NPORT-P false 0001314414 XXXXXXXX S000034148 C000105244 C000105243 C000105241 C000105242 Northern Lights Fund Trust 811-21720 0001314414 549300BSYF57GRCG4861 225 PICTORIA DRIVE SUITE 450 CINCINNATI 45246 631-470-2600 Altegris Futures Evolution Strategy Fund S000034148 549300QS50K1YX3VUM61 2022-06-30 2021-09-30 N 138492489.36 377042.95 138115446.41 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11173627.69999999 N Doubleline Fds Tr 549300MUFFXFRMY0RH66 258620863 9878841.13130000 NS USD 98294469.26000000 71.16833910684 Long EC RF US N 1 N N N Oas S.A. 549300O0M58XBX4UN158 P7331H100 43904.00000000 NS 0.00000000 0.000000 Long DO CORP BR N 2 JP MORGAN N/A Call Purchased Oas S.A. OAS SA-CW39 43904.00000000 1.00000000 BRL 2039-05-17 XXXX -8837.06000000 N N N INVEPAR A-1 N/A N/A 52618.70000000 PA USD 0.00000000 0.000000 Long DBT CORP BR N 2 2028-12-30 Fixed 0.00000000 N N N N N N NOMURA N/A N/A 159017.62200000 NC USD 11745763.66000000 8.504308508066 Long DO US N 2 JP MORGAN N/A Call Purchased NOMURA ISAM CAD/CHF -1022672.68000000 CHF 4490.70000000 USD Ultra 10 year Treasury Notes Future 62187.50000000 USD -575.00000000 USD Ultra 10 year Treasury Notes Future -34925.28000000 USD -3502.95000000 USD Ultra 10 year Treasury Notes Future 107577.00000000 USD -391.50000000 USD USD/MXN 1963256.60000000 MXN -6960.43000000 USD Ultra 10 year Treasury Notes Future 74700.00000000 USD -730.00000000 USD Ultra 10 year Treasury Notes Future 486448.74000000 USD 78553.83000000 USD Ultra 10 year Treasury Notes Future 1165179.60000000 USD 118144.95000000 USD Ultra 10 year Treasury Notes Future 223406.25000000 USD -10523.25000000 USD Ultra 10 year Treasury Notes Future 1094886.21000000 USD -3876.99000000 USD AUD/ZAR 15923708.40000000 ZAR -39123.26000000 USD Ultra 10 year Treasury Notes Future 1429898.40000000 USD 312961.08000000 USD 4.9/INRONMFIX 200000000.00000000 USD 20679.40000000 USD USD/SGD -410029.40000000 SGD -1960.70000000 USD Ultra 10 year Treasury Notes Future -1742117.22000000 USD 55790.78000000 USD PLN6MWFIX/1.9 5000000.00000000 USD 52050.92000000 USD Ultra 10 year Treasury Notes Future 19883103.18000000 USD -24815.94000000 USD Ultra 10 year Treasury Notes Future 293650.00000000 USD -15036.00000000 USD Ultra 10 year Treasury Notes Future -252637.50000000 USD -6.25000000 USD Ultra 10 year Treasury Notes Future 178408.43000000 USD -5609.35000000 USD EUR/GBP 299665.49000000 GBP -2267.60000000 USD CZK6MPFIX/1.7 80000000.00000000 USD 81764.28000000 USD 7.75/ZAR3MJFIX 25000000.00000000 USD -15503.56000000 USD AUD/SGD 498119.20000000 SGD 5345.67000000 USD Ultra 10 year Treasury Notes Future 2423995.66000000 USD -373.86000000 USD Ultra 10 year Treasury Notes Future 1291428.00000000 USD -32625.78000000 USD EUR/TRY 14028772.35000000 TRY -49969.92000000 USD Ultra 10 year Treasury Notes Future 854000.00000000 USD 22950.00000000 USD Ultra 10 year Treasury Notes Future -84716.50000000 USD -390.35000000 USD Ultra 10 year Treasury Notes Future 466541.84000000 USD 32173.86000000 USD Ultra 10 year Treasury Notes Future -490968.75000000 USD -437.50000000 USD Ultra 10 year Treasury Notes Future -4247345.60000000 USD -1173.16000000 USD Ultra 10 year Treasury Notes Future 971680.00000000 USD 379510.00000000 USD Ultra 10 year Treasury Notes Future 39534.12000000 USD -706.38000000 USD AUD/JPY -171155.00000000 JPY -1538.17000000 USD Ultra 10 year Treasury Notes Future 349468.89000000 USD 22217.70000000 USD Ultra 10 year Treasury Notes Future 407600.25000000 USD 143798.59000000 USD Ultra 10 year Treasury Notes Future -944885.20000000 USD -6993.01000000 USD AUD/CAD 1297610.69000000 CAD 11211.42000000 USD Ultra 10 year Treasury Notes Future 109761.03000000 USD 468.99000000 USD GBP/NZD 700782.53000000 NZD -1918.44000000 USD TRY/USD -3251.93000000 USD -12.51000000 USD Ultra 10 year Treasury Notes Future 861632.00000000 USD -6534.00000000 USD Ultra 10 year Treasury Notes Future -110228.46000000 USD -979.49000000 USD Ultra 10 year Treasury Notes Future 20241.84000000 USD -1644.36000000 USD GBP/CHF -1143133.63000000 CHF -16727.96000000 USD ZAR/USD -86.80000000 USD 0.24000000 USD Ultra 10 year Treasury Notes Future 1935539.10000000 USD -29065.80000000 USD Ultra 10 year Treasury Notes Future 214887.50000000 USD -9265.00000000 USD Ultra 10 year Treasury Notes Future 198845.97000000 USD -8001.78000000 USD Ultra 10 year Treasury Notes Future 129460.00000000 USD 6830.00000000 USD USD/ZAR -909935.35000000 ZAR -9886.86000000 USD AUD/CHF -834.55000000 CHF -895.89000000 USD Ultra 10 year Treasury Notes Future 115437.50000000 USD 350.00000000 USD GBP/MXN 22349855.98000000 MXN -6929.87000000 USD CHF/USD 531.95000000 USD -0.39000000 USD Ultra 10 year Treasury Notes Future -5031995.52000000 USD 39051.88000000 USD 1.1/NOK6MOOFIX 10000000.00000000 USD -7618.11000000 USD CDX.NA.IG.37 100bps 12/20/2026 Cds 5050000.00000000 USD 119499.72000000 USD USD/BRL -1135908.70000000 BRL -6262.06000000 USD USD/CZK -2303356.00000000 CZK -5245.35000000 USD Ultra 10 year Treasury Notes Future -1360362.19000000 USD 2426.49000000 USD THB/USD -14.77000000 USD 0.07000000 USD CHF/JPY -25472586.00000000 JPY -14083.01000000 USD USD/PHP -10638034.00000000 PHP -6966.45000000 USD Ultra 10 year Treasury Notes Future 135250.00000000 USD 13100.00000000 USD USD/ILS 7670995.90000000 ILS -19303.77000000 USD Ultra 10 year Treasury Notes Future -18746.88000000 USD -31.45000000 USD Ultra 10 year Treasury Notes Future -723750.00000000 USD 7487.50000000 USD EUR/JPY -13507781.00000000 JPY -5578.96000000 USD EUR/SEK 2024536.43000000 SEK -732.34000000 USD SGD/JPY -82066060.00000000 JPY -1400.45000000 USD 1.1/AUD6MBFIX 2000000.00000000 USD 926.93000000 USD Ultra 10 year Treasury Notes Future -468746.82000000 USD 69.48000000 USD Ultra 10 year Treasury Notes Future 110040.00000000 USD -3900.00000000 USD USD/JPY -99745552.00000000 JPY 3184.84000000 USD Ultra 10 year Treasury Notes Future 115650.00000000 USD 33320.00000000 USD HUF6MBFIX/2.9 250000000.00000000 USD 38585.70000000 USD Ultra 10 year Treasury Notes Future 51940.00000000 