NPORT-P false 0001444822 XXXXXXXX S000033296 C000145940 C000102351 C000102352 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Multi-Strategy Alternative Fund S000033296 R8BZ059OUHK6B76KL518 2020-12-31 2020-03-31 N 100493209.18 40879478.83 59613730.35 0.00000000 7750311.170 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30566741.78999999 EUR JPY USD CAD GBP AUD N N/A N/A N/A 1.00000000 NC N/A 44348.92000000 0.074393801125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 254476062.00000000 HUF 823809.61000000 USD 2020-06-17 44348.92000000 N N N N/A N/A 000000000 -1864700.00000000 PA USD -142988.95000000 -0.23985908810 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -1864700.00000000 USD -142988.95000000 N N N Trip.com Group Ltd. 2549004RMYDSRQL4KW41 89677Q107 1067.00000000 NS USD 25021.15000000 0.041972125973 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC USD -19608.45000000 -0.03289250628 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-04-28 123638.00000000 USD -19608.45000000 N N N N/A N/A N/A -1.00000000 NC USD 6272.34000000 0.010521636480 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-04-28 -37700.00000000 USD 6272.34000000 N N N N/A N/A N/A 2.00000000 NC 56.30000000 0.000094441330 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2020-06-17 248900.00000000 GBP 56.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 44483.20000000 0.074619051246 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20272504.00000000 NOK 1994997.51000000 USD 2020-06-17 44483.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -6691.77000000 -0.01122521600 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3150000.00000000 MXN 124590.80000000 USD 2020-06-17 -6691.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -3256.22000000 -0.00546219802 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 136000.00000000 EUR 147179.55000000 USD 2020-06-17 -3256.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -42822.10000000 -0.07183261263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2017220.07000000 USD 2803000.00000000 SGD 2020-06-17 -42822.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -957.99000000 -0.00160699556 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181931.09000000 USD 220000000.00000000 KRW 2020-06-17 -957.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -319.28000000 -0.00053558131 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5873.33000000 USD 29000.00000000 BRL 2020-06-17 -319.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -10015.04000000 -0.01679988811 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103391.47000000 USD 970500.00000000 NOK 2020-06-17 -10015.04000000 N N N BlackRock Liquidity Funds T-Fund Portfolio 5493002L9DNZ83RX7V61 09248U718 0.09000000 NS USD 0.09000000 0.000000150971 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -23462.42000000 -0.03935740954 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 311069.64000000 USD 5196500.00000000 ZAR 2020-06-17 -23462.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -158.37000000 -0.00026566027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2838.81000000 USD 2289570.00000000 CLP 2020-06-17 -158.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -81862.39000000 -0.13732136794 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1024094.23000000 USD 3899064.00000000 PLN 2020-06-17 -81862.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.31000000 -0.00021355818 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2807.75000000 USD 2289572.00000000 CLP 2020-06-17 -127.31000000 N N N N/A N/A N/A 1.00000000 NC USD 495.67000000 0.000831469524 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2022-03-14 249137.50000000 USD 495.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 3810.79000000 0.006392470287 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164500.00000000 CHF 175347.28000000 USD 2020-06-17 3810.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 125419.55000000 0.210387018667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3675997.00000000 NZD 2317546.45000000 USD 2020-06-17 125419.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 128.49000000 0.000215537593 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1052000.00000000 TWD 35313.69000000 USD 2020-06-17 128.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 735.23000000 0.001233323255 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 176124.84000000 USD 215000000.00000000 KRW 2020-06-17 735.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -50292.72000000 -0.08436432295 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2634210.00000000 EUR 2863526.40000000 USD 2020-06-17 -50292.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -17392.68000000 -0.02917562765 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1083925.46000000 USD 857500.00000000 GBP 2020-06-17 -17392.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 2360.53000000 0.003959708587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7429000.00000000 INR 98944.17000000 USD 2020-06-17 2360.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 1569.21000000 0.002632296269 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 161000.00000000 ZAR 10479.97000000 USD 2020-06-17 1569.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 3931.33000000 0.006594672027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3173999.00000000 SEK 325322.60000000 USD 2020-06-17 3931.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 87780.31000000 0.147248476960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8500000.00000000 MXN 442034.87000000 USD 2020-06-17 87780.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 19236.02000000 0.032267767655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1265000.00000000 SGD 910286.12000000 USD 2020-06-17 19236.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 30348.71000000 0.050908926218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 827310.00000000 GBP 1059332.07000000 USD 2020-06-17 30348.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 115269.42000000 0.193360521683 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329252.00000000 BRL 1327441.41000000 USD 2020-06-17 115269.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -1411.81000000 -0.00236826313 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34993.60000000 USD 27000.00000000 GBP 2020-06-17 -1411.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 46234.38000000 0.077556595986 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1280887.00000000 GBP 1639363.21000000 USD 2020-06-17 46234.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -102.53000000 -0.00017199057 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3783.06000000 USD 66500.00000000 ZAR 2020-06-17 -102.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 4069.65000000 0.006826699111 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 122057.23000000 USD 445000.00000000 ILS 2020-06-17 4069.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 15105.27000000 0.025338575377 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 413655.00000000 GBP 529596.95000000 USD 2020-06-17 15105.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -108652.71000000 -0.18226121627 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1008290.83000000 USD 9350312.00000000 NOK 2020-06-17 -108652.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.29000000 -0.00007261749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 330.57000000 USD 1500.00000000 BRL 2020-06-17 -43.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 2708.34000000 0.004543148003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 21812.20000000 USD 2020-06-17 2708.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -5529.20000000 -0.00927504446 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182301.27000000 USD 623686.00000000 ILS 2020-06-17 -5529.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -4194.71000000 -0.00703648299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26408.89000000 USD 90740500.00000000 COP 2020-06-17 -4194.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -532.94000000 -0.00089398867 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 526658.76000000 USD 639585000.00000000 KRW 2020-06-17 -532.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 2906.25000000 0.004875135279 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 114918.34000000 USD 143233500.00000000 KRW 2020-06-17 2906.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -277.72000000 -0.00046586583 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149438.51000000 USD 15986000.00000000 JPY 2020-06-17 -277.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 7999.65000000 0.013419140109 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 780533.27000000 USD 756187.00000000 CHF 2020-06-17 7999.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.77000000 -0.00000967897 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4623.83000000 USD 151500.00000000 THB 2020-06-17 -5.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -14652.02000000 -0.02457826395 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 849937.00000000 CHF 871641.05000000 USD 2020-06-17 -14652.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 4372.90000000 0.007335390646 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103959.00000000 CAD 78298.22000000 USD 2020-06-17 4372.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -216.15000000 -0.00036258425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 458926.10000000 USD 13714938.00000000 TWD 2020-06-17 -216.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -455.43000000 -0.00076396829 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140667000.00000000 IDR 8061.11000000 USD 2020-06-17 -455.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -17405.40000000 -0.02919696502 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 212241.43000000 USD 63609500.00000000 HUF 2020-06-17 -17405.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -39530.80000000 -0.06631156910 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 778360.03000000 USD 594024.00000000 GBP 2020-06-17 -39530.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -10126.64000000 -0.01698709330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 310811.46000000 USD 1570000.00000000 BRL 2020-06-17 -10126.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 873.78000000 0.001465736156 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83522000.00000000 IDR 5930.54000000 USD 2020-06-17 873.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -4003.94000000 -0.00671647282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71500.00000000 AUD 39984.67000000 USD 2020-06-17 -4003.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 459.48000000 0.000770762033 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6059.44000000 USD 23000.00000000 ILS 2020-06-17 459.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 7432.18000000 0.012467228533 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445208.00000000 EUR 499896.94000000 USD 2020-06-17 7432.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.17000000 0.000080803532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2417.19000000 USD 3500.00000000 SGD 2020-06-17 48.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -1281.83000000 -0.00215022611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233434.00000000 CHF 242137.31000000 USD 2020-06-17 -1281.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -33500.51000000 -0.05619596325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2007898.48000000 USD 2803000.00000000 SGD 2020-06-17 -33500.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 767.75000000 0.001287874446 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181000.00000000 MXN 8311.29000000 USD 2020-06-17 767.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -4385.34000000 -0.00735625832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207601.11000000 USD 288500.00000000 SGD 2020-06-17 -4385.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -13348.59000000 -0.02239180457 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90793.17000000 USD 1399272.00000000 ZAR 2020-06-17 -13348.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -3044.85000000 -0.00510763205 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19323.96000000 USD 85000.00000000 BRL 2020-06-17 -3044.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -10882.16000000 -0.01825445234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 231902.26000000 USD 72158000.00000000 HUF 2020-06-17 -10882.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -9.03000000 -0.00001514751 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 239.08000000 USD 196500.00000000 CLP 2020-06-17 -9.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 2904.60000000 0.004872367461 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 22008.46000000 USD 2020-06-17 2904.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -167.40000000 -0.00028080779 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7242.49000000 USD 11500.00000000 AUD 2020-06-17 -167.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 611.38000000 0.001025569103 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 450000.00000000 MXN 19366.03000000 USD 2020-06-17 611.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -13801.97000000 -0.02315233406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 364271.48000000 USD 281780.00000000 GBP 2020-06-17 -13801.97000000 N N N N/A N/A N/A -1.00000000 NC USD 2185.80000000 0.003666604970 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-04 -47586.25000000 USD 2185.80000000 N N N N/A N/A N/A 3.00000000 NC USD 361.27000000 0.000606018106 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Wheat 2020-05-14 85312.50000000 USD 361.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 470.96000000 0.000790019341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 367000.00000000 MXN 15766.42000000 USD 2020-06-17 470.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -3228.07000000 -0.00541497735 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 395000.00000000 CHF 408668.06000000 USD 2020-06-17 -3228.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -66456.80000000 -0.11147901600 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1444777.55000000 USD 1938292.00000000 CAD 2020-06-17 -66456.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 1085.80000000 0.001821392477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22000.00000000 GBP 28448.74000000 USD 2020-06-17 1085.80000000 N N N N/A N/A N/A -28.00000000 NC USD 48516.52000000 0.081384808021 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Natural Gas 2020-04-28 -459200.00000000 USD 48516.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 10025.28000000 0.016817065365 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 579000.00000000 CAD 421752.57000000 USD 2020-06-17 10025.28000000 N N N N/A N/A N/A -3.00000000 NC USD 35959.90000000 0.060321506117 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-12 -371418.75000000 USD 35959.90000000 N N N N/A N/A N/A -1.00000000 NC -16554.29000000 -0.02776925701 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Put Written Nikkei 225 Index JP9010C00002 1000.00000000 20250.00000000 JPY 2020-05-08 XXXX -7562.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 3035.79000000 0.005092434213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 378562500.00000000 IDR 25955.48000000 USD 2020-06-17 3035.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 1253.01000000 0.002101881550 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 752000.00000000 CNY 107182.43000000 USD 2020-06-17 1253.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 10015.49000000 0.016800642974 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1700000.00000000 ZAR 104104.26000000 USD 2020-06-17 10015.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 101.75000000 0.000170682155 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13500.00000000 CAD 9701.61000000 USD 2020-06-17 101.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 16139.46000000 0.027073393839 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 574881.96000000 USD 63341500.00000000 JPY 2020-06-17 16139.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -1131.84000000 -0.00189862300 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 419096.51000000 USD 44794500.00000000 JPY 2020-06-17 -1131.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 974.40000000 0.001634522775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 188224.75000000 USD 230000000.00000000 KRW 2020-06-17 974.40000000 N N N N/A N/A N/A 14.00000000 NC 9713.79000000 0.016294551511 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Long OMXS30 Index SE0000337842 2020-04-17 2072000.00000000 SEK 9713.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.05000000 -0.00019970231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7515.12000000 USD 10500.00000000 SGD 2020-06-17 -119.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 2758.93000000 0.004628011003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 455951.02000000 USD 13714938.00000000 TWD 2020-06-17 2758.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 6842.10000000 0.011477389453 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 220466.00000000 CHF 236738.54000000 USD 2020-06-17 6842.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1475.10000000 -0.00247442995 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54570.08000000 USD 48000.00000000 EUR 2020-06-17 -1475.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1675.29000000 -0.00281024185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 325000.00000000 PLN 76862.88000000 USD 2020-06-17 -1675.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 5962.31000000 0.010001571726 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 59063.69000000 USD 2020-06-17 5962.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.32000000 -0.00022196228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2812.76000000 USD 2289572.00000000 CLP 2020-06-17 -132.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 349.34000000 0.000586005938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85500.00000000 CHF 89506.60000000 USD 2020-06-17 349.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1682.22000000 -0.00282186669 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 102057.43000000 USD 142500.00000000 SGD 2020-06-17 -1682.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -1574.52000000 -0.00264120361 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 107937.02000000 USD 151000.00000000 SGD 2020-06-17 -1574.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -217220.97000000 -0.36438077054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1530336.85000000 USD 31506962.00000000 MXN 2020-06-17 -217220.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 8503.90000000 0.014265002290 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 471000.00000000 PLN 122323.83000000 USD 2020-06-17 8503.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 185.58000000 0.000311304122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25255.76000000 USD 23000.00000000 EUR 2020-06-17 185.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -1906.14000000 -0.00319748485 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20173.88000000 USD 5964000.00000000 HUF 2020-06-17 -1906.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -42819.58000000 -0.07182838542 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2017217.55000000 USD 2803000.00000000 SGD 2020-06-17 -42819.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 11739.92000000 0.019693315501 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1270647499.00000000 IDR 88670.00000000 USD 2020-06-17 11739.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -196.07000000 -0.00032890073 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 200000.00000000 CZK 7859.40000000 USD 2020-06-17 -196.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 3613.88000000 0.006062160476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 291794.00000000 CHF 307889.37000000 USD 2020-06-17 3613.88000000 N N N N/A N/A N/A -1.00000000 NC USD 4989.06000000 0.008368978036 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Low Sulphur Gasoil 2020-05-12 -29475.00000000 USD 4989.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 14807.64000000 0.024839311200 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1676000.00000000 ZAR 107568.10000000 USD 2020-06-17 14807.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 3281.52000000 0.005504637909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 266353.00000000 CHF 281027.78000000 USD 2020-06-17 3281.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -7209.05000000 -0.01209293556 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3750000.00000000 MXN 149079.73000000 USD 2020-06-17 -7209.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 119976.44000000 0.201256387237 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3279504.00000000 CAD 2452033.95000000 USD 2020-06-17 119976.44000000 N N N MINDBODY, Inc. 549300DOX928XM8ENR47 60255W105 93547.00000000 NS USD 3266102.76000000 5.478776014895 Long EC CORP US Y 3 N N N N/A N/A N/A -1.00000000 NC USD 781.80000000 0.001311442842 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-25 -38110.25000000 USD 781.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.94000000 -0.00004015853 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 185000.00000000 AUD 113792.75000000 USD 2020-06-17 -23.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.11000000 -0.00028870865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 81000.00000000 PLN 19402.02000000 USD 2020-06-17 -172.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 654.06000000 0.001097163348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16879.86000000 USD 28500.00000000 AUD 2020-06-17 654.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -546.28000000 -0.00091636607 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5582.80000000 USD 91000.00000000 ZAR 2020-06-17 -546.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 216442.43000000 0.363074796241 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24100000.00000000 MXN 1220858.30000000 USD 2020-06-17 216442.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 53838.59000000 0.090312398979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 219443585.00000000 HUF 725994.73000000 USD 2020-06-17 53838.59000000 N N N N/A N/A N/A -2.00000000 NC -2831.99000000 -0.00475056666 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Put Written FTSE 100 Index GB0001383545 10.00000000 4900.00000000 GBP 2020-05-15 XXXX 1316.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 18783.43000000 0.031508563362 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 361500.00000000 GBP 468406.29000000 USD 2020-06-17 18783.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.98000000 0.000030160836 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4032.32000000 USD 40000.00000000 SEK 2020-06-17 17.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 565.20000000 0.000948103728 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 365000.00000000 THB 11691.21000000 USD 2020-06-17 565.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 12865.51000000 0.021581454346 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1150000.00000000 PLN 290769.80000000 USD 2020-06-17 12865.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 17581.52000000 0.029492400319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391427.00000000 KRW 1672162.16000000 USD 2020-06-17 17581.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 194584.96000000 0.326409635594 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329248.00000000 BRL 1406756.18000000 USD 2020-06-17 194584.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -41697.16000000 -0.06994556414 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1449592.57000000 USD 1131958.00000000 GBP 2020-06-17 -41697.16000000 N N N N/A N/A N/A 1.00000000 NC USD -8283.66000000 -0.01389555720 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-04-07 37399.00000000 USD -8283.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -20980.50000000 -0.03519407337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 403855.75000000 USD 125000000.00000000 HUF 2020-06-17 -20980.50000000 N N N N/A N/A N/A -2.00000000 NC -20832.36000000 -0.03494557357 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Put Written Nikkei 225 Index JP9010C00002 1000.00000000 19000.00000000 JPY 2020-05-08 XXXX -9671.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 2547.98000000 0.004274149570 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 104390.67000000 USD 130000000.00000000 KRW 2020-06-17 2547.98000000 N N N N/A N/A N/A -1.00000000 NC -13764.24000000 -0.02308904327 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Put Written Nikkei 225 Index JP9010C00002 1000.00000000 19750.00000000 JPY 2020-05-08 XXXX -6386.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 9496.48000000 0.015930021396 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189500.00000000 AUD 126081.68000000 USD 2020-06-17 9496.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -203.51000000 -0.00034138108 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 298000.00000000 NOK 28468.49000000 USD 2020-06-17 -203.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -23858.16000000 -0.04002124990 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 812392.12000000 USD 756188.00000000 CHF 2020-06-17 -23858.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -40673.24000000 -0.06822797325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 588839.01000000 USD 891000.00000000 AUD 2020-06-17 -40673.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 74606.95000000 0.125150614735 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34694704.00000000 SEK 3587706.70000000 USD 2020-06-17 74606.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1305.40000000 -0.00218976398 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90665.16000000 USD 882500.00000000 SEK 2020-06-17 -1305.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -211.21000000 -0.00035429757 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13484.95000000 USD 12000.00000000 EUR 2020-06-17 -211.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 294.24000000 0.000493577567 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15906.67000000 USD 23000.00000000 SGD 2020-06-17 294.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 8048.83000000 0.013501637882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35032476.00000000 HUF 115353.37000000 USD 2020-06-17 8048.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -97094.32000000 -0.16287241115 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 996732.44000000 USD 9350312.00000000 NOK 2020-06-17 -97094.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 31773.41000000 0.053298811890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1503077.72000000 USD 164494500.00000000 JPY 2020-06-17 31773.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -535.73000000 -0.00089866880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35657.24000000 USD 30000000.00000000 CLP 2020-06-17 -535.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -154721.48000000 -0.25954000712 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2502271.86000000 USD 3936628.00000000 NZD 2020-06-17 -154721.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 7220.02000000 0.012111337367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408175.00000000 EUR 458720.90000000 USD 2020-06-17 7220.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 716.73000000 0.001202290136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2300000.00000000 MXN 96573.85000000 USD 2020-06-17 716.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 1320.84000000 0.002215664063 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 142063.72000000 USD 2020-06-17 1320.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 17962.75000000 0.030131900645 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1853591000.00000000 IDR 130186.56000000 USD 2020-06-17 17962.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -72.03000000 -0.00012082786 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4421.49000000 USD 1420000.00000000 HUF 2020-06-17 -72.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -9499.37000000 -0.01593486927 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 185106.92000000 USD 150000000.00000000 CLP 2020-06-17 -9499.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 514.12000000 0.000862418769 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208064.00000000 TWD 141257.07000000 USD 2020-06-17 514.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -849.26000000 -0.00142460469 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 136000.00000000 ILS 37697.38000000 USD 2020-06-17 -849.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 4697.20000000 0.007879392838 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 78621.80000000 USD 2020-06-17 4697.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -63.41000000 -0.00010636811 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19246000.00000000 COP 4648.20000000 USD 2020-06-17 -63.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 28682.22000000 0.048113446066 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3744612001.00000000 IDR 255396.01000000 USD 2020-06-17 28682.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 30056.01000000 0.050417931948 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 833500.00000000 NZD 527101.51000000 USD 2020-06-17 30056.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -1918.20000000 -0.00321771509 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408172.00000000 EUR 449579.36000000 USD 2020-06-17 -1918.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -262.87000000 -0.00044095546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36238.61000000 USD 34500.00000000 CHF 2020-06-17 -262.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.15000000 -0.00005728546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 509000.00000000 PHP 9821.47000000 USD 2020-06-17 -34.15000000 N N N N/A N/A 000000000 1962724.32000000 PA 104464.34964411 0.175235384584 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (0.35%). JPY Currency. Maturity 59 Months 01/21/25 LINE Corp. 700064.36000000 USD 21323.37000000 USD Hitachi Chemical Co. Ltd. 885110.55000000 USD 40531.83000000 USD Unizo Holdings Co. Ltd. 377549.41000000 USD 39774.57000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 1962724.00000000 USD 101629.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -281878.09000000 -0.47284088471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1594993.92000000 USD 31506961.00000000 MXN 2020-06-17 -281878.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -302468.60000000 -0.50738076316 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1615584.27000000 USD 31506957.00000000 MXN 2020-06-17 -302468.60000000 N N N N/A N/A N/A 5594.55000000 PA USD 284.31000000 0.000476920330 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net Israel Index MSCI Daily TR Net Israel Index Y 2020-06-19 0.00000000 USD 0.00000000 USD 5594.55000000 USD 284.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -4985.58000000 -0.00836314045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55929.63000000 USD 266000.00000000 BRL 2020-06-17 -4985.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -106148.66000000 -0.17806075777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1005786.78000000 USD 9350312.00000000 NOK 2020-06-17 -106148.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -40058.72000000 -0.06719713690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 982290.31000000 USD 3899063.00000000 PLN 2020-06-17 -40058.72000000 N N N N/A N/A N/A -2.00000000 NC USD 10533.60000000 0.017669754833 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-04 -75985.50000000 USD 10533.60000000 N N N United States of America 254900HROIFWPRGM1V77 9127962H1 400000.00000000 PA USD 399816.18000000 0.670678009332 Long STIV UST US N 2 2020-09-24 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1354.48000000 -0.00227209401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13673.06000000 USD 203465000.00000000 IDR 2020-06-17 -1354.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -318.43000000 -0.00053415546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140436.85000000 USD 170335000.00000000 KRW 2020-06-17 -318.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -4555.56000000 -0.00764179656 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 295905.43000000 USD 2068312.00000000 CNY 2020-06-17 -4555.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 37462.16000000 0.062841496044 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8095430.00000000 SEK 857185.34000000 USD 2020-06-17 37462.16000000 N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAE5 8325000.00000000 PA USD 166500.00000000 0.279298072813 Long DBT CORP US N 3 2020-01-15 Fixed 0.25000000 Y N N N N SunEdison, Inc. USD XXXX N N N N/A N/A N/A 47874.96000000 PA -9693.32000000 -0.01626021378 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Italy Net Return Index MSCI Italy Net Return Index Y 2020-06-19 0.00000000 USD 0.00000000 USD 47874.96000000 EUR -9693.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -1458.69000000 -0.00244690273 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31871.79000000 USD 51000.00000000 NZD 2020-06-17 -1458.69000000 N N N N/A N/A 000000000 -682500.00000000 PA USD -56135.00000000 -0.09416454845 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -682500.00000000 USD -56135.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -4555.93000000 -0.00764241723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 295905.94000000 USD 2068313.00000000 CNY 2020-06-17 -4555.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 2994.57000000 0.005023289068 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 18764.30000000 USD 2020-06-17 2994.57000000 N N N N/A N/A N/A -2.00000000 NC -51347.29000000 -0.08613332817 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short DAX Index DE0008469008 2020-06-19 -495375.00000000 EUR -51347.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 41921.63000000 0.070322104914 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3604314.00000000 NOK 388709.87000000 USD 2020-06-17 41921.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 7552.24000000 0.012668625089 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181646.91000000 USD 230000000.00000000 KRW 2020-06-17 7552.24000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 15991579.36000000 NS USD 15991579.36000000 26.82532910809 Long STIV RF US N 1 N N N N/A N/A N/A -1.00000000 NC USD 19375.60000000 0.032501908346 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-04-28 -123638.00000000 USD 19375.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 7190.68000000 0.012062120517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9480500.00000000 INR 130445.66000000 USD 2020-06-17 7190.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1753.45000000 -0.00294135258 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156558.28000000 USD 7995000.00000000 PHP 2020-06-17 -1753.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 138024.77000000 0.231531845414 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16950000.00000000 MXN 844450.04000000 USD 2020-06-17 138024.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.21000000 0.000000352267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144500.00000000 CLP 169.38000000 USD 2020-06-17 0.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 26367.24000000 0.044230146050 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391433.00000000 KRW 1680947.89000000 USD 2020-06-17 26367.24000000 N N N N/A N/A N/A 15.00000000 NC 812.57000000 0.001363058468 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2020-09-16 1868437.50000000 GBP 812.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 95187.61000000 0.159673970142 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2279498.00000000 CAD 1716140.18000000 USD 2020-06-17 95187.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -35.61000000 -0.00005973456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1928.84000000 USD 2301500.00000000 KRW 2020-06-17 -35.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 3000.56000000 0.005033337089 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 18770.29000000 USD 2020-06-17 3000.56000000 N N N N/A N/A N/A 1.00000000 NC USD 2490.99000000 0.004178550789 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-06-14 249275.00000000 USD 2490.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -4384.55000000 -0.00735493312 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 463094.50000000 USD 13714938.00000000 TWD 2020-06-17 -4384.55000000 N N N N/A N/A N/A 2.00000000 NC USD -15300.59000000 -0.02566621801 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-04-09 74867.50000000 USD -15300.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 725.62000000 0.001217202808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4713000.00000000 PHP 91982.05000000 USD 2020-06-17 725.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 114629.52000000 0.192287111252 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13450000.00000000 MXN 675185.26000000 USD 2020-06-17 114629.52000000 N N N N/A N/A N/A -7.00000000 NC USD 16056.86000000 0.026934835155 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A WTI Crude Oil 2020-04-21 -143360.00000000 USD 16056.86000000 N N N Intercept Pharmaceuticals, Inc. N/A 45845P108 9.00000000 NS USD 566.64000000 0.000950519279 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7223.67000000 -0.01211746011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147810.87000000 USD 45898500.00000000 HUF 2020-06-17 -7223.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 16238.47000000 0.027239479738 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661070.00000000 CLP 383446.82000000 USD 2020-06-17 16238.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 8048.69000000 0.013501403037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35032476.00000000 HUF 115353.23000000 USD 2020-06-17 8048.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 11776.20000000 0.019754173964 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 227000.00000000 GBP 294111.99000000 USD 2020-06-17 11776.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -20725.31000000 -0.03476600084 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 154309.81000000 USD 697500.00000000 BRL 2020-06-17 -20725.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -561.08000000 -0.00094119256 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 62234500.00000000 COP 14674.55000000 USD 2020-06-17 -561.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 653.82000000 0.001096760756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 808500.00000000 THB 25298.70000000 USD 2020-06-17 653.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 1266.34000000 0.002124242171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39582.63000000 USD 68500.00000000 NZD 2020-06-17 1266.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.43000000 -0.00000239877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 285.72000000 USD 8500.00000000 TWD 2020-06-17 -1.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 107.81000000 0.000180847598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28246000.00000000 KRW 23343.11000000 USD 2020-06-17 107.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -5185.07000000 -0.00869777812 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 356054.00000000 EUR 388662.40000000 USD 2020-06-17 -5185.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 1969.76000000 0.003304205236 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 21073.62000000 USD 2020-06-17 1969.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 68.40000000 0.000114738667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2482.48000000 USD 9000.00000000 ILS 2020-06-17 68.40000000 N N N N/A N/A N/A 1.00000000 NC USD -9578.77000000 -0.01606806006 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-05-07 68736.18000000 USD -9578.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -109746.96000000 -0.18409678333 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1009385.27000000 USD 9350314.00000000 NOK 2020-06-17 -109746.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 438213.29000000 0.735087852122 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8601750.00000000 AUD 5730227.81000000 USD 2020-06-17 438213.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 5580.89000000 0.009361752682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1728500.00000000 MXN 77619.60000000 USD 2020-06-17 5580.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 20286.27000000 0.034029526219 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1976876.00000000 ILS 580594.60000000 USD 2020-06-17 20286.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -43607.01000000 -0.07314927239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2634206.00000000 EUR 2870207.69000000 USD 2020-06-17 -43607.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -1941.27000000 -0.00325641423 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38444.61000000 USD 360500.00000000 SEK 2020-06-17 -1941.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.23000000 0.000002063283 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22398.44000000 USD 31500.00000000 CAD 2020-06-17 1.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.46000000 0.000004126566 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4613.09000000 USD 138000.00000000 TWD 2020-06-17 2.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 312.25000000 0.000523788728 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1307500.00000000 INR 17310.92000000 USD 2020-06-17 312.25000000 N N N N/A N/A N/A -7.00000000 NC -15237.43000000 -0.02556026927 N/A DE ZA N 1 JSE Clear 213800PJDCEXAVMM3J32 Short FTSE/JSE Top 40 Index TOP40 Index 2020-06-18 -2872800.00000000 ZAR -15237.43000000 N N N N/A N/A N/A -1.00000000 NC USD -1375.00000000 -0.00230651561 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Put Written United States of America U.S. Treasury 10 Year Note 100000.00000000 139.50000000 USD 2020-04-24 XXXX 1013.78000000 N N N N/A N/A N/A -1.00000000 NC USD -4404.45000000 -0.00738831469 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-24 -123734.00000000 USD -4404.45000000 N N N N/A N/A N/A -2.00000000 NC USD 9415.10000000 0.015793509221 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-02 -75954.00000000 USD 9415.10000000 N N N N/A N/A 000000000 110490.00000000 PA USD -356.24000000 -0.00059758045 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-06-05 0.00000000 USD 0.00000000 USD 110490.00000000 USD -356.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -7355.46000000 -0.01233853334 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 365188.63000000 USD 435000000.00000000 KRW 2020-06-17 -7355.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 25.48000000 0.000042741831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338500.00000000 KRW 1126.54000000 USD 2020-06-17 25.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -11338.21000000 -0.01901946067 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 375068.80000000 USD 292442.00000000 GBP 2020-06-17 -11338.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 673.28000000 0.001129404243 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65000.00000000 SGD 46458.46000000 USD 2020-06-17 673.28000000 N N N N/A N/A N/A 1.00000000 NC USD -2650.96000000 -0.00444689500 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-10 47601.25000000 USD -2650.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 16140.18000000 0.027074601614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 574881.24000000 USD 63341500.00000000 JPY 2020-06-17 16140.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.47000000 0.000049434920 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2352.38000000 USD 2895500.00000000 KRW 2020-06-17 29.47000000 N N N N/A N/A 000000000 132900.00000000 PA USD -3277.50000000 -0.00549789449 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD 132900.00000000 USD -3277.50000000 N N N N/A N/A 000000000 -30380.00000000 PA -507.35000000 -0.00085106232 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-06-19 0.00000000 USD 0.00000000 USD -30380.00000000 PLN -507.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 928.58000000 0.001557661288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32908.81000000 USD 55000.00000000 AUD 2020-06-17 928.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 26369.34000000 0.044233668728 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1680949.99000000 USD 2020-06-17 26369.34000000 N N N N/A N/A N/A -2.00000000 NC -3825.67000000 -0.00641743098 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Put Written FTSE 100 Index GB0001383545 10.00000000 5100.00000000 GBP 2020-05-15 XXXX 1454.42000000 N N N N/A N/A 000000000 8493482.68999999 PA -257096.43000000 -0.43127049505 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus HONIX +/- spread (-0.80% to 0.02%). HKD Currency. Maturity 59-61 Months 01/13/25 to 03/20/25 Yanzhou Coal Mining Co. Ltd., Class H 92959.29000000 USD -1495.39000000 USD Uni-President China Holdings Ltd. 134342.57000000 USD -12085.89000000 USD Kunlun Energy Co. Ltd. 127140.06000000 USD -4009.85000000 USD Fosun International Ltd. 124558.64000000 USD 4429.00000000 USD China Resources Power Holdings Co. Ltd. 83352.11000000 USD -6301.91000000 USD Beijing Capital International Airport Co. Ltd., Class H 96467.90000000 USD -23866.14000000 USD Postal Savings Bank of China Co. Ltd., Class H 113244.11000000 USD 1433.58000000 USD CITIC Ltd. 105711.92000000 USD -3737.96000000 USD China Petroleum & Chemical Corp., Class H 82085.96000000 USD 669.44000000 USD China Communications Construction Co. Ltd., Class H 74439.79000000 USD 5224.61000000 USD Xinjiang Goldwind Science & Technology Co. Ltd., Class H 69839.58000000 USD 5984.42000000 USD China Eastern Airlines Corp. Ltd., Class H 109572.35000000 USD 24937.71000000 USD BBMG Corp., Class H 120188.85000000 USD 13647.65000000 USD Tencent Holdings Ltd. 113683.51000000 USD 1747.63000000 USD Ping An Insurance Group Co. of China Ltd., Class H 200208.35000000 USD 22093.31000000 USD Haier Electronics Group Co. Ltd. 110874.23000000 USD -8800.42000000 USD China Railway Construction Corp. Ltd., Class H 81813.58000000 USD 3395.70000000 USD China Resources Cement Holdings Ltd. 110433.64000000 USD -5319.04000000 USD Guangzhou Automobile Group Co. Ltd., Class H 109417.76000000 USD 13410.19000000 USD Huatai Securities Co. Ltd., Class H 116817.05000000 USD 15118.63000000 USD China Tower Corp. Ltd., Class H 92435.57000000 USD 7870.93000000 USD CGN Power Co. Ltd., Class H 87482.11000000 USD 5109.51000000 USD Xiaomi Corp., Class B 71169.36000000 USD 12171.31000000 USD BAIC Motor Corp. Ltd., Class H 106403.33000000 USD -15655.51000000 USD Huaneng Power International, Inc., Class H 89497.90000000 USD 4570.02000000 USD COSCO SHIPPING Energy Transportation Co. Ltd., Class H 142967.09000000 USD -25598.21000000 USD Kingboard Laminates Holdings Ltd. 92415.01000000 USD 1186.58000000 USD Far East Horizon Ltd. 299350.71000000 USD -18911.99000000 USD Anhui Conch Cement Co. Ltd., Class H 72131.02000000 USD -2540.99000000 USD Dali Foods Group Co. Ltd. 67965.60000000 USD -397.53000000 USD China Resources Pharmaceutical Group Ltd. 108668.47000000 USD -25202.04000000 USD China Southern Airlines Co. Ltd., Class H 97470.55000000 USD 24099.79000000 USD China Merchants Bank Co. Ltd., Class H 205793.50000000 USD 8639.00000000 USD China Medical System Holdings Ltd. 139069.05000000 USD -14522.48000000 USD Haitian International Holdings Ltd. 92741.08000000 USD -4359.92000000 USD Beijing Enterprises Holdings Ltd. 104010.19000000 USD -13392.43000000 USD CITIC Securities Co. Ltd., Class H 119680.72000000 USD 16478.25000000 USD Sun Art Retail Group Ltd. 84590.15000000 USD 6424.96000000 USD China CITIC Bank Corp. Ltd., Class H 212441.97000000 USD -5941.82000000 USD Jiangxi Copper Co. Ltd., Class H 115620.13000000 USD -23111.58000000 USD China International Capital Corp. Ltd., Class H 102431.25000000 USD 14089.39000000 USD Weichai Power Co. Ltd., Class H 86016.19000000 USD -12852.91000000 USD Haidilao International Holding Ltd. 73259.78000000 USD 6485.84000000 USD China Lesso Group Holdings Ltd. 71202.85000000 USD -16010.09000000 USD China Communications Services Corp. Ltd., Class H 100667.49000000 USD -8359.59000000 USD PICC Property & Casualty Co. Ltd., Class H 104375.30000000 USD -6930.31000000 USD ENN Energy Holdings Ltd. 69748.18000000 USD 7535.81000000 USD Beijing Enterprises Water Group Ltd. 71334.66000000 USD 13116.35000000 USD China Mengniu Dairy Co. Ltd. 103461.57000000 USD 5636.04000000 USD China Gas Holdings Ltd. 154223.67000000 USD 1916.90000000 USD Sinotruk Hong Kong Ltd. 61598.40000000 USD -5056.30000000 USD China Molybdenum Co. Ltd., Class H 59377.90000000 USD 14980.39000000 USD China Conch Venture Holdings Ltd. 46567.45000000 USD 3327.56000000 USD TravelSky Technology Ltd., Class H 57757.62000000 USD -10311.10000000 USD Guangdong Investment Ltd. 38380.99000000 USD -1847.55000000 USD China Literature Ltd. 21990.40000000 USD -756.82000000 USD Alibaba Pictures Group Ltd. 60016.56000000 USD -7.50000000 USD China Railway Group Ltd., Class H 47606.71000000 USD 2643.96000000 USD BYD Co. Ltd., Class H 58686.80000000 USD 1105.48000000 USD Kingdee International Software Group Co. Ltd. 27622.21000000 USD -3001.54000000 USD China Galaxy Securities Co. Ltd., Class H 7678.26000000 USD -1007.46000000 USD ANTA Sports Products Ltd. 29026.81000000 USD -3048.54000000 USD Tsingtao Brewery Co. Ltd., Class H 30328.34000000 USD 1310.76000000 USD Zhaojin Mining Industry Co. Ltd., Class H 49241.61000000 USD 10588.76000000 USD Jiangsu Expressway Co. Ltd., Class H 35566.92000000 USD 1323.23000000 USD Air China Ltd., Class H 62558.70000000 USD 14909.54000000 USD Shandong Weigao Group Medical Polymer Co. Ltd., Class H 40171.44000000 USD -3814.72000000 USD Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H 56744.33000000 USD -7994.23000000 USD China Merchants Port Holdings Co. Ltd. 11360.05000000 USD -160.34000000 USD Shanghai Pharmaceuticals Holding Co. Ltd., Class H 49608.16000000 USD -2935.44000000 USD AviChina Industry & Technology Co. Ltd., Class H 2673.03000000 USD 107.33000000 USD Hansoh Pharmaceutical Group Co. Ltd. 20048.83000000 USD -3355.12000000 USD China Minsheng Banking Corp. Ltd., Class H 46227.72000000 USD -3343.42000000 USD AAC Technologies Holdings, Inc. 43345.95000000 USD -11167.30000000 USD China Life Insurance Co. Ltd., Class H 19310.49000000 USD -2658.41000000 USD Luye Pharma Group Ltd. 48185.02000000 USD -10358.30000000 USD ZTE Corp., Class H 10377.62000000 USD -3165.35000000 USD People's Insurance Co. Group of China Ltd. (The), Class H 64856.20000000 USD -4836.33000000 USD China Resources Beer Holdings Co. Ltd. 18132.16000000 USD 1184.44000000 USD China Mobile Ltd. 67448.53000000 USD -787.40000000 USD Chongqing Rural Commercial Bank Co. Ltd., Class H 30548.73000000 USD -1074.97000000 USD Genscript Biotech Corp. 44817.29000000 USD 16099.15000000 USD 3SBio, Inc. 19546.19000000 USD -1251.95000000 USD Sino Biopharmaceutical Ltd. 16965.98000000 USD -2378.74000000 USD China Pacific Insurance Group Co. Ltd., Class H 18564.25000000 USD 660.48000000 USD Great Wall Motor Co. Ltd., Class H 6024.29000000 USD 651.35000000 USD Industrial & Commercial Bank of China Ltd., Class H 48434.71000000 USD -1183.86000000 USD Country Garden Services Holdings Co. Ltd. 32190.34000000 USD 983.24000000 USD China Longyuan Power Group Corp. Ltd., Class H 42572.89000000 USD 1579.44000000 USD Zhejiang Expressway Co. Ltd., Class H 40084.48000000 USD -2920.02000000 USD Nexteer Automotive Group Ltd. 56552.29000000 USD -13945.86000000 USD China Railway Signal & Communication Corp. Ltd., Class H 39887.22000000 USD -1713.64000000 USD China Everbright International Ltd. 11940.87000000 USD 1271.78000000 USD Zoomlion Heavy Industry Science and Technology Co. Ltd., Class H 61287.92000000 USD 5285.78000000 USD Sunny Optical Technology Group Co. Ltd. 11905.08000000 USD -2308.07000000 USD Aluminum Corp. of China Ltd., Class H 25533.24000000 USD 6983.42000000 USD Fuyao Glass Industry Group Co. Ltd., Class H 33992.61000000 USD 6978.05000000 USD Dongfeng Motor Group Co. Ltd., Class H 26044.41000000 USD 3663.84000000 USD China Oilfield Services Ltd., Class H 10687.82000000 USD 4432.38000000 USD BOC Aviation Ltd. 29693.14000000 USD 5625.29000000 USD Bosideng International Holdings Ltd. 20904.38000000 USD -4273.22000000 USD CRRC Corp. Ltd., Class H 36786.06000000 USD 7825.54000000 USD China Traditional Chinese Medicine Holdings Co. Ltd. 14435.86000000 USD -1902.81000000 USD Bank of China Ltd., Class H 15987.88000000 USD -110.50000000 USD Bank of Communications Co. Ltd., Class H 14008.43000000 USD 495.48000000 USD China Cinda Asset Management Co. Ltd., Class H 26331.41000000 USD -3995.43000000 USD Semiconductor Manufacturing International Corp. 15706.44000000 USD -2293.10000000 USD Zhuzhou CRRC Times Electric Co. Ltd., Class H 21625.00000000 USD -3408.94000000 USD New China Life Insurance Co. Ltd., Class H 40953.01000000 USD -6373.20000000 USD CNOOC Ltd. 13509.27000000 USD 1222.25000000 USD WuXi AppTec Co. Ltd., Class H 35252.06000000 USD 8003.09000000 USD Nine Dragons Paper Holdings Ltd. 34428.73000000 USD 5255.47000000 USD China Education Group Holdings Ltd. 23526.32000000 USD 25.91000000 USD COSCO SHIPPING Ports Ltd. 11492.75000000 USD -139.38000000 USD China Resources Gas Group Ltd. 30109.53000000 USD 766.01000000 USD BYD Electronic International Co. Ltd. 44396.04000000 USD -3575.03000000 USD Shenzhou International Group Holdings Ltd. 45107.28000000 USD 8859.26000000 USD Meituan Dianping, Class B 29803.12000000 USD -1139.29000000 USD Brilliance China Automotive Holdings Ltd. 48858.97000000 USD 1037.39000000 USD China Huarong Asset Management Co. Ltd., Class H 42571.74000000 USD -2892.62000000 USD Hua Hong Semiconductor Ltd. 30566.86000000 USD -3801.52000000 USD Kingboard Holdings Ltd. 37091.72000000 USD -3630.14000000 USD CSPC Pharmaceutical Group Ltd. 59012.69000000 USD -10144.33000000 USD Hengan International Group Co. Ltd. 14938.36000000 USD 404.19000000 USD Kingsoft Corp. Ltd. 25715.40000000 USD 290.22000000 USD China Everbright Bank Co. Ltd., Class H 15976.56000000 USD 652.26000000 USD SSY Group Ltd. 1549.65000000 USD 227.22000000 USD Lenovo Group Ltd. 14832.79000000 USD 2638.39000000 USD China State Construction International Holdings Ltd. 19067.53000000 USD 1378.94000000 USD China Telecom Corp. Ltd., Class H 64838.74000000 USD -12409.27000000 USD Li Ning Co. Ltd. 58976.11000000 USD 4396.48000000 USD China Shenhua Energy Co. Ltd., Class H 62352.41000000 USD 5319.28000000 USD China Unicom Hong Kong Ltd. 6999.01000000 USD 2081.01000000 USD Sinopec Shanghai Petrochemical Co. Ltd., Class H 15288.75000000 USD 1819.20000000 USD Shenzhen Expressway Co. Ltd., Class H 38418.74000000 USD 6901.37000000 USD Zhongsheng Group Holdings Ltd. 20821.07000000 USD 340.20000000 USD PetroChina Co. Ltd., Class H 44217.67000000 USD -1430.05000000 USD China Construction Bank Corp., Class H 27636.80000000 USD -317.67000000 USD China National Building Material Co. Ltd., Class H 47269.62000000 USD -2823.09000000 USD Alibaba Health Information Technology Ltd. 6573.27000000 USD -1089.39000000 USD Y 2025-01-13 0.00000000 USD 0.00000000 USD 8493483.00000000 USD -18485.