENRY HB LD1 MAR242/27/2024 60 0
HENRY HB LD1 MAR252/26/2025 (60)0
HENRY HB LD1 MAY244/26/2024 60 0
HENRY HB LD1 MAY254/28/2025 (60)0
HENRY HB LD1 NOV2410/29/2024 60 0
HENRY HB LD1 OCT249/26/2024 60 0
HENRY HB LD1 OCT259/26/2025 (60)0
HENRY HB LD1 SEP248/28/2024 60 0
HENRY HB LD1 SEP258/27/2025 (60)0
HENRY HB LD1 DEC2511/25/2025 (60)0
HENRY HB LD1 NOV2510/29/2025 (60)0
JETCIFNWE VS BNT1S AUG 238/31/2023 (11)0
JETCIFNWE VS BNT1S DEC 2312/29/2023 (11)0
JETCIFNWE VS BNT1S NOV 2311/30/2023 (11)0
JETCIFNWE VS BNT1S OCT 2310/31/2023 (11)0
JETCIFNWE VS BNT1S SEP 239/23/2023 (11)0
JPN 10Y BOND(OSE) SEP239/12/2023 (2,000,000)0
KC HRW WHEAT FUT DEC2312/14/2023 15 0
KC HRW WHEAT FUT SEP239/14/2023 (315)0
KM2U23H TRS KRW P F .000009/14/2023 (49,632,847) (37,668)
KM2U23H TRS KRW R E9/14/2023 144,000 37,212
KOSPI2 INX FUT SEP239/14/2023 108,500 0
LEAN HOGS FUTURE AUG238/14/2023 3,400 0
LEAN HOGS FUTURE OCT2310/13/2023 (6,320)0
LIVE CATTLE FUTR AUG238/31/2023 (1,680)0
LIVE CATTLE FUTR OCT2310/31/2023 3,520 0
LME NICKEL FUTURE DEC2312/18/2023 1 0
LME NICKEL FUTURE DEC2412/16/2024 (1)0
LME PRI ALUM FUTR SEP239/18/2023 (3)0
LME ZINC FUTURE SEP239/18/2023 (1)0
LONG GILT FUTURE SEP239/27/2023 7,600 0
LOSULGO1 VS BNT1S AUG238/31/2023 11 0
LOSULGO1 VS BNT1S DEC2312/29/2023 11 0
LOSULGO1 VS BNT1S NOV2311/30/2023 11 0
LOSULGO1 VS BNT1S OCT2310/31/2023 11 0
LOSULGO1 VS BNT1S SEP239/29/2023 11 0
LOW SU GASOIL G AUG238/10/2023 4 0
LOW SU GASOIL G DEC2312/12/2023 50 0
LOW SU GASOIL G DEC2412/12/2024 15 0
LOW SU GASOIL G JUN246/12/2024 (25)0
LOW SU GASOIL G MAR243/12/2024 (17)0
LOW SU GASOIL G NOV2311/10/2023 17 0
LOW SU GASOIL G OCT2310/12/2023 (42)0
LUDZ23P2512/15/2023 (32) (7)
MEX BOLSA IDX FUT SEP239/15/2023 1 0
MILL WHEAT EURO DEC2312/11/2023 24 0
MILL WHEAT EURO SEP239/11/2023 9 0
MSCI EAFE SEP239/15/2023 776 0
MSCI EMGMKT SEP239/15/2023 766 0
MSCI SING IX ETS JUL237/28/2023 (305)0
NATURAL GAS FUTR DEC2311/28/2023 (1,100)0
NATURAL GAS FUTR JAN2412/27/2023 (1,780)0
NATURAL GAS FUTR JAN2512/27/2024 (2,030)0
NATURAL GAS FUTR NOV2310/27/2023 550 0
NATURAL GAS FUTR OCT239/27/2023 2,020 0
NATURAL GAS FUTR OCT249/26/2024 2,030 0
NATURAL GAS FUTR SEP238/29/2023 1,560 0
NY HARB ULSD FUT DEC2311/30/2023 (672)0