USD 1785.00000000 USD Ultra 10 year Treasury Notes Future 54140.00000000 USD -540.00000000 USD CAD/MXN 17633452.06000000 MXN -24606.01000000 USD Ultra 10 year Treasury Notes Future 507659.90000000 USD 161829.48000000 USD ILS/USD 518.31000000 USD 1.77000000 USD CNH/JPY -118856420.00000000 JPY 11777.72000000 USD USD/CNH 3900788.70000000 CNY 1837.05000000 USD Ultra 10 year Treasury Notes Future -98271.21000000 USD 2575.54000000 USD USD/HUF -111161680.00000000 HUF -7322.29000000 USD EUR/PLN -7406301.15000000 PLN -4396.66000000 USD Ultra 10 year Treasury Notes Future 169085.94000000 USD 331.17000000 USD USD/COP -2346206600.00000000 COP -13034.61000000 USD NZD/CHF -390888.71000000 CHF -6741.75000000 USD GBP/SEK -4752673.91000000 SEK -3832.14000000 USD GBP/USD 407378.02000000 USD 3133.81000000 USD Ultra 10 year Treasury Notes Future -939312.50000000 USD 6875.00000000 USD Ultra 10 year Treasury Notes Future 2631265.49000000 USD -2296.55000000 USD Ultra 10 year Treasury Notes Future 55565.55000000 USD 4792.99000000 USD Ultra 10 year Treasury Notes Future 367942.92000000 USD -4377.24000000 USD Ultra 10 year Treasury Notes Future 99796.09000000 USD -443.71000000 USD Ultra 10 year Treasury Notes Future 225090.00000000 USD 15400.00000000 USD Ultra 10 year Treasury Notes Future 405300.00000000 USD 24275.00000000 USD Ultra 10 year Treasury Notes Future 26332.75000000 USD 298.63000000 USD Ultra 10 year Treasury Notes Future 313240.00000000 USD 18620.00000000 USD Ultra 10 year Treasury Notes Future 600423.60000000 USD 8748.60000000 USD Ultra 10 year Treasury Notes Future -2184074.16000000 USD -18172.85000000 USD USD/CLP -557511690.00000000 CLP 16452.51000000 USD Ultra 10 year Treasury Notes Future -203490.00000000 USD 8302.32000000 USD Ultra 10 year Treasury Notes Future -688050.00000000 USD 18325.00000000 USD NZD/USD -1727.92000000 USD -2256.58000000 USD SEK/USD -80.46000000 USD 0.23000000 USD USD/INR 75169800.00000000 INR 4121.39000000 USD EUR/USD 588344.21000000 USD 8574.71000000 USD Ultra 10 year Treasury Notes Future 21566.81000000 USD 405.99000000 USD Ultra 10 year Treasury Notes Future -379960.00000000 USD 36690.00000000 USD NZD3MBFIX/1.5 12000000.00000000 USD 104817.20000000 USD SGDONSFIX/.8 2000000.00000000 USD 41726.47000000 USD Ultra 10 year Treasury Notes Future 16657.83000000 USD 52.11000000 USD EUR/ZAR 4778845.60000000 ZAR -34872.16000000 USD .5/HKD3MHKAB 20000000.00000000 USD -5739.71000000 USD Ultra 10 year Treasury Notes Future 295869.00000000 USD 43410.53000000 USD GBP/AUD -1399411.84000000 AUD -1091.70000000 USD CNY7DRFIX/2.6 10000000.00000000 USD -8449.86000000 USD Ultra 10 year Treasury Notes Future -526437.50000000 USD 343.75000000 USD Ultra 10 year Treasury Notes Future 181375.00000000 USD 1737.50000000 USD Ultra 10 year Treasury Notes Future 473611.10000000 USD 8502.09000000 USD Ultra 10 year Treasury Notes Future 70267.44000000 USD -277.92000000 USD Ultra 10 year Treasury Notes Future -73040.00000000 USD -3920.00000000 USD Ultra 10 year Treasury Notes Future 291816.00000000 USD 10740.45000000 USD Ultra 10 year Treasury Notes Future 211284.00000000 USD -8118.00000000 USD Ultra 10 year Treasury Notes Future 146909.67000000 USD -1864.38000000 USD GBPONLFIX/.5 3000000.00000000 USD 56690.74000000 USD PLN6MWFIX/1.7 10000000.00000000 USD 32948.98000000 USD TRY/JPY -143432358.00000000 JPY -77934.54000000 USD Ultra 10 year Treasury Notes Future 1587000.00000000 USD 274560.00000000 USD Ultra 10 year Treasury Notes Future -338621.33000000 USD 575.61000000 USD Ultra 10 year Treasury Notes Future 362740.00000000 USD -2210.00000000 USD iTraxx Europe S36 Version 1 100bps 12/20/2026 4250000.00000000 USD 128512.99000000 USD Ultra 10 year Treasury Notes Future -35760.00000000 USD -800.00000000 USD Ultra 10 year Treasury Notes Future 215094.00000000 USD -7062.00000000 USD GBP/CAD -191710.83000000 CAD -16403.36000000 USD Ultra 10 year Treasury Notes Future -567953.65000000 USD 11881.99000000 USD GBP/PLN -8748488.06000000 PLN 26638.47000000 USD USD/TWD -14117666.00000000 TWD -9557.50000000 USD Ultra 10 year Treasury Notes Future 2389600.00000000 USD -116.50000000 USD Ultra 10 year Treasury Notes Future 187503.36000000 USD -5268.90000000 USD 4.9/ZAR3MJFIX 25000000.00000000 USD -8097.65000000 USD Ultra 10 year Treasury Notes Future 312423.30000000 USD -1622.51000000 USD Ultra 10 year Treasury Notes Future 274591.87000000 USD -3808.62000000 USD Ultra 10 year Treasury Notes Future -95993.60000000 USD -3903.60000000 USD MXN28DMFIX/7.25 20000000.00000000 USD 19710.82000000 USD JPY/USD -27.98000000 USD 0.11000000 USD Ultra 10 year Treasury Notes Future 54450.00000000 USD 250.00000000 USD USD/KRW -820718233.00000000 KRW 7840.44000000 USD EUR/MXN 20418085.15000000 MXN -7450.64000000 USD Ultra 10 year Treasury Notes Future 443100.00000000 USD 26250.00000000 USD Ultra 10 year Treasury Notes Future 102225.00000000 USD -6987.50000000 USD SEK3MSFIX/.5 10000000.00000000 USD 3147.36000000 USD CZK/USD 790.46000000 USD -4.28000000 USD Ultra 10 year Treasury Notes Future 57888.49000000 USD -456.24000000 USD Ultra 10 year Treasury Notes Future 300900.00000000 USD -9910.00000000 USD CAD/JPY -17853465.00000000 JPY -2800.02000000 USD Ultra 10 year Treasury Notes Future 2255299.20000000 USD 64120.00000000 USD Ultra 10 year Treasury Notes Future 24975.00000000 USD -535.00000000 USD Ultra 10 year Treasury Notes Future 25858.94000000 USD -324.40000000 USD Ultra 10 year Treasury Notes Future -6366736.11000000 USD 0.00000000 USD Ultra 10 year Treasury Notes Future 276444.00000000 USD 13671.00000000 USD Ultra 10 year Treasury Notes Future -690.23000000 USD -2201.82000000 USD Ultra 10 year Treasury Notes Future -353240.66000000 USD -246.08000000 USD EUR/CNH 22784470.80000000 CNY 95012.24000000 USD CHF/HUF 37884727.50000000 HUF -40358.08000000 USD iTraxx Europe Senior Financials S36 V1 100 12/20/2026 2950000.00000000 USD 77388.07000000 USD GBP/SGD 1377571.41000000 SGD 3886.88000000 USD Ultra 10 year Treasury Notes Future -1349016.88000000 USD 15414.26000000 USD