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -7165.00000000 -0.01201904319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 795698.96000000 USD 756188.00000000 CHF 2020-06-17 -7165.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -5220.25000000 -0.00875679137 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95450.97000000 USD 2165000.00000000 MXN 2020-06-17 -5220.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 369.86000000 0.000620427538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9542500.00000000 JPY 89408.20000000 USD 2020-06-17 369.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -10945.93000000 -0.01836142434 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 434587.50000000 USD 515000000.00000000 KRW 2020-06-17 -10945.93000000 N N N N/A N/A N/A -2.00000000 NC USD 1176.13000000 0.001972917972 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Sugar No. 11 2020-04-30 -23340.80000000 USD 1176.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 43867.49000000 0.073586218715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 935063.00000000 GBP 1206870.80000000 USD 2020-06-17 43867.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -25842.06000000 -0.04334917450 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 348061.05000000 USD 8000000.00000000 CZK 2020-06-17 -25842.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 312.27000000 0.000523822277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1307500.00000000 INR 17310.94000000 USD 2020-06-17 312.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -1195.49000000 -0.00200539371 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 122119.54000000 USD 3615500.00000000 TWD 2020-06-17 -1195.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -9.03000000 -0.00001514751 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 239.08000000 USD 196500.00000000 CLP 2020-06-17 -9.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -60005.41000000 -0.10065702925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445725.24000000 USD 2014003.00000000 BRL 2020-06-17 -60005.41000000 N N N N/A N/A N/A 7678582.24000000 PA 75510.32000000 0.126665987108 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI South Africa Net Return Index MSCI South Africa Net Return Index Y 2020-06-17 0.00000000 USD 0.00000000 USD 7678582.24000000 ZAR 75510.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 77193.54000000 0.129489531265 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13900000.00000000 MXN 656503.94000000 USD 2020-06-17 77193.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -170.13000000 -0.00028538727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2850.57000000 USD 2289572.00000000 CLP 2020-06-17 -170.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -43610.65000000 -0.07315537837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2634210.00000000 EUR 2870208.47000000 USD 2020-06-17 -43610.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.98000000 -0.00016603557 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42752000.00000000 COP 10367.14000000 USD 2020-06-17 -98.98000000 N N N N/A N/A N/A 9.00000000 NC 2187.12000000 0.003668819225 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-12-15 1120837.50000000 GBP 2187.12000000 N N N N/A N/A N/A -3.00000000 NC USD 50878.65000000 0.085347200554 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-10 -371400.00000000 USD 50878.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 8271.55000000 0.013875243088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1875500.00000000 SEK 198180.03000000 USD 2020-06-17 8271.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -103903.53000000 -0.17429462875 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 360971831.00000000 JPY 3264221.39000000 USD 2020-06-17 -103903.53000000 N N N N/A N/A N/A 2.00000000 NC -10497.34000000 -0.01760892991 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long French Republic Euro-OAT 2020-06-08 334420.00000000 EUR -10497.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 19698.71000000 0.033043914353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 386907.05000000 USD 2020-06-17 19698.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 2140.76000000 0.003591051906 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1001500.00000000 SEK 103550.17000000 USD 2020-06-17 2140.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -800.29000000 -0.00134245918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 175000.00000000 PLN 41489.49000000 USD 2020-06-17 -800.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 1457.96000000 0.002445678187 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 290409.00000000 MXN 13561.34000000 USD 2020-06-17 1457.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 8947.54000000 0.015009193263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 598326.25000000 USD 549000.00000000 EUR 2020-06-17 8947.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -20557.69000000 -0.03448482401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 298024.32000000 USD 451000.00000000 AUD 2020-06-17 -20557.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.47000000 0.000049434920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2352.38000000 USD 2895500.00000000 KRW 2020-06-17 29.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -1758.08000000 -0.00294911925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61699.88000000 USD 623000.00000000 NOK 2020-06-17 -1758.08000000 N N N N/A N/A N/A 2.00000000 NC USD -9398.80000000 -0.01576616652 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-02 75954.00000000 USD -9398.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -120.27000000 -0.00020174882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10906.58000000 USD 1156000.00000000 JPY 2020-06-17 -120.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 218944.45000000 0.367271849479 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22500000.00000000 MXN 1156677.11000000 USD 2020-06-17 218944.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.75000000 -0.00001467782 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24897.27000000 USD 35000.00000000 CAD 2020-06-17 -8.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -17906.32000000 -0.03003724124 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 218111.79000000 USD 65362500.00000000 HUF 2020-06-17 -17906.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -9168.40000000 -0.01537967838 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 849937.00000000 CHF 877124.67000000 USD 2020-06-17 -9168.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -553.00000000 -0.00092763864 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19450.19000000 USD 6169500.00000000 HUF 2020-06-17 -553.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -345.44000000 -0.00057946382 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 226210.56000000 USD 274573000.00000000 KRW 2020-06-17 -345.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -9347.26000000 -0.01567970993 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 797880.18000000 USD 756187.00000000 CHF 2020-06-17 -9347.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.04000000 -0.00023826725 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500.00000000 CAD 4480.11000000 USD 2020-06-17 -142.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 80275.14000000 0.134658810191 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2132499.00000000 CAD 1596696.62000000 USD 2020-06-17 80275.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 337859.50000000 0.566747791182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10761547.31000000 USD 1189555999.00000000 JPY 2020-06-17 337859.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -1682.10000000 -0.00282166539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 102057.31000000 USD 142500.00000000 SGD 2020-06-17 -1682.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1808.33000000 -0.00303341191 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125846.68000000 USD 208001.00000000 NZD 2020-06-17 -1808.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -39140.44000000 -0.06565675352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 361075.06000000 USD 3346000.00000000 NOK 2020-06-17 -39140.44000000 N N N N/A N/A N/A -5.00000000 NC USD 84427.44000000 0.141624151859 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-04-30 -618281.25000000 USD 84427.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 19001.71000000 0.031874720619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4124731.05000000 USD 444096000.00000000 JPY 2020-06-17 19001.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 3694.71000000 0.006197750045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103958.00000000 CAD 77619.31000000 USD 2020-06-17 3694.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 39468.52000000 0.066207096533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3604312.00000000 NOK 386256.57000000 USD 2020-06-17 39468.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 23636.16000000 0.039648852472 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 643000.00000000 GBP 823380.27000000 USD 2020-06-17 23636.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 58.75000000 0.000098551121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 219500.00000000 CNY 30978.31000000 USD 2020-06-17 58.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -1679.89000000 -0.00281795819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208063.00000000 TWD 139063.03000000 USD 2020-06-17 -1679.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 6621.15000000 0.011106753362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 406839.15000000 USD 396500.00000000 CHF 2020-06-17 6621.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -6735.99000000 -0.01129939354 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182343.54000000 USD 150000000.00000000 CLP 2020-06-17 -6735.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -4303.96000000 -0.00721974614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50500.00000000 GBP 58506.43000000 USD 2020-06-17 -4303.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -13161.15000000 -0.02207738036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 134872.83000000 USD 1265000.00000000 NOK 2020-06-17 -13161.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 17141.13000000 0.028753661110 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2965315.00000000 ILS 857603.92000000 USD 2020-06-17 17141.13000000 N N N N/A N/A 000000000 2404590.44000000 PA 10463.08999999 0.017551476712 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus CIBOR +/- spread (-1.40% to 0.70%). DKK Currency. Maturity 59-61 Months 01/21/25 to 03/20/25 Demant A/S 283838.26000000 USD -10049.47000000 USD Genmab A/S 48610.22000000 USD 5801.21000000 USD Novozymes A/S, Class B 120485.38000000 USD -6689.40000000 USD DSV PANALPINA A/S 113570.40000000 USD -14108.31000000 USD Carlsberg A/S, Class B 226735.75000000 USD 15277.47000000 USD Rockwool International A/S, Class B 98165.09000000 USD 2597.48000000 USD ISS A/S 122522.76000000 USD -5991.93000000 USD Vestas Wind Systems A/S 105612.66000000 USD -2554.07000000 USD AP Moller - Maersk A/S, Class B 249068.51000000 USD -8726.67000000 USD Pandora A/S 29175.06000000 USD -1905.80000000 USD Jyske Bank A/S (Registered) 19888.14000000 USD -571.18000000 USD GN Store Nord A/S 204310.13000000 USD 41555.86000000 USD Orsted A/S 20950.10000000 USD 1329.06000000 USD Chr Hansen Holding A/S 202708.61000000 USD -9785.01000000 USD Tryg A/S 36509.69000000 USD -415.63000000 USD Danske Bank A/S 18664.01000000 USD 287.62000000 USD H Lundbeck A/S 158439.35000000 USD -7494.33000000 USD Coloplast A/S, Class B 12037.19000000 USD -1116.02000000 USD Novo Nordisk A/S, Class B 204647.05000000 USD 17060.52000000 USD FLSmidth & Co. A/S 128652.08000000 USD -5664.51000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 2404590.00000000 USD 8836.84999999 N N N N/A N/A N/A 1.00000000 NC N/A -262.83000000 -0.00044088836 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36238.57000000 USD 34500.00000000 CHF 2020-06-17 -262.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -6736.22000000 -0.01129977936 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182343.77000000 USD 150000000.00000000 CLP 2020-06-17 -6736.22000000 N N N N/A N/A N/A -2.00000000 NC USD -5562.50000000 -0.00933090408 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Written United States of America U.S. Treasury 10 Year Note 100000.00000000 136.50000000 USD 2020-05-22 XXXX -2128.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -399.70000000 -0.00067048312 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11780.83000000 USD 9721500.00000000 CLP 2020-06-17 -399.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 38989.97000000 0.065404345225 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391427.00000000 KRW 1693570.61000000 USD 2020-06-17 38989.97000000 N N N N/A N/A N/A 3.00000000 NC USD -33351.60000000 -0.05594617180 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-12 371418.75000000 USD -33351.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 393.08000000 0.000659378297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26000.00000000 SGD 18707.15000000 USD 2020-06-17 393.08000000 N N N N/A N/A 000000000 1455760.00000000 PA -47576.39000000 -0.07980777200 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-04-15 0.00000000 USD 0.00000000 USD 1455760.00000000 BRL -47576.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 820.28000000 0.001375991730 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 175999.00000000 PLN 43351.48000000 USD 2020-06-17 820.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 15386.21000000 0.025809842648 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 89222490.00000000 HUF 288674.88000000 USD 2020-06-17 15386.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 108.01000000 0.000181183092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51773.16000000 USD 87000.00000000 NZD 2020-06-17 108.01000000 N N N N/A N/A N/A -26.00000000 NC USD -32989.53000000 -0.05533881172 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2020-06-19 -3605875.00000000 USD -32989.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -257002.49000000 -0.43111291390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1570118.20000000 USD 31506958.00000000 MXN 2020-06-17 -257002.49000000 N N N N/A N/A N/A 134381.04000000 PA 16293.07000000 0.027331069376 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Singapore Net Return Index MSCI Singapore Net Return Index Y 2020-06-17 0.00000000 USD 0.00000000 USD 134381.04000000 SGD 16293.07000000 N N N N/A N/A N/A 1.00000000 NC USD -3754.70000000 -0.00629838122 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-12 38035.75000000 USD -3754.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -72822.48000000 -0.12215722715 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1451143.23000000 USD 1938292.00000000 CAD 2020-06-17 -72822.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -22845.69000000 -0.03832286600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1034649.84000000 USD 1230000000.00000000 KRW 2020-06-17 -22845.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -126238.87000000 -0.21176140003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2473786.26000000 USD 3936623.00000000 NZD 2020-06-17 -126238.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.98000000 0.000025128439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192000.00000000 CLP 239.76000000 USD 2020-06-17 14.98000000 N N N N/A N/A 000000000 5757000.00000000 PA 22.34000000 0.000037474588 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-04-15 0.00000000 USD 0.00000000 USD 5757000.00000000 TWD 22.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.91000000 -0.00020785480 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10500.00000000 CHF 10825.23000000 USD 2020-06-17 -123.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -15293.31000000 -0.02565400606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 147756.57000000 USD 2393352.00000000 ZAR 2020-06-17 -15293.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 17124.60000000 0.028725932598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 452535.00000000 GBP 579974.06000000 USD 2020-06-17 17124.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 81215.86000000 0.136236835915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2204500.00000000 GBP 2823106.84000000 USD 2020-06-17 81215.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -206.12000000 -0.00034575927 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13468.30000000 USD 16122168.00000000 KRW 2020-06-17 -206.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -432.70000000 -0.00072583949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 135500.00000000 AUD 82930.33000000 USD 2020-06-17 -432.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -16.40000000 -0.00002751044 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3177000.00000000 KRW 2597.02000000 USD 2020-06-17 -16.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.66000000 0.000106787479 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13130.79000000 USD 394500.00000000 TWD 2020-06-17 63.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 73.85000000 0.000123880856 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 427000.00000000 TWD 14355.30000000 USD 2020-06-17 73.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.59000000 0.000009377034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11220.09000000 USD 13646500.00000000 KRW 2020-06-17 5.59000000 N N N N/A N/A N/A 2.00000000 NC USD -6372.98000000 -0.01069045664 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-02 95162.50000000 USD -6372.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -602.40000000 -0.00101050545 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3991.92000000 USD 13845500.00000000 COP 2020-06-17 -602.40000000 N N N N/A N/A N/A 14.00000000 NC -6197.00000000 -0.01039525619 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Schatz 2020-06-08 1570660.00000000 EUR -6197.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 7258.40000000 0.012175718508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 894000.00000000 ILS 260645.89000000 USD 2020-06-17 7258.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -4985.51000000 -0.00836302303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55929.56000000 USD 266000.00000000 BRL 2020-06-17 -4985.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -16807.14000000 -0.02819340427 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 354314.74000000 USD 110188500.00000000 HUF 2020-06-17 -16807.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -27357.11000000 -0.04589061922 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 800574.79000000 USD 741500.00000000 CHF 2020-06-17 -27357.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -3847.19000000 -0.00645353004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 198846.12000000 USD 187000.00000000 CHF 2020-06-17 -3847.19000000 N N N N/A N/A N/A -1.00000000 NC USD 11628.14000000 0.019505808362 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-04-23 -47473.25000000 USD 11628.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 41779.85000000 0.070084273798 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3604312.00000000 NOK 388567.90000000 USD 2020-06-17 41779.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 147.91000000 0.000248113981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77999.56000000 USD 95000000.00000000 KRW 2020-06-17 147.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 87.77000000 0.000147231182 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1430500.00000000 JPY 13435.36000000 USD 2020-06-17 87.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 1947.56000000 0.003266965493 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86029.66000000 USD 143000.00000000 AUD 2020-06-17 1947.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -131.21000000 -0.00022010030 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1483000.00000000 JPY 13706.24000000 USD 2020-06-17 -131.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -815.34000000 -0.00136770504 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 139927.54000000 USD 2020-06-17 -815.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -158.36000000 -0.00026564350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2838.80000000 USD 2289572.00000000 CLP 2020-06-17 -158.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 1334.04000000 0.002237806612 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32891.00000000 USD 338000.00000000 SEK 2020-06-17 1334.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -619.07000000 -0.00103846881 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14174.22000000 USD 11578501.00000000 CLP 2020-06-17 -619.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.46000000 0.000004126566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4613.09000000 USD 138000.00000000 TWD 2020-06-17 2.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -99.19000000 -0.00016638784 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2779.63000000 USD 2289572.00000000 CLP 2020-06-17 -99.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -317921.57000000 -0.53330259343 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1631037.24000000 USD 31506957.00000000 MXN 2020-06-17 -317921.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 68.21000000 0.000114419949 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35000.00000000 BRL 6771.37000000 USD 2020-06-17 68.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -19599.46000000 -0.03287742586 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 423034.01000000 USD 31031293.00000000 INR 2020-06-17 -19599.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -4475.62000000 -0.00750769994 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28004.80000000 USD 96112000.00000000 COP 2020-06-17 -4475.62000000 N N N N/A N/A N/A 2.00000000 NC -508.68000000 -0.00085329335 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-09-13 501950.00000000 EUR -508.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 5151.61000000 0.008641650119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 441750.00000000 SGD 316314.76000000 USD 2020-06-17 5151.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.57000000 -0.00020057459 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1056000.00000000 JPY 9733.66000000 USD 2020-06-17 -119.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.30000000 -0.00002902016 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 AUD 597.93000000 USD 2020-06-17 -17.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 42275.16000000 0.070915139434 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15500000.00000000 CZK 666574.46000000 USD 2020-06-17 42275.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -82.51000000 -0.00013840771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54798500.00000000 IDR 3235.21000000 USD 2020-06-17 -82.51000000 N N N N/A N/A N/A -1.00000000 NC USD 21362.76000000 0.035835301489 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-04-27 -123628.75000000 USD 21362.76000000 N N N N/A N/A 000000000 382663.35000000 PA 6923.24000000 0.011613499036 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus WIBOR +/- spread (-0.05% to 0.07%). PLN Currency. Maturity 59-61 Months 01/13/25 to 03/28/25 Y 2025-01-13 0.00000000 USD 0.00000000 USD 382663.00000000 USD 33173.85000000 N N N Dreyfus Treasury Obligations Cash Management Fund 549300MKKM9KT7BF6329 261908107 0.36000000 NS USD 0.36000000 0.000000603887 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6774.59000000 -0.01136414373 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 586069.54000000 USD 523706.00000000 EUR 2020-06-17 -6774.59000000 N N N N/A N/A 000000000 1016353.75000000 PA 1095309.39000000 1.837344154726 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.25% to 0.00%). GBP Currency. Maturity 59-60 Months 01/21/25 Flutter Entertainment plc 1016353.75000000 USD -197791.23000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 1016354.00000000 USD -197791.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.23000000 0.000032257669 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 326000.00000000 CLP 400.88000000 USD 2020-06-17 19.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -52160.13000000 -0.08749683955 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 562558.25000000 USD 2665000.00000000 BRL 2020-06-17 -52160.13000000 N N N N/A N/A N/A 9.00000000 NC USD -158586.93000000 -0.26602416770 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-05-05 1113086.25000000 USD -158586.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 13141.74000000 0.022044820753 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661070.00000000 CLP 380350.09000000 USD 2020-06-17 13141.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 10135.30000000 0.017001620164 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201796.69000000 USD 2093000.00000000 SEK 2020-06-17 10135.30000000 N N N N/A N/A N/A 1.00000000 NC USD -11157.20000000 -0.01871582257 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-04-24 47477.00000000 USD -11157.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -1751.19000000 -0.00293756151 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24028.09000000 USD 402500.00000000 ZAR 2020-06-17 -1751.19000000 N N N N/A N/A N/A -1.00000000 NC USD 7407.85000000 0.012426415787 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-05 -47517.50000000 USD 7407.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -792.69000000 -0.00132971044 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18289.49000000 USD 574000.00000000 THB 2020-06-17 -792.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -304.19000000 -0.00051026835 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13710.52000000 USD 70000.00000000 BRL 2020-06-17 -304.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 52085.82000000 0.087372187068 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5375500.00000000 MXN 276120.57000000 USD 2020-06-17 52085.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -728.98000000 -0.00122283909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12599.47000000 USD 10139500.00000000 CLP 2020-06-17 -728.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -40.76000000 -0.00006837351 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1458.18000000 USD 46500.00000000 THB 2020-06-17 -40.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -7514.14000000 -0.01260471363 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69757.81000000 USD 325000.00000000 BRL 2020-06-17 -7514.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -2348.55000000 -0.00393961254 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 184291.60000000 USD 950000.00000000 BRL 2020-06-17 -2348.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 5976.82000000 0.010025911757 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 413500.00000000 SGD 297241.02000000 USD 2020-06-17 5976.82000000 N N N N/A N/A N/A 3.00000000 NC -584.03000000 -0.00097969041 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-12-13 752850.00000000 EUR -584.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -13287.06000000 -0.02228859009 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 344812.71000000 USD 266549.00000000 GBP 2020-06-17 -13287.06000000 N N N N/A N/A N/A 1.00000000 NC USD -4541.84000000 -0.00761878173 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-10 38025.00000000 USD -4541.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -370.92000000 -0.00062220565 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80000.00000000 CAD 56517.13000000 USD 2020-06-17 -370.92000000 N N N N/A N/A N/A 4.00000000 NC USD -132875.61000000 -0.22289430508 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-04-15 494325.00000000 USD -132875.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.84000000 -0.00015909086 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4905.17000000 USD 370000.00000000 INR 2020-06-17 -94.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -9544.11000000 -0.01600991909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 172386.17000000 USD 229000.00000000 CAD 2020-06-17 -9544.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -310.94000000 -0.00052159124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1600000.00000000 INR 20490.49000000 USD 2020-06-17 -310.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 80273.22000000 0.134655589456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2132501.00000000 CAD 1596696.12000000 USD 2020-06-17 80273.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 7449.56000000 0.012496382890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1568000.00000000 MXN 72799.11000000 USD 2020-06-17 7449.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -5224.90000000 -0.00876459159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 422814.00000000 EUR 462468.84000000 USD 2020-06-17 -5224.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -35098.83000000 -0.05887709055 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3479087.89000000 USD 3113505.00000000 EUR 2020-06-17 -35098.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 29049.70000000 0.048729881236 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 862500.00000000 NZD 543388.93000000 USD 2020-06-17 29049.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -39905.97000000 -0.06694090399 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 590142.96000000 USD 470000000.00000000 CLP 2020-06-17 -39905.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -82.51000000 -0.00013840771 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54798500.00000000 IDR 3235.21000000 USD 2020-06-17 -82.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 7878.53000000 0.013215965439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1632000.00000000 MXN 75895.41000000 USD 2020-06-17 7878.53000000 N N N N/A N/A N/A 1.00000000 NC USD 3231.23000000 0.005420278149 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-25 123741.00000000 USD 3231.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -368.78000000 -0.00061861587 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27935.80000000 USD 9000000.00000000 HUF 2020-06-17 -368.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 17962.92000000 0.030132185814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1853591000.00000000 IDR 130186.73000000 USD 2020-06-17 17962.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 16183.43000000 0.027147152015 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1455500.00000000 PLN 367913.60000000 USD 2020-06-17 16183.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 32349.16000000 0.054264612883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2634210.00000000 EUR 2946168.28000000 USD 2020-06-17 32349.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 83416.38000000 0.139928133183 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19600000.00000000 ZAR 1168204.53000000 USD 2020-06-17 83416.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 3430.29000000 0.005754194511 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 145000.00000000 CHF 154632.67000000 USD 2020-06-17 3430.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 107343.21000000 0.180064574670 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15300000.00000000 MXN 745001.42000000 USD 2020-06-17 107343.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -746.57000000 -0.00125234571 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 700000.00000000 MXN 28427.33000000 USD 2020-06-17 -746.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 3935.41000000 0.006601516088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 291792.00000000 CHF 308208.82000000 USD 2020-06-17 3935.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 36.73000000 0.000061613322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1229.51000000 USD 2020-06-17 36.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -178.65000000 -0.00029967928 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18500.00000000 CAD 12976.71000000 USD 2020-06-17 -178.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 318.81000000 0.000534792904 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31500.00000000 ILS 9246.89000000 USD 2020-06-17 318.81000000 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 8396.00000000 NS USD 448682.24000000 0.752649158785 Long EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD -4438.89000000 -0.00744608662 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-30 -123775.00000000 USD -4438.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -25523.88000000 -0.04281543840 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 178631.56000000 USD 2528866214.00000000 IDR 2020-06-17 -25523.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.83000000 0.000091975455 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1247.61000000 USD 2020-06-17 54.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -4098.77000000 -0.00687554691 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 129500.00000000 EUR 139147.05000000 USD 2020-06-17 -4098.77000000 N N N N/A N/A 000000000 362196.15000000 PA -15645.92000000 -0.02624549731 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus TIIE +/- spread (-0.11% to 0.05%). MXN Currency. Maturity 59-61 Months 01/13/25 to 03/10/25 Y 2025-01-13 0.00000000 USD 0.00000000 USD 362196.00000000 USD -2286.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 311.79000000 0.000523017093 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1134000.00000000 TWD 38239.57000000 USD 2020-06-17 311.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -313.21000000 -0.00052539909 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12992.18000000 USD 18000.00000000 SGD 2020-06-17 -313.21000000 N N N N/A N/A N/A 2.00000000 NC USD -7496.40000000 -0.01257495539 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-26 95134.50000000 USD -7496.40000000 N N N Trip.com Group Ltd. 2549004RMYDSRQL4KW41 89677Q107 -1067.00000000 NS USD -25021.15000000 -0.04197212597 Short EC CORP KY N 1 N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAC9 5950000.00000000 PA USD 119000.00000000 0.199618442431 Long DBT CORP US N 3 2018-10-01 Fixed 2.00000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A 79.26000000 0.000132955947 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 BRL 749.58000000 USD 2020-06-17 79.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -20515.57000000 -0.03441416915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 224248.09000000 USD 66514000.00000000 HUF 2020-06-17 -20515.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -37172.67000000 -0.06235588644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3591770.73000000 USD 3213500.00000000 EUR 2020-06-17 -37172.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 604.96000000 0.001014799772 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91579500.00000000 IDR 6149.55000000 USD 2020-06-17 604.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -19598.93000000 -0.03287653680 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 423033.47000000 USD 31031292.00000000 INR 2020-06-17 -19598.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -64611.08000000 -0.10838288364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 494122.87000000 USD 7760438.00000000 ZAR 2020-06-17 -64611.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 299.28000000 0.000502031995 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7598.81000000 USD 78000.00000000 SEK 2020-06-17 299.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -87337.39000000 -0.14650549376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1465656.72000000 USD 1938290.00000000 CAD 2020-06-17 -87337.39000000 N N N N/A N/A N/A -2.00000000 NC USD 37777.70000000 0.063370803635 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-04-29 -247294.00000000 USD 37777.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -4320.27000000 -0.00724710561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 335000.00000000 SGD 231649.52000000 USD 2020-06-17 -4320.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.22000000 -0.00005740288 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 157000.00000000 INR 2006.92000000 USD 2020-06-17 -34.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 133851.46000000 0.224531260188 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8520000.00000000 PLN 2192759.76000000 USD 2020-06-17 133851.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -983.73000000 -0.00165017353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8395000.00000000 JPY 77347.61000000 USD 2020-06-17 -983.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -595.86000000 -0.00099953483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46500.00000000 NZD 27133.73000000 USD 2020-06-17 -595.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 40246.55000000 0.067512215329 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1507500.00000000 NZD 939222.07000000 USD 2020-06-17 40246.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -316705.11000000 -0.53126202326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1629820.86000000 USD 31506959.00000000 MXN 2020-06-17 -316705.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -253262.41000000 -0.42483905723 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1566378.12000000 USD 31506958.00000000 MXN 2020-06-17 -253262.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -11221.00000000 -0.01882284489 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 118426.07000000 USD 35000000.00000000 HUF 2020-06-17 -11221.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -24410.81000000 -0.04094830143 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 427845.35000000 USD 31031292.00000000 INR 2020-06-17 -24410.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -1592.17000000 -0.00267081088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61376000.00000000 KRW 48896.03000000 USD 2020-06-17 -1592.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 6981.60000000 0.011711395946 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35032476.00000000 HUF 114286.14000000 USD 2020-06-17 6981.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 37770.41000000 0.063358574909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8050000.00000000 MXN 373270.32000000 USD 2020-06-17 37770.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.69000000 0.000074965951 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1236.22000000 USD 2020-06-17 44.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 100169.76000000 0.168031356890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23129800.00000000 SEK 2442235.99000000 USD 2020-06-17 100169.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1515.44000000 0.002542098927 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 619000.00000000 CNY 88710.01000000 USD 2020-06-17 1515.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -60571.44000000 -0.10160652528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 490083.23000000 USD 7760438.00000000 ZAR 2020-06-17 -60571.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -39079.00000000 -0.06555369001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 651843.43000000 USD 996000.00000000 AUD 2020-06-17 -39079.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 66.02000000 0.000110746298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3709.71000000 USD 195000.00000000 PHP 2020-06-17 66.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -141.74000000 -0.00023776401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13403.91000000 USD 16122166.00000000 KRW 2020-06-17 -141.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -3149.05000000 -0.00528242400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 127121.24000000 USD 176000.00000000 SGD 2020-06-17 -3149.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -33499.97000000 -0.05619505741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1807696.16000000 USD 2495000.00000000 CAD 2020-06-17 -33499.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 145080.14000000 0.243366988021 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329250.00000000 BRL 1357251.75000000 USD 2020-06-17 145080.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 4542.54000000 0.007619955962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 495500.00000000 ILS 144982.70000000 USD 2020-06-17 4542.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -29760.34000000 -0.04992195560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 585850.92000000 USD 475000000.00000000 CLP 2020-06-17 -29760.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -34788.15000000 -0.05835593544 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1050972.41000000 USD 974500.00000000 CHF 2020-06-17 -34788.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 3264.14000000 0.005475483551 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 689430.00000000 MXN 31997.52000000 USD 2020-06-17 3264.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 12644.69000000 0.021211036326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 350000.00000000 BRL 79676.34000000 USD 2020-06-17 12644.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -637.76000000 -0.00106982065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 300000.00000000 PLN 71859.01000000 USD 2020-06-17 -637.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -349.52000000 -0.00058630788 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 111122.71000000 USD 3312000.00000000 TWD 2020-06-17 -349.52000000 N N N N/A N/A 000000000 729200.00000000 PA 41345.34000000 0.069355398089 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-06-19 0.00000000 USD 0.00000000 USD 729200.00000000 CHF 41345.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 6620.64000000 0.011105897854 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 406839.66000000 USD 396500.00000000 CHF 2020-06-17 6620.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -16795.71000000 -0.02817423083 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 235036.13000000 USD 71250500.00000000 HUF 2020-06-17 -16795.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.26000000 -0.00000043614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000.00000000 TWD 66.63000000 USD 2020-06-17 -0.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -6691.62000000 -0.01122496438 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3150000.00000000 MXN 124590.95000000 USD 2020-06-17 -6691.62000000 N N N N/A N/A 000000000 881562.50000000 PA USD 29952.16000000 0.050243727114 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD 881562.50000000 USD 29952.16000000 N N N N/A N/A N/A -2.00000000 NC USD -5125.00000000 -0.00859701275 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Written United States of America U.S. Treasury 30 Year Bond 100000.00000000 182.00000000 USD 2020-05-22 XXXX 2371.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.43000000 -0.00001414103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2447.45000000 USD 2965000.00000000 KRW 2020-06-17 -8.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 868.33000000 0.001456593967 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35410.86000000 USD 128000.00000000 ILS 2020-06-17 868.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 11086.09000000 0.018596537970 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 277000.00000000 NZD 176270.98000000 USD 2020-06-17 11086.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -3262.27000000 -0.00547234669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 166069.37000000 USD 197916500.00000000 KRW 2020-06-17 -3262.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -41.02000000 -0.00006880965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4899.87000000 USD 50500.00000000 NOK 2020-06-17 -41.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -19.66000000 -0.00003297897 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69000.00000000 INR 877.40000000 USD 2020-06-17 -19.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -9247.66000000 -0.01551263433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 117760.63000000 USD 35427000.00000000 HUF 2020-06-17 -9247.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 1421.88000000 0.002385155217 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25929.23000000 USD 96500.00000000 ILS 2020-06-17 1421.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 339.50000000 0.000569499673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 438000.00000000 CNY 62037.76000000 USD 2020-06-17 339.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -81071.74000000 -0.13599507952 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1459391.78000000 USD 1938291.00000000 CAD 2020-06-17 -81071.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 231.72000000 0.000388702398 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 344500.00000000 THB 10732.85000000 USD 2020-06-17 231.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 2823.57000000 0.004736442399 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 21927.43000000 USD 2020-06-17 2823.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2290.84000000 -0.00384280598 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92452.43000000 USD 128000.00000000 SGD 2020-06-17 -2290.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 17022.11000000 0.028554009118 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 550000.00000000 BRL 122357.56000000 USD 2020-06-17 17022.