PALLADIUM FUTURE SEP239/27/2023 (2)0
PLATINUM FUTURE OCT2310/27/2023 (1)0
S+P/TSX 60 IX FUT SEP239/14/2023 30 0
S+P500 EMINI FUT SEP239/15/2023 528 0
S961CUMY8 CDS USD P V 03MEVENT6/20/2028 (51,601) (51,601)
S961CUMY8 CDS USD R F 1.000006/20/2028 51,601 49,130
S961CUN01 CDS USD P V 03MEVENT6/20/2028 (351,185) (351,185)
S961CUN01 CDS USD R F 1.000006/20/2028 351,185 356,459
S961LH0F2 CDS USD P V 03MEVENT6/20/2028 (199,595) (199,595)
S961LH0F2 CDS USD R F 5.000006/20/2028 199,595 205,327
SET50 FUTURES SEP239/28/2023 (1,763)0
SGX IRON ORE 62 SEP239/29/2023 45 0
SILVER FUTURE SEP239/27/2023 (85)0
SOFR 1YR MIDCURVE DEC23P 95.2512/15/2023 (1,260) (227)
SOFR 1YR MIDCURVE DEC23P 95.3712/15/2023 (2,945) (641)
SOFR 1YR MIDCURVE DEC23P 95.8712/15/2023 630 263
SOFR 1YR MIDCURVE DEC23P 9612/15/2023 1,473 707
SOFR 1YR MIDCURVE OCT23P 96.2510/13/2023 (748) (404)
SOFR 1YR MIDCURVE OCT23P 96.510/13/2023 (748) (531)
SOFR 1YR MIDCURVE OCT23P 9710/13/2023 748 826
SOYBEAN FUTURE JAN241/12/2024 15 0
SOYBEAN FUTURE NOV2311/14/2023 575 0
SOYBEAN FUTURE NOV2411/14/2024 (250)0
SOYBEAN MEAL FUTR DEC2312/14/2023 35 0
SOYBEAN MEAL FUTR JAN241/12/2024 (5)0
SOYBEAN OIL FUTR DEC2312/14/2023 (2,280)0
SOYBEAN OIL FUTR JAN241/12/2024 (2,880)0
SPI 200 FUTURES SEP239/21/2023 1 0
SUGAR 11 (WORLD) MAR242/29/2024 10,304 0
SWAP WESTERN/LEHMAN RECEIVABLE9/15/2099 151 0
SWS031724 IRS MXN P V 01MTIIE7/18/2029 (187,450) (10,930)
SWS031724 IRS MXN R F 7.450007/18/2029 187,450 10,536
SWS031849 IRS MXN P V 01MTIIE7/20/2029 (195,100) (11,376)
SWS031849 IRS MXN R F 7.440007/20/2029 195,100 10,960
SWS075366 IRS USD P V 00MSOFR9/30/2024 (18,235) (18,235)
SWS075366 IRS USD R F 3.500009/30/2024 18,235 17,851
SWS076844 CDS USD P V 03MEVENT6/20/2028 (157,183) (157,183)
SWS076844 CDS USD R F 1.000006/20/2028 157,183 159,544
SWS076885 CDS USD P V 03MEVENT6/20/2028 (16,160) (16,160)
SWS076885 CDS USD R F 5.000006/20/2028 16,160 16,624
SWS097188 IRS USD P V 00MSOFR11/30/2027 (47,775) (47,775)
SWS097188 IRS USD R F 3.4500011/30/2027 47,775 46,872
SWU01CUC1 TRS USD P En/a (16) (16)
SWU01CUC1 TRS USD R En/a 16 108
SWU01CUJ6 TRS USD P En/a (10) (10)
SWU01CUJ6 TRS USD R En/a 10 71
SWU01D4Y0 TRS USD P En/a (11) (11)
SWU01D4Y0 TRS USD R En/a 11 76
SWU01M149 TRS USD P En/a (9) (129)