Ultra 10 year Treasury Notes Future 730000.00000000 USD 2250.00000000 USD CHF/NOK 1880622.33000000 NOK -227.49000000 USD Ultra 10 year Treasury Notes Future 101626.08000000 USD 2084.40000000 USD CZK6MPFIX/2 40000000.00000000 USD 78254.69000000 USD Ultra 10 year Treasury Notes Future 57859.73000000 USD -751.45000000 USD MXN28DMFIX/6.5 40000000.00000000 USD 55921.26000000 USD Ultra 10 year Treasury Notes Future 97939.80000000 USD -218.40000000 USD SGDONSFIX/1.3 2000000.00000000 USD 76128.05000000 USD Ultra 10 year Treasury Notes Future 150632.35000000 USD -51877.53000000 USD USD/IDR 30591044000.00000000 IDR 19962.50000000 USD Ultra 10 year Treasury Notes Future 98320.00000000 USD -3830.00000000 USD USD/TRY 988467.63000000 TRY -44797.17000000 USD Ultra 10 year Treasury Notes Future 111780.31000000 USD -3136.46000000 USD Ultra 10 year Treasury Notes Future 13317.00000000 USD 0.00000000 USD Ultra 10 year Treasury Notes Future 436380.00000000 USD 20030.00000000 USD EUR/CAD 665496.04000000 CAD 3025.91000000 USD Ultra 10 year Treasury Notes Future -6439203.75000000 USD 11478.68000000 USD NZD/CAD -99827.01000000 CAD -9839.22000000 USD CAD/NOK 1351092.23000000 NOK -3419.61000000 USD Ultra 10 year Treasury Notes Future -55110.00000000 USD 35.00000000 USD AUD/USD 219255.05000000 USD 2233.15000000 USD Ultra 10 year Treasury Notes Future -115900.00000000 USD -1450.00000000 USD PLN/USD 10.32000000 USD -0.02000000 USD Ultra 10 year Treasury Notes Future 157297.16000000 USD 28981.50000000 USD 6.25/ZAR3MJFIX 25000000.00000000 USD -11590.56000000 USD Ultra 10 year Treasury Notes Future 395298.83000000 USD -5763.53000000 USD Ultra 10 year Treasury Notes Future 774488.00000000 USD -9915.94000000 USD MXN/JPY -38064860.80000000 JPY -6579.74000000 USD Ultra 10 year Treasury Notes Future -36180.00000000 USD -2220.00000000 USD Ultra 10 year Treasury Notes Future 768337.50000000 USD 5550.00000000 USD Ultra 10 year Treasury Notes Future -2137390.85000000 USD 105038.25000000 USD Ultra 10 year Treasury Notes Future 628800.00000000 USD -61778.50000000 USD Ultra 10 year Treasury Notes Future 128580.00000000 USD -8440.00000000 USD Ultra 10 year Treasury Notes Future 282720.00000000 USD 2355.00000000 USD Ultra 10 year Treasury Notes Future 436150.00000000 USD -40430.00000000 USD Ultra 10 year Treasury Notes Future -17716.96000000 USD 162.50000000 USD CDX_NA_HY_S37_100_SWP 1350000.00000000 USD 124119.57000000 USD NZD/SGD -98334.10000000 SGD -3457.16000000 USD Ultra 10 year Treasury Notes Future -900201.96000000 USD 9453.64000000 USD USD/THB -51006933.00000000 THB 40168.47000000 USD Ultra 10 year Treasury Notes Future 1287764.08000000 USD 47159.00000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD -26252.50000000 USD NZD/JPY -15640595.00000000 JPY -2708.68000000 USD Ultra 10 year Treasury Notes Future 192807.00000000 USD 11881.08000000 USD Ultra 10 year Treasury Notes Future 297919.05000000 USD 21829.42000000 USD Ultra 10 year Treasury Notes Future 46702.66000000 USD 793.41000000 USD Ultra 10 year Treasury Notes Future -625560.00000000 USD -19430.00000000 USD Ultra 10 year Treasury Notes Future 66743.67000000 USD 5926.06000000 USD Ultra 10 year Treasury Notes Future -2162470.00000000 USD 49420.00000000 USD CLPONTFIX/2.1 1000000000.00000000 USD 51335.09000000 USD KRWKBOR3M/1.7 3000000000.00000000 USD 20356.49000000 USD USD/CHF -737785.22000000 CHF 6778.33000000 USD SEK3MSFIX/.15 40000000.00000000 USD 6501.17000000 USD Ultra 10 year Treasury Notes Future -78850.00000000 USD -715.00000000 USD Ultra 10 year Treasury Notes Future -138317.26000000 USD -1597.36000000 USD AUD/NZD 3449282.87000000 NZD -7545.11000000 USD Ultra 10 year Treasury Notes Future 285925.02000000 USD 1623.62000000 USD JPYONTFIX/-.03 200000000.00000000 USD 511.85000000 USD NOK/SEK -5997432.65000000 SEK 510.03000000 USD Ultra 10 year Treasury Notes Future 102855.45000000 USD -3657.51000000 USD Ultra 10 year Treasury Notes Future 282040.00000000 USD 7100.00000000 USD Ultra 10 year Treasury Notes Future -8077.05000000 USD -434.25000000 USD Ultra 10 year Treasury Notes Future -124560.00000000 USD -270.00000000 USD Ultra 10 year Treasury Notes Future 309636.95000000 USD 124.65000000 USD Ultra 10 year Treasury Notes Future 425200.00000000 USD 57920.00000000 USD Ultra 10 year Treasury Notes Future -898700.00000000 USD 3775.00000000 USD USD/CAD -127507.48000000 CAD -552.25000000 USD Ultra 10 year Treasury Notes Future 103404.00000000 USD 14364.00000000 USD 2.6/CNY7DRFIX 40000000.00000000 USD 33790.58000000 USD Ultra 10 year Treasury Notes Future 333900.00000000 USD 11660.00000000 USD iTraxx Europe Crossover S36 Version 5y 500 12/20/2026 1150000.00000000 USD 157199.72000000 USD GBPONLFIX/.25 2000000.00000000 USD 18189.20000000 USD HUF/USD 480.64000000 USD -0.17000000 USD PLN6MWFIX/1.1 10000000.00000000 USD 16832.26000000 USD Ultra 10 year Treasury Notes Future 152653.60000000 USD -594.53000000 USD EUR/NZD 499212.47000000 NZD -3908.37000000 USD GBP/HUF -205694093.60000000 HUF -14448.78000000 USD Ultra 10 year Treasury Notes Future 20745.57000000 USD -1545.93000000 USD EUR/ILS 10628886.74000000 ILS 51440.43000000 USD Ultra 10 year Treasury Notes Future 408968.91000000 USD -8811.53000000 USD Ultra 10 year Treasury Notes Future 170605.00000000 USD 13605.00000000 USD Ultra 10 year Treasury Notes Future 392868.00000000 USD 29773.80000000 USD Ultra 10 year Treasury Notes Future 52300.00000000 USD -892.00000000 USD Ultra 10 year Treasury Notes Future 2420601.56000000 USD -3062.50000000 USD Ultra 10 year Treasury Notes Future 1382250.00000000 USD 69150.00000000 USD Ultra 10 year Treasury Notes Future 254280.00000000 USD -460.00000000 USD Ultra 10 year Treasury Notes Future -800955.91000000 USD 41508.34000000 USD Ultra 10 year Treasury Notes Future 385110.00000000 USD -16770.00000000 USD Ultra 10 year Treasury Notes Future -768680.40000000 USD 1389.60000000 USD Ultra 10 year Treasury Notes Future -294693.99000000 USD 441.56000000 USD Ultra 10 year Treasury Notes Future -2399510.00000000 USD 156190.00000000 