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.64000000 -0.00021411174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 760500.00000000 THB 23054.10000000 USD 2020-06-17 -127.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.79000000 -0.00000635759 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 555.65000000 USD 16500.00000000 TWD 2020-06-17 -3.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -41687.62000000 -0.06992956111 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 983918.49000000 USD 3899060.00000000 PLN 2020-06-17 -41687.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 95185.63000000 0.159670648760 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2279502.00000000 CAD 1716141.05000000 USD 2020-06-17 95185.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 1815.97000000 0.003046227755 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52177.67000000 USD 190500.00000000 ILS 2020-06-17 1815.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 26385.97000000 0.044261564986 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165253570.00000000 HUF 532557.99000000 USD 2020-06-17 26385.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -6566.02000000 -0.01101427466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 271724.98000000 USD 935532.00000000 ILS 2020-06-17 -6566.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -862.16000000 -0.00144624400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2129000.00000000 TWD 70344.40000000 USD 2020-06-17 -862.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.10000000 -0.00000016774 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 104.29000000 USD 89000.00000000 CLP 2020-06-17 -0.10000000 N N N N/A N/A N/A -6.00000000 NC 6315.85000000 0.010594623022 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2020-06-08 -1035060.00000000 EUR 6315.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 2360.65000000 0.003959909883 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7429000.00000000 INR 98944.29000000 USD 2020-06-17 2360.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 907.51000000 0.001522317081 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93190.54000000 USD 978000.00000000 NOK 2020-06-17 907.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -6895.95000000 -0.01156772099 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 479000.00000000 CHF 492593.29000000 USD 2020-06-17 -6895.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 25.48000000 0.000042741831 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1338500.00000000 KRW 1126.54000000 USD 2020-06-17 25.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -50.60000000 -0.00008487977 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12496.00000000 ILS 3491.16000000 USD 2020-06-17 -50.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 6473.10000000 0.010858404535 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 870500.00000000 ILS 253199.96000000 USD 2020-06-17 6473.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -3646.87000000 -0.00611750007 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182017.67000000 USD 1761556.00000000 SEK 2020-06-17 -3646.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1131.32000000 -0.00189775072 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 419095.99000000 USD 44794500.00000000 JPY 2020-06-17 -1131.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 43595.63000000 0.073130182835 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 219443585.00000000 HUF 715751.77000000 USD 2020-06-17 43595.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 5591.08000000 0.009378846059 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661071.00000000 CLP 372799.43000000 USD 2020-06-17 5591.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -309.61000000 -0.00051936021 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63577500.00000000 COP 15254.80000000 USD 2020-06-17 -309.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 2322.08000000 0.003895210023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 18091.81000000 USD 2020-06-17 2322.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -60570.82000000 -0.10160548525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 490082.56000000 USD 7760437.00000000 ZAR 2020-06-17 -60570.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -41.02000000 -0.00006880965 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4899.87000000 USD 50500.00000000 NOK 2020-06-17 -41.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 4353.85000000 0.007303434920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 62187.85000000 USD 53500.00000000 GBP 2020-06-17 4353.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -15265.93000000 -0.02560807704 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 105617.71000000 USD 1632480.00000000 ZAR 2020-06-17 -15265.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 1270.28000000 0.002130851386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 286655.18000000 USD 468000.00000000 AUD 2020-06-17 1270.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -7082.18000000 -0.01188011546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 205484.02000000 USD 700000.00000000 ILS 2020-06-17 -7082.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 767.98000000 0.001288260264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 700000.00000000 ZAR 39510.41000000 USD 2020-06-17 767.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 335.02000000 0.000561984626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55000.00000000 ZAR 3379.07000000 USD 2020-06-17 335.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -27358.11000000 -0.04589229668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 800575.79000000 USD 741500.00000000 CHF 2020-06-17 -27358.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -13724.38000000 -0.02302217948 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 417158.90000000 USD 31031291.00000000 INR 2020-06-17 -13724.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -335.72000000 -0.00056315885 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 175500.00000000 NOK 16549.97000000 USD 2020-06-17 -335.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -1775.48000000 -0.00297830716 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 185000.00000000 PLN 42930.86000000 USD 2020-06-17 -1775.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.10000000 -0.00000520014 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15517500.00000000 CLP 18163.50000000 USD 2020-06-17 -3.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 5977.19000000 0.010026532419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 413500.00000000 SGD 297241.39000000 USD 2020-06-17 5977.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -335.42000000 -0.00056265561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216500.00000000 SEK 21586.83000000 USD 2020-06-17 -335.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 17125.32000000 0.028727140374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 452535.00000000 GBP 579974.78000000 USD 2020-06-17 17125.32000000 N N N N/A N/A N/A -37.00000000 NC -36651.69000000 -0.06148196025 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short United Kingdom of Great Britain and Northern Ireland Long Gilt 2020-06-26 -5039030.00000000 GBP -36651.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 3481.68000000 0.005840399484 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90031000.00000000 JPY 843535.19000000 USD 2020-06-17 3481.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -75786.68000000 -0.12712957158 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 505298.42000000 USD 7760437.00000000 ZAR 2020-06-17 -75786.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1142.34000000 -0.00191623639 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500000.00000000 TWD 115918.70000000 USD 2020-06-17 -1142.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -93.93000000 -0.00015756437 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5552.22000000 USD 28500.00000000 BRL 2020-06-17 -93.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 12207.24000000 0.020477228867 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2085000.00000000 ZAR 127604.35000000 USD 2020-06-17 12207.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 138.62000000 0.000232530323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 466000.00000000 PHP 9161.64000000 USD 2020-06-17 138.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 3614.26000000 0.006062797913 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 291794.00000000 CHF 307889.75000000 USD 2020-06-17 3614.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 820.24000000 0.001375924632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 176001.00000000 PLN 43351.92000000 USD 2020-06-17 820.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -552.97000000 -0.00092758832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19450.16000000 USD 6169500.00000000 HUF 2020-06-17 -552.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 188396.08000000 0.316028000418 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329251.00000000 BRL 1400567.88000000 USD 2020-06-17 188396.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 23900.15000000 0.040091686696 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10883796.00000000 SEK 1125966.36000000 USD 2020-06-17 23900.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -5611.33000000 -0.00941281474 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 584907.39000000 USD 523707.00000000 EUR 2020-06-17 -5611.33000000 N N N N/A N/A N/A 7.00000000 NC 793.21000000 0.001330582728 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2020-12-10 6993791.84000000 AUD 793.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -33095.81000000 -0.05551709280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 460369.80000000 USD 694500.00000000 AUD 2020-06-17 -33095.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -37637.95000000 -0.06313637777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 674225.92000000 USD 1067500.00000000 NZD 2020-06-17 -37637.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 978.40000000 0.001641232639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1094000.00000000 THB 34325.96000000 USD 2020-06-17 978.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 1955.38000000 0.003280083276 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70319.58000000 USD 255000.00000000 ILS 2020-06-17 1955.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 21149.33000000 0.035477279941 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2311222500.00000000 IDR 161079.99000000 USD 2020-06-17 21149.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -10771.27000000 -0.01806843815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76162.96000000 USD 1181500.00000000 ZAR 2020-06-17 -10771.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.01000000 -0.00006208301 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3585.08000000 USD 25188.00000000 CNY 2020-06-17 -37.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 20471.95000000 0.034340998088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 707000.00000000 CHF 757713.89000000 USD 2020-06-17 20471.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 2994.55000000 0.005023255519 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 18764.28000000 USD 2020-06-17 2994.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 81882.36000000 0.137354866939 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7280500.00000000 NOK 782373.99000000 USD 2020-06-17 81882.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -69.27000000 -0.00011619806 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37495000.00000000 COP 9109.88000000 USD 2020-06-17 -69.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -61.11000000 -0.00010250994 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61000.00000000 SEK 6115.60000000 USD 2020-06-17 -61.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -16.40000000 -0.00002751044 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3177000.00000000 KRW 2597.02000000 USD 2020-06-17 -16.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 44349.96000000 0.074395545689 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 254476061.00000000 HUF 823810.64000000 USD 2020-06-17 44349.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 17022.27000000 0.028554277513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 550000.00000000 BRL 122357.72000000 USD 2020-06-17 17022.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 6727.15000000 0.011284564747 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 737500.00000000 ZAR 47545.07000000 USD 2020-06-17 6727.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -85625.36000000 -0.14363362181 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 580510.45000000 USD 2584000.00000000 BRL 2020-06-17 -85625.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 9402.76000000 0.015772809292 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 809252.00000000 NOK 87264.76000000 USD 2020-06-17 9402.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1696.53000000 0.002845871228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76193000.00000000 KRW 64373.27000000 USD 2020-06-17 1696.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -12.62000000 -0.00002116961 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93000.00000000 PHP 1788.11000000 USD 2020-06-17 -12.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -50977.94000000 -0.08551375614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2634210.00000000 EUR 2862841.18000000 USD 2020-06-17 -50977.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 41101.87000000 0.068946985465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3604314.00000000 NOK 387890.11000000 USD 2020-06-17 41101.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -5601.72000000 -0.00939669429 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 137641.53000000 USD 1304000.00000000 SEK 2020-06-17 -5601.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 10403.33000000 0.017451231350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1664983.98000000 USD 2020-06-17 10403.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 27742.24000000 0.046536661666 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1792419.92000000 USD 1645500.00000000 EUR 2020-06-17 27742.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 89.41000000 0.000149982226 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3719.25000000 USD 4630000.00000000 KRW 2020-06-17 89.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 1085.83000000 0.001821442801 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22000.00000000 GBP 28448.77000000 USD 2020-06-17 1085.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -10218.39000000 -0.01714100080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 94221.65000000 USD 1387474501.00000000 IDR 2020-06-17 -10218.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 78173.35000000 0.131133129131 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2094500.00000000 CAD 1567573.72000000 USD 2020-06-17 78173.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -57539.64000000 -0.09652078415 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1465436.29000000 USD 1131959.00000000 GBP 2020-06-17 -57539.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -186.42000000 -0.00031271319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8191.78000000 USD 6838000.00000000 CLP 2020-06-17 -186.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.55000000 -0.00000092260 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21000.00000000 CNY 2957.59000000 USD 2020-06-17 -0.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 2417.97000000 0.004056062228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207000.00000000 PLN 52440.74000000 USD 2020-06-17 2417.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -29174.95000000 -0.04893998384 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182282.63000000 USD 2528866214.00000000 IDR 2020-06-17 -29174.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -12037.91000000 -0.02019318356 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56507.28000000 USD 1067000.00000000 MXN 2020-06-17 -12037.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -7208.87000000 -0.01209263362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3750000.00000000 MXN 149079.91000000 USD 2020-06-17 -7208.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 30056.67000000 0.050419039076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 833500.00000000 NZD 527102.17000000 USD 2020-06-17 30056.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 16575.68000000 0.027805138015 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1976876.00000000 ILS 576884.01000000 USD 2020-06-17 16575.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 21149.53000000 0.035477615434 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2311222500.00000000 IDR 161080.19000000 USD 2020-06-17 21149.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.64000000 -0.00005810741 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13296.81000000 USD 16122166.00000000 KRW 2020-06-17 -34.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 63321.54000000 0.106219724261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15050000.00000000 MXN 690560.50000000 USD 2020-06-17 63321.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -5349.41000000 -0.00897345287 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34843.34000000 USD 154000.00000000 BRL 2020-06-17 -5349.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -238.11000000 -0.00039942140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1880.30000000 USD 6708000.00000000 COP 2020-06-17 -238.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -2031.62000000 -0.00340797327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9950.25000000 USD 190000.00000000 MXN 2020-06-17 -2031.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -3841.49000000 -0.00644396849 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 112290.09000000 USD 104000.00000000 CHF 2020-06-17 -3841.49000000 N N N N/A N/A N/A -1.00000000 NC USD 6184.07000000 0.010373566565 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-11 -47536.50000000 USD 6184.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -13.41000000 -0.00002249481 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3192500.00000000 KRW 2612.76000000 USD 2020-06-17 -13.41000000 N N N N/A N/A 000000000 3314423.83999999 PA -60696.59000000 -0.10181646014 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.70% to 0.70%). CHF Currency. Maturity 59-61 Months 01/21/25 to 04/02/25 Givaudan SA (Registered) 6153.95000000 USD 78.55000000 USD Nestle SA (Registered) 10441.52000000 USD 50.09000000 USD Kuehne + Nagel International AG (Registered) 68791.41000000 USD 1045.49000000 USD Cie Financiere Richemont SA (Registered) 54362.59000000 USD -168.95000000 USD LafargeHolcim Ltd. (Registered) 136266.78000000 USD 13679.14000000 USD Alcon, Inc. 54991.06000000 USD 4152.98000000 USD Adecco Group AG (Registered) 253896.96000000 USD 28812.20000000 USD Temenos AG (Registered) 425461.13000000 USD -63253.57000000 USD Helvetia Holding AG (Registered) 141483.66000000 USD 3384.87000000 USD Bucher Industries AG (Registered) 19768.12000000 USD 535.78000000 USD Schindler Holding AG 29534.96000000 USD 684.59000000 USD Baloise Holding AG (Registered) 126069.58000000 USD 3171.71000000 USD Roche Holding AG 34104.65000000 USD 2464.92000000 USD Zurich Insurance Group AG 93096.25000000 USD -16327.19000000 USD Partners Group Holding AG 15062.65000000 USD -2342.05000000 USD Julius Baer Group Ltd. 4421.66000000 USD -854.86000000 USD Swisscom AG (Registered) 92638.19000000 USD 2046.58000000 USD UBS Group AG (Registered) 71697.35000000 USD 8389.25000000 USD Chocoladefabriken Lindt & Spruengli AG 67147.79000000 USD -8950.06000000 USD ams AG 51247.64000000 USD 1171.05000000 USD Straumann Holding AG (Registered) 308526.11000000 USD -37775.26000000 USD dormakaba Holding AG 11946.38000000 USD 277.73000000 USD Sunrise Communications Group AG 144995.43000000 USD 1417.80000000 USD Flughafen Zurich AG (Registered) 6824.23000000 USD 761.47000000 USD EMS-Chemie Holding AG (Registered) 16839.18000000 USD -1090.63000000 USD Vifor Pharma AG 152951.19000000 USD -33685.54000000 USD Logitech International SA (Registered) 10878.17000000 USD 164.32000000 USD Dufry AG (Registered) 47539.16000000 USD 12691.15000000 USD Swiss Re AG 66527.06000000 USD -4358.79000000 USD Swatch Group AG (The) 5302.76000000 USD -619.60000000 USD SGS SA (Registered) 64581.28000000 USD 3.40000000 USD ABB Ltd. (Registered) 67142.96000000 USD -4479.54000000 USD DKSH Holding AG 99705.90000000 USD -915.13000000 USD Sonova Holding AG (Registered) 280310.28000000 USD 23094.79000000 USD Sika AG (Registered) 129235.51000000 USD -11650.17000000 USD Swiss Life Holding AG (Registered) 30879.44000000 USD 3984.84000000 USD Novartis AG (Registered) 113600.90000000 USD 10451.12000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 3314424.00000000 USD -63957.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.43000000 -0.00000239877 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 285.72000000 USD 8500.00000000 TWD 2020-06-17 -1.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 3450.35000000 0.005787844477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 717570.00000000 MXN 33356.52000000 USD 2020-06-17 3450.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 59609.63000000 0.099993121802 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6676500.00000000 MXN 337866.17000000 USD 2020-06-17 59609.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -862.07000000 -0.00144609303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2129000.00000000 TWD 70344.49000000 USD 2020-06-17 -862.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -14611.20000000 -0.02450978979 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49355000.00000000 JPY 445906.19000000 USD 2020-06-17 -14611.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -4726.64000000 -0.00792877743 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74000.00000000 GBP 87312.34000000 USD 2020-06-17 -4726.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -922.04000000 -0.00154669066 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17629.53000000 USD 165000.00000000 SEK 2020-06-17 -922.04000000 N N N N/A N/A N/A -2.00000000 NC USD 15151.85000000 0.025416711739 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-04-09 -74867.50000000 USD 15151.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -13430.99000000 -0.02253002776 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90875.57000000 USD 1399272.00000000 ZAR 2020-06-17 -13430.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -9802.88000000 -0.01644399694 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100144.59000000 USD 29494500.00000000 HUF 2020-06-17 -9802.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -44263.55000000 -0.07425059586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 706246.01000000 USD 1076000.00000000 AUD 2020-06-17 -44263.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 5627.23000000 0.009439486452 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 441750.00000000 SGD 316790.38000000 USD 2020-06-17 5627.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.91000000 -0.00010552937 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22092.29000000 USD 18817000.00000000 CLP 2020-06-17 -62.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 6525.33000000 0.010946018579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 332500.00000000 GBP 420078.86000000 USD 2020-06-17 6525.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -35883.85000000 -0.06019393483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 601564.44000000 USD 795500.00000000 CAD 2020-06-17 -35883.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 21633.62000000 0.036289659903 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2250000.00000000 ZAR 146162.87000000 USD 2020-06-17 21633.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -228.15000000 -0.00038271384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 245000.00000000 SEK 24579.94000000 USD 2020-06-17 -228.15000000 N N N N/A N/A N/A 1.00000000 NC USD 1909.55000000 0.003203205014 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-18 123706.25000000 USD 1909.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 19629.72000000 0.032928185981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1780825.00000000 EUR 1989481.00000000 USD 2020-06-17 19629.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -212.28000000 -0.00035609246 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5880.90000000 USD 20000.00000000 ILS 2020-06-17 -212.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 17142.20000000 0.028755455998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2965313.00000000 ILS 857604.42000000 USD 2020-06-17 17142.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 337.55000000 0.000566228615 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19000.00000000 EUR 21354.31000000 USD 2020-06-17 337.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -257004.49000000 -0.43111626883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1570120.37000000 USD 31506962.00000000 MXN 2020-06-17 -257004.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 2748.48000000 0.004610481484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1257249.00000000 CNY 179849.10000000 USD 2020-06-17 2748.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -40672.50000000 -0.06822673193 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 588838.27000000 USD 891000.00000000 AUD 2020-06-17 -40672.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -10137.61000000 -0.01700549511 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93448.37000000 USD 435000.00000000 BRL 2020-06-17 -10137.61000000 N N N N/A N/A N/A 14.00000000 NC USD -57127.05000000 -0.09582867850 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-17 532875.00000000 USD -57127.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -97095.57000000 -0.16287450798 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 996733.69000000 USD 9350312.00000000 NOK 2020-06-17 -97095.57000000 N N N N/A N/A N/A -10.00000000 NC -1329.81000000 -0.00223071093 N/A DE MY N 1 Bursa Malaysia Derivatives Clearing 549300RY3Q0YLHMEXM25 Short FTSE Bursa Malaysia KLCI Index MYX020000000 2020-04-30 -666000.00000000 MYR -1329.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -43530.01000000 -0.07302010752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 668963.76000000 USD 2588117.00000000 PLN 2020-06-17 -43530.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.76000000 -0.00013714961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21627.65000000 USD 112500.00000000 BRL 2020-06-17 -81.76000000 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 23599433.95020000 NS USD 23630113.22000000 39.63870920552 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4137.42000000 0.006940380975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 344298.36000000 USD 315000.00000000 EUR 2020-06-17 4137.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 10530.91000000 0.017665242450 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1107500.00000000 MXN 56688.20000000 USD 2020-06-17 10530.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -4815.95000000 -0.00807859191 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 363558.59000000 USD 3542874.00000000 SEK 2020-06-17 -4815.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -9887.27000000 -0.01658555829 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 319011.38000000 USD 248538.00000000 GBP 2020-06-17 -9887.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 337846.05000000 0.566725229265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10761560.76000000 USD 1189555999.00000000 JPY 2020-06-17 337846.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -55453.48000000 -0.09302132189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1206977.01000000 USD 1931000.00000000 NZD 2020-06-17 -55453.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -9930.12000000 -0.01665743771 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 99944.05000000 USD 470000.00000000 BRL 2020-06-17 -9930.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 1063.43000000 0.001783867564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 350433.90000000 USD 37671000.00000000 JPY 2020-06-17 1063.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.12000000 0.000013621023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 145500.00000000 CLP 178.46000000 USD 2020-06-17 8.12000000 N N N N/A N/A N/A -1.00000000 NC USD 6975.05000000 0.011700408545 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-06-03 -68832.00000000 USD 6975.05000000 N N N N/A N/A N/A -1.00000000 NC USD -1467.53000000 -0.00246173153 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-18 -123706.25000000 USD -1467.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 215676.90000000 0.361790645768 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5943000.00000000 CAD 4441748.22000000 USD 2020-06-17 215676.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.94000000 -0.00012570929 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59708500.00000000 COP 14542.30000000 USD 2020-06-17 -74.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -6767.61000000 -0.01135243501 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208500.00000000 NZD 117568.31000000 USD 2020-06-17 -6767.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 1643.67000000 0.002757200380 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201013.00000000 CHF 211255.01000000 USD 2020-06-17 1643.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -18221.88000000 -0.03056658238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 360816.53000000 USD 574500.00000000 NZD 2020-06-17 -18221.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 406.43000000 0.000681772466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90432.19000000 USD 110428000.00000000 KRW 2020-06-17 406.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.92000000 -0.00012567574 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59708500.00000000 COP 14542.32000000 USD 2020-06-17 -74.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 5934.98000000 0.009955726583 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 452774.97000000 USD 13714938.00000000 TWD 2020-06-17 5934.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -922.02000000 -0.00154665711 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17629.51000000 USD 165000.00000000 SEK 2020-06-17 -922.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 13215.35000000 0.022168299018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18000000.00000000 INR 247231.44000000 USD 2020-06-17 13215.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.82000000 -0.00005169949 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54012000.00000000 IDR 3239.28000000 USD 2020-06-17 -30.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -2422.68000000 -0.00406396309 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 461132.63000000 USD 13714938.00000000 TWD 2020-06-17 -2422.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 37508.06000000 0.062918491729 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3604312.00000000 NOK 384296.11000000 USD 2020-06-17 37508.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -125782.50000000 -0.21099585491 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 360971831.00000000 JPY 3242342.42000000 USD 2020-06-17 -125782.50000000 N N N Clovis Oncology, Inc. 529900WCUY9ZAHMRV489 189464100 4996.00000000 NS USD 31774.56000000 0.053300740976 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1707.32000000 0.002863971085 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21336.12000000 USD 239500.00000000 NOK 2020-06-17 1707.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -8510.75000000 -0.01427649293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 495000.00000000 CAD 343484.09000000 USD 2020-06-17 -8510.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -140.91000000 -0.00023637172 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 422284.11000000 USD 513178500.00000000 KRW 2020-06-17 -140.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -186.43000000 -0.00031272996 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8191.79000000 USD 6838000.00000000 CLP 2020-06-17 -186.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -9092.26000000 -0.01525195612 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 185708.84000000 USD 142001.00000000 GBP 2020-06-17 -9092.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -16806.70000000 -0.02819266618 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 354314.30000000 USD 110188500.00000000 HUF 2020-06-17 -16806.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -3354.78000000 -0.00562752906 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 426500.00000000 NOK 37680.82000000 USD 2020-06-17 -3354.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.38000000 -0.00000566983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 278500.00000000 CLP 322.66000000 USD 2020-06-17 -3.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 81881.38000000 0.137353223023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7280500.00000000 NOK 782373.01000000 USD 2020-06-17 81881.38000000 N N N N/A N/A 000000000 24205801.70999999 PA USD -6394361.31000000 -10.7263230676 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (-1.00% to 0.30%). USD Currency. Maturity 24-61 Months 01/14/21 to 03/17/25 Aon plc 626656.88000000 USD -2164.29000000 USD Caesars Entertainment Corp. 661418.68000000 USD 162419.38000000 USD Tiffany & Co. 731416.00000000 USD 76925.76000000 USD TerraForm Power, Inc., Class A 217436.76000000 USD 8272.80000000 USD Ra Pharmaceuticals, Inc. 814441.64000000 USD 55302.64000000 USD Morgan Stanley 619786.00000000 USD -3828.09000000 USD Legg Mason, Inc. 728158.10000000 USD 14011.64000000 USD Raytheon Co. 167478.55000000 USD 2809.40000000 USD ForeScout Technologies, Inc. 530648.82000000 USD 101627.90000000 USD Advanced Disposal Services, Inc. 416264.80000000 USD 6345.50000000 USD Acacia Communications, Inc. 838473.58000000 USD 36694.14000000 USD Pacific Premier Bancorp, Inc. 87153.84000000 USD -3839.58000000 USD First Horizon National Corp. 500961.24000000 USD 49723.20000000 USD Eldorado Resorts, Inc. 126662.40000000 USD -37910.76000000 USD Precigen, Inc. 294236.00000000 USD -164563.77000000 USD Franklin Financial Network, Inc. 165159.00000000 USD -6561.00000000 USD Allergan plc 901793.20000000 USD 26783.92000000 USD Mobile Mini, Inc. 79319.52000000 USD 11249.28000000 USD United Technologies Corp. 281292.06000000 USD -4443.18000000 USD FGL Holdings 483149.80000000 USD -3944.08000000 USD Front Yard Residential Corp. 208037.55000000 USD 30639.84000000 USD CenterState Bank Corp. 143388.06000000 USD 7822.68000000 USD AbbVie, Inc. 335997.90000000 USD -13979.70000000 USD Tallgrass Energy LP, Class A 1028585.40000000 USD 78112.50000000 USD Delphi Technologies plc 265191.15000000 USD -37555.02000000 USD Genworth Financial, Inc., Class A 199890.56000000 USD -71045.44000000 USD T-Mobile US, Inc. 359847.10000000 USD -23803.95000000 USD WABCO Holdings, Inc. 922931.70000000 USD 85356.66000000 USD Willis Towers Watson plc 597192.60000000 USD -11497.32000000 USD WESCO International, Inc. 30504.75000000 USD -560.70000000 USD Anixter International, Inc. 489699.51000000 USD 24967.04000000 USD Mellanox Technologies Ltd. 962431.56000000 USD 89087.59000000 USD Opus Bank 89076.20000000 USD 3135.40000000 USD Carolina Financial Corp. 109869.89000000 USD 4841.58000000 USD FB Financial Corp. 154151.24000000 USD -859.87000000 USD QIAGEN NV 248518.40000000 USD 20012.90000000 USD E*TRADE Financial Corp. 600497.04000000 USD 25370.65000000 USD KEMET Corp. 748428.48000000 USD 62265.78000000 USD IBERIABANK Corp. 490293.44000000 USD -28338.31000000 USD Stars Group, Inc. (The) 1030801.60000000 USD 385667.20000000 USD Cincinnati Bell, Inc. 243960.96000000 USD 12997.92000000 USD Wright Medical Group NV 762748.95000000 USD 48986.32000000 USD A Schulman, Inc. 9044.21000000 USD 9044.00000000 USD Tech Data Corp. 705019.80000000 USD 43912.20000000 USD United Bankshares, Inc. 110760.92000000 USD 5950.76000000 USD LogMeIn, Inc. 491185.44000000 USD 28192.44000000 USD Forty Seven, Inc. 36641.28000000 USD 1336.32000000 USD South State Corp. 147236.11000000 USD -50.14000000 USD El Paso Electric Co. 486185.84000000 USD 17813.46000000 USD Fidelity National Financial, Inc. 78396.88000000 USD 5734.82000000 USD Taubman Centers, Inc. 607301.88000000 USD -41472.86000000 USD Fitbit, Inc., Class A 814391.46000000 USD 52580.83000000 USD BorgWarner, Inc. 363965.95000000 USD -31064.80000000 USD Sprint Corp. 361186.62000000 USD 29749.71000000 USD WillScot Corp. 73675.49000000 USD -5236.56000000 USD Cypress Semiconductor Corp. 622084.32000000 USD 29610.36000000 USD Taylor Morrison Home Corp. 649.00000000 USD -142.19000000 USD Cleveland-Cliffs, Inc. 237.00000000 USD -10.20000000 USD Digital Realty Trust, Inc. 2500.38000000 USD 12.06000000 USD Prologis, Inc. 482.22000000 USD -58.08000000 USD Primo Water Corp. 906.00000000 USD -49.00000000 USD Y 2021-01-14 0.00000000 USD 0.00000000 USD 24205802.00000000 USD 1162387.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 5212.06000000 0.008743052933 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3785000.00000000 SEK 388471.78000000 USD 2020-06-17 5212.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 36.90000000 0.000061898491 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 370500.00000000 TWD 12428.65000000 USD 2020-06-17 36.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -4913.75000000 -0.00824264807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11150000.00000000 MXN 459784.88000000 USD 2020-06-17 -4913.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 4359.26000000 0.007312510011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2040251.00000000 CNY 291756.35000000 USD 2020-06-17 4359.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -546.28000000 -0.00091636607 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5582.80000000 USD 91000.00000000 ZAR 2020-06-17 -546.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -57541.42000000 -0.09652377004 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1465436.83000000 USD 1131958.00000000 GBP 2020-06-17 -57541.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.75000000 -0.00023945825 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9680000.00000000 CLP 11189.79000000 USD 2020-06-17 -142.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -75787.33000000 -0.12713066193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 505299.12000000 USD 7760438.00000000 ZAR 2020-06-17 -75787.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 70.38000000 0.000118060050 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17000.00000000 ZAR 1011.27000000 USD 2020-06-17 70.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 7907.73000000 0.013264947443 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 670774.00000000 NOK 72446.10000000 USD 2020-06-17 7907.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 17316.02000000 0.029047033121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1074500.00000000 PLN 276975.29000000 USD 2020-06-17 17316.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 2435.87000000 0.004086088868 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 18205.60000000 USD 2020-06-17 2435.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -16391.38000000 -0.02749598104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156047.12000000 USD 1451500.00000000 NOK 2020-06-17 -16391.38000000 N N N N/A N/A N/A 3.00000000 NC USD -48383.19000000 -0.08116115149 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-10 371400.00000000 USD -48383.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 8239.95000000 0.013822235165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6874000.00000000 THB 217774.79000000 USD 2020-06-17 8239.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 35763.49000000 0.059992035039 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7414328.00000000 SEK 786519.97000000 USD 2020-06-17 35763.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -1235.51000000 -0.00207252589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3600000.00000000 MXN 148801.72000000 USD 2020-06-17 -1235.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.26000000 -0.00002559812 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4500.00000000 EUR 4962.39000000 USD 2020-06-17 -15.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -30758.26000000 -0.05159593237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3600513.83000000 USD 3227203.00000000 EUR 2020-06-17 -30758.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -421.87000000 -0.00070767254 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1484501.00000000 TWD 49228.77000000 USD 2020-06-17 -421.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -249.39000000 -0.00041834322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 392000.00000000 SEK 39443.56000000 USD 2020-06-17 -249.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -1019.18000000 -0.00170963969 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129000.00000000 PLN 30154.43000000 USD 2020-06-17 -1019.18000000 N N N N/A N/A N/A 2.00000000 NC USD -39524.40000000 -0.06630083332 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-04-29 247294.00000000 USD -39524.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 75776.04000000 0.127111723348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2272000.00000000 CAD 1691396.78000000 USD 2020-06-17 75776.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -13161.32000000 -0.02207766553 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 134873.00000000 USD 1265000.00000000 NOK 2020-06-17 -13161.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -11332.31000000 -0.01900956362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 434973.88000000 USD 515000000.00000000 KRW 2020-06-17 -11332.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -14689.51000000 -0.02464115215 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 393574.19000000 USD 304626.00000000 GBP 2020-06-17 -14689.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 10217.64000000 0.017139742706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1384500.00000000 ZAR 86844.64000000 USD 2020-06-17 10217.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -73137.83000000 -0.12268621602 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1451458.58000000 USD 1938292.00000000 CAD 2020-06-17 -73137.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 99693.68000000 0.167232748923 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11150000.00000000 MXN 564392.31000000 USD 2020-06-17 99693.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 6720.54000000 0.011273476698 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 441750.00000000 SGD 317883.69000000 USD 2020-06-17 6720.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -9.31000000 -0.00001561720 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142000.00000000 INR 1836.82000000 USD 2020-06-17 -9.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -725.04000000 -0.00121622987 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162000.00000000 PLN 38423.22000000 USD 2020-06-17 -725.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 87.79000000 0.000147264731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1430500.00000000 JPY 13435.38000000 USD 2020-06-17 87.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 31661.51000000 0.053111103455 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2185000.00000000 SGD 1570748.05000000 USD 2020-06-17 31661.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -157.64000000 -0.00026443572 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21500.00000000 AUD 13069.70000000 USD 2020-06-17 -157.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -130.37000000 -0.00021869122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19980.51000000 USD 593498.00000000 TWD 2020-06-17 -130.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 972.55000000 0.001631419463 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000000.00000000 INR 52976.13000000 USD 2020-06-17 972.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 383.77000000 0.000643761089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30793.66000000 USD 110000.00000000 ILS 2020-06-17 383.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -2722.94000000 -0.00456763900 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9670000.00000000 JPY 87505.06000000 USD 2020-06-17 -2722.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 14118.40000000 0.023683134601 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1400000.00000000 PLN 352436.67000000 USD 2020-06-17 14118.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -558.08000000 -0.00093616017 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2019500.00000000 TWD 66986.14000000 USD 2020-06-17 -558.08000000 N N N N/A N/A N/A 1.00000000 NC USD -2946.65000000 -0.00494290490 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-05 47588.75000000 USD -2946.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -726.20000000 -0.00121817573 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43500.00000000 CHF 44634.51000000 USD 2020-06-17 -726.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 10351.15000000 0.017363701179 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 952500.00000000 NOK 101995.72000000 USD 2020-06-17 10351.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 4238.92000000 0.007110643764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445210.00000000 EUR 496705.89000000 USD 2020-06-17 4238.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.92000000 0.000003220734 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 122500.00000000 CLP 145.33000000 USD 2020-06-17 1.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 24350.55000000 0.040847217339 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1335620.00000000 EUR 1501740.39000000 USD 2020-06-17 24350.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -126.31000000 -0.00021188071 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9904.69000000 USD 34500.00000000 ILS 2020-06-17 -126.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 135.70000000 0.000227632123 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 448000.00000000 PHP 8810.19000000 USD 2020-06-17 135.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 13834.80000000 0.023207405271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1300788.16000000 USD 140892000.00000000 JPY 2020-06-17 13834.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -566.99000000 -0.00095110639 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40337.99000000 USD 2054000.00000000 PHP 2020-06-17 -566.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.42000000 -0.00015838633 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15763.88000000 USD 468500.00000000 TWD 2020-06-17 -94.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -335.40000000 -0.00056262206 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 216500.00000000 SEK 21586.85000000 USD 2020-06-17 -335.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.14000000 0.000045526424 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2750000.00000000 TWD 92003.67000000 USD 2020-06-17 27.14000000 N N N N/A N/A N/A 1.00000000 NC USD -5083.02000000 -0.00852659273 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-03 37987.50000000 USD -5083.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -2031.63000000 -0.00340799005 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9950.26000000 USD 190000.00000000 MXN 2020-06-17 -2031.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -48104.45000000 -0.08069357464 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1804933.59000000 USD 17350110.00000000 SEK 2020-06-17 -48104.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -3846.94000000 -0.00645311068 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 198845.87000000 USD 187000.00000000 CHF 2020-06-17 -3846.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 4341.56000000 0.007282818864 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103958.00000000 CAD 78266.16000000 USD 2020-06-17 4341.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 19807.25000000 0.033225986502 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661068.00000000 CLP 387015.59000000 USD 2020-06-17 19807.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 77.02000000 0.000129198423 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15000.00000000 PLN 3701.86000000 USD 2020-06-17 77.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 2915.92000000 0.004891356375 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1657496.57000000 USD 2020-06-17 2915.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 19083.34000000 0.032011652161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 386291.68000000 USD 2020-06-17 19083.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1958.11000000 -0.00328466275 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14215.33000000 USD 64000.00000000 BRL 2020-06-17 -1958.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -14329.73000000 -0.02403763347 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77733000.00000000 JPY 710974.66000000 USD 2020-06-17 -14329.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 405.02000000 0.000679407239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69000.00000000 CHF 72356.50000000 USD 2020-06-17 405.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -39072.65000000 -0.06554303810 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3224500.00000000 NOK 271171.88000000 USD 2020-06-17 -39072.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 294.46000000 0.000493946609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 114568.12000000 USD 37500000.00000000 HUF 2020-06-17 294.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -13067.54000000 -0.02192035278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 130851.72000000 USD 615000.00000000 BRL 2020-06-17 -13067.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -33498.00000000 -0.05619175281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2007895.97000000 USD 2803000.00000000 SGD 2020-06-17 -33498.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 50.31000000 0.000084393309 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 663500.00000000 PHP 12897.46000000 USD 2020-06-17 50.