SWU01M149 TRS USD R En/a 9 9
SWU01M156 TRS USD P En/a (9) (122)
SWU01M156 TRS USD R En/a 9 9
SWU01M1H0 TRS USD P En/a (9) (9)
SWU01M1H0 TRS USD R En/a 9 117
SWU01M1I8 TRS USD P En/a (9) (9)
SWU01M1I8 TRS USD R En/a 9 114
SWU01M9P4 TRS USD P En/a (1) (1)
SWU01M9P4 TRS USD R En/a 1 142
SWU01NV44 TRS USD P En/a (2) (2)
SWU01NV44 TRS USD R En/a 2 48
SWU01ODC4 TRS USD P En/a (56) (56)
SWU01ODC4 TRS USD R En/a 56 159
SWU01ODH3 TRS USD P En/a0 (6)
SWU01OZ06 TRS USD P En/a (11) (11)
SWU01OZ06 TRS USD R En/a 11 29
SWU01PDI8 TRS USD P En/a (4) (4)
SWU01PDI8 TRS USD R En/a 4 26
SWU01PDJ6 TRS USD P En/a (4) (23)
SWU01PDJ6 TRS USD R En/a 4 4
SWU01QC71 TRS USD P En/a (12) (12)
SWU01QC71 TRS USD R En/a 12 55
SWU01QC89 TRS USD P En/a (12) (42)
SWU01QC89 TRS USD R En/a 12 12
SWU01RL46 TRS USD P En/a (24) (24)
SWU01RL46 TRS USD R En/a 24 67
SWU01RM03 TRS USD P En/a (17) (17)
SWU01RM03 TRS USD R En/a 17 47
SWU01VHA8 TRS USD P En/a (4) (4)
SWU01VHA8 TRS USD R En/a 4 15
SWU01VHB6 TRS USD P En/a (4) (10)
SWU01VHB6 TRS USD R En/a 4 4
SWU01VHM2 TRS USD P En/a (39) (63)
SWU01VHM2 TRS USD R En/a 39 39
SWU0AF490 TRS USD P E8/15/2024 (53) (11,982)
SWU0AF490 TRS USD R V 03MTBILL8/15/2024 12,195 12,195
SWU0AK929 TRS USD P En/a (2,271) (2,271)
SWU0AK929 TRS USD R En/a 2,271 2,314
SWU0AR395 TRS USD P E8/15/2024 (2) (306)
SWU0AR395 TRS USD R F .000008/15/2024 308 308
SWU0EF9N0 TRS USD P V 03MTBILL2/15/2024 (219,219) (219,219)
SWU0EF9N0 TRS USD R E2/15/2024 950 215,387
SWU0EU204 TRS USD P V 03MTBILL8/16/2032 (210,245) (210,245)
SWU0EU204 TRS USD R E8/16/2032 911 206,571
SWU0EU212 TRS USD P F .000008/15/2025 (17,622) (17,622)
SWU0EU212 TRS USD R E8/15/2025 172 17,739
SWU0EU220 TRS USD P V 03MTBILL8/16/2032 (128,351) (128,351)
SWU0EU220 TRS USD R E8/16/2032 546 126,061
SWU0EU238 TRS USD P F .250008/16/2032 (10,801) (10,801)
SWU0EU238 TRS USD R E8/16/2032 39 11,076
SWU0EU253 TRS USD P V 03MTBILL8/16/2032 (115,879) (115,879)
SWU0EU253 TRS USD R E8/16/2032 310 113,742
SWU0EU287 TRS USD P V 03MTBILL8/30/2024 (32,905) (32,905)
SWU0EU287 TRS USD R E8/30/2024 143 32,330
SWU0EU329 TRS USD P V 03MTBILL12/29/2023 (126,886) (126,886)
SWU0EU329 TRS USD R E12/29/2023 1,651 124,622
SWU0EU634 TRS USD P V 03MTBILL2/15/2024 (147,929) (147,929)