USD Ultra 10 year Treasury Notes Future -300847.12000000 USD 8060.66000000 USD Ultra 10 year Treasury Notes Future 150956.88000000 USD -2628.66000000 USD Ultra 10 year Treasury Notes Future 20555.00000000 USD 810.00000000 USD GBP/TRY 9651960.85000000 TRY -35236.69000000 USD Ultra 10 year Treasury Notes Future -1581300.00000000 USD -10470.00000000 USD Ultra 10 year Treasury Notes Future 30410.80000000 USD -1560.72000000 USD 2.5/CNY7DRFIX 20000000.00000000 USD -1415.42000000 USD Ultra 10 year Treasury Notes Future -589954.68000000 USD 92.64000000 USD Ultra 10 year Treasury Notes Future -494950.00000000 USD -162.50000000 USD EUR/NOK 2032319.45000000 NOK 227.23000000 USD ZAR/JPY -16106662.60000000 JPY -13384.96000000 USD Ultra 10 year Treasury Notes Future 188624.97000000 USD -5054.29000000 USD GBP/NOK 1877254.26000000 NOK -1105.29000000 USD Ultra 10 year Treasury Notes Future -154386.77000000 USD -4258.96000000 USD Ultra 10 year Treasury Notes Future 515625.00000000 USD 2837.50000000 USD Ultra 10 year Treasury Notes Future -114339.00000000 USD -5279.00000000 USD Ultra 10 year Treasury Notes Future 16258.32000000 USD 370.56000000 USD JPYONTFIX/-.05 600000000.00000000 USD 2303.57000000 USD Ultra 10 year Treasury Notes Future -261300.00000000 USD 480.00000000 USD GBP/JPY -23254523.00000000 JPY -6990.14000000 USD Ultra 10 year Treasury Notes Future 1142900.00000000 USD 190865.75000000 USD Ultra 10 year Treasury Notes Future 30293925.55000000 USD -56774.39000000 USD Ultra 10 year Treasury Notes Future 605501.40000000 USD 66851.40000000 USD Ultra 10 year Treasury Notes Future 803040.00000000 USD 192660.00000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD 712.75000000 USD Ultra 10 year Treasury Notes Future -147265.61000000 USD 895.54000000 USD Ultra 10 year Treasury Notes Future 104550.00000000 USD 1625.00000000 USD MXN28DMFIX/5.75 80000000.00000000 USD 64217.29000000 USD MXN/USD 921.42000000 USD 6.91000000 USD NZD3MBFIX/2.1 2000000.00000000 USD 30920.85000000 USD Ultra 10 year Treasury Notes Future 249073.47000000 USD -9736.65000000 USD Ultra 10 year Treasury Notes Future -144540.00000000 USD 2150.00000000 USD .7/THB6MFIX 50000000.00000000 USD -101.83000000 USD 1.2/THB6MFIX 25000000.00000000 USD -4591.48000000 USD Ultra 10 year Treasury Notes Future 604852.78000000 USD 670.03000000 USD Ultra 10 year Treasury Notes Future 59625.00000000 USD -4095.00000000 USD Ultra 10 year Treasury Notes Future 29112.50000000 USD 7787.50000000 USD EUR/AUD -322459.18000000 AUD -1175.53000000 USD Ultra 10 year Treasury Notes Future 954.65000000 USD -2602.17000000 USD 5.25/INRONMFIX 100000000.00000000 USD 2118.71000000 USD Ultra 10 year Treasury Notes Future 90556.20000000 USD 1885.80000000 USD EUR/CHF -2429.16000000 CHF -2607.71000000 USD Ultra 10 year Treasury Notes Future 1596316.28000000 USD -33193.68000000 USD CZK6MPFIX/2.2 40000000.00000000 USD 49191.62000000 USD Ultra 10 year Treasury Notes Future 137760.00000000 USD 9280.00000000 USD Ultra 10 year Treasury Notes Future -495776.00000000 USD -3001.67000000 USD Ultra 10 year Treasury Notes Future 961683.46000000 USD -24827.89000000 USD Ultra 10 year Treasury Notes Future 290270.07000000 USD 11733.44000000 USD Ultra 10 year Treasury Notes Future -1873995.00000000 USD 78230.00000000 USD NOK6MOOFIX/1.1 50000000.00000000 USD 38090.55000000 USD EUR/CZK 31852284.30000000 CZK 2127.56000000 USD SGD/USD -13.12000000 USD 0.02000000 USD Ultra 10 year Treasury Notes Future 414120.00000000 USD -9458.00000000 USD Ultra 10 year Treasury Notes Future 201057.75000000 USD 9101.88000000 USD Ultra 10 year Treasury Notes Future -49100.60000000 USD 1404.62000000 USD EUR/SGD 3748974.89000000 SGD 35663.15000000 USD Ultra 10 year Treasury Notes Future 13360.43000000 USD 1317.23000000 USD HUF6MBFIX/2.6 750000000.00000000 USD 15687.85000000 USD HUF6MBFIX/2.4 500000000.00000000 USD 53952.90000000 USD EUR/HUF 63410149.50000000 HUF -28487.67000000 USD Ultra 10 year Treasury Notes Future 716040.00000000 USD 5100.00000000 USD Ultra 10 year Treasury Notes Future 295200.00000000 USD -3768.75000000 USD GBP/ZAR 5516283.50000000 ZAR -42160.76000000 USD Ultra 10 year Treasury Notes Future 1994780.00000000 USD 331800.00000000 USD Ultra 10 year Treasury Notes Future 145320.00000000 USD -4515.00000000 USD NOK6MOOFIX/1.6 20000000.00000000 USD 18878.35000000 USD USD/PEN -2447164.68000000 PEN 9608.49000000 USD Ultra 10 year Treasury Notes Future 183357.72000000 USD 4597.26000000 USD Ultra 10 year Treasury Notes Future 51580.00000000 USD 920.00000000 USD 159017.62200000 0.00010000 USD 2023-08-16 XXXX 334182.85000000 N N N NOMURA N/A N/A 25986.98960000 NC USD 5728300.66000000 4.147472863386 Long DO US N 2 JP MORGAN N/A Call Purchased NOMURA WNTN Ultra 10 year Treasury Notes Future 214484.76000000 USD 20519.76000000 USD Ultra 10 year Treasury Notes Future 395028.54000000 USD -486.36000000 USD Ultra 10 year Treasury Notes Future 270500.00000000 USD 25600.00000000 USD EUR/USD -29274.13000000 USD -209.89000000 USD Ultra 10 year Treasury Notes Future -76275.00000000 USD 2275.00000000 USD Ultra 10 year Treasury Notes Future 223431.25000000 USD -16515.00000000 USD Ultra 10 year Treasury Notes Future 490968.75000000 USD -3445.31000000 USD Ultra 10 year Treasury Notes Future 218250.00000000 USD 16875.00000000 USD Ultra 10 year Treasury Notes Future 54887.28000000 USD 4282.28000000 USD Ultra 10 year Treasury Notes Future 103160.00000000 USD 745.00000000 USD Ultra 10 year Treasury Notes Future -6224250.00000000 USD 118977.50000000 USD Ultra 10 year Treasury Notes Future 146909.67000000 USD -2501.28000000 USD Ultra 10 year Treasury Notes Future -322172.36000000 USD 11655.01000000 USD Ultra 10 year Treasury Notes Future 704040.00000000 USD 126700.00000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD -595.62000000 USD Ultra 10 year Treasury Notes Future -262047.65000000 USD 9288.64000000 USD Ultra 10 year Treasury Notes Future 1022422.26000000 USD -18911.01000000 USD Ultra 10 year Treasury Notes Future 361243.11000000 USD -124.68000000 USD