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -31770.22000000 -0.05329346077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 319048.71000000 USD 1500000.00000000 BRL 2020-06-17 -31770.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -1317.91000000 -0.00221074908 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23577.34000000 USD 19013500.00000000 CLP 2020-06-17 -1317.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 1426.72000000 0.002393274152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 280465.00000000 MXN 13115.66000000 USD 2020-06-17 1426.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.48000000 0.000012547444 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1049.10000000 USD 1500.00000000 SGD 2020-06-17 7.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 51.34000000 0.000086121099 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53000.00000000 PLN 12859.10000000 USD 2020-06-17 51.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 14186.24000000 0.023796933888 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40914000.00000000 JPY 395943.07000000 USD 2020-06-17 14186.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 325.14000000 0.000545411263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 133000.00000000 SEK 13792.39000000 USD 2020-06-17 325.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -220.45000000 -0.00036979735 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33281.83000000 USD 988500.00000000 TWD 2020-06-17 -220.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 158.53000000 0.000265928669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17000.00000000 SGD 12133.12000000 USD 2020-06-17 158.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -27167.84000000 -0.04557312525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 273237.11000000 USD 2557500.00000000 NOK 2020-06-17 -27167.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -529.28000000 -0.00088784915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12261.62000000 USD 10021500.00000000 CLP 2020-06-17 -529.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -8807.53000000 -0.01477433126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67172.49000000 USD 964009006.00000000 IDR 2020-06-17 -8807.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -145.68000000 -0.00024437323 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2826.12000000 USD 2289572.00000000 CLP 2020-06-17 -145.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 7905.65000000 0.013261458314 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 759500.00000000 NOK 80980.77000000 USD 2020-06-17 7905.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 3931.73000000 0.006595343013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3174001.00000000 SEK 325323.21000000 USD 2020-06-17 3931.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 220656.38000000 0.370143553682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329247.00000000 BRL 1432827.41000000 USD 2020-06-17 220656.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -69761.54000000 -0.11702260467 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1011993.13000000 USD 3899063.00000000 PLN 2020-06-17 -69761.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -3840.49000000 -0.00644229102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 241680.39000000 USD 25490000.00000000 JPY 2020-06-17 -3840.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -72330.96000000 -0.12133271911 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 910062.01000000 USD 273500000.00000000 HUF 2020-06-17 -72330.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -9803.01000000 -0.01644421501 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100144.72000000 USD 29494500.00000000 HUF 2020-06-17 -9803.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -7735.13000000 -0.01297541682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113179.27000000 USD 436340.00000000 PLN 2020-06-17 -7735.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 24982.19000000 0.041906771901 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 703500.00000000 NZD 444504.10000000 USD 2020-06-17 24982.19000000 N N N N/A N/A N/A 13.00000000 NC USD -32450.35000000 -0.05443435565 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-17 619043.75000000 USD -32450.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -29175.17000000 -0.04894035288 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182282.85000000 USD 2528866214.00000000 IDR 2020-06-17 -29175.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 610.83000000 0.001024646497 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2370000.00000000 PHP 46500.44000000 USD 2020-06-17 610.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -352929.77000000 -0.59202765525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1666045.44000000 USD 31506957.00000000 MXN 2020-06-17 -352929.77000000 N N N N/A N/A 000000000 429771.68000000 PA USD 3811.92000000 0.006394365824 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed +/- spread (0.02%). USD Currency. Maturity 61 Months 03/05/25 Y 2025-03-05 0.00000000 USD 0.00000000 USD 429772.00000000 USD 3963.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -103899.45000000 -0.17428778469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 360971831.00000000 JPY 3264225.47000000 USD 2020-06-17 -103899.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -15485.86000000 -0.02597700212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 622713.26000000 USD 987000.00000000 AUD 2020-06-17 -15485.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 23973.70000000 0.040215064313 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 881588.98000000 USD 3195000.00000000 ILS 2020-06-17 23973.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 959.60000000 0.001609696280 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9464000.00000000 PHP 184208.24000000 USD 2020-06-17 959.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 39.02000000 0.000065454719 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7500.00000000 BRL 1475.41000000 USD 2020-06-17 39.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 189.90000000 0.000318550774 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 120500.00000000 PLN 29309.44000000 USD 2020-06-17 189.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.94000000 0.000092159976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44500.00000000 THB 1411.40000000 USD 2020-06-17 54.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.96000000 0.000056966742 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 162000.00000000 TWD 5452.21000000 USD 2020-06-17 33.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 3035.82000000 0.005092484536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 378562500.00000000 IDR 25955.51000000 USD 2020-06-17 3035.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -11332.86000000 -0.01901048623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 434974.43000000 USD 515000000.00000000 KRW 2020-06-17 -11332.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 17884.70000000 0.030000974431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 324000.00000000 GBP 420866.18000000 USD 2020-06-17 17884.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -63.00000000 -0.00010568035 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8046500.00000000 CLP 9357.17000000 USD 2020-06-17 -63.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 27740.00000000 0.046532904143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1792422.16000000 USD 1645500.00000000 EUR 2020-06-17 27740.00000000 N N N N/A N/A N/A 1.00000000 NC USD 475.77000000 0.000798087952 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-12-13 249187.50000000 USD 475.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -204.31000000 -0.00034272305 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18008.32000000 USD 919500.00000000 PHP 2020-06-17 -204.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -12481.53000000 -0.02093734098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 284142.04000000 USD 218417.00000000 GBP 2020-06-17 -12481.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 138.63000000 0.000232547098 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 466000.00000000 PHP 9161.65000000 USD 2020-06-17 138.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -5532.81000000 -0.00928110012 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65948.87000000 USD 1500000.00000000 CZK 2020-06-17 -5532.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 68.20000000 0.000114403174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35000.00000000 BRL 6771.36000000 USD 2020-06-17 68.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -13308.89000000 -0.02232520917 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 466798.81000000 USD 1600000.00000000 ILS 2020-06-17 -13308.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 108.00000000 0.000181166317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52000.00000000 MXN 2275.20000000 USD 2020-06-17 108.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1304.52000000 -0.00218828781 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6000000.00000000 INR 76700.84000000 USD 2020-06-17 -1304.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 3130.25000000 0.005250887642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115911.70000000 USD 420003.00000000 ILS 2020-06-17 3130.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 13215.04000000 0.022167779003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18000000.00000000 INR 247231.13000000 USD 2020-06-17 13215.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -6148.27000000 -0.01031351328 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71959.17000000 USD 684000.00000000 NOK 2020-06-17 -6148.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -6926.28000000 -0.01161859853 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 246923.27000000 USD 205000000.00000000 CLP 2020-06-17 -6926.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -17537.89000000 -0.02941921248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 396425.06000000 USD 304628.00000000 GBP 2020-06-17 -17537.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 15159.89000000 0.025430198564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1403003500.00000000 IDR 100103.33000000 USD 2020-06-17 15159.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 38133.29000000 0.063967293736 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13500000.00000000 CZK 581877.84000000 USD 2020-06-17 38133.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 17841.03000000 0.029927719495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1976876.00000000 ILS 578149.36000000 USD 2020-06-17 17841.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 136.06000000 0.000228236010 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2714000.00000000 HUF 8449.05000000 USD 2020-06-17 136.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.74000000 -0.00009182448 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16665.82000000 USD 27000.00000000 AUD 2020-06-17 -54.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 135.41000000 0.000227145657 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 589500.00000000 PHP 11549.72000000 USD 2020-06-17 135.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 97.78000000 0.000164022615 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 341500.00000000 TWD 11519.59000000 USD 2020-06-17 97.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -19050.06000000 -0.03195582609 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 417240.32000000 USD 130000000.00000000 HUF 2020-06-17 -19050.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -421.80000000 -0.00070755511 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1484499.00000000 TWD 49228.77000000 USD 2020-06-17 -421.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -25842.49000000 -0.04334989581 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 348061.48000000 USD 8000000.00000000 CZK 2020-06-17 -25842.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -2091.63000000 -0.00350863800 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39719.06000000 USD 32140500.00000000 CLP 2020-06-17 -2091.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 1776.80000000 0.002980521416 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1238500.00000000 THB 39529.04000000 USD 2020-06-17 1776.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 10530.84000000 0.017665125027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1107500.00000000 MXN 56688.13000000 USD 2020-06-17 10530.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 231.71000000 0.000388685624 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 344500.00000000 THB 10732.84000000 USD 2020-06-17 231.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 189132.82000000 0.317263856647 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329251.00000000 BRL 1401304.62000000 USD 2020-06-17 189132.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -56.41000000 -0.00009462585 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 SGD 2408.95000000 USD 2020-06-17 -56.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 379.99000000 0.000637420268 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51000.00000000 ZAR 3202.65000000 USD 2020-06-17 379.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -2235.53000000 -0.00375002534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125500.00000000 CHF 128632.74000000 USD 2020-06-17 -2235.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 8143.80000000 0.013660946819 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 61245.18000000 USD 2020-06-17 8143.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 16536.68000000 0.027739716845 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4883128.59000000 USD 4429495.00000000 EUR 2020-06-17 16536.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.30000000 0.000000503239 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113501.00000000 TWD 3796.46000000 USD 2020-06-17 0.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 27478.21000000 0.046093760344 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3100000.00000000 ZAR 199051.85000000 USD 2020-06-17 27478.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 115.87000000 0.000194367974 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1674000.00000000 CLP 2075.65000000 USD 2020-06-17 115.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 4023.55000000 0.006749367933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 606500.00000000 ILS 175924.57000000 USD 2020-06-17 4023.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -10987.16000000 -0.01843058626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 376614.50000000 USD 293967.00000000 GBP 2020-06-17 -10987.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.38000000 0.000029154357 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108000.00000000 TWD 3629.55000000 USD 2020-06-17 17.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 2310.86000000 0.003876388856 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 221000.00000000 ILS 64949.15000000 USD 2020-06-17 2310.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 405.60000000 0.000680380170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1950000.00000000 TWD 65625.32000000 USD 2020-06-17 405.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 3451.75000000 0.005790192929 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190355500.00000000 KRW 160039.14000000 USD 2020-06-17 3451.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -56.41000000 -0.00009462585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 SGD 2408.95000000 USD 2020-06-17 -56.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -225.85000000 -0.00037885567 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4500000.00000000 INR 58278.17000000 USD 2020-06-17 -225.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.70000000 0.000028013680 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79500.00000000 PHP 1556.04000000 USD 2020-06-17 16.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -41695.39000000 -0.06994259502 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1449592.04000000 USD 1131959.00000000 GBP 2020-06-17 -41695.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -66289.68000000 -0.11119867790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 492610.97000000 USD 2226000.00000000 BRL 2020-06-17 -66289.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 3648.90000000 0.006120905332 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 22752.76000000 USD 2020-06-17 3648.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -8604.74000000 -0.01443415795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 188976.59000000 USD 1781318.00000000 SEK 2020-06-17 -8604.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -2290.95000000 -0.00384299050 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92452.54000000 USD 128000.00000000 SGD 2020-06-17 -2290.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -14514.21000000 -0.02434709238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 366500.00000000 AUD 210965.87000000 USD 2020-06-17 -14514.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 8275.78000000 0.013882338768 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 750000.00000000 PLN 189517.71000000 USD 2020-06-17 8275.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -5464.28000000 -0.00916614338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 296814.15000000 USD 2068312.00000000 CNY 2020-06-17 -5464.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -12820.03000000 -0.02150516319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 252817.02000000 USD 205000000.00000000 CLP 2020-06-17 -12820.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -454.84000000 -0.00076297859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18015.60000000 USD 15000000.00000000 CLP 2020-06-17 -454.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 51.38000000 0.000086188198 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1244.16000000 USD 2020-06-17 51.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.94000000 0.000092159976 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44500.00000000 THB 1411.40000000 USD 2020-06-17 54.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 26297.53000000 0.044113209902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661067.00000000 CLP 393505.87000000 USD 2020-06-17 26297.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -35623.72000000 -0.05975757563 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 496735.11000000 USD 749500.00000000 AUD 2020-06-17 -35623.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -1305.29000000 -0.00218957946 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90665.05000000 USD 882500.00000000 SEK 2020-06-17 -1305.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -1544.03000000 -0.00259005767 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10344.10000000 USD 159000.00000000 ZAR 2020-06-17 -1544.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -158.37000000 -0.00026566027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5826.99000000 USD 20000.00000000 ILS 2020-06-17 -158.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 32296.31000000 0.054175958810 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 840000.00000000 NZD 533217.99000000 USD 2020-06-17 32296.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -9167.30000000 -0.01537783317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 849936.00000000 CHF 877124.73000000 USD 2020-06-17 -9167.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 6241.34000000 0.010469635037 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2425000.00000000 MXN 107308.08000000 USD 2020-06-17 6241.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -228.12000000 -0.00038266352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 245000.00000000 SEK 24579.97000000 USD 2020-06-17 -228.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -5610.60000000 -0.00941159019 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 584906.66000000 USD 523707.00000000 EUR 2020-06-17 -5610.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -11026.06000000 -0.01849583969 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 380439.43000000 USD 297011.00000000 GBP 2020-06-17 -11026.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 45260.56000000 0.075923046140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5950000.00000000 ZAR 374571.25000000 USD 2020-06-17 45260.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 18027.49000000 0.030240499787 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 539500.00000000 CAD 401666.31000000 USD 2020-06-17 18027.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 318.83000000 0.000534826453 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31500.00000000 ILS 9246.91000000 USD 2020-06-17 318.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -281876.06000000 -0.47283747946 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1594991.77000000 USD 31506958.00000000 MXN 2020-06-17 -281876.06000000 N N N N/A N/A N/A 1.00000000 NC USD -2573.71000000 -0.00431731076 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-03 47583.75000000 USD -2573.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.09000000 0.000037055221 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83500.00000000 MXN 3502.12000000 USD 2020-06-17 22.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 12398.40000000 0.020797893249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1874321000.00000000 IDR 125877.29000000 USD 2020-06-17 12398.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -10126.25000000 -0.01698643909 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 310811.07000000 USD 1570000.00000000 BRL 2020-06-17 -10126.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.05000000 -0.00001014866 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13268.23000000 USD 16122168.00000000 KRW 2020-06-17 -6.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 36216.95000000 0.060752698727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 254476061.00000000 HUF 815677.63000000 USD 2020-06-17 36216.95000000 N N N N/A N/A N/A -3.00000000 NC -2051.39000000 -0.00344113677 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Written Federal Republic of Germany Euro-Bund June Futures 100000.00000000 174.50000000 EUR 2020-04-24 XXXX 2605.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -61.12000000 -0.00010252671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61000.00000000 SEK 6115.59000000 USD 2020-06-17 -61.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -33935.45000000 -0.05692556027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 634676.36000000 USD 483000.00000000 GBP 2020-06-17 -33935.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -200.58000000 -0.00033646611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1584.24000000 USD 25000.00000000 ZAR 2020-06-17 -200.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 189.94000000 0.000318617873 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 120500.00000000 PLN 29309.48000000 USD 2020-06-17 189.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -6938.41000000 -0.01163894619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 334570.47000000 USD 398286000.00000000 KRW 2020-06-17 -6938.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.95000000 0.000249858546 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 745500.00000000 PHP 14583.85000000 USD 2020-06-17 148.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -3228.58000000 -0.00541583286 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 395000.00000000 CHF 408667.55000000 USD 2020-06-17 -3228.58000000 N N N N/A N/A N/A -4.00000000 NC USD 130963.20000000 0.219686302519 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-04-15 -494325.00000000 USD 130963.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -145.68000000 -0.00024437323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2826.12000000 USD 2289570.00000000 CLP 2020-06-17 -145.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -2524.20000000 -0.00423425943 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96143.92000000 USD 10033500.00000000 JPY 2020-06-17 -2524.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -3494.32000000 -0.00586160265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22014.32000000 USD 75650500.00000000 COP 2020-06-17 -3494.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.33000000 -0.00003074794 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10752.37000000 USD 18000.00000000 NZD 2020-06-17 -18.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -13242.67000000 -0.02221412738 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 416677.21000000 USD 31031292.00000000 INR 2020-06-17 -13242.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -225.94000000 -0.00037900664 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6744.86000000 USD 23000.00000000 ILS 2020-06-17 -225.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -16490.85000000 -0.02766283858 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 110409.93000000 USD 1696934.00000000 ZAR 2020-06-17 -16490.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 57160.56000000 0.095884890384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20750000.00000000 CZK 892916.07000000 USD 2020-06-17 57160.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 6473.42000000 0.010858941324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 870500.00000000 ILS 253200.28000000 USD 2020-06-17 6473.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.14000000 -0.00005726868 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 509000.00000000 PHP 9821.48000000 USD 2020-06-17 -34.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 43922.93000000 0.073679217425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4543500.00000000 MXN 233282.41000000 USD 2020-06-17 43922.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 1012.72000000 0.001698803269 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1750000.00000000 ZAR 97868.80000000 USD 2020-06-17 1012.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 5186.56000000 0.008700277552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 680474000.00000000 IDR 46385.18000000 USD 2020-06-17 5186.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -60005.79000000 -0.10065766669 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445724.47000000 USD 2013997.00000000 BRL 2020-06-17 -60005.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -1025.52000000 -0.00172027483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26689.07000000 USD 134000.00000000 BRL 2020-06-17 -1025.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -774.25000000 -0.00129877797 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6474.92000000 USD 103000.00000000 ZAR 2020-06-17 -774.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 19310.67000000 0.032392990484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190481.17000000 USD 341000.00000000 AUD 2020-06-17 19310.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 114630.36000000 0.192288520324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13450000.00000000 MXN 675186.10000000 USD 2020-06-17 114630.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 10135.55000000 0.017002039530 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201796.44000000 USD 2093000.00000000 SEK 2020-06-17 10135.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -49633.55000000 -0.08325858775 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 922760.10000000 USD 702000.00000000 GBP 2020-06-17 -49633.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -454.82000000 -0.00076294504 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18015.58000000 USD 15000000.00000000 CLP 2020-06-17 -454.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2743.38000000 0.004601926408 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2007500.00000000 SEK 206017.86000000 USD 2020-06-17 2743.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -1459.70000000 -0.00244859697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 467500.00000000 EUR 515663.25000000 USD 2020-06-17 -1459.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 46.10000000 0.000077331178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1672500.00000000 CLP 2004.12000000 USD 2020-06-17 46.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 3840.19000000 0.006441787785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 345890500.00000000 IDR 24781.78000000 USD 2020-06-17 3840.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -7737.40000000 -0.01297922467 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50246.21000000 USD 173640000.00000000 COP 2020-06-17 -7737.40000000 N N N N/A N/A N/A -1.00000000 NC USD 2783.30000000 0.004668890847 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-10 -47601.25000000 USD 2783.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 21906.03000000 0.036746618390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1564501.00000000 CAD 1134423.75000000 USD 2020-06-17 21906.03000000 N N N N/A N/A 000000000 88758894.14000015 PA USD -6805499.58999999 -11.4159935136 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus Fed or LIBOR +/- spread (-20.41% to 1.40%). USD Currency. Maturity 59-63 Months 01/22/25 to 04/02/25 M&T Bank Corp. 1546795.65000000 USD -94665.15000000 USD SYNNEX Corp. 331289.20000000 USD -8248.24000000 USD Flex Ltd. 350033.13000000 USD 75022.03000000 USD Intuitive Surgical, Inc. 338723.64000000 USD -47695.32000000 USD Tetra Tech, Inc. 414468.78000000 USD -20541.50000000 USD Xcel Energy, Inc. 319770.90000000 USD 24552.89000000 USD Toro Co. (The) 390735.27000000 USD -29234.61000000 USD Rollins, Inc. 532559.04000000 USD 29029.92000000 USD Vishay Intertechnology, Inc. 345753.54000000 USD 24422.98000000 USD PPL Corp. 367509.88000000 USD 12968.46000000 USD Timken Co. (The) 377504.82000000 USD 23229.27000000 USD CMS Energy Corp. 428228.75000000 USD 44244.23000000 USD First Republic Bank 361867.44000000 USD 49785.36000000 USD HealthEquity, Inc. 407502.45000000 USD -66151.09000000 USD Wintrust Financial Corp. 893266.24000000 USD 67416.32000000 USD AGCO Corp. 333490.50000000 USD 12210.34000000 USD Kimberly-Clark Corp. 372101.70000000 USD -47142.00000000 USD Cantel Medical Corp. 323387.20000000 USD -21889.44000000 USD Boeing Co. (The) 356892.02000000 USD -59825.00000000 USD Jabil, Inc. 427790.32000000 USD 49775.44000000 USD Entergy Corp. 2209140.73000000 USD -132825.85000000 USD Popular, Inc. 462140.00000000 USD 72754.04000000 USD Virtu Financial, Inc., Class A 380922.72000000 USD -11709.44000000 USD Prosperity Bancshares, Inc. 312756.50000000 USD 55226.64000000 USD Huntington Bancshares, Inc. 625840.09000000 USD 12196.64000000 USD KBR, Inc. 324965.52000000 USD 85012.74000000 USD T. Rowe Price Group, Inc. 1077860.70000000 USD 115457.48000000 USD Trinity Industries, Inc. 351708.02000000 USD 31296.98000000 USD Colfax Corp. 371111.40000000 USD -1874.30000000 USD Regal Beloit Corp. 307447.80000000 USD -28327.20000000 USD BWX Technologies, Inc. 1632710.49000000 USD -34859.76000000 USD NextEra Energy, Inc. 406407.18000000 USD -31854.54000000 USD Dominion Energy, Inc. 429169.55000000 USD 49284.05000000 USD Northern Trust Corp. 410276.02000000 USD 37569.67000000 USD Edison International 352518.86000000 USD 22068.62000000 USD Fortive Corp. 395988.25000000 USD -18152.75000000 USD Trex Co., Inc. 299563.32000000 USD -36894.06000000 USD Northrop Grumman Corp. 306483.15000000 USD -16998.14000000 USD ALLETE, Inc. 394480.68000000 USD -42191.49000000 USD NorthWestern Corp. 605718.92000000 USD -47380.32000000 USD Lennox International, Inc. 348855.01000000 USD 24505.63000000 USD First Citizens BancShares, Inc., Class A 492314.73000000 USD 13074.36000000 USD First Hawaiian, Inc. 1814018.73000000 USD -346781.56000000 USD Eversource Energy 451271.70000000 USD 51930.00000000 USD Herman Miller, Inc. 441003.00000000 USD 110052.10000000 USD NortonLifeLock, Inc. 331616.04000000 USD 35254.28000000 USD ManpowerGroup, Inc. 321755.28000000 USD -139838.16000000 USD II-VI, Inc. 571140.00000000 USD -30861.60000000 USD Ameriprise Financial, Inc. 325886.40000000 USD 14437.20000000 USD New York Times Co. (The), Class A 938159.79000000 USD 58043.10000000 USD RealPage, Inc. 72143.59000000 USD -9309.29000000 USD Starbucks Corp. 103409.02000000 USD 10633.48000000 USD Nordstrom, Inc. 552.24000000 USD -15.86000000 USD US Bancorp 58254.95000000 USD 112.55000000 USD Cooper Cos., Inc. (The) 7167.42000000 USD -13.00000000 USD First Financial Bankshares, Inc. 285980.20000000 USD -5114.40000000 USD Dropbox, Inc., Class A 129161.60000000 USD 9205.44000000 USD Corning, Inc. 140863.32000000 USD 6995.16000000 USD Globus Medical, Inc., Class A 182198.52000000 USD -9171.47000000 USD Signature Bank 178465.80000000 USD -30236.40000000 USD Public Service Enterprise Group, Inc. 139221.00000000 USD 5673.00000000 USD GoDaddy, Inc., Class A 3483.71000000 USD 125.02000000 USD 3M Co. 89141.03000000 USD -1351.71000000 USD International Game Technology plc 138742.10000000 USD 23318.00000000 USD Lennar Corp., Class A 79303.20000000 USD -6705.48000000 USD Hanjaya Mandala Sampoerna Tbk. PT 14337.04000000 USD -55.91000000 USD Aspen Technology, Inc. 48485.70000000 USD -1641.73000000 USD Discover Financial Services 112431.84000000 USD -3782.40000000 USD Darden Restaurants, Inc. 8495.76000000 USD 134.46000000 USD JetBlue Airways Corp. 157394.70000000 USD -6975.97000000 USD Allegion plc 35059.62000000 USD 4030.98000000 USD Leggett & Platt, Inc. 80200.08000000 USD 4298.58000000 USD Adaro Energy Tbk. PT 88893.05000000 USD 18980.10000000 USD SEI Investments Co. 155470.70000000 USD -3473.45000000 USD Verizon Communications, Inc. 136957.77000000 USD -1478.42000000 USD Brunswick Corp. 100769.13000000 USD 15299.13000000 USD Watsco, Inc. 138434.28000000 USD 3267.48000000 USD New Relic, Inc. 13270.88000000 USD 351.90000000 USD Xerox Holdings Corp. 200138.98000000 USD -7819.58000000 USD Charles Schwab Corp. (The) 247375.96000000 USD 441.48000000 USD Advanced Micro Devices, Inc. 134347.92000000 USD -10634.40000000 USD Alliant Energy Corp. 271679.54000000 USD 22954.08000000 USD Zions Bancorp NA 202921.08000000 USD 9782.07000000 USD CIT Group, Inc. 75063.74000000 USD -2551.51000000 USD Curtiss-Wright Corp. 253018.58000000 USD 21821.86000000 USD Synovus Financial Corp. 159128.72000000 USD 4077.90000000 USD CDK Global, Inc. 64944.45000000 USD -7038.12000000 USD Invesco Ltd. 202293.32000000 USD 24506.90000000 USD Werner Enterprises, Inc. 54535.04000000 USD -3639.68000000 USD International Bancshares Corp. 75667.20000000 USD -3997.30000000 USD Knight-Swift Transportation Holdings, Inc. 83049.60000000 USD -151.92000000 USD AT&T, Inc. 39439.95000000 USD -3755.40000000 USD ANSYS, Inc. 114375.24000000 USD 895.44000000 USD Newell Brands, Inc. 163038.56000000 USD -245.54000000 USD Penske Automotive Group, Inc. 89180.00000000 USD -4554.55000000 USD Ingersoll Rand, Inc. 89974.15000000 USD -11827.25000000 USD Cummins, Inc. 218135.84000000 USD -2302.26000000 USD AMETEK, Inc. 165862.06000000 USD -10344.00000000 USD Jacobs Engineering Group, Inc. 99959.47000000 USD 1664.52000000 USD Liberty Broadband Corp., Class C 81047.04000000 USD 13702.82000000 USD Wendy's Co. (The) 66305.28000000 USD 19517.28000000 USD Danaher Corp. 121939.21000000 USD 5289.56000000 USD Murphy USA, Inc. 40071.00000000 USD -6218.20000000 USD Harley-Davidson, Inc. 99552.87000000 USD 20299.74000000 USD NVR, Inc. 161853.93000000 USD 18746.28000000 USD TJX Cos., Inc. (The) 49053.06000000 USD 5437.80000000 USD AbbVie, Inc. 58971.06000000 USD 2453.58000000 USD Vail Resorts, Inc. 40324.83000000 USD 3816.54000000 USD Fulton Financial Corp. 167547.18000000 USD 32517.86000000 USD World Wrestling Entertainment, Inc., Class A 144338.22000000 USD -5019.72000000 USD Hill-Rom Holdings, Inc. 118909.20000000 USD 9191.86000000 USD Arconic, Inc. 197618.30000000 USD -19564.95000000 USD Discovery, Inc., Class A 72880.56000000 USD -749.11000000 USD Nuance Communications, Inc. 146875.34000000 USD 16455.64000000 USD L Brands, Inc. 5294.48000000 USD 915.26000000 USD OneMain Holdings, Inc. 83650.00000000 USD -9975.00000000 USD WW International, Inc. 47381.82000000 USD 12973.26000000 USD Belden, Inc. 57439.36000000 USD -63.68000000 USD IAC/InterActiveCorp 30648.33000000 USD 3975.06000000 USD Proofpoint, Inc. 47499.17000000 USD -4129.96000000 USD Parker-Hannifin Corp. 34118.99000000 USD 1764.73000000 USD Western Union Co. (The) 10189.06000000 USD 2489.66000000 USD Fortinet, Inc. 76484.52000000 USD 17501.40000000 USD Zynga, Inc., Class A 24276.40000000 USD 1142.15000000 USD Raymond James Financial, Inc. 110220.80000000 USD -23230.08000000 USD CoreLogic, Inc. 30112.44000000 USD 9475.46000000 USD Western Alliance Bancorp 88615.95000000 USD -14011.80000000 USD NRG Energy, Inc. 110621.08000000 USD -14974.02000000 USD Penn National Gaming, Inc. 5603.95000000 USD -2356.76000000 USD CDW Corp. 117053.85000000 USD 7517.45000000 USD Domino's Pizza, Inc. 112452.29000000 USD 6533.02000000 USD State Street Corp. 90718.81000000 USD 6102.46000000 USD Acuity Brands, Inc. 178686.76000000 USD -8302.28000000 USD BancorpSouth Bank 173893.72000000 USD 19944.47000000 USD Dolby Laboratories, Inc., Class A 31821.27000000 USD 78.09000000 USD Nasdaq, Inc. 111471.30000000 USD 93.92000000 USD AECOM 27939.60000000 USD 1737.27000000 USD Tractor Supply Co. 43120.50000000 USD 7124.70000000 USD Avis Budget Group, Inc. 26298.80000000 USD 3311.00000000 USD Rockwell Automation, Inc. 112578.86000000 USD 3089.29000000 USD ONE Gas, Inc. 12793.86000000 USD -171.36000000 USD Science Applications International Corp. 125378.40000000 USD -20596.80000000 USD Henry Schein, Inc. 34606.20000000 USD -775.60000000 USD Ceridian HCM Holding, Inc. 9713.58000000 USD -197.88000000 USD Service Corp. International 39344.66000000 USD 1810.80000000 USD American Electric Power Co., Inc. 51027.24000000 USD -7158.36000000 USD Ulta Beauty, Inc. 19502.70000000 USD 2342.10000000 USD Omnicom Group, Inc. 107823.60000000 USD -7771.09000000 USD Coherent, Inc. 142270.17000000 USD -6631.52000000 USD Silicon Laboratories, Inc. 14092.65000000 USD 2039.93000000 USD Zscaler, Inc. 35663.96000000 USD -8204.00000000 USD Bank Central Asia Tbk. PT 40269.56000000 USD 57.36000000 USD salesforce.com, Inc. 22604.86000000 USD -1343.92000000 USD Graco, Inc. 23146.75000000 USD -1379.19000000 USD Garmin Ltd. 100821.20000000 USD -366.58000000 USD Under Armour, Inc., Class A 35421.66000000 USD -122.04000000 USD Patterson Cos., Inc. 151768.54000000 USD 41887.72000000 USD IDEX Corp. 106620.92000000 USD 9379.80000000 USD Tenet Healthcare Corp. 89539.20000000 USD 8356.83000000 USD Marriott International, Inc., Class A 46980.68000000 USD 270.04000000 USD Deluxe Corp. 26085.58000000 USD 245.49000000 USD Cable One, Inc. 202213.23000000 USD 51020.40000000 USD FirstEnergy Corp. 3245.67000000 USD 33.98000000 USD Synaptics, Inc. 173957.22000000 USD -2364.35000000 USD United Airlines Holdings, Inc. 2713.30000000 USD -119.58000000 USD Match Group, Inc. 23972.52000000 USD -3274.26000000 USD American Eagle Outfitters, Inc. 30989.10000000 USD 3313.30000000 USD Blackbaud, Inc. 111599.95000000 USD -21094.50000000 USD Adtalem Global Education, Inc. 32362.32000000 USD 978.48000000 USD Federated Hermes, Inc., Class B 22574.25000000 USD -983.55000000 USD Oshkosh Corp. 120554.42000000 USD 11112.82000000 USD Chemed Corp. 101802.00000000 USD 17664.95000000 USD ACI Worldwide, Inc. 106887.90000000 USD 5665.28000000 USD Grubhub, Inc. 74821.01000000 USD 91.85000000 USD TRI Pointe Group, Inc. 82043.35000000 USD -8232.40000000 USD TEGNA, Inc. 53985.06000000 USD -20977.62000000 USD Copart, Inc. 100655.88000000 USD 1483.69000000 USD MSC Industrial Direct Co., Inc., Class A 80476.08000000 USD -3294.00000000 USD Southwest Airlines Co. 8546.40000000 USD -49.16000000 USD Bank of New York Mellon Corp. (The) 99423.36000000 USD 10951.92000000 USD Meredith Corp. 130509.60000000 USD 98683.20000000 USD Avanos Medical, Inc. 11633.76000000 USD -972.00000000 USD Bukit Asam Tbk. PT 7996.65000000 USD -1177.82000000 USD Eaton Vance Corp. 100620.00000000 USD -10452.00000000 USD Morningstar, Inc. 94395.00000000 USD 1932.56000000 USD Procter & Gamble Co. (The) 66110.00000000 USD -4952.24000000 USD Coty, Inc., Class A 50253.24000000 USD -2834.46000000 USD O'Reilly Automotive, Inc. 79778.25000000 USD -7019.85000000 USD Autoliv, Inc. 40764.86000000 USD 745.58000000 USD CSX Corp. 4927.80000000 USD 261.44000000 USD Spectrum Brands Holdings, Inc. 19967.13000000 USD 938.79000000 USD Maxim Integrated Products, Inc. 39179.66000000 USD 362.70000000 USD Spirit AeroSystems Holdings, Inc., Class A 157985.86000000 USD -594.18000000 USD KAR Auction Services, Inc. 26772.00000000 USD 11801.99000000 USD Becton Dickinson and Co. 13326.66000000 USD 1087.50000000 USD MarketAxess Holdings, Inc. 214175.08000000 USD 276.92000000 USD RHB Bank Bhd. 21218.03000000 USD 190.03000000 USD Norfolk Southern Corp. 116654.00000000 USD 5121.59000000 USD SVB Financial Group 31726.80000000 USD 359.10000000 USD MSCI, Inc. 78597.12000000 USD 8529.92000000 USD Credit Acceptance Corp. 20710.89000000 USD 3118.50000000 USD Sterling Bancorp 108126.15000000 USD -3207.57000000 USD United Bankshares, Inc. 228630.48000000 USD 12283.44000000 USD Trade Desk, Inc. (The), Class A 93219.00000000 USD -11109.00000000 USD UMB Financial Corp. 58948.98000000 USD 6075.38000000 USD CenterPoint Energy, Inc. 187872.00000000 USD -9728.00000000 USD Interpublic Group of Cos., Inc. (The) 120502.17000000 USD 3623.65000000 USD Old Dominion Freight Line, Inc. 141498.28000000 USD 11127.63000000 USD Take-Two Interactive Software, Inc. 160597.94000000 USD 2897.56000000 USD Clean Harbors, Inc. 293921.50000000 USD 23873.25000000 USD Guidewire Software, Inc. 80341.03000000 USD 6868.14000000 USD Cracker Barrel Old Country Store, Inc. 118338.84000000 USD -19680.48000000 USD Ally Financial, Inc. 30981.21000000 USD -1701.21000000 USD Booking Holdings, Inc. 21525.12000000 USD 367.04000000 USD Extended Stay America, Inc. 44963.81000000 USD 3075.50000000 USD Texas Roadhouse, Inc. 84830.20000000 USD 12693.72000000 USD Apple, Inc. 64081.08000000 USD 360.36000000 USD Universal Health Services, Inc., Class B 106114.68000000 USD 19620.72000000 USD Huntington Ingalls Industries, Inc. 102219.81000000 USD 10733.97000000 USD FTI Consulting, Inc. 29583.19000000 USD -564.67000000 USD DexCom, Inc. 50084.22000000 USD -292.21000000 USD Snap, Inc., Class A 27620.47000000 USD 7767.61000000 USD Terex Corp. 231440.12000000 USD -9347.86000000 USD OGE Energy Corp. 45326.75000000 USD -442.50000000 USD Comerica, Inc. 27902.34000000 USD 1849.73000000 USD Carnival Corp. 71842.35000000 USD -2509.30000000 USD Churchill Downs, Inc. 37885.60000000 USD -11485.28000000 USD Acadia Healthcare Co., Inc. 114871.00000000 USD -25979.00000000 USD Planet Fitness, Inc., Class A 50063.60000000 USD 13682.68000000 USD Teradata Corp. 10388.43000000 USD -83.03000000 USD Wayfair, Inc., Class A 47561.60000000 USD 5369.25000000 USD Crane Co. 173113.60000000 USD -598.40000000 USD Perspecta, Inc. 184169.28000000 USD 6764.99000000 USD Urban Outfitters, Inc. 17500.96000000 USD 664.43000000 USD Six Flags Entertainment Corp. 8552.28000000 USD -218.24000000 USD Emerson Electric Co. 8386.40000000 USD -282.09000000 USD FleetCor Technologies, Inc. 57081.24000000 USD 11566.80000000 USD Molina Healthcare, Inc. 8382.60000000 USD -838.20000000 USD Quanta Services, Inc. 51053.57000000 USD 5316.29000000 USD Petronas Gas Bhd. 80941.62000000 USD 4927.63000000 USD Church & Dwight Co., Inc. 14889.76000000 USD 1046.32000000 USD Papa John's International, Inc. 4002.75000000 USD -1098.75000000 USD Accenture plc, Class A 17142.30000000 USD -582.75000000 USD Bank Negara Indonesia Persero Tbk. PT 9818.86000000 USD -2695.70000000 USD nVent Electric plc 15959.02000000 USD -537.35000000 USD MGM Resorts International 11481.40000000 USD -202.98000000 USD Guardant Health, Inc. 25891.20000000 USD -2384.52000000 USD Advance Auto Parts, Inc. 24729.80000000 USD -1836.45000000 USD TE Connectivity Ltd. 78850.96000000 USD 100.16000000 USD Pinnacle West Capital Corp. 37591.84000000 USD -476.16000000 USD Mercury Systems, Inc. 188765.64000000 USD 9843.12000000 USD Amdocs Ltd. 135775.90000000 USD 7904.00000000 USD Duke Energy Corp. 277580.16000000 USD 17571.84000000 USD Delta Air Lines, Inc. 125617.59000000 USD 14133.63000000 USD Morgan Stanley 123352.00000000 USD 761.88000000 USD Westinghouse Air Brake Technologies Corp. 158203.31000000 USD 6672.61000000 USD Switch, Inc., Class A 110504.94000000 USD 21365.82000000 USD WisdomTree Investments, Inc. 159022.50000000 USD 6142.50000000 USD Univar Solutions, Inc. 170448.00000000 USD -30655.65000000 USD Bright Horizons Family Solutions, Inc. 77112.00000000 USD 2698.92000000 USD Altice USA, Inc., Class A 81224.76000000 USD 17667.44000000 USD MAXIMUS, Inc. 100511.40000000 USD 2072.40000000 USD First Horizon National Corp. 84275.36000000 USD 8364.80000000 USD Schneider National, Inc., Class B 64112.10000000 USD 4641.00000000 USD Amazon.com, Inc. 97486.00000000 USD 7094.00000000 USD CH Robinson Worldwide, Inc. 89965.80000000 USD 2662.74000000 USD Citrix Systems, Inc. 43314.30000000 USD 3352.11000000 USD Booz Allen Hamilton Holding Corp. 81475.68000000 USD 2677.15000000 USD Atmos Energy Corp. 36516.64000000 USD 3260.48000000 USD Cheesecake Factory, Inc. (The) 6046.32000000 USD 577.02000000 USD Zebra Technologies Corp., Class A 31212.00000000 USD 303.17000000 USD Universal Display Corp. 129144.40000000 USD 9653.00000000 USD Colgate-Palmolive Co. 17718.12000000 USD -355.35000000 USD Toll Brothers, Inc. 92265.25000000 USD -17542.38000000 USD PayPal Holdings, Inc. 33604.74000000 USD -747.63000000 USD Aramark 38522.13000000 USD 8784.18000000 USD Fastenal Co. 52968.75000000 USD 5525.70000000 USD Ford Motor Co. 51125.55000000 USD -1905.30000000 USD Arista Networks, Inc. 16204.00000000 USD 2748.00000000 USD Lululemon Athletica, Inc. 9856.60000000 USD 228.25000000 USD BlackRock, Inc. 21558.53000000 USD 2607.29000000 USD Madison Square Garden Co. (The), Class A 22620.87000000 USD 903.08000000 USD Teradyne, Inc. 12188.25000000 USD -551.25000000 USD Charoen Pokphand Indonesia Tbk. PT 43210.39000000 USD 2410.04000000 USD Woodward, Inc. 50642.88000000 USD -5759.52000000 USD Home BancShares, Inc. 142836.87000000 USD 32641.62000000 USD Cintas Corp. 69807.66000000 USD 14467.70000000 USD People's United Financial, Inc. 283266.75000000 USD 75366.90000000 USD Ciena Corp. 119788.29000000 USD 1745.22000000 USD TransUnion 69489.00000000 USD -2070.96000000 USD DENTSPLY SIRONA, Inc. 262063.67000000 USD 28683.25000000 USD Nu Skin Enterprises, Inc., Class A 25171.20000000 USD -1126.35000000 USD Truist Financial Corp. 243574.32000000 USD -12399.86000000 USD Trane Technologies plc 193343.19000000 USD -24861.42000000 USD West Pharmaceutical Services, Inc. 189855.75000000 USD 11422.52000000 USD TransDigm Group, Inc. 242063.64000000 USD -3916.08000000 USD Deckers Outdoor Corp. 235438.00000000 USD 40885.39000000 USD Graham Holdings Co., Class B 180478.93000000 USD -290.95000000 USD j2 Global, Inc. 122304.90000000 USD -2892.18000000 USD Cirrus Logic, Inc. 207193.91000000 USD 29865.22000000 USD Keysight Technologies, Inc. 134222.72000000 USD 16858.04000000 USD Equifax, Inc. 193270.10000000 USD 23541.90000000 USD Waste Management, Inc. 185397.68000000 USD -32789.11000000 USD PACCAR, Inc. 170674.96000000 USD 3745.39000000 USD Mattel, Inc. 109032.56000000 USD -1237.60000000 USD Stryker Corp. 161828.28000000 USD -25592.76000000 USD CNO Financial Group, Inc. 178998.33000000 USD 15602.76000000 USD Tempur Sealy International, Inc. 131960.49000000 USD 32237.99000000 USD Elastic NV 114856.98000000 USD -20682.90000000 USD Microchip Technology, Inc. 128413.20000000 USD -10038.20000000 USD VF Corp. 145150.72000000 USD 17714.40000000 USD Avangrid, Inc. 80905.44000000 USD 11938.08000000 USD National Fuel Gas Co. 157736.70000000 USD 17554.50000000 USD Cathay General Bancorp 105317.55000000 USD -6856.61000000 USD Aptiv plc 59383.44000000 USD -544.10000000 USD Santander Consumer USA Holdings, Inc. 68033.81000000 USD 7629.96000000 USD Marriott Vacations Worldwide Corp. 23343.60000000 USD 2276.40000000 USD PNC Financial Services Group, Inc. (The) 58580.64000000 USD 1327.55000000 USD AMERCO 67988.70000000 USD -1553.76000000 USD Webster Financial Corp. 66982.50000000 USD 5674.50000000 USD Abbott Laboratories 109053.62000000 USD 801.56000000 USD InterDigital, Inc. 31598.04000000 USD 2124.00000000 USD RingCentral, Inc., Class A 30091.22000000 USD -6909.72000000 USD H&R Block, Inc. 105923.84000000 USD 24750.67000000 USD UnitedHealth Group, Inc. 43142.74000000 USD 892.68000000 USD Regions Financial Corp. 64745.46000000 USD 1117.30000000 USD HCA Healthcare, Inc. 60289.35000000 USD 8313.69000000 USD Micron Technology, Inc. 75876.24000000 USD 8442.72000000 USD Spotify Technology SA 15665.76000000 USD -370.23000000 USD Cadence Design Systems, Inc. 9377.68000000 USD -128.01000000 USD Fair Isaac Corp. 45845.81000000 USD 9238.00000000 USD Target Corp. 160559.19000000 USD -18100.32000000 USD Cullen/Frost Bankers, Inc. 173060.58000000 USD 23668.26000000 USD Thor Industries, Inc. 24801.84000000 USD -820.05000000 USD Cognizant Technology Solutions Corp., Class A 6738.15000000 USD -96.07000000 USD Boyd Gaming Corp. 21730.94000000 USD -4958.03000000 USD Alaska Air Group, Inc. 46747.74000000 USD 6666.52000000 USD Intel Corp. 58720.20000000 USD 4383.40000000 USD Sabre Corp. 5461.53000000 USD 1538.07000000 USD Bed Bath & Beyond, Inc. 124801.24000000 USD -36462.12000000 USD Middleby Corp. (The) 112963.68000000 USD 11993.39000000 USD Verisk Analytics, Inc. 48783.00000000 USD 1865.50000000 USD Gartner, Inc. 51975.54000000 USD 4990.32000000 USD CVS Health Corp. 174964.17000000 USD 3922.17000000 USD MongoDB, Inc. 41781.24000000 USD -6738.12000000 USD RH 40991.76000000 USD 3072.24000000 USD Bank Mandiri Persero Tbk. PT 75655.42000000 USD -21247.02000000 USD NIKE, Inc., Class B 37977.66000000 USD 5921.10000000 USD New Jersey Resources Corp. 211701.04000000 USD -17138.00000000 USD Cinemark Holdings, Inc. 30824.75000000 USD -1514.15000000 USD Premier, Inc., Class A 245596.32000000 USD 9907.92000000 USD Coupa Software, Inc. 42617.65000000 USD -789.95000000 USD Union Pacific Corp. 65160.48000000 USD 5733.42000000 USD Landstar System, Inc. 9106.70000000 USD -90.37000000 USD Sime Darby Bhd. 30315.98000000 USD 41.43000000 USD Resideo Technologies, Inc. 7521.36000000 USD -637.14000000 USD Lincoln Electric Holdings, Inc. 23598.00000000 USD 791.72000000 USD Yum! Brands, Inc. 40227.11000000 USD 2250.03000000 USD CenturyLink, Inc. 37499.44000000 USD -2943.43000000 USD Zimmer Biomet Holdings, Inc. 179315.92000000 USD 26468.08000000 USD Consolidated Edison, Inc. 57564.00000000 USD -9378.73000000 