SWU0EU634 TRS USD R E2/15/2024 641 145,343
SWU0GA826 TRS USD P En/a (968) (968)
SWU0GA826 TRS USD R En/a 968 1,007
SWU0IE719 TRS USD P V 03MTBILL8/15/2025 (79,003) (79,003)
SWU0IE719 TRS USD R E8/15/2025 342 77,623
SWU0JI123 TRS USD P En/a (78,072) (78,072)
SWU0JI123 TRS USD R En/a 78,072 80,116
SWU0KJ988 TRS USD P En/a (12,700) (12,700)
SWU0KJ988 TRS USD R En/a 12,700 13,355
SWU0LP9U4 TRS USD P En/a (762) (762)
SWU0LP9U4 TRS USD R En/a 762 802
SWU0MU254 TRS USD P V 03MTBILL2/15/2024 (115,880) (115,880)
SWU0MU254 TRS USD R E2/15/2024 310 113,743
SWU0TR9O6 TRS USD P F .000002/15/2024 (92,703) (92,703)
SWU0TR9O6 TRS USD R E2/15/2024 494 91,748
SWU0TV9X7 TRS USD P V 03MTBILL2/15/2024 (227,555) (227,555)
SWU0TV9X7 TRS USD R E2/15/2024 2,579 223,578
SWU0TY9M5 TRS USD P F .120002/15/2024 (10,175) (10,175)
SWU0TY9M5 TRS USD R E2/15/2024 79 10,165
SWU0WP9N8 TRS USD P V 03MTBILL2/15/2024 (128,351) (128,351)
SWU0WP9N8 TRS USD R E2/15/2024 546 126,061
SWU0XI952 TRS USD P V 03MTBILL2/15/2024 (7,648) (7,648)
SWU0XI952 TRS USD R E2/15/2024 22 7,627
SWU0YS041 TRS USD P F .000008/15/2024 (30,498) (30,498)
SWU0YS041 TRS USD R E8/15/2024 168 30,210
SWU0YT643 TRS USD P F .000008/15/2025 (43,080) (43,080)
SWU0YT643 TRS USD R E8/15/2025 241 42,836
TOPIX INDX FUTR SEP239/7/2023 800 0
TTF NAT GAS F APR243/27/2024 (4)0
TTF NAT GAS F APR253/28/2025 2 0
TTF NAT GAS F AUG237/28/2023 3 0
TTF NAT GAS F AUG247/30/2024 (2)0
TTF NAT GAS F AUG257/30/2025 2 0
TTF NAT GAS F DEC2311/29/2023 18 0
TTF NAT GAS F DEC2511/27/2025 2 0
TTF NAT GAS F FEB241/30/2024 6 0
TTF NAT GAS F FEB251/30/2025 2 0
TTF NAT GAS F JAN2412/28/2023 7 0
TTF NAT GAS F JAN2512/30/2024 2 0
TTF NAT GAS F JUL246/27/2024 (2)0
TTF NAT GAS F JUL256/27/2025 2 0
TTF NAT GAS F JUN245/30/2024 (4)0
TTF NAT GAS F JUN255/29/2025 2 0
TTF NAT GAS F MAR242/28/2024 7 0
TTF NAT GAS F MAR252/27/2025 2 0
TTF NAT GAS F MAY244/29/2024 (4)0
TTF NAT GAS F MAY254/29/2025 2 0
TTF NAT GAS F NOV2310/30/2023 13 0
TTF NAT GAS F NOV2510/30/2025 2 0
TTF NAT GAS F OCT239/28/2023 12 0
TTF NAT GAS F OCT259/29/2025 2 0
TTF NAT GAS F SEP238/30/2023 (17)0
TTF NAT GAS F SEP248/29/2024 (2)0
TTF NAT GAS F SEP258/28/2025 2 0
TXN23D TRS TWD P F .000007/19/2023 (1,615,415) (51,868)