Ultra 10 year Treasury Notes Future -298518.27000000 USD 10400.24000000 USD Ultra 10 year Treasury Notes Future 442587.60000000 USD -11739.23000000 USD Ultra 10 year Treasury Notes Future 56045.45000000 USD -39.43000000 USD Ultra 10 year Treasury Notes Future -192170.10000000 USD 23.16000000 USD Ultra 10 year Treasury Notes Future 168610.00000000 USD -3715.00000000 USD Ultra 10 year Treasury Notes Future -194444.64000000 USD -925.00000000 USD Ultra 10 year Treasury Notes Future 69780.00000000 USD 4480.00000000 USD Ultra 10 year Treasury Notes Future 658831.39000000 USD -9124.09000000 USD Ultra 10 year Treasury Notes Future -98346.17000000 USD 1118.88000000 USD Ultra 10 year Treasury Notes Future 482930.00000000 USD -13470.00000000 USD Ultra 10 year Treasury Notes Future -322009.95000000 USD 11621.33000000 USD Ultra 10 year Treasury Notes Future 2148875.00000000 USD -68525.00000000 USD Ultra 10 year Treasury Notes Future 476541.70000000 USD 3954.62000000 USD Ultra 10 year Treasury Notes Future 52070.55000000 USD -290.92000000 USD Ultra 10 year Treasury Notes Future 135100.00000000 USD 15825.00000000 USD Ultra 10 year Treasury Notes Future -5729212.50000000 USD 53978.75000000 USD Ultra 10 year Treasury Notes Future 351916.20000000 USD -4400.40000000 USD HKD/USD -29614.69000000 USD -11.35000000 USD Ultra 10 year Treasury Notes Future -332114.40000000 USD 535.58000000 USD Ultra 10 year Treasury Notes Future -290802.75000000 USD 231.60000000 USD Ultra 10 year Treasury Notes Future 148330.00000000 USD 12040.00000000 USD Ultra 10 year Treasury Notes Future -1054200.00000000 USD 710.00000000 USD Ultra 10 year Treasury Notes Future -124232.72000000 USD 564.53000000 USD Ultra 10 year Treasury Notes Future 153840.00000000 USD 1945.00000000 USD Ultra 10 year Treasury Notes Future 1588542.12000000 USD -24085.16000000 USD Ultra 10 year Treasury Notes Future 221400.00000000 USD 6187.50000000 USD Ultra 10 year Treasury Notes Future 176020.00000000 USD -1720.54000000 USD Ultra 10 year Treasury Notes Future 104600.00000000 USD -6700.00000000 USD Ultra 10 year Treasury Notes Future 74675.00000000 USD -1050.00000000 USD Ultra 10 year Treasury Notes Future 1100273.44000000 USD -1296.87000000 USD Ultra 10 year Treasury Notes Future 309836.80000000 USD 6227.20000000 USD Ultra 10 year Treasury Notes Future 81675.00000000 USD -75.00000000 USD Ultra 10 year Treasury Notes Future 392868.00000000 USD 23398.20000000 USD Ultra 10 year Treasury Notes Future 368592.00000000 USD 14931.00000000 USD Ultra 10 year Treasury Notes Future 108825.00000000 USD -2512.50000000 USD Ultra 10 year Treasury Notes Future -140864.29000000 USD -487.50000000 USD Ultra 10 year Treasury Notes Future 276380.00000000 USD 22550.00000000 USD Ultra 10 year Treasury Notes Future -321863.78000000 USD 11335.00000000 USD Ultra 10 year Treasury Notes Future -331998.60000000 USD 579.00000000 USD Ultra 10 year Treasury Notes Future -230090.00000000 USD 13650.00000000 USD Ultra 10 year Treasury Notes Future -213225.00000000 USD -637.50000000 USD Ultra 10 year Treasury Notes Future -311400.00000000 USD 1430.00000000 USD Ultra 10 year Treasury Notes Future -212935.71000000 USD -737.50000000 USD Ultra 10 year Treasury Notes Future 52400.00000000 USD -15727.00000000 USD Ultra 10 year Treasury Notes Future 361154.09000000 USD -338.24000000 USD Ultra 10 year Treasury Notes Future 149561.40000000 USD 4109.57000000 USD Ultra 10 year Treasury Notes Future 1174600.00000000 USD -55776.00000000 USD Ultra 10 year Treasury Notes Future 447675.00000000 USD -2658.00000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD -10466.50000000 USD Ultra 10 year Treasury Notes Future -176526.79000000 USD -862.50000000 USD Ultra 10 year Treasury Notes Future 170800.00000000 USD 4210.00000000 USD Ultra 10 year Treasury Notes Future 159218.75000000 USD -3937.50000000 USD Ultra 10 year Treasury Notes Future 224100.00000000 USD 13850.00000000 USD Ultra 10 year Treasury Notes Future 204450.00000000 USD -11187.50000000 USD Ultra 10 year Treasury Notes Future 77141.59000000 USD -2738.86000000 USD Ultra 10 year Treasury Notes Future 182937.50000000 USD 4487.50000000 USD Ultra 10 year Treasury Notes Future -212603.57000000 USD -875.00000000 USD Ultra 10 year Treasury Notes Future 73650.00000000 USD -1075.00000000 USD Ultra 10 year Treasury Notes Future -92958.00000000 USD -303.16000000 USD Ultra 10 year Treasury Notes Future 70260.00000000 USD 852.00000000 USD Ultra 10 year Treasury Notes Future -87941.96000000 USD -187.50000000 USD Ultra 10 year Treasury Notes Future 1360362.19000000 USD -4223.89000000 USD Ultra 10 year Treasury Notes Future 178408.43000000 USD -5609.35000000 USD Ultra 10 year Treasury Notes Future 301913.76000000 USD -4979.40000000 USD Ultra 10 year Treasury Notes Future -504017.11000000 USD -8938.73000000 USD Ultra 10 year Treasury Notes Future -440940.00000000 USD 29790.00000000 USD Ultra 10 year Treasury Notes Future -77193.39000000 USD 153.24000000 USD Ultra 10 year Treasury Notes Future -674508.44000000 USD 6507.94000000 USD Ultra 10 year Treasury Notes Future 142587.50000000 USD -4125.00000000 USD Ultra 10 year Treasury Notes Future -195809.82000000 USD -437.50000000 USD Ultra 10 year Treasury Notes Future -130924.57000000 USD 4901.17000000 USD Ultra 10 year Treasury Notes Future -944885.20000000 USD -11738.50000000 USD GBP/USD 65123.02000000 USD 180.75000000 USD Ultra 10 year Treasury Notes Future -227953.33000000 USD 839.55000000 USD Ultra 10 year Treasury Notes Future -178205.36000000 USD -200.00000000 USD Ultra 10 year Treasury Notes Future 7657631.18000000 USD -17054.66000000 USD Ultra 10 year Treasury Notes Future -23368.00000000 USD -628.00000000 USD Ultra 10 year Treasury Notes Future 263218.75000000 USD -3328.13000000 USD Ultra 10 year Treasury Notes Future -11504.00000000 USD -1079.00000000 USD Ultra 10 year Treasury Notes Future 670962.76000000 USD -463.18000000 USD Ultra 10 year Treasury Notes Future 3452712.50000000 USD -91512.50000000 USD Ultra 10 year Treasury Notes Future 671028.93000000 