USD Etsy, Inc. 122085.44000000 USD 11687.68000000 USD Dollar General Corp. 14043.93000000 USD -327.36000000 USD Laboratory Corp. of America Holdings 15672.36000000 USD 243.04000000 USD BorgWarner, Inc. 79763.01000000 USD -6807.84000000 USD United Tractors Tbk. PT 70644.01000000 USD 9490.88000000 USD WW Grainger, Inc. 22862.00000000 USD 791.19000000 USD AmerisourceBergen Corp. 130537.50000000 USD -1353.24000000 USD FNB Corp. 39061.00000000 USD 1431.00000000 USD HubSpot, Inc. 266.38000000 USD 56.96000000 USD Foot Locker, Inc. 62952.75000000 USD -5595.80000000 USD Ollie's Bargain Outlet Holdings, Inc. 256028.50000000 USD -29503.50000000 USD Humana, Inc. 247761.78000000 USD 32696.16000000 USD Sensata Technologies Holding plc 141467.70000000 USD -15550.20000000 USD Walt Disney Co. (The) 139587.00000000 USD -4053.71000000 USD Cognex Corp. 184036.98000000 USD 19353.96000000 USD KB Home 152148.60000000 USD 36566.10000000 USD Brinker International, Inc. 133347.03000000 USD -38083.29000000 USD Haemonetics Corp. 3687.42000000 USD 83.97000000 USD Kennametal, Inc. 154732.20000000 USD 18780.60000000 USD AMC Networks, Inc., Class A 76090.30000000 USD -4643.25000000 USD Stanley Black & Decker, Inc. 118400.00000000 USD 10762.56000000 USD SLM Corp. 92362.74000000 USD 25.90000000 USD Visteon Corp. 79598.82000000 USD -2036.33000000 USD FirstCash, Inc. 64350.78000000 USD -4188.99000000 USD American Airlines Group, Inc. 12909.21000000 USD -333.19000000 USD Unilever Indonesia Tbk. PT 30114.50000000 USD 939.03000000 USD Taiwan Semiconductor Manufacturing Co. Ltd., ADR 48602.43000000 USD -762.75000000 USD FireEye, Inc. 70526.28000000 USD 9865.68000000 USD Dillard's, Inc., Class A 19250.95000000 USD -510.96000000 USD Green Dot Corp., Class A 69619.38000000 USD -3372.66000000 USD Leidos Holdings, Inc. 232149.45000000 USD 26013.91000000 USD MEDNAX, Inc. 79699.08000000 USD 10270.50000000 USD Twitter, Inc. 42611.60000000 USD 2402.88000000 USD Hancock Whitney Corp. 188777.92000000 USD -2127.62000000 USD Palo Alto Networks, Inc. 17707.68000000 USD 2020.63000000 USD CommVault Systems, Inc. 30967.20000000 USD 7703.55000000 USD Dana, Inc. 34254.66000000 USD 9912.36000000 USD Tyler Technologies, Inc. 13345.20000000 USD -460.80000000 USD Monolithic Power Systems, Inc. 28300.74000000 USD 1412.84000000 USD Intuit, Inc. 58880.00000000 USD -2347.52000000 USD EchoStar Corp., Class A 97220.77000000 USD 9466.10000000 USD EnerSys 8121.28000000 USD 1555.36000000 USD Fidelity National Information Services, Inc. 21530.28000000 USD -1359.36000000 USD Cigna Corp. 23564.94000000 USD -2937.97000000 USD ITT, Inc. 283681.44000000 USD 6003.84000000 USD Charter Communications, Inc., Class A 144418.61000000 USD -14328.99000000 USD MISC Bhd. 5146.92000000 USD 49.43000000 USD MSA Safety, Inc. 40986.00000000 USD 5568.75000000 USD Scientific Games Corp. 11843.70000000 USD -4639.80000000 USD Lockheed Martin Corp. 198624.70000000 USD 11064.95000000 USD Aaron's, Inc. 66335.36000000 USD 2679.04000000 USD Broadcom, Inc. 9246.90000000 USD 1466.01000000 USD Norwegian Cruise Line Holdings Ltd. 61869.20000000 USD 5249.85000000 USD NetApp, Inc. 125820.42000000 USD 1237.38000000 USD Comcast Corp., Class A 22347.00000000 USD 2496.00000000 USD International Business Machines Corp. 106603.73000000 USD -4113.08000000 USD Liberty Global plc, Class C 243709.23000000 USD -3102.60000000 USD Helen of Troy Ltd. 35431.38000000 USD -218.32000000 USD Nordson Corp. 105624.74000000 USD 23367.74000000 USD Yelp, Inc. 21798.27000000 USD -604.50000000 USD Jack in the Box, Inc. 9673.80000000 USD -3256.80000000 USD Wyndham Hotels & Resorts, Inc. 5766.33000000 USD -830.82000000 USD Alteryx, Inc., Class A 78039.40000000 USD -8437.80000000 USD News Corp., Class A 216665.48000000 USD -40541.50000000 USD IPG Photonics Corp. 261584.16000000 USD 33136.84000000 USD Hologic, Inc. 230150.70000000 USD 23801.91000000 USD Tapestry, Inc. 50129.45000000 USD -616.13000000 USD LPL Financial Holdings, Inc. 195621.42000000 USD 16460.52000000 USD Fiserv, Inc. 163667.77000000 USD -7064.30000000 USD United Rentals, Inc. 174930.00000000 USD -36499.00000000 USD United Parcel Service, Inc., Class B 116681.58000000 USD 4209.13000000 USD Littelfuse, Inc. 285118.54000000 USD -5983.60000000 USD LendingTree, Inc. 184673.73000000 USD 58456.35000000 USD Trustmark Corp. 159558.40000000 USD 16846.08000000 USD Best Buy Co., Inc. 161196.00000000 USD -9388.96000000 USD Stericycle, Inc. 91913.36000000 USD 13660.24000000 USD Grand Canyon Education, Inc. 134414.17000000 USD -20818.03000000 USD Medtronic plc 151502.40000000 USD 16749.60000000 USD ViacomCBS, Inc. 103323.75000000 USD 9366.25000000 USD Citigroup, Inc. 72530.64000000 USD -3220.14000000 USD Pinnacle Financial Partners, Inc. 69749.32000000 USD 2955.57000000 USD Southern Co. (The) 150400.92000000 USD 6722.76000000 USD Citizens Financial Group, Inc. 146736.81000000 USD -2340.30000000 USD Entegris, Inc. 54037.39000000 USD -325.89000000 USD Cisco Systems, Inc. 113959.69000000 USD 11045.19000000 USD Wyndham Destinations, Inc. 40188.40000000 USD -7093.16000000 USD Johnson Controls International plc 134665.20000000 USD -12837.15000000 USD WEC Energy Group, Inc. 133693.21000000 USD 21738.61000000 USD CoStar Group, Inc. 54023.32000000 USD -366.81000000 USD Fox Corp., Class A 52245.93000000 USD 3338.61000000 USD Euronet Worldwide, Inc. 42259.96000000 USD 2356.54000000 USD DaVita, Inc. 227571.52000000 USD 2782.56000000 USD Royal Caribbean Cruises Ltd. 19430.68000000 USD -1219.50000000 USD Paychex, Inc. 204615.84000000 USD -6926.76000000 USD Enel Chile SA, ADR 15703.60000000 USD -189.20000000 USD Astra International Tbk. PT 1545.38000000 USD 283.98000000 USD ABIOMED, Inc. 26128.80000000 USD 16.20000000 USD Masimo Corp. 31173.12000000 USD 777.92000000 USD Pure Storage, Inc., Class A 65743.50000000 USD 16900.56000000 USD United Technologies Corp. 114139.30000000 USD 1802.90000000 USD Qorvo, Inc. 181740.02000000 USD 1690.50000000 USD Teledyne Technologies, Inc. 252084.96000000 USD 30850.24000000 USD Lions Gate Entertainment Corp., Class A 124968.32000000 USD 15826.58000000 USD Avalara, Inc. 186201.60000000 USD 17347.20000000 USD Genpact Ltd. 74401.60000000 USD 5096.00000000 USD FactSet Research Systems, Inc. 116523.96000000 USD -6204.36000000 USD QUALCOMM, Inc. 190637.70000000 USD -3409.78000000 USD Nielsen Holdings plc 117299.16000000 USD 34422.72000000 USD Trimble, Inc. 81834.93000000 USD -20936.73000000 USD XPO Logistics, Inc. 15307.50000000 USD -1057.80000000 USD Synchrony Financial 40048.01000000 USD -3409.93000000 USD Commerce Bancshares, Inc. 230854.75000000 USD 48509.30000000 USD Lumentum Holdings, Inc. 89766.60000000 USD 91.61000000 USD Petronas Chemicals Group Bhd. 47937.03000000 USD 7112.97000000 USD Snap-on, Inc. 226236.78000000 USD 34552.98000000 USD Five Below, Inc. 188759.16000000 USD -14818.67000000 USD Arrow Electronics, Inc. 224285.88000000 USD 15090.76000000 USD Covetrus, Inc. 180138.20000000 USD -33195.00000000 USD Skechers U.S.A., Inc., Class A 103316.48000000 USD 13621.76000000 USD NOW, Inc. 151415.04000000 USD -13791.68000000 USD AutoZone, Inc. 35532.00000000 USD -2852.64000000 USD MKS Instruments, Inc. 199389.60000000 USD 2472.48000000 USD ASGN, Inc. 49695.24000000 USD -3020.40000000 USD BankUnited, Inc. 128843.00000000 USD -25561.90000000 USD Axon Enterprise, Inc. 216980.82000000 USD -41758.92000000 USD Hubbell, Inc. 31094.54000000 USD 1039.87000000 USD MetLife, Inc. 41605.77000000 USD 2912.54000000 USD NewMarket Corp. 216704.42000000 USD -11738.84000000 USD Owens Corning 247336.13000000 USD 25045.89000000 USD Insulet Corp. 29491.04000000 USD -6331.46000000 USD Evergy, Inc. 120284.25000000 USD -5104.04000000 USD Penumbra, Inc. 248770.86000000 USD -24564.06000000 USD Healthcare Services Group, Inc. 141403.74000000 USD -24897.94000000 USD Energizer Holdings, Inc. 191452.25000000 USD 47214.34000000 USD SS&C Technologies Holdings, Inc. 91320.88000000 USD 9398.84000000 USD Integra LifeSciences Holdings Corp. 36004.02000000 USD -4376.58000000 USD Columbia Sportswear Co. 195146.69000000 USD -26347.74000000 USD Stifel Financial Corp. 227370.24000000 USD 8948.51000000 USD Dycom Industries, Inc. 232081.20000000 USD -61345.44000000 USD LiveRamp Holdings, Inc. 243673.84000000 USD -25907.00000000 USD Sempra Energy 117170.63000000 USD 10228.80000000 USD Splunk, Inc. 215727.07000000 USD -28779.56000000 USD Allison Transmission Holdings, Inc. 80970.63000000 USD 1266.33000000 USD Janus Henderson Group plc 113383.32000000 USD 444.06000000 USD Zendesk, Inc. 12033.88000000 USD 235.51000000 USD John Wiley & Sons, Inc., Class A 141449.77000000 USD 13016.85000000 USD Insperity, Inc. 5595.00000000 USD -54.08000000 USD Ralph Lauren Corp. 82668.71000000 USD -8263.16000000 USD Lear Corp. 101481.25000000 USD -2073.01000000 USD HEICO Corp. 66999.78000000 USD -6223.14000000 USD Kohl's Corp. 4595.85000000 USD -327.76000000 USD Expeditors International of Washington, Inc. 115959.36000000 USD 8603.10000000 USD Black Hills Corp. 106033.68000000 USD 6855.84000000 USD Goodyear Tire & Rubber Co. (The) 69031.02000000 USD -1304.71000000 USD GCI Liberty, Inc., Class A 54748.17000000 USD -7169.06000000 USD Dover Corp. 156128.40000000 USD 4820.41000000 USD CarMax, Inc. 147655.69000000 USD -192.01000000 USD GrafTech International Ltd. 20754.72000000 USD -306.72000000 USD McDonald's Corp. 96233.70000000 USD 10318.86000000 USD Quest Diagnostics, Inc. 66086.90000000 USD 4863.93000000 USD Hewlett Packard Enterprise Co. 52463.13000000 USD -7780.32000000 USD CIMB Group Holdings Bhd. 25546.88000000 USD -911.79000000 USD Ross Stores, Inc. 71228.43000000 USD 14258.79000000 USD Amedisys, Inc. 79472.82000000 USD -13384.03000000 USD UGI Corp. 77262.99000000 USD 1302.58000000 USD Edwards Lifesciences Corp. 45268.80000000 USD 2932.80000000 USD National Instruments Corp. 23288.32000000 USD 3780.48000000 USD Gap, Inc. (The) 50336.00000000 USD 9366.50000000 USD Texas Capital Bancshares, Inc. 48685.32000000 USD -944.41000000 USD F5 Networks, Inc. 89569.20000000 USD -264.04000000 USD Hasbro, Inc. 70548.30000000 USD -24452.80000000 USD TripAdvisor, Inc. 3043.25000000 USD -313.25000000 USD ICU Medical, Inc. 17755.76000000 USD -431.24000000 USD Anaplan, Inc. 101249.96000000 USD -7628.88000000 USD Fluor Corp. 41017.76000000 USD 14661.92000000 USD Semtech Corp. 30225.00000000 USD 3723.72000000 USD Home Depot, Inc. (The) 29873.60000000 USD 2091.20000000 USD Latam Airlines Group SA, ADR 1343.55000000 USD -214.93000000 USD NetScout Systems, Inc. 39363.21000000 USD 681.83000000 USD ADT, Inc. 20489.76000000 USD -94.86000000 USD Valley National Bancorp 45738.67000000 USD -552.27000000 USD Malayan Banking Bhd. 31400.44000000 USD -601.22000000 USD Gentex Corp. 20387.20000000 USD -1058.00000000 USD Eaton Corp. plc 59277.47000000 USD -3013.85000000 USD Motorola Solutions, Inc. 10234.84000000 USD 1263.57000000 USD Air Lease Corp. 5335.74000000 USD -1559.27000000 USD Flowserve Corp. 11753.88000000 USD 698.64000000 USD Tesla, Inc. 7860.00000000 USD 328.04000000 USD Waste Connections, Inc. 12400.00000000 USD 1473.60000000 USD Centene Corp. 4752.80000000 USD 378.05000000 USD Axiata Group Bhd. 11748.89000000 USD 357.34000000 USD DiGi.Com Bhd. 52793.05000000 USD 5564.14000000 USD Las Vegas Sands Corp. 3227.72000000 USD -77.56000000 USD DISH Network Corp., Class A 20289.85000000 USD 903.35000000 USD Textron, Inc. 13201.65000000 USD 707.85000000 USD Zillow Group, Inc., Class C 13975.76000000 USD -548.38000000 USD Smartsheet, Inc., Class A 1992.48000000 USD -118.10000000 USD Lam Research Corp. 27360.00000000 USD 3675.05000000 USD NiSource, Inc. 226577.78000000 USD 3629.60000000 USD Analog Devices, Inc. 5110.05000000 USD -85.53000000 USD LivaNova plc 12353.25000000 USD -146.52000000 USD Teleflex, Inc. 5857.20000000 USD 90.39000000 USD Sirius XM Holdings, Inc. 192719.28000000 USD 19115.88000000 USD frontdoor, Inc. 164196.38000000 USD -1133.04000000 USD Activision Blizzard, Inc. 85056.40000000 USD 4747.60000000 USD Netflix, Inc. 137808.50000000 USD -20460.25000000 USD Cardinal Health, Inc. 188931.54000000 USD 709.38000000 USD EMCOR Group, Inc. 202172.04000000 USD 42795.06000000 USD IDACORP, Inc. 158460.95000000 USD -11840.80000000 USD VeriSign, Inc. 175227.57000000 USD 3794.70000000 USD Cree, Inc. 119783.88000000 USD 1418.76000000 USD Carlisle Cos., Inc. 256322.88000000 USD 3833.48000000 USD PVH Corp. 119808.12000000 USD 668.43000000 USD Roper Technologies, Inc. 181473.42000000 USD -996.70000000 USD Donaldson Co., Inc. 111602.07000000 USD 2744.55000000 USD CACI International, Inc., Class A 95228.65000000 USD 9985.14000000 USD 2U, Inc. 144953.82000000 USD -25684.56000000 USD Polaris, Inc. 74969.55000000 USD 10011.51000000 USD Exelon Corp. 78773.40000000 USD 1733.40000000 USD Ubiquiti, Inc. 99106.00000000 USD -5439.00000000 USD Fortune Brands Home & Security, Inc. 124603.25000000 USD 4465.55000000 USD S&P Global, Inc. 61262.50000000 USD -4347.50000000 USD Banco Bradesco SA, ADR 79271.50000000 USD 13472.25000000 USD General Motors Co. 133573.84000000 USD 2956.88000000 USD Hilton Worldwide Holdings, Inc. 59300.56000000 USD 2963.29000000 USD eBay, Inc. 63787.32000000 USD 6832.84000000 USD GATX Corp. 44605.28000000 USD 1713.77000000 USD Manhattan Associates, Inc. 48773.78000000 USD 6377.22000000 USD MasTec, Inc. 45887.46000000 USD 4613.83000000 USD Synopsys, Inc. 68902.65000000 USD 4905.95000000 USD Texas Instruments, Inc. 57060.03000000 USD 3551.62000000 USD JB Hunt Transport Services, Inc. 55245.77000000 USD -3483.90000000 USD ServiceNow, Inc. 18054.54000000 USD 530.43000000 USD General Electric Co. 16745.46000000 USD -412.50000000 USD Bank of Hawaii Corp. 73413.96000000 USD 5008.58000000 USD McKesson Corp. 71011.50000000 USD -1722.73000000 USD Goldman Sachs Group, Inc. (The) 14686.05000000 USD -387.60000000 USD Intercontinental Exchange, Inc. 44008.75000000 USD 2158.20000000 USD Hawaiian Electric Industries, Inc. 32718.00000000 USD -154.06000000 USD Macy's, Inc. 49831.59000000 USD -18166.71000000 USD Pentair plc 27587.52000000 USD -2.16000000 USD Seagate Technology plc 41968.00000000 USD -624.45000000 USD Deere & Co. 4973.76000000 USD 110.50000000 USD Atlassian Corp. plc, Class A 53531.40000000 USD -5023.20000000 USD Akamai Technologies, Inc. 28636.37000000 USD -957.78000000 USD Grupo Aeroportuario del Sureste SAB de CV, ADR 44245.80000000 USD 9165.00000000 USD Wynn Resorts Ltd. 117490.88000000 USD -11341.12000000 USD DR Horton, Inc. 47260.00000000 USD 3850.30000000 USD Equitable Holdings, Inc. 18741.65000000 USD -933.85000000 USD Bank Rakyat Indonesia Persero Tbk. PT 56617.12000000 USD 9713.25000000 USD WEX, Inc. 52275.00000000 USD 7155.00000000 USD Automatic Data Processing, Inc. 55902.12000000 USD -1995.36000000 USD Jack Henry & Associates, Inc. 51229.20000000 USD 313.50000000 USD Honeywell International, Inc. 43615.54000000 USD 648.74000000 USD AO Smith Corp. 72859.87000000 USD 2543.64000000 USD Western Digital Corp. 29841.54000000 USD -5427.69000000 USD Chipotle Mexican Grill, Inc. 98160.00000000 USD -5342.97000000 USD SolarEdge Technologies, Inc. 28739.88000000 USD 993.33000000 USD Pegasystems, Inc. 4487.49000000 USD 399.07000000 USD Live Nation Entertainment, Inc. 33504.02000000 USD 1351.70000000 USD Malaysia Airports Holdings Bhd. 54847.79000000 USD -10791.85000000 USD Choice Hotels International, Inc. 197225.00000000 USD 13749.40000000 USD Evercore, Inc., Class A 166414.78000000 USD 14018.44000000 USD FLIR Systems, Inc. 36354.60000000 USD 3340.20000000 USD First Solar, Inc. 37213.92000000 USD 1020.61000000 USD Workday, Inc., Class A 6120.34000000 USD -332.78000000 USD Telekomunikasi Indonesia Persero Tbk. PT 8157.11000000 USD -18.43000000 USD Square, Inc., Class A 110050.38000000 USD -16072.65000000 USD Liberty Media Corp.-Liberty SiriusXM 126.48000000 USD 5.08000000 USD BGC Partners, Inc., Class A 237905.64000000 USD -52867.92000000 USD Hyatt Hotels Corp., Class A 5508.50000000 USD -318.55000000 USD Brink's Co. (The) 217777.20000000 USD -16903.36000000 USD DocuSign, Inc. 106629.60000000 USD 24764.84000000 USD General Dynamics Corp. 51865.52000000 USD 1956.99000000 USD Capri Holdings Ltd. 167568.70000000 USD -40999.20000000 USD AutoNation, Inc. 17313.02000000 USD -458.07000000 USD VMware, Inc., Class A 123279.80000000 USD -25714.68000000 USD Ameren Corp. 183895.75000000 USD 12271.50000000 USD Avnet, Inc. 262018.90000000 USD 3532.55000000 USD Global Payments, Inc. 19759.51000000 USD 333.14000000 USD Adobe, Inc. 87834.24000000 USD 1774.68000000 USD Barito Pacific Tbk. PT 85459.23000000 USD -12195.92000000 USD FedEx Corp. 9094.50000000 USD 2265.45000000 USD Anthem, Inc. 47451.36000000 USD -2185.81000000 USD Gamuda Bhd. 42805.28000000 USD -2204.70000000 USD Grupo Televisa SAB, ADR 4147.00000000 USD 293.15000000 USD Dollar Tree, Inc. 31371.69000000 USD -587.05000000 USD Nutanix, Inc., Class A 19181.20000000 USD 2250.44000000 USD PacWest Bancorp 22292.48000000 USD -2786.56000000 USD Republic Services, Inc. 144265.32000000 USD -12646.76000000 USD ResMed, Inc. 111498.53000000 USD 10703.98000000 USD Amphenol Corp., Class A 84832.32000000 USD -1804.20000000 USD Franklin Resources, Inc. 154883.20000000 USD 32201.60000000 USD Estee Lauder Cos., Inc. (The), Class A 25335.06000000 USD -890.40000000 USD Southwest Gas Holdings, Inc. 96688.40000000 USD 14108.50000000 USD Marvell Technology Group Ltd. 181696.27000000 USD -30590.49000000 USD East West Bancorp, Inc. 285224.94000000 USD 75417.45000000 USD Navient Corp. 77558.56000000 USD -16678.16000000 USD Paycom Software, Inc. 10908.54000000 USD 519.45000000 USD ON Semiconductor Corp. 91123.00000000 USD -6519.25000000 USD Cboe Global Markets, Inc. 183855.00000000 USD 1462.60000000 USD Hilton Grand Vacations, Inc. 100833.38000000 USD -12660.12000000 USD Electronic Arts, Inc. 93057.93000000 USD 4422.04000000 USD Varian Medical Systems, Inc. 33775.14000000 USD 1484.64000000 USD Paylocity Holding Corp. 80106.24000000 USD -3918.24000000 USD Boston Scientific Corp. 19871.67000000 USD 3666.48000000 USD Cabot Microelectronics Corp. 17577.56000000 USD 1600.06000000 USD Whirlpool Corp. 81252.60000000 USD -6519.92000000 USD LogMeIn, Inc. 151486.32000000 USD 8694.82000000 USD Okta, Inc. 91083.70000000 USD 6428.13000000 USD Baxter International, Inc. 165140.46000000 USD 1383.12000000 USD CME Group, Inc. 265935.58000000 USD -10596.82000000 USD IAA, Inc. 176883.84000000 USD -4405.00000000 USD DTE Energy Co. 159644.57000000 USD -11077.79000000 USD Bank of America Corp. 186717.85000000 USD 6596.25000000 USD Carvana Co. 179042.50000000 USD -47060.00000000 USD Oracle Corp. 51568.11000000 USD 2306.23000000 USD NuVasive, Inc. 165658.20000000 USD 22199.73000000 USD Lowe's Cos., Inc. 2237.30000000 USD 318.76000000 USD Illinois Tool Works, Inc. 84135.04000000 USD 10288.96000000 USD Hanesbrands, Inc. 66879.26000000 USD 16401.14000000 USD Expedia Group, Inc. 49911.49000000 USD 1907.05000000 USD Kalbe Farma Tbk. PT 40217.67000000 USD 4246.49000000 USD Umpqua Holdings Corp. 278669.40000000 USD -4346.22000000 USD Twilio, Inc., Class A 258178.65000000 USD -34244.95000000 USD Roku, Inc. 41203.08000000 USD 4523.06000000 USD NVIDIA Corp. 51929.20000000 USD 9127.01000000 USD Fifth Third Bancorp 201054.15000000 USD 12185.10000000 USD Bank OZK 198529.60000000 USD 84167.04000000 USD Sinclair Broadcast Group, Inc., Class A 89372.64000000 USD -7397.50000000 USD Clorox Co. (The) 44698.50000000 USD 6354.54000000 USD Carter's, Inc. 44630.67000000 USD 6470.87000000 USD Mohawk Industries, Inc. 67243.68000000 USD 8493.66000000 USD Dunkin' Brands Group, Inc. 73278.00000000 USD 7065.60000000 USD Masco Corp. 279187.32000000 USD -14698.32000000 USD BOK Financial Corp. 179390.40000000 USD 15669.31000000 USD MercadoLibre, Inc. 29803.38000000 USD 306.28000000 USD Burlington Stores, Inc. 32484.30000000 USD 4562.03000000 USD Wells Fargo & Co. 160088.60000000 USD 4888.35000000 USD ConocoPhillips 256317.60000000 USD -31082.74000000 USD Dell Technologies, Inc., Class C 32826.50000000 USD 484.98000000 USD Pluralsight, Inc., Class A 156618.72000000 USD -33663.04000000 USD Armstrong World Industries, Inc. 115317.84000000 USD 5604.72000000 USD NCR Corp. 40338.30000000 USD -12352.18000000 USD American Express Co. 26967.15000000 USD 305.55000000 USD HD Supply Holdings, Inc. 138368.81000000 USD 4964.34000000 USD Skyworks Solutions, Inc. 39059.06000000 USD 3996.45000000 USD Black Knight, Inc. 6328.54000000 USD 50.14000000 USD Caterpillar, Inc. 7194.48000000 USD -268.49000000 USD ViaSat, Inc. 118967.04000000 USD 12486.24000000 USD Dick's Sporting Goods, Inc. 41201.88000000 USD -5155.08000000 USD IDEXX Laboratories, Inc. 46025.60000000 USD -3927.40000000 USD L3Harris Technologies, Inc. 132027.96000000 USD -4403.97000000 USD Qurate Retail, Inc., Series A 72802.13000000 USD 17827.88000000 USD Facebook, Inc., Class A 114258.00000000 USD 11905.30000000 USD EPAM Systems, Inc. 34347.10000000 USD 292.30000000 USD Associated Banc-Corp. 97267.95000000 USD -4791.15000000 USD Autodesk, Inc. 127377.60000000 USD 962.88000000 USD Indofood Sukses Makmur Tbk. PT 47545.34000000 USD -2069.88000000 USD WESCO International, Inc. 31738.65000000 USD 814.35000000 USD Xylem, Inc. 107464.50000000 USD 11038.50000000 USD KLA Corp. 145177.40000000 USD 5943.15000000 USD PNM Resources, Inc. 107540.00000000 USD 3996.57000000 USD Sally Beauty Holdings, Inc. 46573.12000000 USD 10490.48000000 USD IHS Markit Ltd. 26580.00000000 USD 2766.97000000 USD Encompass Health Corp. 55898.19000000 USD -2097.35000000 USD Adient plc 113628.96000000 USD 7270.97000000 USD PTC, Inc. 45601.45000000 USD -6757.15000000 USD Bank Tabungan Negara Persero Tbk. PT 41806.95000000 USD 16630.99000000 USD Genting Malaysia Bhd. 14285.50000000 USD 586.19000000 USD SolarWinds Corp. 5970.27000000 USD 769.62000000 USD Applied Materials, Inc. 94939.04000000 USD 1989.12000000 USD Moody's Corp. 64719.00000000 USD 2879.46000000 USD ServiceMaster Global Holdings, Inc. 4158.00000000 USD 55.44000000 USD Capital One Financial Corp. 32773.00000000 USD 1990.45000000 USD Edgewell Personal Care Co. 41393.52000000 USD 15316.29000000 USD Williams-Sonoma, Inc. 34568.76000000 USD -6073.11000000 USD Floor & Decor Holdings, Inc., Class A 125439.81000000 USD -2266.72000000 USD Alliance Data Systems Corp. 40312.70000000 USD -761.56000000 USD Jefferies Financial Group, Inc. 16116.93000000 USD 677.16000000 USD Ryder System, Inc. 12638.32000000 USD -35.74000000 USD Broadridge Financial Solutions, Inc. 23991.99000000 USD -5.11000000 USD STERIS plc 94759.69000000 USD 6323.18000000 USD PulteGroup, Inc. 12923.28000000 USD 1726.97000000 USD Juniper Networks, Inc. 56290.74000000 USD -1823.42000000 USD Alphabet, Inc., Class A 39506.30000000 USD -983.77000000 USD Robert Half International, Inc. 35673.75000000 USD -2620.82000000 USD Xilinx, Inc. 24083.46000000 USD -37.08000000 USD MDU Resources Group, Inc. 387.00000000 USD 36.90000000 USD Valmont Industries, Inc. 66767.40000000 USD -4351.58000000 USD Align Technology, Inc. 34442.10000000 USD 930.60000000 USD CommScope Holding Co., Inc. 15195.48000000 USD -1013.44000000 USD Y 2025-01-22 0.00000000 USD 0.00000000 USD 88758894.00000000 USD 1050023.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.82000000 -0.00005169949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54012000.00000000 IDR 3239.28000000 USD 2020-06-17 -30.82000000 N N N GOL Equity Finance SA 222100H9BH197YU7RY14 36256KAA8 1175000.00000000 PA USD 432546.88000000 0.725582642556 Long DBT CORP LU Y 2 2024-07-15 Fixed 3.75000000 N N N N Y Gol Linhas Aereas Inteligentes SA USD XXXX N N N N/A N/A N/A 9.00000000 NC 98277.24000000 0.164856719119 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2020-06-19 761580.00000000 EUR 98277.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -20891.74000000 -0.03504518149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 154955.04000000 USD 700000.00000000 BRL 2020-06-17 -20891.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -4212.44000000 -0.00706622446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 167003.59000000 USD 850000.00000000 BRL 2020-06-17 -4212.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -768.83000000 -0.00128968611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35890.34000000 USD 30000000.00000000 CLP 2020-06-17 -768.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.79000000 -0.00000635759 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 555.65000000 USD 16500.00000000 TWD 2020-06-17 -3.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 87780.86000000 0.147249399567 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8500000.00000000 MXN 442035.42000000 USD 2020-06-17 87780.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -1304.61000000 -0.00218843879 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6000000.00000000 INR 76700.75000000 USD 2020-06-17 -1304.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 14367.79000000 0.024101477823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3490500.00000000 SEK 367807.17000000 USD 2020-06-17 14367.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 4021.21000000 0.006745442662 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1438130.00000000 CNY 206601.37000000 USD 2020-06-17 4021.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -6301.52000000 -0.01057058493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408849.00000000 EUR 445944.90000000 USD 2020-06-17 -6301.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -2235.37000000 -0.00374975695 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125500.00000000 CHF 128632.90000000 USD 2020-06-17 -2235.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 398193.85000000 0.667956606074 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8601751.00000000 AUD 5690208.98000000 USD 2020-06-17 398193.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -48174.93000000 -0.08081180244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2634210.00000000 EUR 2865644.19000000 USD 2020-06-17 -48174.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1036.13000000 -0.00173807274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63022.22000000 USD 88000.00000000 SGD 2020-06-17 -1036.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -40988.22000000 -0.06875634146 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 692204.24000000 USD 1058500.00000000 AUD 2020-06-17 -40988.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.26000000 0.000002113607 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22398.41000000 USD 31500.00000000 CAD 2020-06-17 1.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 14543.04000000 0.024395453722 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1326000.00000000 PLN 334978.77000000 USD 2020-06-17 14543.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 882.42000000 0.001480229461 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1104000.08000000 USD 118413500.00000000 JPY 2020-06-17 882.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 139452.65000000 0.233927065428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3734500.00000000 CAD 2795058.13000000 USD 2020-06-17 139452.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -3093.29000000 -0.00518888850 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208422.23000000 USD 291500.00000000 SGD 2020-06-17 -3093.29000000 N N N N/A N/A N/A 3.00000000 NC USD -17551.35000000 -0.02944179117 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-04-30 113137.50000000 USD -17551.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -1919.89000000 -0.00322055001 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 570500.00000000 EUR 629136.03000000 USD 2020-06-17 -1919.89000000 N N N N/A N/A N/A 16.00000000 NC 1458.70000000 0.002446919512 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-03-17 1993800.00000000 GBP 1458.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -24713.25000000 -0.04145563422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 389541.87000000 USD 593000.00000000 AUD 2020-06-17 -24713.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -1142.20000000 -0.00191600155 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500000.00000000 TWD 115918.84000000 USD 2020-06-17 -1142.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 3299.77000000 0.005535251662 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115500.00000000 CHF 123740.28000000 USD 2020-06-17 3299.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 907.63000000 0.001522518377 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93190.42000000 USD 978000.00000000 NOK 2020-06-17 907.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 3458.32000000 0.005801213880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103959.00000000 CAD 77383.64000000 USD 2020-06-17 3458.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -101860.01000000 -0.17086669363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1001498.13000000 USD 9350312.00000000 NOK 2020-06-17 -101860.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -1678.04000000 -0.00281485488 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13435.68000000 USD 194200000.00000000 IDR 2020-06-17 -1678.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -5601.54000000 -0.00939639235 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 137641.35000000 USD 1304000.00000000 SEK 2020-06-17 -5601.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -3320.60000000 -0.00557019327 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 129500.00000000 EUR 139925.22000000 USD 2020-06-17 -3320.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.04000000 -0.00019968554 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7515.11000000 USD 10500.00000000 SGD 2020-06-17 -119.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -14255.10000000 -0.02391244419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 374198.41000000 USD 289397.00000000 GBP 2020-06-17 -14255.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1821.08000000 -0.00305479960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 134083.33000000 USD 3954500.00000000 TWD 2020-06-17 -1821.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 767.76000000 0.001287891221 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181000.00000000 MXN 8311.30000000 USD 2020-06-17 767.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -6185.29000000 -0.01037561307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46437.56000000 USD 164422500.00000000 COP 2020-06-17 -6185.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 21725.41000000 0.036443634499 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2246501.00000000 ZAR 146061.00000000 USD 2020-06-17 21725.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 1108.51000000 0.001859487727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27749.88000000 USD 285000.00000000 SEK 2020-06-17 1108.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -17244.34000000 -0.02892679236 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 170352.02000000 USD 2528866215.00000000 IDR 2020-06-17 -17244.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 2986.34000000 0.005009483524 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 336000.00000000 ILS 98219.22000000 USD 2020-06-17 2986.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -8518.54000000 -0.01428956039 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 290586.71000000 USD 255001.00000000 EUR 2020-06-17 -8518.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -20739.57000000 -0.03478992151 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 451591.85000000 USD 722500.00000000 NZD 2020-06-17 -20739.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 1305.20000000 0.002189428496 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62000.00000000 BRL 13179.38000000 USD 2020-06-17 1305.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 1421.85000000 0.002385104893 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25929.26000000 USD 96500.00000000 ILS 2020-06-17 1421.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 60.64000000 0.000101721532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2622.87000000 USD 4500.00000000 NZD 2020-06-17 60.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 6241.21000000 0.010469416967 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2425000.00000000 MXN 107307.95000000 USD 2020-06-17 6241.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 17583.61000000 0.029495906222 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1672164.26000000 USD 2020-06-17 17583.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -1329.98000000 -0.00223099610 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26188.40000000 USD 21233500.00000000 CLP 2020-06-17 -1329.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 4182.56000000 0.007016101786 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 784351.40000000 USD 756188.00000000 CHF 2020-06-17 4182.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 19256.41000000 0.032301971185 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2368500.00000000 MXN 117968.40000000 USD 2020-06-17 19256.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -69760.28000000 -0.11702049106 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1011991.87000000 USD 3899063.00000000 PLN 2020-06-17 -69760.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 42275.99000000 0.070916531731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15500000.00000000 CZK 666575.29000000 USD 2020-06-17 42275.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 1732.58000000 0.002906343873 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91924.78000000 USD 80000000.00000000 CLP 2020-06-17 1732.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 17011.14000000 0.028535607317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 202648.04000000 USD 775000.00000000 ILS 2020-06-17 17011.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 3413.30000000 0.005725694365 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103959.00000000 CAD 77338.62000000 USD 2020-06-17 3413.30000000 N N N N/A N/A N/A -1.00000000 NC USD 8254.09000000 0.013845954533 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-04-29 -47495.50000000 USD 8254.09000000 N N N N/A N/A N/A 2.00000000 NC USD -15086.15000000 -0.02530650222 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-04-30 94998.50000000 USD -15086.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.72000000 -0.00009179093 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16665.80000000 USD 27000.00000000 AUD 2020-06-17 -54.72000000 N N N N/A N/A N/A -6.00000000 NC USD 44873.05000000 0.075273011329 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-04-03 -223978.50000000 USD 44873.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 2140.89000000 0.003591269976 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1001500.00000000 SEK 103550.30000000 USD 2020-06-17 2140.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -34929.81000000 -0.05859356526 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 350936.15000000 USD 1650000.00000000 BRL 2020-06-17 -34929.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -64997.33000000 -0.10903080484 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1554311.59000000 USD 14708184.00000000 SEK 2020-06-17 -64997.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 2800.14000000 0.004697139373 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 99691.92000000 USD 124594500.00000000 KRW 2020-06-17 2800.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -26111.64000000 -0.04380138576 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 401399.09000000 USD 610000.00000000 AUD 2020-06-17 -26111.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 1217.30000000 0.002041979243 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91500.00000000 PLN 23328.82000000 USD 2020-06-17 1217.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 75.52000000 0.000126682224 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68246.76000000 USD 83056000.00000000 KRW 2020-06-17 75.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -15221.55000000 -0.02553363111 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 148094.15000000 USD 1381000.00000000 NOK 2020-06-17 -15221.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 8981.83000000 0.015066713569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1017000.00000000 MXN 51367.35000000 USD 2020-06-17 8981.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 5626.83000000 0.009438815465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 441750.00000000 SGD 316789.98000000 USD 2020-06-17 5626.83000000 N N N N/A N/A 000000000 2980441.13999999 PA 121047.31000000 0.203052735148 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus STIBOR +/- spread (-1.70% to 0.70%). SEK Currency. Maturity 59-61 Months 01/21/25 to 04/02/25 Sandvik AB 59066.02000000 USD 6900.00000000 USD Svenska Cellulosa AB SCA, Class B 33873.44000000 USD -5426.04000000 USD Skandinaviska Enskilda Banken AB, Class A 96384.09000000 USD -837.35000000 USD Skanska AB, Class B 55290.62000000 USD -228.53000000 USD Hexpol AB 29464.75000000 USD -4987.80000000 USD Telia Co. AB 120038.10000000 USD 389.61000000 USD Alfa Laval AB 72336.15000000 USD -1327.50000000 USD AAK AB 54764.64000000 USD 6215.33000000 USD Electrolux AB, Series B 152135.41000000 USD -10650.42000000 USD SSAB AB, Class A 26802.77000000 USD -741.69000000 USD Millicom International Cellular SA 22949.21000000 USD -2470.12000000 USD Getinge AB, Class B 361712.50000000 USD 29382.75000000 USD Electrolux Professional AB, Class B 50569.42000000 USD 49020.58000000 USD Nordea Bank Abp 126031.70000000 USD -8043.47000000 USD Holmen AB, Class B 115842.41000000 USD 8916.81000000 USD Trelleborg AB, Class B 31830.73000000 USD 1178.53000000 USD Swedish Match AB 280776.89000000 USD 7288.88000000 USD BillerudKorsnas AB 6269.65000000 USD 281.61000000 USD Volvo AB, Class B 49588.12000000 USD 3901.67000000 USD Hexagon AB, Class B 65626.61000000 USD 2216.82000000 USD Elekta AB, Class B 134277.63000000 USD -14359.56000000 USD Assa Abloy AB, Class B 48221.28000000 USD 223.07000000 USD SKF AB, Class B 63434.45000000 USD 2265.56000000 USD Atlas Copco AB, Class A 130356.69000000 USD -12600.16000000 USD Epiroc AB, Class A 33399.39000000 USD -2379.78000000 USD Saab AB, Class B 37030.29000000 USD 1652.38000000 USD Swedish Orphan Biovitrum AB 4950.17000000 USD -39.74000000 USD Tele2 AB, Class B 50694.16000000 USD -3875.34000000 USD Nibe Industrier AB, Class B 17444.11000000 USD 643.29000000 USD Svenska Handelsbanken AB, Class A 148786.02000000 USD -3567.08000000 USD Boliden AB 3372.70000000 USD -149.61000000 USD Swedbank AB, Class A 196309.32000000 USD 26737.19000000 USD Husqvarna AB, Class B 21301.68000000 USD 4037.02000000 USD Telefonaktiebolaget LM Ericsson, Class B 61529.81000000 USD 7105.19000000 USD Essity AB, Class B 100723.22000000 USD 5757.28000000 USD Hennes & Mauritz AB, Class B 117256.99000000 USD 9768.77000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 2980441.00000000 USD 102198.20000000 N N N N/A N/A N/A -3.00000000 NC USD 11031.15000000 0.018504377993 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-06-17 -206631.00000000 USD 11031.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -13348.48000000 -0.02239162005 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90793.06000000 USD 1399272.00000000 ZAR 2020-06-17 -13348.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -1783.40000000 -0.00299159269 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1250000.00000000 CZK 48563.32000000 USD 2020-06-17 -1783.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -71627.24000000 -0.12015225281 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1227943.26000000 USD 1879500.00000000 AUD 2020-06-17 -71627.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -1227.86000000 -0.00205969328 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 292577.73000000 USD 2068312.00000000 CNY 2020-06-17 -1227.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 223511.35000000 0.374932668510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329250.00000000 BRL 1435682.96000000 USD 2020-06-17 223511.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -3373.43000000 -0.00565881380 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144955.30000000 USD 201000.00000000 SGD 2020-06-17 -3373.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -17658.81000000 -0.02962205165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1535290.22000000 USD 1372000.00000000 EUR 2020-06-17 -17658.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 228818.62000000 0.383835432972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329246.00000000 BRL 1440989.46000000 USD 2020-06-17 228818.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -1192.31000000 -0.00200005937 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 118264.01000000 USD 100000000.00000000 CLP 2020-06-17 -1192.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -266.09000000 -0.00044635690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11886.77000000 USD 41000.00000000 ILS 2020-06-17 -266.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -70727.65000000 -0.11864322125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1037384.63000000 USD 24000000.00000000 CZK 2020-06-17 -70727.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -13.51000000 -0.00002266256 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1572.38000000 USD 5500.00000000 ILS 2020-06-17 -13.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -7623.58000000 -0.01278829550 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7300000.00000000 MXN 296618.57000000 USD 2020-06-17 -7623.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -6033.51000000 -0.01012100729 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 370828.16000000 USD 513000.00000000 CAD 2020-06-17 -6033.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 4099.03000000 0.006875983059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57323.51000000 USD 103000.00000000 NZD 2020-06-17 4099.03000000 N N N N/A N/A N/A -1.00000000 NC USD 5888.57000000 0.009877875391 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-19 -47559.50000000 USD 5888.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -212.28000000 -0.00035609246 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5880.90000000 USD 20000.00000000 ILS 2020-06-17 -212.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 67.79000000 0.000113715413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14019.96000000 USD 20000.00000000 SGD 2020-06-17 67.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.98000000 0.000025128439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192000.00000000 CLP 239.76000000 USD 2020-06-17 14.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 1177.36000000 0.001974981255 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 16947.09000000 USD 2020-06-17 1177.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 10404.36000000 0.017452959140 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1171224500.00000000 IDR 81314.98000000 USD 2020-06-17 10404.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -2624.07000000 -0.00440178795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 177665.78000000 USD 212789500.00000000 KRW 2020-06-17 -2624.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -1214.02000000 -0.00203647715 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 227500.00000000 NOK 20674.84000000 USD 2020-06-17 -1214.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.12000000 0.000013621023 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 145500.00000000 CLP 178.46000000 USD 2020-06-17 8.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -106149.94000000 -0.17806290493 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1005788.25000000 USD 9350314.00000000 NOK 2020-06-17 -106149.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -290.19000000 -0.00048678383 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55597.46000000 USD 50000.00000000 EUR 2020-06-17 -290.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -9346.86000000 -0.01567903894 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 423571.66000000 USD 503552500.00000000 KRW 2020-06-17 -9346.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -40.76000000 -0.00006837351 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1458.18000000 USD 46500.00000000 THB 2020-06-17 -40.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 19232.31000000 0.032261544256 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 386440.65000000 USD 2020-06-17 19232.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 14461.27000000 0.024258287335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1337000.00000000 NOK 143100.42000000 USD 2020-06-17 14461.27000000 N N N N/A N/A N/A -1.00000000 NC USD 10838.87000000 0.018181834849 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-04-24 -47477.00000000 USD 10838.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 8143.88000000 0.013661081016 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959438.00000000 ZAR 61245.26000000 USD 2020-06-17 8143.88000000 N N N United States of America 254900HROIFWPRGM1V77 912796TM1 826000.00000000 PA USD 825999.99000000 1.385586818926 Long STIV UST US N 2 2020-04-02 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6603.16000000 -0.01107657575 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 168000.00000000 AUD 96754.70000000 USD 2020-06-17 -6603.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -176.79000000 -0.00029655919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 102500.00000000 NOK 9685.22000000 USD 2020-06-17 -176.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 31780.83000000 0.053311258687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 874000.00000000 NZD 552977.91000000 USD 2020-06-17 31780.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -85490.86000000 -0.14340800264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1463810.19000000 USD 1938290.00000000 CAD 2020-06-17 -85490.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 167768.93000000 0.281426659621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16700000.00000000 MXN 863774.95000000 USD 2020-06-17 167768.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -173.70000000 -0.00029137582 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38318.87000000 USD 1140500.00000000 TWD 2020-06-17 -173.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -503.39000000 -0.00084441956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3754.34000000 USD 13279500.00000000 COP 2020-06-17 -503.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 43923.22000000 0.073679703890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4543500.00000000 MXN 233282.70000000 USD 2020-06-17 43923.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.27000000 -0.00000548531 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 281005000.00000000 IDR 17009.90000000 USD 2020-06-17 -3.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 41102.33000000 0.068947757100 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3604312.00000000 NOK 387890.38000000 USD 2020-06-17 41102.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -33.95000000 -0.00005694996 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11000.00000000 SGD 7714.31000000 USD 2020-06-17 -33.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -8511.18000000 -0.01427721424 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 495000.00000000 CAD 343483.66000000 USD 2020-06-17 -8511.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 349.46000000 0.000586207234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85500.00000000 CHF 89506.72000000 USD 2020-06-17 349.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 6672.87000000 0.011193511898 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 188044.00000000 CHF 202760.46000000 USD 2020-06-17 6672.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -51.74000000 -0.00008679208 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34000.00000000 SEK 3391.02000000 USD 2020-06-17 -51.74000000 N N N N/A N/A N/A -1.00000000 NC USD 8513.01000000 0.014280284005 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-05-07 -68736.18000000 USD 8513.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 55.65000000 0.000093350977 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1248.43000000 USD 2020-06-17 55.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 144629.87000000 0.242611675449 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329250.00000000 BRL 1356801.48000000 USD 2020-06-17 144629.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.11000000 -0.00021322269 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10847.62000000 USD 3500000.00000000 HUF 2020-06-17 -127.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -6566.36000000 -0.01101484500 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 271725.32000000 USD 935532.00000000 ILS 2020-06-17 -6566.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 636.27000000 0.001067321229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72000.00000000 ILS 21043.32000000 USD 2020-06-17 636.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 2751.67000000 0.004615832600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86846.10000000 USD 81000.00000000 EUR 2020-06-17 2751.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 23901.56000000 0.040094051923 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10883796.00000000 SEK 1125967.77000000 USD 2020-06-17 23901.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -8574.93000000 -0.01438415269 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 87465.15000000 USD 1303023000.00000000 IDR 2020-06-17 -8574.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 2523.78000000 0.004233554896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 560000.00000000 BRL 109774.42000000 USD 2020-06-17 2523.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -24446.65000000 -0.04100842181 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1306000.00000000 EUR 1420179.17000000 USD 2020-06-17 -24446.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 2584.33000000 0.004335125456 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 534000.00000000 SEK 56655.85000000 USD 2020-06-17 2584.33000000 N N N N/A N/A 000000000 367039.51000000 PA -84320.02000000 -0.14144395847 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus EURIBOR +/- spread (-1.00% to 0.35%). EUR Currency. Maturity 59-61 Months 01/21/25 to 02/21/25 Y 2025-01-21 0.00000000 USD 0.00000000 USD 367040.00000000 USD 19469.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -141.76000000 -0.00023779756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13403.93000000 USD 16122166.00000000 KRW 2020-06-17 -141.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -1914.05000000 -0.00321075361 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260000.00000000 PLN 60916.49000000 USD 2020-06-17 -1914.