TXN23D TRS TWD R E7/19/2023 95 50,990
UK NATURAL GAS FUTSEP238/30/2023 (1,500)0
US 10YR FUT OPTN AUG23C 1137/21/2023 86 35
US 10YR FUT OPTN AUG23C 113.57/21/2023 64 17
US 10YR FUT OPTN AUG23C 1147/21/2023 279 48
US 10YR FUT OPTN AUG23C 114.57/21/2023 (107) (12)
US 10YR FUT OPTN AUG23C 1167/21/2023 (41) (1)
US 10YR FUT OPTN AUG23P 1117/21/2023 (107) (27)
US 10YR NOTE (CBT)SEP239/20/2023 182,200 0
US 10YR ULTRA FUT SEP239/20/2023 146,400 0
US 2YR NOTE (CBT) SEP239/29/2023 381,800 0
US 5YR FUTR OPTN AUG23C 107.27/21/2023 171 77
US 5YR FUTR OPTN AUG23C 107.77/21/2023 172 47
US 5YR FUTR OPTN AUG23C 1087/21/2023 146 30
US 5YR FUTR OPTN AUG23C 108.77/21/2023 10 1
US 5YR FUTR OPTN AUG23C 1107/21/2023 (128) (3)
US 5YR FUTR OPTN AUG23P 107.27/21/2023 (192) (117)
US 5YR FUTR OPTN AUG23P 108.27/21/2023 96 125
US 5YR NOTE (CBT) SEP239/29/2023 333,500 0
US BOND FUTR OPTN AUG23C 1277/21/2023 43 51
US BOND FUTR OPTN AUG23C 1287/21/2023 33 25
US LONG BOND(CBT) SEP239/20/2023 237,000 0
US ULTRA BOND CBT SEP239/20/2023 572,800 0
USDCALL/CNHPUT7/10/2023 15,630 92
USDCALL/CNHPUT7/26/2023 31,240 59
USDCALL/TWDPUT8/24/2023 46,750 318
USDPUT/BRLCALL8/14/2023 780 224
USDPUT/BRLCALL7/27/2023 31,260 141
USDPUT/BRLCALL9/5/2023 31,250 119
USDPUT/BRLCALL8/14/2023 31,260 116
USDPUT/BRLCALL8/17/2023 15,640 119
USDPUT/BRLCALL7/27/2023 23,430 163
USDPUT/INRCALL7/13/2023 31,260 47
WHEAT FUTURE(CBT) DEC2312/14/2023 2,720 0
WHEAT FUTURE(CBT) JUL247/12/2024 5 0
WHEAT FUTURE(CBT) SEP239/14/2023 (370)0
WTI CRUDE FUTURE AUG237/19/2023 46 0
WTI CRUDE FUTURE AUG237/20/2023 (35)0
WTI CRUDE FUTURE DEC2311/17/2023 (24)0
WTI CRUDE FUTURE DEC2311/20/2023 (13)0
WTI CRUDE FUTURE DEC2411/19/2024 (10)0
WTI CRUDE FUTURE DEC2411/20/2024 (310)0
WTI CRUDE FUTURE DEC2511/19/2025 136 0
WTI CRUDE FUTURE DEC2511/20/2025 71 0
WTI CRUDE FUTURE DEC2611/20/2026 81 0
WTI CRUDE FUTURE FEB241/22/2024 142 0
WTI CRUDE FUTURE JAN2412/19/2023 64 0
WTI CRUDE FUTURE JUN245/21/2024 (497)0
WTI CRUDE FUTURE JUN255/20/2025 295 0
WTI CRUDE FUTURE JUN265/19/2026 1 0
WTI CRUDE FUTURE MAR242/20/2024 345 0
WTI CRUDE FUTURE MAY244/22/2024 (32)0
WTI CRUDE FUTURE OCT239/20/2023 (71)0
WTI CRUDE FUTURE SEP238/21/2023 3 0
WTI CRUDE FUTURE SEP238/22/2023 (11)0
WTI CRUDE FUTURE SEP248/20/2024 36 0