USD 356.31000000 USD Ultra 10 year Treasury Notes Future 188624.97000000 USD -5049.55000000 USD Ultra 10 year Treasury Notes Future 225090.00000000 USD 12230.00000000 USD Ultra 10 year Treasury Notes Future -1073500.00000000 USD 11950.00000000 USD Ultra 10 year Treasury Notes Future 28180.99000000 USD 37.85000000 USD Ultra 10 year Treasury Notes Future 134187.50000000 USD -1250.00000000 USD Ultra 10 year Treasury Notes Future 39750.00000000 USD -3712.50000000 USD Ultra 10 year Treasury Notes Future 1265647.68000000 USD -32169.24000000 USD Ultra 10 year Treasury Notes Future -297886.68000000 USD 10905.52000000 USD Ultra 10 year Treasury Notes Future 479280.00000000 USD 58100.00000000 USD Ultra 10 year Treasury Notes Future -98271.21000000 USD -16.91000000 USD Ultra 10 year Treasury Notes Future -270125.21000000 USD 72.38000000 USD Ultra 10 year Treasury Notes Future 110887.50000000 USD 1312.50000000 USD Ultra 10 year Treasury Notes Future 1743840.00000000 USD -57230.00000000 USD Ultra 10 year Treasury Notes Future -158665.18000000 USD -687.50000000 USD Ultra 10 year Treasury Notes Future 357093.75000000 USD 24804.75000000 USD AUD/USD -26687.36000000 USD -92.38000000 USD Ultra 10 year Treasury Notes Future 430572.00000000 USD -21562.74000000 USD Ultra 10 year Treasury Notes Future -238164.98000000 USD 8732.84000000 USD Ultra 10 year Treasury Notes Future -402320.00000000 USD 6900.00000000 USD Ultra 10 year Treasury Notes Future -336840.00000000 USD 335.00000000 USD Ultra 10 year Treasury Notes Future 155060.00000000 USD 5080.00000000 USD Ultra 10 year Treasury Notes Future 73243.50000000 USD 2895.00000000 USD Ultra 10 year Treasury Notes Future -290382.98000000 USD 752.70000000 USD Ultra 10 year Treasury Notes Future -269520.36000000 USD 868.50000000 USD Ultra 10 year Treasury Notes Future 71243.75000000 USD 115873.00000000 USD Ultra 10 year Treasury Notes Future 105642.00000000 USD 732.00000000 USD Ultra 10 year Treasury Notes Future -207137.25000000 USD 796.13000000 USD Ultra 10 year Treasury Notes Future -332246.74000000 USD 332.93000000 USD Ultra 10 year Treasury Notes Future -202389.10000000 USD 7309.65000000 USD Ultra 10 year Treasury Notes Future 177480.00000000 USD -4388.40000000 USD Ultra 10 year Treasury Notes Future 473100.00000000 USD 1700.00000000 USD Ultra 10 year Treasury Notes Future 393303.12000000 USD -5627.88000000 USD Ultra 10 year Treasury Notes Future -11590.00000000 USD -2520.00000000 USD Ultra 10 year Treasury Notes Future 106080.00000000 USD 260.00000000 USD Ultra 10 year Treasury Notes Future 227252.48000000 USD 8731.15000000 USD Ultra 10 year Treasury Notes Future 500018.75000000 USD 10415.75000000 USD Ultra 10 year Treasury Notes Future 83979.47000000 USD -473.10000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD 13707.00000000 USD Ultra 10 year Treasury Notes Future 91250.00000000 USD 912.50000000 USD Ultra 10 year Treasury Notes Future -263000.45000000 USD 7553.86000000 USD Ultra 10 year Treasury Notes Future 36983.63000000 USD 8048.10000000 USD Ultra 10 year Treasury Notes Future 273369.60000000 USD 11849.60000000 USD Ultra 10 year Treasury Notes Future 110040.00000000 USD -257.50000000 USD Ultra 10 year Treasury Notes Future 293819.40000000 USD 11760.00000000 USD Ultra 10 year Treasury Notes Future 45000.00000000 USD 175.00000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD 52.75000000 USD Ultra 10 year Treasury Notes Future -3613500.00000000 USD 64995.00000000 USD Ultra 10 year Treasury Notes Future 160620.00000000 USD 2370.00000000 USD Ultra 10 year Treasury Notes Future -99300.00000000 USD 6060.00000000 USD Ultra 10 year Treasury Notes Future 155820.00000000 USD 22900.00000000 USD Ultra 10 year Treasury Notes Future 181112.40000000 USD 5418.00000000 USD Ultra 10 year Treasury Notes Future 36477.00000000 USD 6050.55000000 USD Ultra 10 year Treasury Notes Future 234930.00000000 USD 16720.00000000 USD Ultra 10 year Treasury Notes Future 1277367.25000000 USD -13615.31000000 USD Ultra 10 year Treasury Notes Future -909533.73000000 USD -5.79000000 USD Ultra 10 year Treasury Notes Future 476100.00000000 USD 57890.00000000 USD Ultra 10 year Treasury Notes Future 26882.22000000 USD 2687.63000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD -16422.25000000 USD Ultra 10 year Treasury Notes Future 44814.60000000 USD 4009.58000000 USD 25986.98960000 0.00010000 USD 2023-08-16 XXXX -35190.91000000 N N N NOMURA N/A N/A 158298.71420000 NC USD 11170329.93000000 8.087676085729 Long DO US N 2 JP MORGAN N/A Call Purchased NOMURA WNTN Ultra 10 year Treasury Notes Future 223945.26000000 USD -788.50000000 USD Ultra 10 year Treasury Notes Future 129933.39000000 USD -75.27000000 USD Ultra 10 year Treasury Notes Future 785680.00000000 USD 77940.00000000 USD Ultra 10 year Treasury Notes Future 542710.00000000 USD 9700.00000000 USD Ultra 10 year Treasury Notes Future 780764.29000000 USD -13512.50000000 USD Ultra 10 year Treasury Notes Future 117189.60000000 USD 4747.80000000 USD Ultra 10 year Treasury Notes Future -1054200.00000000 USD -5380.00000000 USD Ultra 10 year Treasury Notes Future 1918854.18000000 USD -40158.31000000 USD Ultra 10 year Treasury Notes Future -76450.00000000 USD 1500.00000000 USD Ultra 10 year Treasury Notes Future -550200.00000000 USD 9077.50000000 USD Ultra 10 year Treasury Notes Future 127140.00000000 USD 9470.00000000 USD Ultra 10 year Treasury Notes Future 633672.00000000 USD -5669.64000000 USD USD/BRL 11433602.80000000 BRL -8246.31000000 USD Ultra 10 year Treasury Notes Future 1094886.21000000 USD -9121.81000000 USD Ultra 10 year Treasury Notes Future 943447.32000000 USD -3137.50000000 USD Ultra 10 year Treasury Notes Future 62141.18000000 USD -1794.90000000 USD Ultra 10 year Treasury Notes Future 68880.00000000 USD 100.00000000 USD Ultra 10 year Treasury Notes Future -11504.00000000 USD -719.00000000 USD AUD/USD -89924.80000000 USD -311.29000000 USD Ultra 10 year Treasury Notes Future 90000.00000000 USD 87.50000000 USD Ultra 10 year Treasury Notes Future 127560.00000000 