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 1396.42000000 0.002342446935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69461.38000000 USD 250000.00000000 ILS 2020-06-17 1396.42000000 N N N N/A N/A N/A -1.00000000 NC USD 5458.30000000 0.009156112137 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-05-06 -37755.00000000 USD 5458.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 3222.67000000 0.005405919040 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79037.83000000 USD 100000000.00000000 KRW 2020-06-17 3222.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -112.71000000 -0.00018906718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 696.19000000 USD 14000.00000000 MXN 2020-06-17 -112.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 325.16000000 0.000545444812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 133000.00000000 SEK 13792.41000000 USD 2020-06-17 325.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.80000000 -0.00003992368 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 185000.00000000 AUD 113792.89000000 USD 2020-06-17 -23.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -39072.31000000 -0.06554246776 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3224500.00000000 NOK 271172.22000000 USD 2020-06-17 -39072.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.10000000 0.000248432700 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19776.01000000 USD 81386000.00000000 COP 2020-06-17 148.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -957.77000000 -0.00160662651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181930.87000000 USD 220000000.00000000 KRW 2020-06-17 -957.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 2548.11000000 0.004274367641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 104390.54000000 USD 130000000.00000000 KRW 2020-06-17 2548.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -355838.04000000 -0.59690617901 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1020349500.00000000 JPY 9164751.32000000 USD 2020-06-17 -355838.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -173.65000000 -0.00029129195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38318.82000000 USD 1140500.00000000 TWD 2020-06-17 -173.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 2787.27000000 0.004675550386 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 18557.00000000 USD 2020-06-17 2787.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -31956.11000000 -0.05360528491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 635602.83000000 USD 5961500.00000000 SEK 2020-06-17 -31956.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.67000000 0.000007833765 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54975500.00000000 COP 13463.22000000 USD 2020-06-17 4.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 13.83000000 0.000023199353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1840.80000000 USD 44500.00000000 MXN 2020-06-17 13.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 14029.56000000 0.023534108531 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445208.00000000 EUR 506494.32000000 USD 2020-06-17 14029.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 342.07000000 0.000573810761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16563.23000000 USD 24000.00000000 SGD 2020-06-17 342.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -1458.65000000 -0.00244683563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31871.75000000 USD 51000.00000000 NZD 2020-06-17 -1458.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -10881.87000000 -0.01825396588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 231901.97000000 USD 72158000.00000000 HUF 2020-06-17 -10881.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -7355.92000000 -0.01233930498 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 365189.09000000 USD 435000000.00000000 KRW 2020-06-17 -7355.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 7919.95000000 0.013285446076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445205.00000000 EUR 500381.39000000 USD 2020-06-17 7919.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -579.72000000 -0.00097246053 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11980.16000000 USD 9738000.00000000 CLP 2020-06-17 -579.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 52085.47000000 0.087371599955 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5375500.00000000 MXN 276120.22000000 USD 2020-06-17 52085.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 89113.33000000 0.149484572558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7623000.00000000 NOK 822558.52000000 USD 2020-06-17 89113.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -48171.25000000 -0.08080562936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2634205.00000000 EUR 2865642.34000000 USD 2020-06-17 -48171.25000000 N N N N/A N/A N/A -1.00000000 NC USD 4849.30000000 0.008134535402 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-05 -37998.25000000 USD 4849.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 653.85000000 0.001096811080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 808500.00000000 THB 25298.73000000 USD 2020-06-17 653.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -6148.18000000 -0.01031336231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71959.08000000 USD 684000.00000000 NOK 2020-06-17 -6148.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 24348.67000000 0.040844063703 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1335620.00000000 EUR 1501738.51000000 USD 2020-06-17 24348.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 7969.15000000 0.013367977399 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45200000.00000000 TWD 1519728.80000000 USD 2020-06-17 7969.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -7644.17000000 -0.01282283453 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 745928.89000000 USD 708000.00000000 CHF 2020-06-17 -7644.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -38477.96000000 -0.06454546590 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 366474.11000000 USD 3409000.00000000 NOK 2020-06-17 -38477.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -115.12000000 -0.00019310987 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 421500.00000000 TWD 13982.37000000 USD 2020-06-17 -115.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.61000000 0.000001023254 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24000.00000000 CLP 28.71000000 USD 2020-06-17 0.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 26364.62000000 0.044225751089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2586500.00000000 MXN 134162.20000000 USD 2020-06-17 26364.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -2722.83000000 -0.00456745448 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9670000.00000000 JPY 87505.17000000 USD 2020-06-17 -2722.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 5990.30000000 0.010048523997 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445208.00000000 EUR 498455.06000000 USD 2020-06-17 5990.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 43170.84000000 0.072417612094 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6350000.00000000 ZAR 394620.06000000 USD 2020-06-17 43170.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -7459.64000000 -0.01251329174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 559034.35000000 USD 2880000.00000000 BRL 2020-06-17 -7459.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 3462.74000000 0.005808628280 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62000.00000000 AUD 41606.71000000 USD 2020-06-17 3462.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 12281.66000000 0.020602065879 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 776252.30000000 USD 756188.00000000 CHF 2020-06-17 12281.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -119302.40000000 -0.20012570812 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2054801.30000000 USD 3146000.00000000 AUD 2020-06-17 -119302.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1874.49000000 -0.00314439306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51686.19000000 USD 900000.00000000 ZAR 2020-06-17 -1874.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -532.28000000 -0.00089288155 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 526658.10000000 USD 639585000.00000000 KRW 2020-06-17 -532.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -618.15000000 -0.00103692554 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000000.00000000 INR 25383.64000000 USD 2020-06-17 -618.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 76.60000000 0.000128493888 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24574.53000000 USD 175000.00000000 CNY 2020-06-17 76.60000000 N N N N/A N/A N/A -6.00000000 NC -12705.41000000 -0.02131289205 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Written Federal Republic of Germany Euro-Bund June Futures 100000.00000000 173.50000000 EUR 2020-04-24 XXXX -8101.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -2585.07000000 -0.00433636678 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 246842.69000000 USD 1734001.00000000 CNY 2020-06-17 -2585.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -5412.36000000 -0.00907904935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 334454.36000000 USD 400000000.00000000 KRW 2020-06-17 -5412.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 7219.47000000 0.012110414761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408176.00000000 EUR 458721.45000000 USD 2020-06-17 7219.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.94000000 -0.00010557970 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22092.32000000 USD 18817000.00000000 CLP 2020-06-17 -62.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -67.55000000 -0.00011331282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13329.72000000 USD 16122166.00000000 KRW 2020-06-17 -67.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 11086.31000000 0.018596907012 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 277000.00000000 NZD 176271.20000000 USD 2020-06-17 11086.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 21633.43000000 0.036289341185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2250000.00000000 ZAR 146162.68000000 USD 2020-06-17 21633.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 1274.13000000 0.002137309630 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29000.00000000 NZD 18567.85000000 USD 2020-06-17 1274.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -15288.59000000 -0.02564608842 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 151143.85000000 USD 1412000.00000000 NOK 2020-06-17 -15288.59000000 N N N N/A N/A N/A 1.00000000 NC USD -6124.70000000 -0.01027397541 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-19 47559.50000000 USD -6124.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 12644.79000000 0.021211204072 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 350000.00000000 BRL 79676.44000000 USD 2020-06-17 12644.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 928.54000000 0.001557594189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32908.85000000 USD 55000.00000000 AUD 2020-06-17 928.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 35764.47000000 0.059993678956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7414328.00000000 SEK 786520.95000000 USD 2020-06-17 35764.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 38260.36000000 0.064180449328 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 254476062.00000000 HUF 817721.05000000 USD 2020-06-17 38260.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -1417.98000000 -0.00237861310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9009.54000000 USD 31010000.00000000 COP 2020-06-17 -1417.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -190.69000000 -0.00031987597 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2871.13000000 USD 2289572.00000000 CLP 2020-06-17 -190.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -2169.50000000 -0.00363926227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23811.15000000 USD 113000.00000000 BRL 2020-06-17 -2169.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 1109.17000000 0.001860594855 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 141852.05000000 USD 2020-06-17 1109.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 2986.22000000 0.005009282228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 336000.00000000 ILS 98219.10000000 USD 2020-06-17 2986.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 19231.83000000 0.032260739073 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661068.00000000 CLP 386440.17000000 USD 2020-06-17 19231.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -204.28000000 -0.00034267273 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18008.29000000 USD 919500.00000000 PHP 2020-06-17 -204.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -17391.33000000 -0.02917336307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1083924.11000000 USD 857500.00000000 GBP 2020-06-17 -17391.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -20739.01000000 -0.03478898213 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 451591.29000000 USD 722500.00000000 NZD 2020-06-17 -20739.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -4098.59000000 -0.00687524497 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129500.00000000 EUR 139147.23000000 USD 2020-06-17 -4098.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -42130.51000000 -0.07067249399 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1178792.02000000 USD 913884.00000000 GBP 2020-06-17 -42130.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.63000000 0.000004411735 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115500.00000000 INR 1504.23000000 USD 2020-06-17 2.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.09000000 0.000037055221 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83500.00000000 MXN 3502.12000000 USD 2020-06-17 22.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 303.60000000 0.000509278648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12000.00000000 EUR 13577.34000000 USD 2020-06-17 303.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 15139.99000000 0.025396816993 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1403003500.00000000 IDR 100083.43000000 USD 2020-06-17 15139.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -725.09000000 -0.00121631375 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 162000.00000000 PLN 38423.17000000 USD 2020-06-17 -725.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 74611.44000000 0.125158146557 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34694704.00000000 SEK 3587711.19000000 USD 2020-06-17 74611.44000000 N N N N/A N/A N/A -2.00000000 NC -5117.45000000 -0.00858434788 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Put Written FTSE 100 Index GB0001383545 10.00000000 5300.00000000 GBP 2020-05-15 XXXX 913.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 513.95000000 0.000862133600 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 141256.83000000 USD 2020-06-17 513.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 79.26000000 0.000132955947 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 BRL 749.58000000 USD 2020-06-17 79.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -14513.94000000 -0.02434663946 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 366500.00000000 AUD 210966.14000000 USD 2020-06-17 -14513.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 2916.95000000 0.004893084165 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103960.00000000 CAD 76842.98000000 USD 2020-06-17 2916.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 9911.00000000 0.016625364562 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959436.00000000 ZAR 63012.27000000 USD 2020-06-17 9911.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -22856.27000000 -0.03834061358 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 270500.00000000 GBP 313583.52000000 USD 2020-06-17 -22856.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 4021.45000000 0.006745845254 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1438124.00000000 CNY 206600.77000000 USD 2020-06-17 4021.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 168363.95000000 0.282424785383 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19150000.00000000 MXN 966478.63000000 USD 2020-06-17 168363.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 41922.10000000 0.070322893323 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3604312.00000000 NOK 388710.15000000 USD 2020-06-17 41922.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -15097.10000000 -0.02532487048 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 393981.78000000 USD 304626.00000000 GBP 2020-06-17 -15097.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -14844.77000000 -0.02490159550 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71379500.00000000 JPY 651176.93000000 USD 2020-06-17 -14844.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -7737.34000000 -0.01297912402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50246.15000000 USD 173640000.00000000 COP 2020-06-17 -7737.34000000 N N N N/A N/A N/A -6.00000000 NC -1309.35000000 -0.00219638997 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2021-03-15 -1491075.00000000 CAD -1309.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 108.08000000 0.000181300514 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51773.09000000 USD 87000.00000000 NZD 2020-06-17 108.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -5528.99000000 -0.00927469220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182301.63000000 USD 623688.00000000 ILS 2020-06-17 -5528.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 3491.78000000 0.005857341890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 450000.00000000 ZAR 28397.63000000 USD 2020-06-17 3491.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 8596.09000000 0.014419647872 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400000.00000000 PLN 105258.45000000 USD 2020-06-17 8596.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -143212.67000000 -0.24023437077 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2490762.45000000 USD 3936627.00000000 NZD 2020-06-17 -143212.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -1411.76000000 -0.00236817926 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34993.55000000 USD 27000.00000000 GBP 2020-06-17 -1411.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 361.60000000 0.000606571670 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50000.00000000 BRL 9937.55000000 USD 2020-06-17 361.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 303.58000000 0.000509245098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12000.00000000 EUR 13577.32000000 USD 2020-06-17 303.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -6455.73000000 -0.01082926695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183227.80000000 USD 623686.00000000 ILS 2020-06-17 -6455.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 7138.27000000 0.011974204529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3050247.46000000 USD 2764000.00000000 EUR 2020-06-17 7138.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 37682.68000000 0.063211410825 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 254476062.00000000 HUF 817143.37000000 USD 2020-06-17 37682.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -2310.58000000 -0.00387591916 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33440.01000000 USD 127157500.00000000 COP 2020-06-17 -2310.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 35248.20000000 0.059127653634 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1039500.00000000 NZD 655138.78000000 USD 2020-06-17 35248.20000000 N N N N/A N/A 000000000 10755769.84000000 PA -110781.73999999 -0.18583259150 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus EURIBOR +/- spread (-6.90% to 0.70%). EUR Currency. Maturity 36-61 Months 01/14/21 to 04/02/25 Huhtamaki OYJ 96564.79000000 USD 9022.65000000 USD Kone OYJ, Class B 84113.11000000 USD 5682.42000000 USD Dialog Semiconductor plc 205344.81000000 USD -9377.17000000 USD ASM International NV 351518.21000000 USD 75583.06000000 USD Nokia OYJ 68991.95000000 USD -11238.09000000 USD Suedzucker AG 49406.53000000 USD 3588.53000000 USD Koninklijke KPN NV 24822.85000000 USD 672.55000000 USD Zalando SE 38180.08000000 USD -1616.06000000 USD Abengoa SA, Class B 23528.35000000 USD -22601.43000000 USD ProSiebenSat.1 Media SE 97673.21000000 USD 12046.04000000 USD Duerr AG 90547.36000000 USD 590.26000000 USD Rheinmetall AG 168390.75000000 USD 30932.55000000 USD Infineon Technologies AG 81446.57000000 USD -2358.80000000 USD Continental AG 85985.75000000 USD 1743.40000000 USD KION Group AG 38303.77000000 USD 721.53000000 USD Stroeer SE & Co. KGaA 35609.75000000 USD 1100.96000000 USD Wolters Kluwer NV 134985.32000000 USD 16709.86000000 USD Carl Zeiss Meditec AG 65702.17000000 USD 8337.84000000 USD Wirecard AG 31322.31000000 USD -4593.89000000 USD Commerzbank AG 129030.14000000 USD 4074.46000000 USD Brenntag AG 35387.51000000 USD 1016.34000000 USD Boskalis Westminster 63720.90000000 USD 8956.67000000 USD SBM Offshore NV 239964.77000000 USD -11169.60000000 USD Wartsila OYJ Abp 151058.48000000 USD -14410.48000000 USD Elisa OYJ 42897.81000000 USD -1029.19000000 USD Volkswagen AG (Preference) 196064.65000000 USD 8474.48000000 USD Altice Europe NV 19509.66000000 USD 2314.48000000 USD Deutsche Post AG (Registered) 224039.66000000 USD 29793.46000000 USD LANXESS AG 122676.06000000 USD 4144.39000000 USD Software AG 175900.87000000 USD 17756.31000000 USD Allianz SE (Registered) 34740.70000000 USD 6883.79000000 USD Aurubis AG 269278.44000000 USD 27634.34000000 USD Daimler AG (Registered) 76482.17000000 USD -7190.86000000 USD Aegon NV 396690.24000000 USD -64022.38000000 USD Telefonica Deutschland Holding AG 157865.77000000 USD 16952.24000000 USD Knorr-Bremse AG 51518.78000000 USD 2391.06000000 USD Sampo OYJ, Class A 43388.65000000 USD -3690.77000000 USD METRO AG 27663.84000000 USD 4335.57000000 USD Nokian Renkaat OYJ 215093.74000000 USD -38443.65000000 USD Prosus NV 72364.41000000 USD -11795.92000000 USD Randstad NV 32327.42000000 USD -618.63000000 USD Siemens Healthineers AG 95404.37000000 USD 8446.28000000 USD Evonik Industries AG 54693.19000000 USD 4028.75000000 USD ASR Nederland NV 291663.10000000 USD 36302.06000000 USD Freenet AG 107619.91000000 USD 353.37000000 USD Beiersdorf AG 48835.04000000 USD -2835.99000000 USD Galapagos NV 39079.12000000 USD 5334.02000000 USD Talanx AG 86537.44000000 USD 17639.49000000 USD Koninklijke Philips NV 143988.23000000 USD 24879.52000000 USD FUCHS PETROLUB SE (Preference) 140043.02000000 USD -23270.56000000 USD ArcelorMittal SA 213344.81000000 USD -33311.70000000 USD NN Group NV 114219.74000000 USD 8039.88000000 USD Akzo Nobel NV 59191.85000000 USD 5645.58000000 USD Covestro AG 55810.30000000 USD 3523.97000000 USD Orion OYJ, Class B 225376.02000000 USD 26520.56000000 USD Henkel AG & Co. KGaA (Preference) 142927.17000000 USD -14572.58000000 USD Bayer AG (Registered) 179172.42000000 USD 4529.74000000 USD Just Eat Takeaway 288501.33000000 USD 13910.30000000 USD SAP SE 121472.99000000 USD -10392.36000000 USD HUGO BOSS AG 86786.19000000 USD -2608.66000000 USD Nemetschek SE 44457.93000000 USD 5487.97000000 USD Bayerische Motoren Werke AG 54214.30000000 USD -6722.94000000 USD Adyen NV 136833.06000000 USD 6519.03000000 USD Koninklijke Vopak NV 160155.94000000 USD -11866.99000000 USD E.ON SE 557802.52000000 USD -34692.99000000 USD Fortum OYJ 75440.97000000 USD 725.56000000 USD Delivery Hero SE 83302.89000000 USD -8422.34000000 USD GEA Group AG 49289.42000000 USD 7824.49000000 USD Sartorius AG (Preference) 217559.06000000 USD -33388.42000000 USD Scout24 AG 56670.42000000 USD 4675.50000000 USD HeidelbergCement AG 51096.82000000 USD 4761.95000000 USD UPM-Kymmene OYJ 210527.99000000 USD 23853.07000000 USD Aperam SA 51835.99000000 USD 6289.67000000 USD Fraport AG Frankfurt Airport Services Worldwide 123140.34000000 USD -21265.36000000 USD adidas AG 87700.82000000 USD 11920.84000000 USD ABN AMRO Bank NV 65689.07000000 USD -3231.69000000 USD HOCHTIEF AG 27708.38000000 USD 4682.80000000 USD Puma SE 181612.05000000 USD 15909.25000000 USD Signify NV 27907.54000000 USD -2611.95000000 USD Rational AG 24856.13000000 USD 2322.54000000 USD Neste OYJ 81223.84000000 USD -18950.92000000 USD Heineken NV 204182.64000000 USD -6458.81000000 USD RWE AG 19561.41000000 USD -461.86000000 USD OCI NV 155195.72000000 USD -11250.50000000 USD Kesko OYJ, Class B 144821.49000000 USD -4475.05000000 USD Hannover Rueck SE 27817.55000000 USD 465.38000000 USD Deutsche Telekom AG (Registered) 81328.53000000 USD 1617.89000000 USD Deutsche Bank AG (Registered) 46711.86000000 USD -4720.62000000 USD Unilever NV 32292.39000000 USD 984.76000000 USD United Internet AG (Registered) 399268.79000000 USD -42681.16000000 USD Koninklijke Ahold Delhaize NV 103133.91000000 USD -3676.74000000 USD MTU Aero Engines AG 25015.27000000 USD -506.87000000 USD ASML Holding NV 13707.98000000 USD -51.87000000 USD Merck KGaA 9591.40000000 USD 394.00000000 USD Krones AG 15176.48000000 USD 171.31000000 USD Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) 16286.71000000 USD -243.43000000 USD CTS Eventim AG & Co. KGaA 16884.68000000 USD 4876.76000000 USD Koninklijke DSM NV 14961.03000000 USD -1303.32000000 USD Fresenius Medical Care AG & Co. KGaA 2545.77000000 USD 43.55000000 USD K+S AG (Registered) 7122.93000000 USD 523.20000000 USD Stora Enso OYJ, Class R 6369.27000000 USD 564.96000000 USD Y 2021-01-14 0.00000000 USD 0.00000000 USD 10755770.00000000 USD 57094.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -318.25000000 -0.00053385352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140436.67000000 USD 170335000.00000000 KRW 2020-06-17 -318.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 7552.47000000 0.012669010906 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181646.68000000 USD 230000000.00000000 KRW 2020-06-17 7552.47000000 N N N N/A N/A 000000000 -881562.50000000 PA USD -80761.40000000 -0.13547449476 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -881562.50000000 USD -80761.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -110632.89000000 -0.18558290070 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1010271.20000000 USD 9350314.00000000 NOK 2020-06-17 -110632.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -27446.29000000 -0.04604021563 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 471528.66000000 USD 624500.00000000 CAD 2020-06-17 -27446.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 46236.50000000 0.077560152214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1280889.00000000 GBP 1639367.82000000 USD 2020-06-17 46236.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 5591.55000000 0.009379634468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 372799.89000000 USD 2020-06-17 5591.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 220.95000000 0.000370636091 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8848.85000000 USD 32000.00000000 ILS 2020-06-17 220.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 167770.01000000 0.281428471285 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16700000.00000000 MXN 863776.03000000 USD 2020-06-17 167770.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -13.25000000 -0.00002222642 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7409.32000000 USD 10500.00000000 SGD 2020-06-17 -13.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -6302.09000000 -0.01057154109 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408850.00000000 EUR 445945.43000000 USD 2020-06-17 -6302.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -9346.33000000 -0.01567814989 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 423571.13000000 USD 503552500.00000000 KRW 2020-06-17 -9346.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -335.70000000 -0.00056312530 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 175500.00000000 NOK 16549.99000000 USD 2020-06-17 -335.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 4939.81000000 0.008286362841 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6977000.00000000 INR 95647.05000000 USD 2020-06-17 4939.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 72.83000000 0.000122169841 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000000.00000000 INR 52076.41000000 USD 2020-06-17 72.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 2708.37000000 0.004543198327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 21812.23000000 USD 2020-06-17 2708.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.61000000 -0.00005805709 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13296.79000000 USD 16122168.00000000 KRW 2020-06-17 -34.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -1918.76000000 -0.00321865447 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408172.00000000 EUR 449578.80000000 USD 2020-06-17 -1918.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.24000000 0.000079243489 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1238.77000000 USD 2020-06-17 47.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 11238.73000000 0.018852586365 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2548306.75000000 USD 274314000.00000000 JPY 2020-06-17 11238.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 15079.97000000 0.025296135490 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71000000.00000000 INR 938143.44000000 USD 2020-06-17 15079.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -4682.99000000 -0.00785555604 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37614.06000000 USD 595000.00000000 ZAR 2020-06-17 -4682.99000000 N N N N/A N/A N/A 1.00000000 NC USD 5381.05000000 0.009026527896 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-24 123734.00000000 USD 5381.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -757.95000000 -0.00127143528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2626500.00000000 TWD 87088.00000000 USD 2020-06-17 -757.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 2269.21000000 0.003806522401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 418605.00000000 MXN 19715.41000000 USD 2020-06-17 2269.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -43371.20000000 -0.07275370916 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3613126.77000000 USD 3227203.00000000 EUR 2020-06-17 -43371.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 361.59000000 0.000606554895 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50000.00000000 BRL 9937.54000000 USD 2020-06-17 361.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 5695.93000000 0.009554728359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445208.00000000 EUR 498160.69000000 USD 2020-06-17 5695.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 8271.80000000 0.013875662454 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1875500.00000000 SEK 198180.28000000 USD 2020-06-17 8271.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 5696.55000000 0.009555768388 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445208.00000000 EUR 498161.31000000 USD 2020-06-17 5696.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 14368.25000000 0.024102249457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3490500.00000000 SEK 367807.63000000 USD 2020-06-17 14368.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -1269.89000000 -0.00213019717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21616.37000000 USD 17379500.00000000 CLP 2020-06-17 -1269.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -5532.73000000 -0.00928096592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65948.79000000 USD 1500000.00000000 CZK 2020-06-17 -5532.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -325.90000000 -0.00054668613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13588.07000000 USD 16122166.00000000 KRW 2020-06-17 -325.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -54147.25000000 -0.09083016560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 805337.38000000 USD 1221000.00000000 AUD 2020-06-17 -54147.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -112904.78000000 -0.18939391871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2978138.25000000 USD 28296500.00000000 SEK 2020-06-17 -112904.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -8489.02000000 -0.01424004159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 135370.35000000 USD 662500.00000000 BRL 2020-06-17 -8489.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -2588.36000000 -0.00434188564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42271.68000000 USD 717000.00000000 ZAR 2020-06-17 -2588.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 187375.93000000 0.314316733577 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329251.00000000 BRL 1399547.73000000 USD 2020-06-17 187375.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 97.80000000 0.000164056165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 341500.00000000 TWD 11519.61000000 USD 2020-06-17 97.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 17284.29000000 0.028993807128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1976873.00000000 ILS 577591.77000000 USD 2020-06-17 17284.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 2913.85000000 0.004887884020 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391427.00000000 KRW 1657494.49000000 USD 2020-06-17 2913.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -111.73000000 -0.00018742326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2792.17000000 USD 2289572.00000000 CLP 2020-06-17 -111.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 68821.42000000 0.115445585431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 254476064.00000000 HUF 848282.11000000 USD 2020-06-17 68821.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -28721.70000000 -0.04817967242 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2003119.67000000 USD 2803000.00000000 SGD 2020-06-17 -28721.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 13172.58000000 0.022096553801 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1037500.00000000 PLN 263890.58000000 USD 2020-06-17 13172.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -343.10000000 -0.00057553855 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13605.27000000 USD 16122166.00000000 KRW 2020-06-17 -343.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -57077.81000000 -0.09574608008 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3583742.93000000 USD 3382000.00000000 CHF 2020-06-17 -57077.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 9568.21000000 0.016050346025 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 809252.00000000 NOK 87430.21000000 USD 2020-06-17 9568.21000000 N N N N/A N/A 000000000 -325679.00000000 PA USD -25025.12000000 -0.04197878551 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A N/A Y 2020-04-30 0.00000000 USD 0.00000000 USD -325679.00000000 USD -25025.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -49846.50000000 -0.08361580412 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 442460.44000000 USD 2050000.00000000 BRL 2020-06-17 -49846.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 16238.96000000 0.027240301696 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 383447.30000000 USD 2020-06-17 16238.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 312.33000000 0.000523922925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15331.88000000 USD 22000.00000000 CAD 2020-06-17 312.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -6455.52000000 -0.01082891468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183228.16000000 USD 623688.00000000 ILS 2020-06-17 -6455.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.49000000 0.000012564219 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1049.09000000 USD 1500.00000000 SGD 2020-06-17 7.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -86310.36000000 -0.14478268595 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1464629.69000000 USD 1938290.00000000 CAD 2020-06-17 -86310.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 78171.39000000 0.131129841298 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2094500.00000000 CAD 1567571.76000000 USD 2020-06-17 78171.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 2207.83000000 0.003703559544 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 186216.01000000 USD 229057500.00000000 KRW 2020-06-17 2207.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -302470.63000000 -0.50738416841 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1615586.34000000 USD 31506958.00000000 MXN 2020-06-17 -302470.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -9447.62000000 -0.01584806041 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 167494.42000000 USD 135000000.00000000 CLP 2020-06-17 -9447.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 303.76000000 0.000509547042 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90717.13000000 USD 128000.00000000 CAD 2020-06-17 303.76000000 N N N Panera Bread Co. 5493008627EIK5RECQ92 69840W108 38740.00000000 NS USD 0.39000000 0.000000654211 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -4319.99000000 -0.00724663592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 335000.00000000 SGD 231649.80000000 USD 2020-06-17 -4319.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -20230.06000000 -0.03393523586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 473584.23000000 USD 364500.00000000 GBP 2020-06-17 -20230.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -17537.39000000 -0.02941837374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 396424.56000000 USD 304628.00000000 GBP 2020-06-17 -17537.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -1820.92000000 -0.00305453121 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 134083.17000000 USD 3954500.00000000 TWD 2020-06-17 -1820.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 4247.84000000 0.007125606760 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17000000.00000000 INR 225263.04000000 USD 2020-06-17 4247.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -5208.25000000 -0.00873666178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41213.82000000 USD 188000.00000000 BRL 2020-06-17 -5208.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.98000000 0.000060355223 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208062.00000000 TWD 140778.86000000 USD 2020-06-17 35.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 18436.21000000 0.030926113651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391433.00000000 KRW 1673016.86000000 USD 2020-06-17 18436.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -153.23000000 -0.00025703810 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10540.94000000 USD 799000.00000000 INR 2020-06-17 -153.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 20747.37000000 0.034803005747 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2965312.00000000 ILS 861209.31000000 USD 2020-06-17 20747.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 4372.96000000 0.007335491294 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 78297.56000000 USD 2020-06-17 4372.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 57616.35000000 0.096649462567 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1875500.00000000 NZD 1176043.27000000 USD 2020-06-17 57616.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -4815.50000000 -0.00807783705 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 363558.34000000 USD 3542876.00000000 SEK 2020-06-17 -4815.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 18969.61000000 0.031820873964 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661068.00000000 CLP 386177.95000000 USD 2020-06-17 18969.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 18451.64000000 0.030951996950 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2625000.00000000 MXN 127853.78000000 USD 2020-06-17 18451.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -148.76000000 -0.00024953982 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7071.74000000 USD 532500.00000000 INR 2020-06-17 -148.76000000 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 16.00000000 NS USD 4369.92000000 0.007330391797 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5965.07000000 0.010006201532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 660500.00000000 ILS 193171.38000000 USD 2020-06-17 5965.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 673.22000000 0.001129303595 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65000.00000000 SGD 46458.40000000 USD 2020-06-17 673.22000000 N N N N/A N/A N/A 224914.86000000 PA USD 43944.81000000 0.073715920379 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Thailand Net Total Return Index MSCI Emerging Markets Thailand Net Total Return Index Y 2020-06-17 0.00000000 USD 0.00000000 USD 224914.86000000 USD 43944.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 6089.69000000 0.010215247333 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8303000.00000000 INR 114036.11000000 USD 2020-06-17 6089.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 3299.92000000 0.005535503281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115500.00000000 CHF 123740.43000000 USD 2020-06-17 3299.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -50289.03000000 -0.08435813310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2634204.00000000 EUR 2863523.46000000 USD 2020-06-17 -50289.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.25000000 -0.00000545176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 281005000.00000000 IDR 17009.92000000 USD 2020-06-17 -3.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 44407.50000000 0.074492067077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1419000.00000000 NZD 890607.34000000 USD 2020-06-17 44407.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -19996.68000000 -0.03354374886 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 157603.08000000 USD 718500.00000000 BRL 2020-06-17 -19996.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -6089.53000000 -0.01021497893 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 586359.00000000 USD 524587.00000000 EUR 2020-06-17 -6089.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.95000000 0.000038497842 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58512.90000000 USD 50000000.00000000 CLP 2020-06-17 22.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -291.06000000 -0.00048824322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13553.23000000 USD 16122166.00000000 KRW 2020-06-17 -291.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -1781.30000000 -0.00298807001 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 133149.56000000 USD 186500.00000000 SGD 2020-06-17 -1781.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -37847.11000000 -0.06348723654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 780377.80000000 USD 597000.00000000 GBP 2020-06-17 -37847.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -2182.29000000 -0.00366071706 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156987.12000000 USD 7995000.00000000 PHP 2020-06-17 -2182.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 10015.62000000 0.016800861045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1700000.00000000 ZAR 104104.39000000 USD 2020-06-17 10015.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 479.48000000 0.000804311351 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45839.50000000 USD 1150000.00000000 CZK 2020-06-17 479.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -8909.83000000 -0.01494593602 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66067.36000000 USD 944066000.00000000 IDR 2020-06-17 -8909.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -249.34000000 -0.00041825934 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 392000.00000000 SEK 39443.61000000 USD 2020-06-17 -249.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -5831.05000000 -0.00978138755 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 297180.92000000 USD 2068312.00000000 CNY 2020-06-17 -5831.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 6758.11000000 0.011336499092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 163016.50000000 USD 136500.00000000 GBP 2020-06-17 6758.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -2387.68000000 -0.00400525178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53320.21000000 USD 503000.00000000 SEK 2020-06-17 -2387.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 31189.49000000 0.052319306000 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42000000.00000000 INR 577227.04000000 USD 2020-06-17 31189.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 632.29000000 0.001060644915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4972000.00000000 PHP 96903.66000000 USD 2020-06-17 632.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -6572.50000000 -0.01102514464 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69279.90000000 USD 1133000.00000000 ZAR 2020-06-17 -6572.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -10851.85000000 -0.01820360835 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 133371.93000000 USD 40000000.00000000 HUF 2020-06-17 -10851.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 12814.80000000 0.021496390051 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1045000.00000000 PLN 265345.22000000 USD 2020-06-17 12814.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -16375.08000000 -0.02746863835 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 357374.53000000 USD 274166.00000000 GBP 2020-06-17 -16375.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -15485.08000000 -0.02597569370 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 622712.48000000 USD 987000.00000000 AUD 2020-06-17 -15485.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 47679.10000000 0.079980064525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34524706.00000000 SEK 3543565.28000000 USD 2020-06-17 47679.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 8981.90000000 0.015066830992 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1017000.00000000 MXN 51367.42000000 USD 2020-06-17 8981.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -273.25000000 -0.00045836755 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10806.79000000 USD 55000.00000000 BRL 2020-06-17 -273.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 45316.95000000 0.076017638443 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1196500.00000000 GBP 1533487.76000000 USD 2020-06-17 45316.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 9139.85000000 0.015331786731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 771930.00000000 NOK 83410.92000000 USD 2020-06-17 9139.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -787.51000000 -0.00132102117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 143500.00000000 PLN 33890.11000000 USD 2020-06-17 -787.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -66.29000000 -0.00011119921 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2050.31000000 USD 7000.00000000 ILS 2020-06-17 -66.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -48056.00000000 -0.08061230142 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1816254.34000000 USD 17462390.00000000 SEK 2020-06-17 -48056.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -3494.29000000 -0.00586155232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22014.29000000 USD 75650500.00000000 COP 2020-06-17 -3494.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -91889.88000000 -0.15414214051 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 991528.00000000 USD 9350312.00000000 NOK 2020-06-17 -91889.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 31775.29000000 0.053301965526 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1503075.84000000 USD 164494500.00000000 JPY 2020-06-17 31775.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 43869.00000000 0.073588751689 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 935063.00000000 GBP 1206872.31000000 USD 2020-06-17 43869.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 107344.14000000 0.180066134713 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15300000.00000000 MXN 745002.35000000 USD 2020-06-17 107344.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.77000000 0.000026453637 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 830500.00000000 CLP 988.05000000 USD 2020-06-17 15.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -23710.07000000 -0.03977283397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 176925.27000000 USD 800000.00000000 BRL 2020-06-17 -23710.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -7676.79000000 -0.01287755346 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 580993.03000000 USD 518301.00000000 EUR 2020-06-17 -7676.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 34465.08000000 0.057813996536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1411081.79000000 USD 154923500.00000000 JPY 2020-06-17 34465.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -206.14000000 -0.00034579282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13468.32000000 USD 16122168.00000000 KRW 2020-06-17 -206.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -7455.60000000 -0.01250651478 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 110975.67000000 USD 428378.00000000 PLN 2020-06-17 -7455.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -26337.21000000 -0.04417977174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 276942.84000000 USD 81817000.00000000 HUF 2020-06-17 -26337.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 45201.99000000 0.075824796963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1280887.00000000 GBP 1638330.82000000 USD 2020-06-17 45201.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -8228.91000000 -0.01380371594 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 75916.00000000 USD 703500.00000000 NOK 2020-06-17 -8228.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 1305.19000000 0.002189411721 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 62000.00000000 BRL 13179.37000000 USD 2020-06-17 1305.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -9660.18000000 -0.01620462256 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 211112.02000000 USD 1989500.00000000 SEK 2020-06-17 -9660.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -11289.95000000 -0.01893850616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 658179.12000000 USD 786391000.00000000 KRW 2020-06-17 -11289.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 3336.55000000 0.005596948857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1212000.00000000 SEK 126060.67000000 USD 2020-06-17 3336.