USD 14350.00000000 USD Ultra 10 year Treasury Notes Future 709920.00000000 USD -15820.80000000 USD Ultra 10 year Treasury Notes Future 282071.43000000 USD -9337.50000000 USD Ultra 10 year Treasury Notes Future -247888.00000000 USD -1455.73000000 USD Ultra 10 year Treasury Notes Future -250073.23000000 USD 5170.65000000 USD Ultra 10 year Treasury Notes Future -262960.00000000 USD 15950.00000000 USD Ultra 10 year Treasury Notes Future 128950.00000000 USD 1295.00000000 USD Ultra 10 year Treasury Notes Future -95217.87000000 USD 1347.40000000 USD Ultra 10 year Treasury Notes Future -5637060.00000000 USD 46000.00000000 USD Ultra 10 year Treasury Notes Future 98079.54000000 USD -197.13000000 USD Ultra 10 year Treasury Notes Future 818854.40000000 USD 15579.20000000 USD Ultra 10 year Treasury Notes Future 428587.50000000 USD -3395.50000000 USD USD/KRW 353990600.00000000 KRW -1268.36000000 USD Ultra 10 year Treasury Notes Future 1005100.00000000 USD 105420.00000000 USD Ultra 10 year Treasury Notes Future 71243.75000000 USD 181653.25000000 USD Ultra 10 year Treasury Notes Future 109431.00000000 USD 11522.10000000 USD Ultra 10 year Treasury Notes Future 214160.00000000 USD 1530.00000000 USD Ultra 10 year Treasury Notes Future 6014367.19000000 USD -29164.06000000 USD Ultra 10 year Treasury Notes Future 1103840.00000000 USD -29985.00000000 USD Ultra 10 year Treasury Notes Future 530303.57000000 USD -12825.00000000 USD USD/IDR 1430220000.00000000 IDR -377.18000000 USD Ultra 10 year Treasury Notes Future 1525860.00000000 USD -40875.00000000 USD Ultra 10 year Treasury Notes Future 1617570.00000000 USD 177890.00000000 USD Ultra 10 year Treasury Notes Future -250136.39000000 USD 4934.85000000 USD Ultra 10 year Treasury Notes Future 2720724.38000000 USD -8447.78000000 USD Ultra 10 year Treasury Notes Future 263320.00000000 USD -3345.00000000 USD Ultra 10 year Treasury Notes Future -23180.00000000 USD 525.00000000 USD Ultra 10 year Treasury Notes Future 291000.00000000 USD 10800.00000000 USD Ultra 10 year Treasury Notes Future 20732.34000000 USD -463.20000000 USD Ultra 10 year Treasury Notes Future 164661.83000000 USD 11479.15000000 USD Ultra 10 year Treasury Notes Future -83115.45000000 USD -14.48000000 USD Ultra 10 year Treasury Notes Future 754499.88000000 USD -17181.42000000 USD Ultra 10 year Treasury Notes Future 226435.32000000 USD -2819.73000000 USD Ultra 10 year Treasury Notes Future -214294.35000000 USD 5128.54000000 USD Ultra 10 year Treasury Notes Future 238680.00000000 USD 2680.00000000 USD Ultra 10 year Treasury Notes Future 67100.00000000 USD 1100.00000000 USD Ultra 10 year Treasury Notes Future 157537.50000000 USD -45359.75000000 USD Ultra 10 year Treasury Notes Future -463160.32000000 USD 1748.03000000 USD Ultra 10 year Treasury Notes Future 165643.63000000 USD -4878.08000000 USD Ultra 10 year Treasury Notes Future -223431.25000000 USD 1057.25000000 USD HKD/USD -47203.63000000 USD -18.08000000 USD Ultra 10 year Treasury Notes Future -77087.50000000 USD 137.50000000 USD Ultra 10 year Treasury Notes Future 407600.25000000 USD 112449.21000000 USD USD/TWD 13859374.20000000 TWD -1212.44000000 USD Ultra 10 year Treasury Notes Future 222870.00000000 USD 15470.00000000 USD Ultra 10 year Treasury Notes Future 1342057.87000000 USD -35.64000000 USD Ultra 10 year Treasury Notes Future 980517.02000000 USD -552.12000000 USD Ultra 10 year Treasury Notes Future 203100.00000000 USD 3870.00000000 USD Ultra 10 year Treasury Notes Future 505830.00000000 USD -11145.00000000 USD Ultra 10 year Treasury Notes Future 169085.94000000 USD 4473.95000000 USD Ultra 10 year Treasury Notes Future 107619.00000000 USD -10285.14000000 USD CAD/USD -31062.76000000 USD 8.57000000 USD Ultra 10 year Treasury Notes Future 986860.00000000 USD 131360.00000000 USD Ultra 10 year Treasury Notes Future 235467.72000000 USD -6415.32000000 USD Ultra 10 year Treasury Notes Future 598245.60000000 USD 14578.87000000 USD Ultra 10 year Treasury Notes Future -1102366.06000000 USD -5079.41000000 USD Ultra 10 year Treasury Notes Future 4608666.30000000 USD -5315.22000000 USD Ultra 10 year Treasury Notes Future 507659.90000000 USD 133251.12000000 USD Ultra 10 year Treasury Notes Future 428969.52000000 USD 113599.80000000 USD Ultra 10 year Treasury Notes Future 126550.00000000 USD -5450.00000000 USD Ultra 10 year Treasury Notes Future 3008425.00000000 USD -88840.00000000 USD Ultra 10 year Treasury Notes Future 1356956.25000000 USD 112754.75000000 USD Ultra 10 year Treasury Notes Future 366800.00000000 USD -35449.75000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD 6061.00000000 USD Ultra 10 year Treasury Notes Future 143454.79000000 USD -4168.52000000 USD Ultra 10 year Treasury Notes Future 607950.00000000 USD 58150.00000000 USD Ultra 10 year Treasury Notes Future 602376.79000000 USD -13425.00000000 USD USD/INR 22175780.00000000 INR -2252.39000000 USD Ultra 10 year Treasury Notes Future 24655889.40000000 USD -47919.70000000 USD Ultra 10 year Treasury Notes Future -13705175.00000000 USD 103486.25000000 USD Ultra 10 year Treasury Notes Future 641643.75000000 USD -8061.25000000 USD Ultra 10 year Treasury Notes Future 19875.00000000 USD -1852.50000000 USD ZAR/USD -887786.66000000 USD -33535.13000000 USD Ultra 10 year Treasury Notes Future 35130.00000000 USD -876.00000000 USD Ultra 10 year Treasury Notes Future 73800.00000000 USD 4106.25000000 USD Ultra 10 year Treasury Notes Future 1174600.00000000 USD -50128.00000000 USD Ultra 10 year Treasury Notes Future -274304.77000000 USD 4758.01000000 USD Ultra 10 year Treasury Notes Future -17949000.00000000 USD 302215.00000000 USD Ultra 10 year Treasury Notes Future -667158.37000000 USD -6534.89000000 USD Ultra 10 year Treasury Notes Future -297886.68000000 USD 6105.41000000 USD Ultra 10 year Treasury Notes Future 107528.89000000 USD 6689.20000000 USD Ultra 10 year Treasury Notes Future 1153020.60000000 USD -18620.64000000 USD Ultra 10 year Treasury Notes Future 142620.00000000 USD 3770.00000000 USD Ultra 10 year Treasury Notes Future -124542.90000000 USD -28.95000000 USD USD/PHP 15118000.00000000 PHP -4555.28000000 USD Ultra 10 year Treasury Notes Future 182500.00000000 USD 950.00000000 USD Ultra 10 year Treasury Notes Future 589954.68000000 USD -8650.26000000 USD Ultra 10 year Treasury Notes Future 368592.00000000 USD 11512.20000000 USD Ultra 10 year Treasury Notes Future 1599988.12000000 USD -997.63000000 USD Ultra 10 year Treasury Notes Future -124592.53000000 USD -43.43000000 USD Ultra 10 year Treasury Notes Future 184812.50000000 USD 2687.50000000 USD Ultra 10 year Treasury Notes Future 256112.50000000 USD 2887.50000000 USD Ultra 10 year Treasury Notes Future 785736.00000000 USD 28539.00000000 USD Ultra 10 year Treasury Notes Future -124499.48000000 USD -72.38000000 USD Ultra 10 year Treasury Notes Future 468758.40000000 USD -11096.54000000 USD Ultra 10 year Treasury Notes Future 89629.20000000 USD 3604.28000000 USD Ultra 10 year Treasury Notes Future 835131.25000000 USD -8537.50000000 USD USD/RUB 132072981.00000000 RUB 6486.44000000 USD PLN/EUR 103032.73000000 EUR -6053.56000000 USD Ultra 10 year Treasury Notes Future 27430.00000000 USD -380.00000000 USD Ultra 10 year Treasury Notes Future 8758100.00000000 USD -204362.50000000 USD Ultra 10 year Treasury Notes Future 573187.50000000 USD -15796.87000000 USD Ultra 10 year Treasury Notes Future 26837.50000000 USD -125.00000000 USD Ultra 10 year Treasury Notes Future 4211500.00000000 USD -43921.88000000 USD Ultra 10 year Treasury Notes Future 498050.00000000 USD 13690.00000000 USD Ultra 10 year Treasury Notes Future 129460.00000000 USD -380.00000000 USD Ultra 10 year Treasury Notes Future -214781.58000000 USD 3040.07000000 USD Ultra 10 year Treasury Notes Future -309942.90000000 USD 5591.71000000 USD Ultra 10 year Treasury Notes Future -2549562.50000000 USD 26937.50000000 USD USD/CLP 78922200.00000000 CLP -2834.62000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD -23292.75000000 USD Ultra 10 year Treasury Notes Future -23368.00000000 USD 12.00000000 USD Ultra 10 year Treasury Notes Future -661410.00000000 USD 7865.00000000 USD TRY/USD -167746.96000000 USD -5482.96000000 USD CNH/USD -4071397.07000000 USD 17115.99000000 USD Ultra 10 year Treasury Notes Future -402320.00000000 USD 6130.00000000 USD Ultra 10 year Treasury Notes Future 488460.00000000 USD 42930.00000000 USD Ultra 10 year Treasury Notes Future 110950.88000000 USD 19107.00000000 USD Ultra 10 year Treasury Notes Future 676250.00000000 USD 68375.00000000 USD Ultra 10 year Treasury Notes Future -125600.00000000 USD 3075.00000000 USD Ultra 10 year Treasury Notes Future -189980.00000000 USD 48680.00000000 USD Ultra 10 year Treasury Notes Future 224025.00000000 USD -5057.25000000 USD Ultra 10 year Treasury Notes Future 423664.29000000 USD -13012.50000000 USD Ultra 10 year Treasury Notes Future -249120.00000000 USD 2310.00000000 USD Ultra 10 year Treasury Notes Future 624995.76000000 USD -3520.32000000 USD Ultra 10 year Treasury Notes Future 659359.82000000 USD -237.50000000 USD Ultra 10 year Treasury Notes Future -11940.73000000 USD 8.42000000 USD Ultra 10 year Treasury Notes Future -337254.22000000 USD 862.34000000 USD Ultra 10 year Treasury Notes Future 713633.71000000 USD -20999.17000000 USD Ultra 10 year Treasury Notes Future 228904.46000000 USD -8450.00000000 USD Ultra 10 year Treasury Notes Future 1114531.25000000 USD -24195.31000000 USD Ultra 10 year Treasury Notes Future 587638.80000000 USD 20176.80000000 USD Ultra 10 year Treasury Notes Future 246237.50000000 USD -7850.00000000 USD Ultra 10 year Treasury Notes Future 1083462.26000000 USD -907.91000000 USD SEK/EUR -979459.87000000 EUR 6136.37000000 USD Ultra 10 year Treasury Notes Future 1059028.08000000 USD -16356.34000000 USD Ultra 10 year Treasury Notes Future -784026.62000000 USD -10659.69000000 USD Ultra 10 year Treasury Notes Future 1466750.00000000 USD 176360.00000000 USD Ultra 10 year Treasury Notes Future -152550.00000000 USD 4325.00000000 USD Ultra 10 year Treasury Notes Future 69388.00000000 USD 1326.26000000 USD Ultra 10 year Treasury Notes Future 36275.00000000 USD 212.50000000 USD Ultra 10 year Treasury Notes Future 36825.00000000 USD 37.50000000 USD EUR/USD 88288.91000000 USD 633.00000000 USD GBP/USD -43775.64000000 USD -121.50000000 USD Ultra 10 year Treasury Notes Future 0.00000000 USD 8936.16000000 USD Ultra 10 year Treasury Notes Future 2444350.00000000 USD 2493.00000000 USD Ultra 10 year Treasury Notes Future 2111497.20000000 USD -24433.80000000 USD Ultra 10 year Treasury Notes Future 753501.00000000 USD -44215.26000000 USD Ultra 10 year Treasury Notes Future 150060.00000000 USD 6020.00000000 USD Ultra 10 year Treasury Notes Future 54450.00000000 USD 337.50000000 USD Ultra 10 year Treasury Notes Future 745702.05000000 USD -24136.17000000 USD Ultra 10 year Treasury Notes Future 62169.09000000 USD -1606.73000000 USD Ultra 10 year Treasury Notes Future 49173.09000000 USD 33.88000000 USD Ultra 10 year Treasury Notes Future 4089689.05000000 USD -74890.06000000 USD Ultra 10 year Treasury Notes Future 751766.40000000 USD 15691.20000000 USD Ultra 10 year Treasury Notes Future 606006.62000000 USD 17974.32000000 USD Ultra 10 year Treasury Notes Future 548170.00000000 USD 5790.00000000 USD Ultra 10 year Treasury Notes Future -198600.00000000 USD 10240.00000000 USD Ultra 10 year Treasury Notes Future -728987.70000000 USD 6013.52000000 USD NOK/EUR -2059178.99000000 EUR 10941.75000000 USD Ultra 10 year Treasury Notes Future 230760.00000000 USD 2585.00000000 USD Ultra 10 year Treasury Notes Future 671512.50000000 USD -2339.75000000 USD Ultra 10 year Treasury Notes Future 224100.00000000 USD 6030.00000000 USD Ultra 10 year Treasury Notes Future 362224.80000000 USD 11600.40000000 USD Ultra 10 year Treasury Notes Future -103858.13000000 USD -72.38000000 USD Ultra 10 year Treasury Notes Future -62224.92000000 USD -28.95000000 USD 158298.71420000 0.00010000 USD 2023-08-16 XXXX 346743.20000000 N N N 2021-10-28 Northern Lights Fund Trust James Colantino James Colantino Treasurer XXXX