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -119299.83000000 -0.20012139703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2054798.73000000 USD 3146000.00000000 AUD 2020-06-17 -119299.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 5833.42000000 0.009785363146 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 134630.09000000 USD 170754500.00000000 KRW 2020-06-17 5833.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -4318.50000000 -0.00724413650 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 229500.00000000 EUR 249541.86000000 USD 2020-06-17 -4318.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 904.04000000 0.001516496274 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7631500.00000000 HUF 24279.34000000 USD 2020-06-17 904.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 99694.38000000 0.167233923149 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11150000.00000000 MXN 564393.01000000 USD 2020-06-17 99694.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.84000000 0.000029925991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9500.00000000 BRL 1837.27000000 USD 2020-06-17 17.84000000 N N N N/A N/A N/A 1.00000000 NC USD -7509.20000000 -0.01259642695 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-16 123781.25000000 USD -7509.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 216443.96000000 0.363077362763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24100000.00000000 MXN 1220859.83000000 USD 2020-06-17 216443.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 1509.91000000 0.002532822541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 367940000.00000000 IDR 23786.47000000 USD 2020-06-17 1509.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -49996.52000000 -0.08386745755 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 902457.88000000 USD 1429500.00000000 NZD 2020-06-17 -49996.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -13.40000000 -0.00002247804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3192500.00000000 KRW 2612.77000000 USD 2020-06-17 -13.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.63000000 0.000004411735 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115500.00000000 INR 1504.23000000 USD 2020-06-17 2.63000000 N N N N/A N/A N/A 1.00000000 NC USD -6890.45000000 -0.01155849492 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-07 47525.00000000 USD -6890.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 3491.81000000 0.005857392214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 450000.00000000 ZAR 28397.66000000 USD 2020-06-17 3491.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -619.60000000 -0.00103935787 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5849.83000000 USD 94500.00000000 ZAR 2020-06-17 -619.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 189294.02000000 0.317534264151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20952500.00000000 NOK 2205233.99000000 USD 2020-06-17 189294.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 10661.00000000 0.017883463989 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1056000.00000000 MXN 54671.92000000 USD 2020-06-17 10661.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 9266.31000000 0.015543919069 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14547500.00000000 INR 198396.82000000 USD 2020-06-17 9266.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.49000000 -0.00005450086 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4940000.00000000 CLP 5750.85000000 USD 2020-06-17 -32.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 51.32000000 0.000086087550 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53000.00000000 PLN 12859.08000000 USD 2020-06-17 51.32000000 N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 867ESCAD7 4925000.00000000 PA USD 98500.00000000 0.165230391424 Long DBT CORP US N 3 2021-01-01 Fixed 2.75000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A 15105.93000000 0.025339682504 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 413655.00000000 GBP 529597.61000000 USD 2020-06-17 15105.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 5152.00000000 0.008642304331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 441750.00000000 SGD 316315.15000000 USD 2020-06-17 5152.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 222.87000000 0.000373856825 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27500.00000000 MXN 1368.99000000 USD 2020-06-17 222.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.75000000 -0.00005493700 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2713.19000000 USD 2289572.00000000 CLP 2020-06-17 -32.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -6748.37000000 -0.01132016057 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68931.96000000 USD 1027081000.00000000 IDR 2020-06-17 -6748.37000000 N N N N/A N/A N/A 1.00000000 NC USD 1928.36000000 0.003234758148 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long NASDAQ 100 E-Mini Index US6311011026 2020-06-19 155725.00000000 USD 1928.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -348.67000000 -0.00058488203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22736.53000000 USD 18000.00000000 GBP 2020-06-17 -348.67000000 N N N N/A N/A 000000000 1897979.70000000 PA -13773.82904434 -0.02310512857 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-0.02% to 0.07%). CAD Currency. Maturity 61 Months 03/06/25 Element Fleet Management Corp. 4628.66000000 USD -100.23000000 USD Endeavour Mining Corp. 159875.25000000 USD 32315.38000000 USD Element Fleet Management Corp. 1733475.79000000 USD -60781.94000000 USD Y 2025-03-06 0.00000000 USD 0.00000000 USD 1897980.00000000 USD -28566.79000000 N N N N/A N/A N/A 1.00000000 NC USD -2953.29000000 -0.00495404327 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-27 47568.00000000 USD -2953.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -1913.98000000 -0.00321063618 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260000.00000000 PLN 60916.56000000 USD 2020-06-17 -1913.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 14807.78000000 0.024839546045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1676000.00000000 ZAR 107568.24000000 USD 2020-06-17 14807.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -115.83000000 -0.00019430087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1621500.00000000 THB 49311.10000000 USD 2020-06-17 -115.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -619.05000000 -0.00103843526 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14174.20000000 USD 11578499.00000000 CLP 2020-06-17 -619.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -1022.26000000 -0.00171480629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201508.00000000 CHF 209105.25000000 USD 2020-06-17 -1022.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 694.07000000 0.001164278759 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315000.00000000 BRL 61022.55000000 USD 2020-06-17 694.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 2207.59000000 0.003703156952 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 186216.25000000 USD 229057500.00000000 KRW 2020-06-17 2207.59000000 N N N N/A N/A N/A -1.00000000 NC USD 4497.05000000 0.007543648038 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-05-26 -37912.50000000 USD 4497.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -41688.89000000 -0.06993169149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 983920.48000000 USD 3899063.00000000 PLN 2020-06-17 -41688.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 2593.36000000 0.004350272973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6378500.00000000 INR 85519.56000000 USD 2020-06-17 2593.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 3966.75000000 0.006654087869 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 77891.35000000 USD 2020-06-17 3966.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 72.76000000 0.000122052419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000000.00000000 INR 52076.34000000 USD 2020-06-17 72.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1707.29000000 0.002863920761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21336.15000000 USD 239500.00000000 NOK 2020-06-17 1707.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 6672.62000000 0.011193092532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 188044.00000000 CHF 202760.21000000 USD 2020-06-17 6672.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.36000000 -0.00002576587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13277.53000000 USD 16122166.00000000 KRW 2020-06-17 -15.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.39000000 0.000029171132 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108000.00000000 TWD 3629.56000000 USD 2020-06-17 17.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -1211.94000000 -0.00203298802 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3103500.00000000 TWD 102587.75000000 USD 2020-06-17 -1211.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 1983.73000000 0.003327639435 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76173500.00000000 KRW 64644.43000000 USD 2020-06-17 1983.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 6666.45000000 0.011182742567 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8365500.00000000 INR 115425.43000000 USD 2020-06-17 6666.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -7764.31000000 -0.01302436528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115597.94000000 USD 446228.00000000 PLN 2020-06-17 -7764.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 119973.07000000 0.201250734177 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3279496.00000000 CAD 2452024.90000000 USD 2020-06-17 119973.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 561.01000000 0.000941075146 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39861.52000000 USD 32500.00000000 GBP 2020-06-17 561.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 4924.76000000 0.008261116979 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 158009.11000000 USD 131000.00000000 GBP 2020-06-17 4924.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 20256.71000000 0.033979940327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2750000.00000000 ZAR 172459.13000000 USD 2020-06-17 20256.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -810.22000000 -0.00135911642 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11740.54000000 USD 3568500.00000000 HUF 2020-06-17 -810.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -91891.11000000 -0.15414420379 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 991529.23000000 USD 9350312.00000000 NOK 2020-06-17 -91891.11000000 N N N N/A N/A 000000000 833820.00000000 PA -38944.48000000 -0.06532803730 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-04-30 0.00000000 USD 0.00000000 USD 833820.00000000 TRY -38944.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 30835.49000000 0.051725483070 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4950000.00000000 ZAR 304799.84000000 USD 2020-06-17 30835.49000000 N N N N/A N/A N/A -1.00000000 NC USD 2484.55000000 0.004167747908 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-18 -38062.50000000 USD 2484.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 1986.01000000 0.003331464057 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 876000.00000000 SEK 90687.60000000 USD 2020-06-17 1986.01000000 N N N Precigen, Inc. 549300XCWNQU35K64G19 74017N105 21205.00000000 NS USD 72097.00000000 0.120940259193 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 759.05000000 0.001273280493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79639.42000000 USD 794000.00000000 SEK 2020-06-17 759.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 383.73000000 0.000643693990 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30793.70000000 USD 110000.00000000 ILS 2020-06-17 383.73000000 N N N N/A N/A 000000000 -868050.00000000 PA USD -66450.30000000 -0.11146811247 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -868050.00000000 USD -66450.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 100172.81000000 0.168036473161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23129800.00000000 SEK 2442239.04000000 USD 2020-06-17 100172.81000000 N N N N/A N/A N/A 2.00000000 NC USD -10530.88000000 -0.01766519212 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-04 75985.50000000 USD -10530.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 44485.68000000 0.074623211362 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20272496.00000000 NOK 1994999.22000000 USD 2020-06-17 44485.68000000 N N N N/A N/A 000000000 -1683400.00000000 PA USD 18781.74000000 0.031505728444 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -1683400.00000000 USD 18781.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 8682.95000000 0.014565352560 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 61784.33000000 USD 2020-06-17 8682.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -416.14000000 -0.00069806066 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83500.00000000 PLN 19762.13000000 USD 2020-06-17 -416.14000000 N N N N/A N/A N/A 18.00000000 NC 1073.31000000 0.001800440928 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2020-12-16 2242125.00000000 GBP 1073.31000000 N N N N/A N/A N/A 7.00000000 NC USD -7365.78000000 -0.01235584479 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Corn 2020-05-14 119262.50000000 USD -7365.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.22000000 -0.00005740288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 157000.00000000 INR 2006.92000000 USD 2020-06-17 -34.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 294.31000000 0.000493694989 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 114568.27000000 USD 37500000.00000000 HUF 2020-06-17 294.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 8683.03000000 0.014565486757 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959438.00000000 ZAR 61784.41000000 USD 2020-06-17 8683.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 16455.06000000 0.027602802078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 383663.40000000 USD 2020-06-17 16455.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -1049.30000000 -0.00176016497 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165954.85000000 USD 4930500.00000000 TWD 2020-06-17 -1049.30000000 N N N N/A N/A 000000000 -678720.00000000 PA -2107.46000000 -0.00353519229 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-06-18 0.00000000 USD 0.00000000 USD -678720.00000000 ZAR -2107.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 423.53000000 0.000710457133 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61500.00000000 CAD 44156.22000000 USD 2020-06-17 423.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -7223.48000000 -0.01211714139 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 147810.68000000 USD 45898500.00000000 HUF 2020-06-17 -7223.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -76386.31000000 -0.12813543046 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 505898.10000000 USD 7760438.00000000 ZAR 2020-06-17 -76386.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 1127.38000000 0.001891141509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61922.90000000 USD 57000.00000000 EUR 2020-06-17 1127.38000000 N N N N/A N/A N/A 1.00000000 NC USD -2785.55000000 -0.00467266514 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-28 47568.75000000 USD -2785.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.49000000 -0.00005785579 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3000.00000000 ILS 815.80000000 USD 2020-06-17 -34.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 10659.88000000 0.017881585227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 777874.08000000 USD 756188.00000000 CHF 2020-06-17 10659.88000000 N N N N/A N/A N/A 2.00000000 NC USD 6586.31000000 0.011048310450 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2020-06-30 440765.63000000 USD 6586.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2751.57000000 0.004615664854 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86846.20000000 USD 81000.00000000 EUR 2020-06-17 2751.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 15448.38000000 0.025914130703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 632114.91000000 USD 621000.00000000 CHF 2020-06-17 15448.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 830.56000000 0.001393236080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195000.00000000 BRL 38176.76000000 USD 2020-06-17 830.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 5328.10000000 0.008937706076 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 599500.00000000 MXN 30313.47000000 USD 2020-06-17 5328.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -69198.50000000 -0.11607812427 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1588042.70000000 USD 14999816.00000000 SEK 2020-06-17 -69198.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 1048.41000000 0.001758672027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315000.00000000 PLN 77170.02000000 USD 2020-06-17 1048.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 1197.44000000 0.002008664770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69042.79000000 USD 63500.00000000 EUR 2020-06-17 1197.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.00000000 -0.00003690424 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 666.48000000 USD 550500.00000000 CLP 2020-06-17 -22.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1917.54000000 0.003216607967 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 213982.00000000 CHF 225052.62000000 USD 2020-06-17 1917.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 1985.90000000 0.003331279536 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 876000.00000000 SEK 90687.49000000 USD 2020-06-17 1985.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -22607.06000000 -0.03792257231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 175714.74000000 USD 2528866215.00000000 IDR 2020-06-17 -22607.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 8431.95000000 0.014144308618 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103523.37000000 USD 395000.00000000 ILS 2020-06-17 8431.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -472.61000000 -0.00079278716 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445206.00000000 EUR 491989.93000000 USD 2020-06-17 -472.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 57850.91000000 0.097042928970 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2712755.32000000 USD 296934000.00000000 JPY 2020-06-17 57850.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -6280.24000000 -0.01053488846 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 483500.00000000 CHF 497901.48000000 USD 2020-06-17 -6280.24000000 N N N Precigen, Inc. 549300XCWNQU35K64G19 46122TAA0 2025000.00000000 PA USD 997312.50000000 1.672957713172 Long DBT CORP US N 2 2023-07-01 Fixed 3.50000000 N N N N Y Precigen, Inc. USD XXXX N N N N/A N/A N/A 118307.75000000 PA 17688.25000000 0.029671436254 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI United Kingdom Net Return Index MSCI United Kingdom Net Return Index Y 2020-06-17 0.00000000 USD 0.00000000 USD 118307.75000000 GBP 17688.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 31190.21000000 0.052320513775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42000000.00000000 INR 577227.76000000 USD 2020-06-17 31190.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -3557.94000000 -0.00596832303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41861.74000000 USD 200000.00000000 BRL 2020-06-17 -3557.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 151.58000000 0.000254270281 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6141.65000000 USD 151000.00000000 MXN 2020-06-17 151.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 108.00000000 0.000181166317 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52000.00000000 MXN 2275.20000000 USD 2020-06-17 108.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 165.54000000 0.000277687705 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 185000.00000000 SGD 130477.21000000 USD 2020-06-17 165.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -277.53000000 -0.00046554711 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149438.32000000 USD 15986000.00000000 JPY 2020-06-17 -277.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -15262.66000000 -0.02560259173 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105614.44000000 USD 1632480.00000000 ZAR 2020-06-17 -15262.66000000 N N N N/A N/A N/A -1.00000000 NC USD 18040.62000000 0.030262524915 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-05-07 -123684.00000000 USD 18040.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 4888.30000000 0.008199956572 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1950000.00000000 CZK 83429.18000000 USD 2020-06-17 4888.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -68154.61000000 -0.11432703439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 497666.40000000 USD 7760438.00000000 ZAR 2020-06-17 -68154.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 4714.53000000 0.007908463322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 180000.00000000 CAD 132712.65000000 USD 2020-06-17 4714.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -121.88000000 -0.00020444954 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2802.32000000 USD 2289570.00000000 CLP 2020-06-17 -121.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 6720.14000000 0.011272805711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 441750.00000000 SGD 317883.29000000 USD 2020-06-17 6720.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -3646.64000000 -0.00611711425 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182017.54000000 USD 1761557.00000000 SEK 2020-06-17 -3646.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 15320.59000000 0.025699767335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39000000.00000000 INR 522355.46000000 USD 2020-06-17 15320.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -463.04000000 -0.00077673381 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10490.82000000 USD 8565500.00000000 CLP 2020-06-17 -463.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 43454.41000000 0.072893291100 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391433.00000000 KRW 1698035.06000000 USD 2020-06-17 43454.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -9659.91000000 -0.01620416964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 211111.75000000 USD 1989500.00000000 SEK 2020-06-17 -9659.91000000 N N N N/A N/A N/A 2.00000000 NC USD -18434.90000000 -0.03092391617 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-04-28 94983.50000000 USD -18434.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 891.78000000 0.001495930542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5931500.00000000 PHP 115741.66000000 USD 2020-06-17 891.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 1947.67000000 0.003267150014 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86029.55000000 USD 143000.00000000 AUD 2020-06-17 1947.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -2422.10000000 -0.00406299016 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 461132.02000000 USD 13714937.00000000 TWD 2020-06-17 -2422.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -266.11000000 -0.00044639045 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11886.79000000 USD 41000.00000000 ILS 2020-06-17 -266.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 37.93000000 0.000063626281 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500.00000000 EUR 7227.87000000 USD 2020-06-17 37.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.09000000 -0.00012428344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13889.76000000 USD 4510500.00000000 HUF 2020-06-17 -74.09000000 N N N N/A N/A N/A 1.00000000 NC USD 2425.79000000 0.004069180012 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-09-13 249237.50000000 USD 2425.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 75.13000000 0.000126028013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12000.00000000 BRL 2373.36000000 USD 2020-06-17 75.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 19256.26000000 0.032301719565 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2368500.00000000 MXN 117968.25000000 USD 2020-06-17 19256.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 2725.87000000 0.004572553980 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 198000.00000000 CAD 143523.80000000 USD 2020-06-17 2725.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -618.18000000 -0.00103697587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000000.00000000 INR 25383.61000000 USD 2020-06-17 -618.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -626.33000000 -0.00105064721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10937.29000000 USD 14500.00000000 CAD 2020-06-17 -626.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 312.31000000 0.000523889376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15331.90000000 USD 22000.00000000 CAD 2020-06-17 312.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -368.81000000 -0.00061866619 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27935.83000000 USD 9000000.00000000 HUF 2020-06-17 -368.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 56250.89000000 0.094358949976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1780826.00000000 EUR 2026103.28000000 USD 2020-06-17 56250.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -233.29000000 -0.00039133602 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13495.47000000 USD 16122168.00000000 KRW 2020-06-17 -233.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -7140.95000000 -0.01197870013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 365883.79000000 USD 3542876.00000000 SEK 2020-06-17 -7140.95000000 N N N N/A N/A N/A -1.00000000 NC USD 7774.14000000 0.013040854773 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-05-20 -68787.00000000 USD 7774.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 1496.83000000 0.002510881287 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 136367.24000000 USD 167594500.00000000 KRW 2020-06-17 1496.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 4137.85000000 0.006941102285 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 344297.93000000 USD 315000.00000000 EUR 2020-06-17 4137.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -62984.53000000 -0.10565440147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1029641.51000000 USD 24000000.00000000 CZK 2020-06-17 -62984.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -5905.85000000 -0.00990686200 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44209.65000000 USD 200000.00000000 BRL 2020-06-17 -5905.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -37638.79000000 -0.06313778684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 674226.76000000 USD 1067500.00000000 NZD 2020-06-17 -37638.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.72000000 0.000090113468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1245.25000000 USD 2020-06-17 53.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -16795.41000000 -0.02817372759 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 235035.83000000 USD 71250500.00000000 HUF 2020-06-17 -16795.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -107454.06000000 -0.18025052176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6708859.18000000 USD 8025000000.00000000 KRW 2020-06-17 -107454.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -374.14000000 -0.00062760709 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1798000.00000000 TWD 59761.79000000 USD 2020-06-17 -374.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 29050.38000000 0.048731021912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 862500.00000000 NZD 543389.61000000 USD 2020-06-17 29050.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 56.44000000 0.000094676175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8500.00000000 NZD 5125.29000000 USD 2020-06-17 56.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 422.91000000 0.000709417104 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12000.00000000 BRL 2721.14000000 USD 2020-06-17 422.91000000 N N N Gol Linhas Aereas Inteligentes SA 5299002CCNWVL0PVLP96 38045R206 18098.00000000 NS USD 77278.46000000 0.129631981669 Long EC CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1426.70000000 0.002393240603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 280465.00000000 MXN 13115.64000000 USD 2020-06-17 1426.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 479.43000000 0.000804227477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45839.55000000 USD 1150000.00000000 CZK 2020-06-17 479.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -929.20000000 -0.00155870131 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149000.00000000 PLN 35077.53000000 USD 2020-06-17 -929.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 299.27000000 0.000502015220 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7598.82000000 USD 78000.00000000 SEK 2020-06-17 299.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.17000000 0.000080803532 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2417.19000000 USD 3500.00000000 SGD 2020-06-17 48.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 503.04000000 0.000843832447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3283000.00000000 PHP 64070.80000000 USD 2020-06-17 503.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 1969.79000000 0.003304255560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 21073.65000000 USD 2020-06-17 1969.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -22926.51000000 -0.03845843879 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 426361.03000000 USD 31031291.00000000 INR 2020-06-17 -22926.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 1404.25000000 0.002355581493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189000.00000000 ZAR 11864.71000000 USD 2020-06-17 1404.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 1404.24000000 0.002355564719 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189000.00000000 ZAR 11864.70000000 USD 2020-06-17 1404.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 12280.68000000 0.020600421963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 776252.24000000 USD 756187.00000000 CHF 2020-06-17 12280.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -740.57000000 -0.00124228092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23052.53000000 USD 116500.00000000 BRL 2020-06-17 -740.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -7081.92000000 -0.01187967932 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 205483.76000000 USD 700000.00000000 ILS 2020-06-17 -7081.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -42.15000000 -0.00007070518 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108724.96000000 USD 3249500.00000000 TWD 2020-06-17 -42.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 2164.11000000 0.003630220734 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 227447.00000000 CHF 239340.16000000 USD 2020-06-17 2164.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 19698.21000000 0.033043075620 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661070.00000000 CLP 386906.56000000 USD 2020-06-17 19698.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 222.87000000 0.000373856825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27500.00000000 MXN 1368.99000000 USD 2020-06-17 222.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 1983.81000000 0.003327773632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76173500.00000000 KRW 64644.51000000 USD 2020-06-17 1983.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.28000000 -0.00007260072 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2245.75000000 USD 11500.00000000 BRL 2020-06-17 -43.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 16182.97000000 0.027146380380 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1455500.00000000 PLN 367913.14000000 USD 2020-06-17 16182.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -3000.85000000 -0.00503382355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27036.48000000 USD 125500.00000000 BRL 2020-06-17 -3000.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -207.78000000 -0.00034854386 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10391.51000000 USD 184000.00000000 ZAR 2020-06-17 -207.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 43027.92000000 0.072177868667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 897437.00000000 GBP 1159233.14000000 USD 2020-06-17 43027.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -688.75000000 -0.00115535464 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2583500.00000000 PHP 49334.80000000 USD 2020-06-17 -688.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.66000000 -0.00020072556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 287500.00000000 PHP 5447.12000000 USD 2020-06-17 -119.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.85000000 -0.00003497516 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4480.16000000 USD 343000.00000000 INR 2020-06-17 -20.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.80000000 0.000036568756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3890500.00000000 KRW 3222.14000000 USD 2020-06-17 21.80000000 N N N N/A N/A N/A -1.00000000 NC USD 3464.80000000 0.005812083859 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-09 -38019.75000000 USD 3464.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 18434.12000000 0.030922607747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391433.00000000 KRW 1673014.77000000 USD 2020-06-17 18434.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 42702.04000000 0.071631216079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5400000.00000000 ZAR 341572.24000000 USD 2020-06-17 42702.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 1250.09000000 0.002096983350 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 831000.00000000 SEK 85395.09000000 USD 2020-06-17 1250.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 81.02000000 0.000135908287 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54500.00000000 SEK 5599.55000000 USD 2020-06-17 81.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -171083.97000000 -0.28698752618 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2518631.96000000 USD 3936624.00000000 NZD 2020-06-17 -171083.97000000 N N N N/A N/A N/A 5.00000000 NC USD -83508.50000000 -0.14008266134 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-04-30 618281.25000000 USD -83508.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.08000000 -0.00001019899 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13268.25000000 USD 16122166.00000000 KRW 2020-06-17 -6.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -60524.00000000 -0.10152694630 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1468419.41000000 USD 1131958.00000000 GBP 2020-06-17 -60524.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1675.20000000 -0.00281009088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 325000.00000000 PLN 76862.97000000 USD 2020-06-17 -1675.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -4872.06000000 -0.00817271452 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 229219.46000000 USD 318500.00000000 SGD 2020-06-17 -4872.06000000 N N N N/A N/A N/A -4.00000000 NC 2958.43000000 0.004962665450 N/A DE MX N 1 Asigna Compensacion y Liquidacion 549300T5G56HZH1I6F15 Short MEX BOLSA Index MEXBOL Index 2020-06-19 -1416800.00000000 MXN 2958.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 335.02000000 0.000561984626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55000.00000000 ZAR 3379.07000000 USD 2020-06-17 335.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 978.36000000 0.001641165540 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1094000.00000000 THB 34325.92000000 USD 2020-06-17 978.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -359.01000000 -0.00060222703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7062.17000000 USD 35000.00000000 BRL 2020-06-17 -359.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 54112.53000000 0.090771923988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1508499.00000000 CAD 1126807.19000000 USD 2020-06-17 54112.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -291.04000000 -0.00048820967 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13553.21000000 USD 16122166.00000000 KRW 2020-06-17 -291.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 237.04000000 0.000397626517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52000.00000000 BRL 10196.03000000 USD 2020-06-17 237.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.50000000 -0.00005451764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4940000.00000000 CLP 5750.84000000 USD 2020-06-17 -32.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 8823.83000000 0.014801673956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 418500.00000000 PLN 109956.83000000 USD 2020-06-17 8823.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 2917.01000000 0.004893184813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103959.00000000 CAD 76842.33000000 USD 2020-06-17 2917.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.44000000 -0.00005777192 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6907.60000000 USD 205500.00000000 TWD 2020-06-17 -34.44000000 N N N N/A N/A 000000000 1110128.02000000 PA 144714.42904434 0.242753520363 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus CDOR +/- spread (-4.85% to 0.35%). CAD Currency. Maturity 59-61 Months 01/21/25 to 03/26/25 Northview Apartment REIT 391935.47000000 USD 41719.69000000 USD Kirkland Lake Gold Ltd. 29.45000000 USD -0.27000000 USD Endeavour Mining Corp. 44888.49000000 USD -943.25000000 USD Cineplex, Inc. 409229.80000000 USD 91345.94000000 USD Brookfield Renewable Partners LP 220979.36000000 USD -8806.07000000 USD SEMAFO, Inc. 43065.45000000 USD 1530.47000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 1110128.00000000 USD 124846.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 11183.00000000 0.018759101190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661070.00000000 CLP 378391.35000000 USD 2020-06-17 11183.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -12037.84000000 -0.02019306614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 56507.21000000 USD 1067000.00000000 MXN 2020-06-17 -12037.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -13801.46000000 -0.02315147855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 364269.73000000 USD 281779.00000000 GBP 2020-06-17 -13801.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 6830.94000000 0.011458668933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 333500.00000000 PLN 87423.18000000 USD 2020-06-17 6830.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 9345.45000000 0.015676673721 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 62446.83000000 USD 2020-06-17 9345.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 459.49000000 0.000770778807 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6059.43000000 USD 23000.00000000 ILS 2020-06-17 459.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 3413.37000000 0.005725811788 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 77337.97000000 USD 2020-06-17 3413.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 19536.56000000 0.032771913257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1771501.00000000 PLN 447630.24000000 USD 2020-06-17 19536.56000000 N N N N/A N/A N/A 6.00000000 NC 758.23000000 0.001271904971 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2020-09-10 5994826.38000000 AUD 758.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 4244.32000000 0.007119702080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 436500.00000000 ILS 127962.04000000 USD 2020-06-17 4244.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -17660.73000000 -0.02962527239 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1535292.14000000 USD 1372000.00000000 EUR 2020-06-17 -17660.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -25001.65000000 -0.04193941538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 428436.17000000 USD 31031291.00000000 INR 2020-06-17 -25001.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -150.31000000 -0.00025213989 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 126312500.00000000 IDR 7497.15000000 USD 2020-06-17 -150.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 7710.30000000 0.012933765350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36013500.00000000 JPY 343741.97000000 USD 2020-06-17 7710.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -23021.77000000 -0.03861823419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 426456.31000000 USD 31031292.00000000 INR 2020-06-17 -23021.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 20003.05000000 0.033554434326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1946357000.00000000 IDR 137843.29000000 USD 2020-06-17 20003.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 7411.84000000 0.012433108876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 213982.00000000 CHF 230546.92000000 USD 2020-06-17 7411.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 30350.03000000 0.050911140473 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 827310.00000000 GBP 1059333.39000000 USD 2020-06-17 30350.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 2322.10000000 0.003895243572 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 18091.83000000 USD 2020-06-17 2322.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -747.62000000 -0.00125410705 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000000.00000000 CZK 39529.75000000 USD 2020-06-17 -747.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -22927.04000000 -0.03845932785 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 426361.56000000 USD 31031291.00000000 INR 2020-06-17 -22927.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -2152.84000000 -0.00361131569 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33085.52000000 USD 26422000.00000000 CLP 2020-06-17 -2152.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 1063.87000000 0.001784605649 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 350433.46000000 USD 37671000.00000000 JPY 2020-06-17 1063.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 8793.10000000 0.014750125429 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 389565.30000000 USD 647500.00000000 AUD 2020-06-17 8793.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.86000000 -0.00003499193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4480.17000000 USD 343000.00000000 INR 2020-06-17 -20.86000000 N N N N/A N/A N/A -1.00000000 NC -8602.65000000 -0.01443065204 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Put Written Nikkei 225 Index JP9010C00002 1000.00000000 18500.00000000 JPY 2020-05-08 XXXX -4037.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 5292.39000000 0.008877803769 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445208.00000000 EUR 497757.15000000 USD 2020-06-17 5292.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 2111.95000000 0.003542724113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 737598000.00000000 IDR 46769.08000000 USD 2020-06-17 2111.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -5184.58000000 -0.00869695617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 356054.00000000 EUR 388662.89000000 USD 2020-06-17 -5184.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -19248.95000000 -0.03228945728 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 379191.02000000 USD 289396.00000000 GBP 2020-06-17 -19248.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -18221.43000000 -0.03056582752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 360816.08000000 USD 574500.00000000 NZD 2020-06-17 -18221.43000000 N N N N/A N/A N/A 40.00000000 NC USD 158892.59000000 0.266536901930 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 E-Mini Index US1248351090 2020-06-19 2295200.00000000 USD 158892.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -1136.26000000 -0.00190603740 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38218.30000000 USD 670000.00000000 ZAR 2020-06-17 -1136.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.16000000 0.000074076894 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1235.69000000 USD 2020-06-17 44.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -10218.50000000 -0.01714118532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 94221.76000000 USD 1387474499.00000000 IDR 2020-06-17 -10218.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -11025.59000000 -0.01849505128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 380438.96000000 USD 297011.00000000 GBP 2020-06-17 -11025.59000000 N N N N/A N/A N/A 4196000.00000000 PA USD 21827.02000000 0.036614081809 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 34-V1 Markit CDX North American High Yield Index Series 34-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 232582.28000000 USD 0.00000000 USD 4196000.00000000 USD 21827.02000000 N N N N/A N/A 000000000 1683400.00000000 PA USD 10191.50000000 0.017095893748 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD 1683400.00000000 USD 10191.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 57617.82000000 0.096651928442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1875500.00000000 NZD 1176044.74000000 USD 2020-06-17 57617.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -61690.41000000 -0.10348355930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 992833.34000000 USD 1513499.00000000 AUD 2020-06-17 -61690.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -6431.04000000 -0.01078785031 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 289879.15000000 USD 1480000.00000000 BRL 2020-06-17 -6431.04000000 N N N N/A N/A N/A -144.00000000 NC USD -1113228.93000000 -1.86740357206 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2020-06-19 -18501840.00000000 USD -1113228.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -28.31000000 -0.00004748905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63174000.00000000 COP 15437.32000000 USD 2020-06-17 -28.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 11776.57000000 0.019754794626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 227000.00000000 GBP 294112.36000000 USD 2020-06-17 11776.57000000 N N N N/A N/A N/A 1600000.00000000 PA USD -11306.39000000 -0.01896608370 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American Investment Grade Index Series 34-V1 Markit CDX North American Investment Grade Index Series 34-V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 22000.93000000 USD 0.00000000 USD 1600000.00000000 USD -11306.39000000 N N N N/A N/A N/A 1.00000000 NC USD -651.10000000 -0.00109219804 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-25 38110.25000000 USD -651.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 6653.38000000 0.011160818088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 153485.25000000 USD 565000.00000000 ILS 2020-06-17 6653.38000000 N N N N/A N/A N/A 1.00000000 NC USD -26245.20000000 -0.04402542811 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-04-24 123601.50000000 USD -26245.20000000 N N N Intercept Pharmaceuticals, Inc. N/A 45845P108 -9.00000000 NS USD -566.64000000 -0.00095051927 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3833.74000000 0.006430968130 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445210.00000000 EUR 496300.71000000 USD 2020-06-17 3833.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.53000000 0.000005921454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13258.64000000 USD 16122166.00000000 KRW 2020-06-17 3.53000000 N N N N/A N/A N/A 2.00000000 NC -521.91000000 -0.00087548622 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-03-14 501850.00000000 EUR -521.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -1703.46000000 -0.00285749606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156508.31000000 USD 7995001.00000000 PHP 2020-06-17 -1703.46000000 N N N N/A N/A 000000000 -132900.00000000 PA USD 1881.26000000 0.003155749504 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -132900.00000000 USD 1881.26000000 N N N N/A N/A 000000000 851388.84000000 PA 47908.28000000 0.080364506161 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus NIBOR +/- spread (-0.70% to 0.70%). NOK Currency. Maturity 59-61 Months 01/21/25 to 04/02/25 Leroy Seafood Group ASA 99406.73000000 USD 3564.74000000 USD Orkla ASA 212693.46000000 USD 5159.98000000 USD Telenor ASA 138352.42000000 USD 8303.47000000 USD Mowi ASA 140580.65000000 USD 16038.76000000 USD Norsk Hydro ASA 9275.81000000 USD -240.62000000 USD Subsea 7 SA 25775.22000000 USD -293.44000000 USD Yara International ASA 117875.92000000 USD 9317.58000000 USD Gjensidige Forsikring ASA 31997.89000000 USD -1298.12000000 USD Salmar ASA 45325.01000000 USD 4549.25000000 USD Equinor ASA 30105.73000000 USD -3166.71000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 851389.00000000 USD 41934.91000000 N N N N/A N/A N/A 9.00000000 NC 574.22000000 0.000963234470 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-03-16 1120781.25000000 GBP 574.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 959.83000000 0.001610082097 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9464000.00000000 PHP 184208.47000000 USD 2020-06-17 959.83000000 N N N N/A N/A N/A -1.00000000 NC -7161.13000000 -0.01201255140 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Put Written Nikkei 225 Index JP9010C00002 1000.00000000 18000.00000000 JPY 2020-05-08 XXXX 898.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 16542.86000000 0.027750083584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 294500.00000000 GBP 382833.13000000 USD 2020-06-17 16542.86000000 N N N N/A N/A N/A 1.00000000 NC USD -7246.21000000 -0.01215527019 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-06-03 68832.00000000 USD -7246.21000000 N N N N/A N/A N/A 344431.66000000 PA 15020.91000000 0.025197064353 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Canada Net Return Index MSCI Canada Net Return Index Y 2020-06-17 0.00000000 USD 0.00000000 USD 344431.66000000 CAD 15020.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -525.59000000 -0.00088165930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 194532.00000000 CHF 202327.52000000 USD 2020-06-17 -525.59000000 N N N N/A N/A N/A 6.00000000 NC USD -31175.95000000 -0.05229659311 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-05-05 226486.50000000 USD -31175.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 17885.23000000 0.030001863488 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 324000.00000000 GBP 420866.71000000 USD 2020-06-17 17885.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -3039.71000000 -0.00509900987 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 294389.58000000 USD 2068312.00000000 CNY 2020-06-17 -3039.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.75000000 -0.00013713283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 725500.00000000 INR 9350.40000000 USD 2020-06-17 -81.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 20472.90000000 0.034342591681 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 707000.00000000 CHF 757714.84000000 USD 2020-06-17 20472.90000000 N N N N/A N/A N/A 1512000.00000000 PA -5429.72000000 -0.00910817016 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Main Index Series 33.V1 iTraxx Europe Main Index Series 33.V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 2050.44000000 USD 0.00000000 USD 1512000.00000000 EUR -5429.72000000 N N N N/A N/A N/A 1.00000000 NC USD -7970.65000000 -0.01337049359 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-05-20 68787.00000000 USD -7970.65000000 N N N N/A N/A N/A 4.00000000 NC USD -76632.63000000 -0.12854862386 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-04 494925.00000000 USD -76632.63000000 N N N N/A N/A 000000000 -171410.00000000 PA USD -10903.33000000 -0.01828996430 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-04-30 0.00000000 USD 0.00000000 USD -171410.00000000 USD -10903.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -211599.41000000 -0.35495079532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3490404.62000000 USD 17120000.00000000 BRL 2020-06-17 -211599.41000000 N N N N/A N/A N/A 3.00000000 NC 326.82000000 0.000548229406 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A ASX 90 Day Bank Accepted Bill 2021-03-11 2997413.19000000 AUD 326.82000000 N N N N/A N/A N/A 9.00000000 NC -14191.67000000 -0.02380604252 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2020-06-08 1216890.00000000 EUR -14191.67000000 N N N N/A N/A N/A 1.00000000 NC USD -22049.20000000 -0.03698678118 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-04-27 123628.75000000 USD -22049.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -24224.22000000 -0.04063530307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 439828.76000000 USD 355000000.00000000 CLP 2020-06-17 -24224.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -3373.61000000 -0.00565911574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144955.48000000 USD 201000.00000000 SGD 2020-06-17 -3373.61000000 N N N N/A N/A N/A -6.00000000 NC 1091.16000000 0.001830383694 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2020-09-14 -1491450.00000000 CAD 1091.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 23374.47000000 0.039209876420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 489000.00000000 GBP 631578.00000000 USD 2020-06-17 23374.47000000 N N N N/A N/A N/A -2.00000000 NC USD 37708.13000000 0.063254102332 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-03 -247448.00000000 USD 37708.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 81219.39000000 0.136242757370 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2204500.00000000 GBP 2823110.37000000 USD 2020-06-17 81219.39000000 N N N N/A N/A N/A 2.00000000 NC USD -8173.18000000 -0.01371023076 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-05-28 75850.00000000 USD -8173.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -5247.59000000 -0.00880265329 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 296597.74000000 USD 2068314.00000000 CNY 2020-06-17 -5247.59000000 N N N N/A N/A N/A 1.00000000 NC USD -18656.45000000 -0.03129555874 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-05-07 123684.00000000 USD -18656.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 158.52000000 0.000265911894 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17000.00000000 SGD 12133.11000000 USD 2020-06-17 158.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.78000000 0.000091891582 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1246.31000000 USD 2020-06-17 54.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 32132.61000000 0.053901357642 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 630000.00000000 GBP 815707.71000000 USD 2020-06-17 32132.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 6089.54000000 0.010214995713 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8303000.00000000 INR 114035.96000000 USD 2020-06-17 6089.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 11183.48000000 0.018759906374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 378391.82000000 USD 2020-06-17 11183.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -2596.78000000 -0.00435600990 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 109500.00000000 AUD 64770.39000000 USD 2020-06-17 -2596.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 2995.68000000 0.005025151055 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30725000.00000000 JPY 289681.87000000 USD 2020-06-17 2995.68000000 N N N N/A N/A N/A -2.00000000 NC 470.47000000 0.000789197383 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2020-06-15 -496725.00000000 CAD 470.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -48058.27000000 -0.08061610927 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1816256.61000000 USD 17462390.00000000 SEK 2020-06-17 -48058.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -3580.36000000 -0.00600593181 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4950000.00000000 MXN 202720.82000000 USD 2020-06-17 -3580.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -290.26000000 -0.00048690125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55597.53000000 USD 50000.00000000 EUR 2020-06-17 -290.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -3262.48000000 -0.00547269895 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 166069.58000000 USD 197916500.00000000 KRW 2020-06-17 -3262.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -3044.88000000 -0.00510768237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19323.99000000 USD 85000.00000000 BRL 2020-06-17 -3044.88000000 N N N N/A N/A N/A 9.00000000 NC 2353.39000000 0.003947731480 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-09-15 1121062.50000000 GBP 2353.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 43456.53000000 0.072896847328 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1698037.18000000 USD 2020-06-17 43456.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -7165.98000000 -0.01202068711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 795698.90000000 USD 756187.00000000 CHF 2020-06-17 -7165.98000000 N N N N/A N/A N/A 1.00000000 NC USD -8548.70000000 -0.01434015276 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-04-29 47495.50000000 USD -8548.70000000 N N N N/A N/A N/A -1.00000000 NC USD 1875.05000000 0.003145332441 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-06-12 -68862.00000000 USD 1875.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -2713.78000000 -0.00455227341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 225052.40000000 USD 270286000.00000000 KRW 2020-06-17 -2713.78000000 N N N N/A N/A N/A -5.00000000 NC USD -7976.71000000 -0.01338065904 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short SGX NIFTY 50 Index XC0006013996 2020-04-30 -85705.00000000 USD -7976.71000000 N N N N/A N/A 000000000 1864700.00000000 PA USD 82000.50000000 0.137553042761 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD 1864700.00000000 USD 82000.50000000 N N N N/A N/A 000000000 733140.00000000 PA USD -155536.92000000 -0.26090787992 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-04-03 0.00000000 USD 0.00000000 USD 733140.00000000 USD -155536.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 766.67000000 0.001286062783 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 583000.00000000 CNY 82890.15000000 USD 2020-06-17 766.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 16190.95000000 0.027159766558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1084000.00000000 PLN 278145.95000000 USD 2020-06-17 16190.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 9568.10000000 0.016050161504 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 809252.00000000 NOK 87430.10000000 USD 2020-06-17 9568.10000000 N N N N/A N/A N/A -1.00000000 NC USD 6723.80000000 0.011278945237 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-13 -47542.25000000 USD 6723.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 85.04000000 0.000142651700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 689000.00000000 ZAR 38218.66000000 USD 2020-06-17 85.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 572.91000000 0.000961036990 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 413500.00000000 ZAR 23458.62000000 USD 2020-06-17 572.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.18000000 0.000075787909 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1237.96000000 USD 2020-06-17 45.18000000 N N N N/A N/A N/A -9.00000000 NC -30683.76000000 -0.05147096116 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2020-06-18 -1149525.00000000 AUD -30683.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 46.11000000 0.000077347952 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1672500.00000000 CLP 2004.13000000 USD 2020-06-17 46.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -64999.27000000 -0.10903405913 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1554313.53000000 USD 14708184.00000000 SEK 2020-06-17 -64999.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -23646.28000000 -0.03966582842 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 427080.80000000 USD 31031291.00000000 INR 2020-06-17 -23646.28000000 N N N N/A N/A N/A -1.00000000 NC USD -4062.50000000 -0.00681470523 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Written United States of America U.S. Treasury 10 Year Note 100000.00000000 135.00000000 USD 2020-05-22 XXXX -1501.82000000 N N N N/A N/A N/A -1.00000000 NC USD 19436.82000000 0.032604602808 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-05-11 -123700.00000000 USD 19436.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 3025.21000000 0.005074686623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 18794.94000000 USD 2020-06-17 3025.21000000 N N N N/A N/A N/A 5.00000000 NC USD 7941.15000000 0.013321008353 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2020-09-14 1245562.50000000 USD 7941.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 119.81000000 0.000200977189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28361.51000000 USD 9298500.00000000 HUF 2020-06-17 119.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -14237.91000000 -0.02388360855 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 393130.05000000 USD 304632.00000000 GBP 2020-06-17 -14237.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -4212.65000000 -0.00706657673 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 167003.80000000 USD 850000.00000000 BRL 2020-06-17 -4212.65000000 N N N N/A N/A N/A -2.00000000 NC USD 1706.60000000 0.002862763309 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-12 -95212.50000000 USD 1706.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 6666.60000000 0.011182994187 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8365500.00000000 INR 115425.58000000 USD 2020-06-17 6666.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 149.45000000 0.000250697279 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 130500.00000000 THB 4127.38000000 USD 2020-06-17 149.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.84000000 0.000029925991 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9500.00000000 BRL 1837.27000000 USD 2020-06-17 17.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.92000000 0.000021672859 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9000.00000000 ZAR 511.04000000 USD 2020-06-17 12.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 12253.07000000 0.020554107129 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408176.00000000 EUR 463755.05000000 USD 2020-06-17 12253.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 4697.10000000 0.007879225091 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103958.00000000 CAD 78621.70000000 USD 2020-06-17 4697.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 4688.34000000 0.007864530490 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165944.62000000 USD 207430000.00000000 KRW 2020-06-17 4688.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 1643.42000000 0.002756781013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201014.00000000 CHF 211255.80000000 USD 2020-06-17 1643.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -24448.43000000 -0.04101140770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1306000.00000000 EUR 1420177.39000000 USD 2020-06-17 -24448.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 24107.08000000 0.040438804715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 643500.00000000 CAD 481700.37000000 USD 2020-06-17 24107.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -2588.14000000 -0.00434151660 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48533.17000000 USD 15000000.00000000 HUF 2020-06-17 -2588.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -6572.59000000 -0.01102529561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69279.99000000 USD 1133000.00000000 ZAR 2020-06-17 -6572.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -1305.43000000 -0.00218981431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40723.47000000 USD 33670000.00000000 CLP 2020-06-17 -1305.43000000 N N N N/A N/A N/A -7.00000000 NC 94.69000000 0.000158839246 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short N/A 3 Month Canadian Bankers Acceptance 2020-12-14 -1739762.50000000 CAD 94.69000000 N N N N/A N/A N/A -1.00000000 NC USD -6.04000000 -0.00001013189 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean Oil 2020-05-14 -16206.00000000 USD -6.04000000 N N N N/A N/A N/A -1.00000000 NC USD 3336.30000000 0.005596529491 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-12 -38035.75000000 USD 3336.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -8909.91000000 -0.01494607022 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66067.44000000 USD 944066000.00000000 IDR 2020-06-17 -8909.91000000 N N N N/A N/A 000000000 -16206.00000000 PA USD 2053.80000000 0.003445179471 N/A DCO US N 2 Citibank E57ODZWZ7FF32TWEFA76 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -16206.00000000 USD 2053.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 3042.26000000 0.005103287417 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59312.60000000 USD 220000.00000000 ILS 2020-06-17 3042.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 57161.68000000 0.095886769145 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20750000.00000000 CZK 892917.19000000 USD 2020-06-17 57161.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -49632.39000000 -0.08325664189 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 922758.94000000 USD 702000.00000000 GBP 2020-06-17 -49632.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 107.84000000 0.000180897922 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28246000.00000000 KRW 23343.14000000 USD 2020-06-17 107.84000000 N N N N/A N/A N/A -1.00000000 NC -999.89000000 -0.00167728138 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Put Written FTSE 100 Index GB0001383545 10.00000000 5200.00000000 GBP 2020-04-17 XXXX 1079.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -68747.30000000 -0.11532125165 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 638434.76000000 USD 5920998.00000000 NOK 2020-06-17 -68747.30000000 N N N N/A N/A N/A -2.00000000 NC USD 6081.60000000 0.010201676634 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-02 -95162.50000000 USD 6081.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 60200.18000000 0.100983749291 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6975447.00000000 NOK 731341.21000000 USD 2020-06-17 60200.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 8504.06000000 0.014265270685 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 471000.00000000 PLN 122323.99000000 USD 2020-06-17 8504.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -20557.32000000 -0.03448420335 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 298023.95000000 USD 451000.00000000 AUD 2020-06-17 -20557.32000000 N N N N/A N/A N/A 2.00000000 NC USD 7869.35000000 0.013200566302 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-19 247400.00000000 USD 7869.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -579.30000000 -0.00097175599 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69338.80000000 USD 83587500.00000000 KRW 2020-06-17 -579.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 7170.84000000 0.012028839594 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 227447.00000000 CHF 244346.89000000 USD 2020-06-17 7170.84000000 N N N N/A N/A 000000000 34185335.26999999 PA USD -507211.30999999 -0.85082967803 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus Fed or LIBOR +/- spread (-2.00% to 0.08%). USD Currency. Maturity 59-61 Months 04/12/23 to 04/02/25 Axis Capital Holdings Ltd. 259264.20000000 USD -82508.40000000 USD Brighthouse Financial, Inc. 106758.89000000 USD 14169.69000000 USD Petrobras Distribuidora SA 237600.51000000 USD -135883.33000000 USD Everest Re Group Ltd. 116798.94000000 USD 6838.51000000 USD Accton Technology Corp. 53505.90000000 USD -2285.81000000 USD Ligand Pharmaceuticals, Inc. 142240.32000000 USD 42816.84000000 USD Kinder Morgan, Inc. 91927.68000000 USD 14396.72000000 USD Cheng Shin Rubber Industry Co. Ltd. 84267.58000000 USD 20750.33000000 USD Banco BTG Pactual SA 43500.32000000 USD 24349.50000000 USD Kosmos Energy Ltd. 325097.43000000 USD 42579.14000000 USD Sanderson Farms, Inc. 3452.96000000 USD -275.08000000 USD Mercury General Corp. 142805.04000000 USD 736.47000000 USD Celltrion, Inc. 64356.50000000 USD -51064.10000000 USD Catalent, Inc. 4259.90000000 USD 1257.21000000 USD Hanover Insurance Group, Inc. (The) 113496.74000000 USD -25310.60000000 USD Bristol-Myers Squibb Co. 85003.50000000 USD 2928.00000000 USD Element Solutions, Inc. 191561.04000000 USD -6415.92000000 USD B3 SA - Brasil Bolsa Balcao 5527.22000000 USD 834.95000000 USD Coway Co. Ltd. 34247.93000000 USD -8495.90000000 USD Primerica, Inc. 15837.92000000 USD -1967.21000000 USD Energisa SA 31281.15000000 USD 14922.86000000 USD Pfizer, Inc. 229818.24000000 USD -7885.92000000 USD Ultrapar Participacoes SA 29901.66000000 USD -10484.27000000 USD Illumina, Inc. 128639.52000000 USD 6273.72000000 USD Selective Insurance Group, Inc. 15307.60000000 USD -2.92000000 USD AptarGroup, Inc. 53751.60000000 USD -1031.40000000 USD BioMarin Pharmaceutical, Inc. 235248.00000000 USD 807.36000000 USD Industrial Bank of Korea 82883.76000000 USD -13083.85000000 USD Itau Unibanco Holding SA, ADR 113359.03000000 USD 29791.46000000 USD Alexion Pharmaceuticals, Inc. 174282.39000000 USD 6541.17000000 USD Erie Indemnity Co., Class A 271279.20000000 USD 3202.50000000 USD China Development Financial Holding Corp. 21316.31000000 USD 4773.25000000 USD IQVIA Holdings, Inc. 147444.62000000 USD -22482.28000000 USD QIAGEN NV 76377.60000000 USD 495.72000000 USD Fidelity National Financial, Inc. 101659.68000000 USD -40129.01000000 USD Pou Chen Corp. 58320.18000000 USD -15120.66000000 USD LG Chem Ltd. 90651.47000000 USD 23011.24000000 USD Chemours Co. (The) 117820.21000000 USD 20322.99000000 USD POSCO Chemical Co. Ltd. 53512.16000000 USD 16155.20000000 USD CNX Resources Corp. 144081.56000000 USD 5687.43000000 USD Airtac International Group 29490.58000000 USD 1294.49000000 USD Avery Dennison Corp. 86793.24000000 USD -11578.68000000 USD PerkinElmer, Inc. 186393.28000000 USD 5323.40000000 USD KCC Corp. 52418.21000000 USD -16019.05000000 USD E-MART, Inc. 59077.06000000 USD 4538.73000000 USD Baker Hughes Co. 43690.50000000 USD 8322.00000000 USD Markel Corp. 143822.95000000 USD -25773.40000000 USD United States Steel Corp. 64078.05000000 USD -2843.40000000 USD Arthur J Gallagher & Co. 73766.55000000 USD 11430.15000000 USD Seattle Genetics, Inc. 12345.66000000 USD 926.62000000 USD Assurant, Inc. 6245.40000000 USD -34.57000000 USD Cheniere Energy, Inc. 81070.00000000 USD -1767.75000000 USD WPG Holdings Ltd. 35117.13000000 USD 3040.41000000 USD Banco Santander Brasil SA 40035.03000000 USD 14185.56000000 USD Cia de Saneamento Basico do Estado de Sao Paulo, ADR 60338.88000000 USD -27798.40000000 USD Uni-President Enterprises Corp. 86576.68000000 USD -8800.56000000 USD LG Household & Health Care Ltd. 32975.56000000 USD 4420.44000000 USD Ingredion, Inc. 27255.50000000 USD 4886.31000000 USD Gold Fields Ltd., ADR 20021.25000000 USD -7081.20000000 USD Vale SA, ADR 34304.02000000 USD 1324.16000000 USD BNK Financial Group, Inc. 105811.10000000 USD -26379.56000000 USD Sprouts Farmers Market, Inc. 12399.53000000 USD 3340.32000000 USD Aflac, Inc. 109294.08000000 USD -5824.86000000 USD Celanese Corp. 62895.23000000 USD -5167.71000000 USD Aon plc 48191.68000000 USD 673.06000000 USD Mylan NV 229256.16000000 USD 8149.28000000 USD Kumho Petrochemical Co. Ltd. 50415.67000000 USD 1408.78000000 USD SK Telecom Co. Ltd. 57451.14000000 USD -14378.97000000 USD Formosa Petrochemical Corp. 160191.18000000 USD 4992.12000000 USD Syneos Health, Inc. 18606.24000000 USD -462.90000000 USD Marathon Petroleum Corp. 10605.38000000 USD -48.70000000 USD CF Industries Holdings, Inc. 66068.80000000 USD -9643.13000000 USD GS Engineering & Construction Corp. 21881.97000000 USD 5293.52000000 USD Foxconn Technology Co. Ltd. 104226.82000000 USD -20108.99000000 USD Commercial Metals Co. 101087.58000000 USD 11404.80000000 USD Samsung SDI Co. Ltd. 85469.10000000 USD 22066.40000000 USD Far Eastern New Century Corp. 89979.84000000 USD 20926.10000000 USD Steel Dynamics, Inc. 181852.72000000 USD 10891.80000000 USD Occidental Petroleum Corp. 87127.92000000 USD -1252.70000000 USD Travelers Cos., Inc. (The) 67558.00000000 USD 6902.80000000 USD Samsung Securities Co. Ltd. 94920.41000000 USD -14139.05000000 USD Agios Pharmaceuticals, Inc. 101011.56000000 USD 24968.19000000 USD Olin Corp. 92963.22000000 USD -10412.42000000 USD Sage Therapeutics, Inc. 49599.44000000 USD 27804.70000000 USD KT&G Corp. 66554.06000000 USD -7188.28000000 USD Helixmith Co. Ltd. 41920.89000000 USD -458.80000000 USD Sealed Air Corp. 11465.44000000 USD -1744.64000000 USD Kroger Co. (The) 33041.64000000 USD 1239.61000000 USD Arrowhead Pharmaceuticals, Inc. 41083.56000000 USD 125.42000000 USD Bruker Corp. 112923.14000000 USD -14264.97000000 USD Localiza Rent a Car SA 77643.23000000 USD 51393.75000000 USD Prestige Consumer Healthcare, Inc. 84180.60000000 USD -4911.30000000 USD IRB Brasil Resseguros S/A 28502.92000000 USD 6862.14000000 USD Jazz Pharmaceuticals plc 35208.22000000 USD 2395.77000000 USD Sul America SA 29291.47000000 USD 10690.15000000 USD Hain Celestial Group, Inc. (The) 282969.12000000 USD -43142.80000000 USD Mosaic Co. (The) 88139.72000000 USD 8960.60000000 USD S-Oil Corp. 122550.52000000 USD 4497.56000000 USD FMC Corp. 72377.34000000 USD 2170.70000000 USD Bio-Rad Laboratories, Inc., Class A 106920.80000000 USD -237.90000000 USD General Mills, Inc. 86753.88000000 USD 1265.61000000 USD Cabot Corp. 249707.20000000 USD -60228.00000000 USD Pilgrim's Pride Corp. 104153.76000000 USD -11438.52000000 USD Lamb Weston Holdings, Inc. 20213.40000000 USD 135.78000000 USD White Mountains Insurance Group Ltd. 126490.00000000 USD -6627.36000000 USD Antero Resources Corp. 59842.25000000 USD -32493.95000000 USD International Paper Co. 37916.34000000 USD -704.92000000 USD CJ CheilJedang Corp. 94850.50000000 USD 18854.55000000 USD Westlake Chemical Corp. 181116.65000000 USD 3748.55000000 USD Post Holdings, Inc. 50860.61000000 USD -6565.23000000 USD Parsley Energy, Inc., Class A 77933.73000000 USD -10904.92000000 USD Inventec Corp. 44474.40000000 USD 462.03000000 USD MediaTek, Inc. 21466.46000000 USD -2875.99000000 USD Eastman Chemical Co. 113981.26000000 USD -8540.03000000 USD Hyundai Marine & Fire Insurance Co. Ltd. 38053.58000000 USD 5157.71000000 USD Fubon Financial Holding Co. Ltd. 29664.65000000 USD 4089.33000000 USD Linde plc 103281.00000000 USD 77.61000000 USD TreeHouse Foods, Inc. 63399.40000000 USD 6662.30000000 USD TIM Participacoes SA, ADR 59146.24000000 USD -18775.04000000 USD Royal Gold, Inc. 12367.11000000 USD 1033.48000000 USD Carpenter Technology Corp. 35451.00000000 USD -1527.89000000 USD CCR SA 29572.76000000 USD -5589.83000000 USD Marathon Oil Corp. 32011.70000000 USD 5185.04000000 USD NAVER Corp. 13625.37000000 USD -45.64000000 USD Principal Financial Group, Inc. 371347.66000000 USD 48225.43000000 USD CJ ENM Co. Ltd. 34835.64000000 USD -5054.09000000 USD AbbVie, Inc. 99808.90000000 USD 11894.80000000 USD Rumo SA 63910.43000000 USD -1938.94000000 USD Moderna, Inc. 103746.80000000 USD -24326.63000000 USD Westrock Co. 290117.16000000 USD 17069.60000000 USD Alcoa Corp. 113713.60000000 USD -46703.80000000 USD WPX Energy, Inc. 308.05000000 USD 29.25000000 USD Perrigo Co. plc 77232.54000000 USD 1284.80000000 USD Lancaster Colony Corp. 14174.72000000 USD 164.64000000 USD United Therapeutics Corp. 41059.23000000 USD 3773.33000000 USD Minerals Technologies, Inc. 75094.46000000 USD -1221.89000000 USD EQT Corp. 1901.83000000 USD -2.69000000 USD Silgan Holdings, Inc. 97478.18000000 USD 738.98000000 USD Medy-Tox, Inc. 17658.88000000 USD -5107.04000000 USD Casey's General Stores, Inc. 5697.07000000 USD 1698.93000000 USD Core Laboratories NV 124328.16000000 USD 7241.80000000 USD Pan Ocean Co. Ltd. 37120.59000000 USD 11102.54000000 USD Bunge Ltd. 152385.42000000 USD -9470.70000000 USD Valvoline, Inc. 39453.26000000 USD 6248.14000000 USD Nanya Technology Corp. 45759.61000000 USD -18825.95000000 USD PRA Health Sciences, Inc. 41104.80000000 USD -5514.30000000 USD Charles River Laboratories International, Inc. 94026.45000000 USD -12367.00000000 USD Monster Beverage Corp. 167429.76000000 USD -16665.60000000 USD Helmerich & Payne, Inc. 125904.25000000 USD 31967.37000000 USD Marsh & McLennan Cos., Inc. 123291.96000000 USD 19136.92000000 USD Cogna Educacao 43802.08000000 USD 36708.75000000 USD JM Smucker Co. (The) 18204.00000000 USD -233.04000000 USD Samsung Electronics Co. Ltd. 80251.46000000 USD -12639.68000000 USD Apache Corp. 11235.84000000 USD -8530.76000000 USD Brown-Forman Corp., Class B 296090.34000000 USD 16215.36000000 USD Equitrans Midstream Corp. 82708.29000000 USD 7234.92000000 USD Hershey Co. (The) 136740.00000000 USD -19092.00000000 USD Wistron Corp. 132582.68000000 USD -5209.63000000 USD Chevron Corp. 2391.18000000 USD -56.81000000 USD Alleghany Corp. 110470.00000000 USD -11264.00000000 USD Boston Beer Co., Inc. (The), Class A 34183.08000000 USD -5478.67000000 USD Air Products & Chemicals, Inc. 63076.76000000 USD -1313.60000000 USD Doosan Bobcat, Inc. 115212.53000000 USD -64223.66000000 USD Delta Electronics, Inc. 19789.08000000 USD 2295.14000000 USD CJ Corp. 5107.77000000 USD 1214.99000000 USD DB Insurance Co. Ltd. 67324.93000000 USD -5969.43000000 USD Kangwon Land, Inc. 12875.78000000 USD 2814.96000000 USD Hon Hai Precision Industry Co. Ltd. 98997.48000000 USD -13957.50000000 USD Hiwin Technologies Corp. 66562.24000000 USD 27371.74000000 USD Alkermes plc 215953.92000000 USD -45227.52000000 USD Targa Resources Corp. 155060.40000000 USD -133586.27000000 USD Concho Resources, Inc. 100183.30000000 USD 11549.72000000 USD Waters Corp. 223921.50000000 USD 10504.20000000 USD Micro-Star International Co. Ltd. 5845.59000000 USD -133.58000000 USD Tyson Foods, Inc., Class A 333504.81000000 USD -17346.63000000 USD Hanon Systems 88101.26000000 USD 15659.93000000 USD Cheil Worldwide, Inc. 68875.55000000 USD -13874.80000000 USD Cincinnati Financial Corp. 76053.60000000 USD 15372.00000000 USD RLI Corp. 289289.70000000 USD -46773.13000000 USD Sysco Corp. 57356.91000000 USD 2182.33000000 USD Gilead Sciences, Inc. 166191.48000000 USD 2756.52000000 USD World Fuel Services Corp. 373872.64000000 USD 37120.00000000 USD Sociedad Quimica y Minera de Chile SA, ADR 48978.60000000 USD 4648.08000000 USD Amgen, Inc. 82511.11000000 USD -1295.32000000 USD Chubb Ltd. 136485.18000000 USD 28448.16000000 USD United Microelectronics Corp. 96397.62000000 USD -11059.59000000 USD Costco Wholesale Corp. 136292.14000000 USD -8054.30000000 USD Patterson-UTI Energy, Inc. 101052.35000000 USD 13416.10000000 USD NewMarket Corp. 86528.62000000 USD 5064.66000000 USD Lincoln National Corp. 52376.80000000 USD 12057.94000000 USD Ecolab, Inc. 17297.13000000 USD 452.23000000 USD Orion Corp. 32784.41000000 USD -4893.02000000 USD Prudential Financial, Inc. 4953.30000000 USD 735.80000000 USD Eli Lilly & Co. 31905.60000000 USD -690.00000000 USD Exxon Mobil Corp. 156132.64000000 USD 11847.28000000 USD Tatung Co. Ltd. 86462.56000000 USD 2093.48000000 USD KB Financial Group, Inc. 154991.50000000 USD 5858.50000000 USD Cabot Oil & Gas Corp. 144911.70000000 USD -2529.00000000 USD Biogen, Inc. 232855.68000000 USD 14123.84000000 USD Archer-Daniels-Midland Co. 142690.08000000 USD 439.88000000 USD PPG Industries, Inc. 40462.40000000 USD 4007.15000000 USD Samsung C&T Corp. 107188.01000000 USD 19060.85000000 USD Shinhan Financial Group Co. Ltd. 145722.60000000 USD 9704.99000000 USD Repligen Corp. 95671.14000000 USD -4002.25000000 USD Exelixis, Inc. 63145.74000000 USD -1289.86000000 USD Neurocrine Biosciences, Inc. 35398.95000000 USD -857.19000000 USD Molson Coors Beverage Co., Class B 104390.76000000 USD -10062.76000000 USD Kraft Heinz Co. (The) 133521.78000000 USD -4209.66000000 USD WR Berkley Corp. 86237.01000000 USD 13438.89000000 USD HollyFrontier Corp. 115613.67000000 USD 411.94000000 USD PepsiCo, Inc. 44557.10000000 USD 1108.73000000 USD Porto Seguro SA 27663.82000000 USD 8100.27000000 USD Arch Capital Group Ltd. 30850.64000000 USD 8877.96000000 USD LyondellBasell Industries NV, Class A 36229.90000000 USD -7285.40000000 USD Corteva, Inc. 41571.50000000 USD -760.67000000 USD Bluebird Bio, Inc. 19670.88000000 USD 7353.04000000 USD Allegheny Technologies, Inc. 38853.50000000 USD 21803.67000000 USD Campbell Soup Co. 68963.04000000 USD 6035.76000000 USD Hyundai Steel Co. 80572.95000000 USD 24906.20000000 USD Petroleo Brasileiro SA (Preference) 35539.73000000 USD 9237.25000000 USD WR Grace & Co. 85867.20000000 USD -3912.87000000 USD Graphic Packaging Holding Co. 267631.40000000 USD -22942.84000000 USD OCI Co. Ltd. 39330.82000000 USD 15955.24000000 USD AU Optronics Corp. 20423.59000000 USD 8867.04000000 USD Amcor plc 291759.72000000 USD 27307.56000000 USD Korea Gas Corp. 39925.78000000 USD -8919.19000000 USD Scotts Miracle-Gro Co. (The) 28057.60000000 USD -1873.72000000 USD Horizon Therapeutics plc 165546.18000000 USD -14531.40000000 USD Synnex Technology International Corp. 111220.38000000 USD -293.30000000 USD Win Semiconductors Corp. 60075.71000000 USD 3736.06000000 USD Athene Holding Ltd., Class A 155621.40000000 USD 24911.29000000 USD Korea Electric Power Corp. 37148.21000000 USD 7891.40000000 USD Hanwha Life Insurance Co. Ltd. 22259.89000000 USD -678.58000000 USD Sonoco Products Co. 57891.15000000 USD 1954.18000000 USD Loews Corp. 105116.94000000 USD 16601.17000000 USD American International Group, Inc. 44183.50000000 USD -15596.32000000 USD LG Uplus Corp. 20118.36000000 USD -4601.39000000 USD Nien Made Enterprise Co. Ltd. 5941.00000000 USD -1813.38000000 USD LG Corp. 79102.55000000 USD -10662.96000000 USD Daewoo Engineering & Construction Co. Ltd. 64638.74000000 USD 22259.61000000 USD Acer, Inc. 71643.10000000 USD 137.20000000 USD Huntsman Corp. 137099.43000000 USD -13586.43000000 USD Worthington Industries, Inc. 38718.75000000 USD -752.25000000 USD ONEOK, Inc. 267346.98000000 USD 196210.45000000 USD Hartford Financial Services Group, Inc. (The) 60189.92000000 USD 17406.28000000 USD ConocoPhillips 440501.60000000 USD -46767.54000000 USD Newmont Corp. 51755.04000000 USD 2685.60000000 USD Hyundai Mobis Co. Ltd. 94892.94000000 USD -15614.41000000 USD BJ's Wholesale Club Holdings, Inc. 93143.79000000 USD -10805.98000000 USD Transocean Ltd. 96726.60000000 USD 25307.24000000 USD B2W Cia Digital 55426.19000000 USD 7028.23000000 USD International Flavors & Fragrances, Inc. 107081.92000000 USD 11161.36000000 USD Quanta Computer, Inc. 134649.79000000 USD 1973.50000000 USD Daelim Industrial Co. Ltd. 102413.46000000 USD 3561.35000000 USD O-I Glass, Inc. 59347.17000000 USD 6253.63000000 USD Lotte Corp. 56433.11000000 USD 13181.68000000 USD Hanmi Pharm Co. Ltd. 9798.25000000 USD 782.17000000 USD Cia Cervecerias Unidas SA, ADR 22277.70000000 USD 998.59000000 USD JBS SA 94338.83000000 USD 8434.18000000 USD Hyundai Department Store Co. Ltd. 56308.50000000 USD -10880.82000000 USD Taiwan Cement Corp. 15584.57000000 USD 1093.16000000 USD Hanwha Corp. 36295.88000000 USD -11600.49000000 USD Lojas Americanas SA (Preference) 1732.07000000 USD 215.18000000 USD RPM International, Inc. 7913.50000000 USD 182.74000000 USD Constellation Brands, Inc., Class A 87019.52000000 USD 12674.16000000 USD Samsung Electro-Mechanics Co. Ltd. 49286.56000000 USD 14240.80000000 USD Yuhan Corp. 17214.36000000 USD 470.60000000 USD Phillips 66 27737.05000000 USD -4363.48000000 USD Hypera SA 68227.32000000 USD -22392.44000000 USD Amorepacific Corp. 30170.18000000 USD -484.88000000 USD Magazine Luiza SA 36400.47000000 USD 4979.31000000 USD Noble Energy, Inc. 27361.20000000 USD 4201.76000000 USD LG Innotek Co. Ltd. 3496.98000000 USD 73.91000000 USD Johnson & Johnson 11801.70000000 USD 299.64000000 USD Williams Cos., Inc. (The) 107808.85000000 USD 6399.96000000 USD Cimarex Energy Co. 22804.65000000 USD 1010.50000000 USD Hormel Foods Corp. 111936.00000000 USD -7752.00000000 USD Old Republic International Corp. 87580.75000000 USD 3032.62000000 USD Samsung Biologics Co. Ltd. 36059.45000000 USD 1678.65000000 USD Powertech Technology, Inc. 56640.06000000 USD -8848.79000000 USD Mondelez International, Inc., Class A 118439.20000000 USD -9128.90000000 USD Reliance Steel & Aluminum Co. 207237.94000000 USD -15757.56000000 USD Incyte Corp. 143311.11000000 USD 4187.98000000 USD Lite-On Technology Corp. 81623.82000000 USD -6048.84000000 USD CJ Logistics Corp. 90500.63000000 USD 1310.38000000 USD Hess Corp. 97868.70000000 USD -940.48000000 USD Compass Minerals International, Inc. 316454.22000000 USD 74363.04000000 USD Merck & Co., Inc. 72554.42000000 USD -1930.15000000 USD Coca-Cola Femsa SAB de CV, ADR 59580.63000000 USD 12366.35000000 USD China Steel Corp. 115885.48000000 USD 21733.99000000 USD Mettler-Toledo International, Inc. 156745.77000000 USD -4705.71000000 USD First American Financial Corp. 99875.55000000 USD -40082.10000000 USD Brown & Brown, Inc. 55706.36000000 USD 9181.86000000 USD Vertex Pharmaceuticals, Inc. 71860.90000000 USD 5526.60000000 USD Korea Investment Holdings Co. Ltd. 66764.57000000 USD -16564.83000000 USD Berry Global Group, Inc. 420397.41000000 USD -23445.48000000 USD Agilent Technologies, Inc. 342057.12000000 USD -6119.16000000 USD Axalta Coating Systems Ltd. 137918.22000000 USD -30027.36000000 USD Mirae Asset Daewoo Co. Ltd. 38554.38000000 USD 7756.25000000 USD US Foods Holding Corp. 34552.21000000 USD -21265.90000000 USD China Life Insurance Co. Ltd. 114493.71000000 USD -40869.21000000 USD CNA Financial Corp. 137165.76000000 USD 37485.96000000 USD Freeport-McMoRan, Inc. 145509.75000000 USD 31904.36000000 USD Dow, Inc. 60877.68000000 USD -2046.22000000 USD LG Electronics, Inc. 33892.06000000 USD -7479.36000000 USD National Oilwell Varco, Inc. 24781.43000000 USD 3302.51000000 USD Sensient Technologies Corp. 180827.56000000 USD 5153.44000000 USD Progressive Corp. (The) 57226.00000000 USD -1123.75000000 USD Ionis Pharmaceuticals, Inc. 60140.16000000 USD 5151.60000000 USD Korea Shipbuilding & Offshore Engineering Co. Ltd. 67804.31000000 USD 18048.30000000 USD Catcher Technology Co. Ltd. 6396.86000000 USD -267.83000000 USD Nektar Therapeutics 141496.95000000 USD -1030.51000000 USD Zhen Ding Technology Holding Ltd. 73346.06000000 USD -15920.66000000 USD Korea Zinc Co. Ltd. 91088.56000000 USD -10793.03000000 USD Posco International Corp. 96494.62000000 USD -22474.91000000 USD Allstate Corp. (The) 50910.15000000 USD -2153.40000000 USD Samsung Engineering Co. Ltd. 40719.98000000 USD -11601.28000000 USD Devon Energy Corp. 28483.02000000 USD -6018.12000000 USD Packaging Corp. of America 24138.74000000 USD -497.62000000 USD Regeneron Pharmaceuticals, Inc. 30273.98000000 USD -1211.18000000 USD Cathay Financial Holding Co. Ltd. 6983.06000000 USD 698.27000000 USD WEG SA 18735.78000000 USD -5627.79000000 USD Kia Motors Corp. 108107.26000000 USD -32628.43000000 USD Albemarle Corp. 178016.46000000 USD 52391.22000000 USD AngloGold Ashanti Ltd., ADR 2245.05000000 USD -359.10000000 USD CNO Financial Group, Inc. 115623.48000000 USD 3580.77000000 USD Mirae Asset Daewoo Co. Ltd. (Preference) 68561.04000000 USD 18974.70000000 USD Valero Energy Corp. 3220.56000000 USD 830.67000000 USD Hotel Shilla Co. Ltd. 4807.02000000 USD 842.74000000 USD Thermo Fisher Scientific, Inc. 45092.40000000 USD -1868.25000000 USD Crown Holdings, Inc. 220493.96000000 USD -22642.04000000 USD Range Resources Corp. 52234.80000000 USD -7719.83000000 USD Hyundai Glovis Co. Ltd. 119809.41000000 USD -29849.47000000 USD Halliburton Co. 40038.25000000 USD -2162.48000000 USD Nucor Corp. 43476.14000000 USD -1834.83000000 USD SK Holdings Co. Ltd. 53072.59000000 USD 6208.32000000 USD Walgreens Boots Alliance, Inc. 60069.75000000 USD -3531.97000000 USD President Chain Store Corp. 140231.75000000 USD -5723.35000000 USD Asia Cement Corp. 106464.86000000 USD -11175.95000000 USD Ashland Global Holdings, Inc. 9363.09000000 USD -1709.18000000 USD Cemex SAB de CV, ADR 37744.48000000 USD 7833.76000000 USD Centennial Resource Development, Inc., Class A 19311.04000000 USD 20475.81000000 USD Assured Guaranty Ltd. 73011.49000000 USD 31933.68000000 USD Exact Sciences Corp. 210134.00000000 USD 21882.92000000 USD America Movil SAB de CV, ADR, Class L 41654.08000000 USD 7460.96000000 USD Shin Kong Financial Holding Co. Ltd. 59862.10000000 USD 10681.99000000 USD Sherwin-Williams Co. (The) 10109.44000000 USD 338.78000000 USD Willis Towers Watson plc 970522.90000000 USD -85081.46000000 USD Samsung Heavy Industries Co. Ltd. 83401.06000000 USD 33532.66000000 USD Schlumberger Ltd. 19803.32000000 USD -295.87000000 USD Vanguard International Semiconductor Corp. 19383.96000000 USD 4825.66000000 USD Conagra Brands, Inc. 108117.90000000 USD -6706.70000000 USD Kellogg Co. 13677.72000000 USD 551.76000000 USD BGF retail Co. Ltd. 46143.46000000 USD -8331.34000000 USD Cia Energetica de Minas Gerais (Preference) 32580.20000000 USD -16812.70000000 USD Pegatron Corp. 55339.63000000 USD -3696.63000000 USD Zoetis, Inc. 56844.27000000 USD -5810.49000000 USD Reinsurance Group of America, Inc. 9928.52000000 USD -151.85000000 USD Nan Ya Plastics Corp. 79163.52000000 USD 17276.43000000 USD Hana Financial Group, Inc. 103775.92000000 USD -24013.17000000 USD Compal Electronics, Inc. 94181.34000000 USD 3902.42000000 USD Apergy Corp. 48501.25000000 USD 12409.50000000 USD Banco do Brasil SA 79975.56000000 USD -38526.58000000 USD Walmart, Inc. 22610.38000000 USD -2237.76000000 USD NH Investment & Securities Co. Ltd. 39767.61000000 USD -4947.94000000 USD Raia Drogasil SA 35282.23000000 USD 8806.16000000 USD Innolux Corp. 42916.40000000 USD 19267.37000000 USD Bio-Techne Corp. 83243.18000000 USD -2530.75000000 USD Ball Corp. 96537.38000000 USD -9248.85000000 USD Celltrion Healthcare Co. Ltd. 89367.50000000 USD -75500.50000000 USD Murphy Oil Corp. 4297.13000000 USD 412.02000000 USD SK Innovation Co. Ltd. 51085.67000000 USD 8326.60000000 USD McCormick & Co., Inc. (Non-Voting) 9743.49000000 USD 54.42000000 USD BRF SA 24104.04000000 USD -10980.34000000 USD Hankook Tire & Technology Co. Ltd. 29040.88000000 USD -8600.37000000 USD Yuanta Financial Holding Co. Ltd. 34717.74000000 USD -6833.79000000 USD Feng TAY Enterprise Co. Ltd. 2998.09000000 USD -872.46000000 USD EOG Resources, Inc. 15373.76000000 USD 911.70000000 USD Flowers Foods, Inc. 2606.04000000 USD 241.30000000 USD POSCO 22633.10000000 USD -3103.09000000 USD GS Retail Co. Ltd. 27814.62000000 USD 3793.70000000 USD Klabin SA 3385.04000000 USD -1169.38000000 USD ASE Technology Holding Co. Ltd. 34866.32000000 USD -6319.91000000 USD Hyundai Motor Co. 4754.74000000 USD 752.72000000 USD Winbond Electronics Corp. 5571.72000000 USD 2199.27000000 USD Ingevity Corp. 222428.80000000 USD 12758.58000000 USD Hyundai Heavy Industries Holdings Co. Ltd. 11112.34000000 USD 3239.98000000 USD Unum Group 47461.62000000 USD -2126.65000000 USD Kemper Corp. 61503.99000000 USD -1432.18000000 USD Globe Life, Inc. 156462.78000000 USD 6522.00000000 USD Matador Resources Co. 42311.28000000 USD -4561.11000000 USD PolyOne Corp. 331823.24000000 USD -38482.40000000 USD Coca-Cola Co. (The) 13717.50000000 USD 2359.10000000 USD Enel Americas SA, ADR 41620.08000000 USD -15384.32000000 USD American Financial Group, Inc. 82834.56000000 USD -16615.04000000 USD Cosan SA 5173.11000000 USD -1484.47000000 USD Alnylam Pharmaceuticals, Inc. 103080.95000000 USD 1231.22000000 USD S-1 Corp. 81632.90000000 USD -6188.65000000 USD Suzano SA 57169.22000000 USD 9403.40000000 USD Elanco Animal Health, Inc. 202942.96000000 USD 13040.71000000 USD PBF Energy, Inc., Class A 205.32000000 USD -232.87000000 USD Hotai Motor Co. Ltd. 16147.52000000 USD 2715.39000000 USD Phison Electronics Corp. 8086.07000000 USD -2873.02000000 USD Samsung Fire & Marine Insurance Co. Ltd. 38953.53000000 USD -8616.01000000 USD Meritz Securities Co. Ltd. 24111.56000000 USD -6469.86000000 USD LG Display Co. Ltd. 82674.31000000 USD 17029.29000000 USD Y 2023-04-12 0.00000000 USD 0.00000000 USD 34185335.00000000 USD -261254.81999999 N N N N/A N/A N/A 1.00000000 NC N/A 93558.00000000 0.156940354932 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45578500.00000000 SEK 4708723.97000000 USD 2020-06-17 93558.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 868.28000000 0.001456510094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35410.91000000 USD 128000.00000000 ILS 2020-06-17 868.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 560.93000000 0.000940940948 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5426000.00000000 TWD 182038.98000000 USD 2020-06-17 560.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.33000000 -0.00004920007 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10098.67000000 USD 250000.00000000 CZK 2020-06-17 -29.33000000 N N N N/A N/A 000000000 29044460.28999999 PA USD -6627264.58000000 -11.1170103616 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus USOBFR +/- spread (-0.23% to 0.07%). USD Currency. Maturity 61 Months 03/06/25 Infinera Corp. 1784686.06000000 USD -220752.94000000 USD Aphria, Inc. 315649.32000000 USD -31482.68000000 USD NCR Corp. 1242982.50000000 USD 352412.03000000 USD Benefitfocus, Inc. 6032.07000000 USD 883.29000000 USD Atlas Air Worldwide Holdings, Inc. 204564.23000000 USD -26899.84000000 USD Granite Construction, Inc. 111436.38000000 USD 14122.64000000 USD Benefitfocus, Inc. 345632.59000000 USD -21692.51000000 USD Apollo Commercial Real Estate Finance, Inc. 1333329.28000000 USD -649041.50000000 USD GFL Environmental, Inc. 547580.00000000 USD -90128.00000000 USD Allscripts Healthcare Solutions, Inc. 167192.96000000 USD 4519.51000000 USD QTS Realty Trust, Inc., Series B 988658.18000000 USD -77139.82000000 USD SFL Corp. Ltd. 3222546.16000000 USD -524643.44000000 USD Granite Construction, Inc. 540568.64000000 USD -123501.76000000 USD SEACOR Holdings, Inc. 5212706.97000000 USD 177612.27000000 USD Redwood Trust, Inc. 654558.38000000 USD -348740.62000000 USD Endeavour Mining Corp. 580547.84000000 USD -88806.54000000 USD Exact Sciences Corp. 470947.14000000 USD -84409.26000000 USD Equitable Holdings, Inc. 57.80000000 USD 2.32000000 USD Allscripts Healthcare Solutions, Inc. 456078.98000000 USD -42900.27000000 USD SEACOR Holdings, Inc. 143076.72000000 USD 30196.83000000 USD OPKO Health, Inc. 152668.88000000 USD 50877.46000000 USD QTS Realty Trust, Inc., Class A 728025.50000000 USD 7479.29000000 USD Atlas Air Worldwide Holdings, Inc. 1222406.25000000 USD 728.65000000 USD Blackline, Inc. 236534.56000000 USD 46394.40000000 USD Exact Sciences Corp. 188500.00000000 USD -14318.55000000 USD NCR Corp., Series A 3651295.38000000 USD -726372.12000000 USD SMART Global Holdings, Inc. 221235.72000000 USD -32980.03000000 USD Blackline, Inc. 489318.48000000 USD -69540.52000000 USD SFL Corp. Ltd. 283446.57000000 USD -13489.89000000 USD MFA Financial, Inc. 465671.31000000 USD -326095.44000000 USD Apollo Commercial Real Estate Finance, Inc. 944141.36000000 USD -403211.29000000 USD PennyMac Corp. 145102.83000000 USD -82625.97000000 USD SMART Global Holdings, Inc. 94235.40000000 USD -8485.87000000 USD OPKO Health, Inc. 579545.16000000 USD -132792.34000000 USD Infinera Corp. 662399.30000000 USD 32908.74000000 USD Vector Group Ltd. 651101.39000000 USD -7763.96000000 USD Y 2025-03-06 0.00000000 USD 0.00000000 USD 29044460.00000000 USD -3429677.73000000 N N N N/A N/A N/A 1.00000000 NC USD -7212.95000000 -0.01209947768 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-06 47521.25000000 USD -7212.95000000 N N N N/A N/A 000000000 481700.00000000 PA 287.16000000 0.000481701108 N/A DE US N 2 J.P. Morgan Securities ZBUT11V806EZRVTWT807 N/A N/A Y 2020-04-28 0.00000000 USD 0.00000000 USD 481700.00000000 HKD 287.16000000 N N N N/A N/A N/A -2.00000000 NC -223.18000000 -0.00037437684 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short HSCEI HK0000004330 2020-04-28 -963400.00000000 HKD -223.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -981.65000000 -0.00164668440 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 155786.46000000 USD 7994999.00000000 PHP 2020-06-17 -981.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1415.61000000 -0.00237463750 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10991.56000000 USD 50000.00000000 BRL 2020-06-17 -1415.61000000 N N N N/A N/A N/A -9.00000000 NC -274.15000000 -0.00045987727 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2020-12-14 -2259337.50000000 EUR -274.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 32131.59000000 0.053899646627 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 630000.00000000 GBP 815706.69000000 USD 2020-06-17 32131.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -377.36000000 -0.00063300853 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 189000.00000000 MXN 7499.59000000 USD 2020-06-17 -377.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 2148.87000000 0.003604656154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 515500.00000000 ZAR 30679.91000000 USD 2020-06-17 2148.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 8984.20000000 0.015070689163 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 758674.00000000 NOK 81979.84000000 USD 2020-06-17 8984.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.01000000 -0.00006208301 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3585.08000000 USD 25188.00000000 CNY 2020-06-17 -37.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -200.58000000 -0.00033646611 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1584.24000000 USD 25000.00000000 ZAR 2020-06-17 -200.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -7366.96000000 -0.01235782420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164081.98000000 USD 126000.00000000 GBP 2020-06-17 -7366.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -29051.46000000 -0.04873283357 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182159.14000000 USD 2528866214.00000000 IDR 2020-06-17 -29051.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 16530.61000000 0.027729534627 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4883145.72000000 USD 4429505.00000000 EUR 2020-06-17 16530.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -774.26000000 -0.00129879474 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6474.93000000 USD 103000.00000000 ZAR 2020-06-17 -774.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 102538.43000000 0.172004720050 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12775501.00000000 MXN 634983.07000000 USD 2020-06-17 102538.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -72824.26000000 -0.12216021304 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1451144.30000000 USD 1938291.00000000 CAD 2020-06-17 -72824.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -11253.65000000 -0.01887761415 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 159830.57000000 USD 241500.00000000 AUD 2020-06-17 -11253.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 177580.31000000 0.297884915031 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329250.00000000 BRL 1389751.92000000 USD 2020-06-17 177580.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.54000000 0.000049552342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3017500.00000000 KRW 2511.75000000 USD 2020-06-17 29.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 2906.40000000 0.004875386899 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 114918.19000000 USD 143233500.00000000 KRW 2020-06-17 2906.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 239.28000000 0.000401384041 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 81500.00000000 CNY 11719.66000000 USD 2020-06-17 239.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.20000000 0.000074143992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1236.98000000 USD 2020-06-17 44.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 460.98000000 0.000773278231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64500.00000000 MXN 3149.15000000 USD 2020-06-17 460.98000000 N N N N/A N/A N/A -1.00000000 NC USD -1656.25000000 -0.00277830290 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Written United States of America U.S. Treasury 10 Year Note 100000.00000000 137.50000000 USD 2020-04-24 XXXX -814.27000000 N N N N/A N/A N/A 2.00000000 NC USD -2768.40000000 -0.00464389660 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-12 95212.50000000 USD -2768.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -51941.80000000 -0.08713059842 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1188176.70000000 USD 913541.00000000 GBP 2020-06-17 -51941.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -3902.04000000 -0.00654553905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 184273.89000000 USD 1781318.00000000 SEK 2020-06-17 -3902.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -52830.70000000 -0.08862169787 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1460724.87000000 USD 1131957.00000000 GBP 2020-06-17 -52830.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 4939.69000000 0.008286161545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6977000.00000000 INR 95646.93000000 USD 2020-06-17 4939.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -158.36000000 -0.00026564350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5826.98000000 USD 20000.00000000 ILS 2020-06-17 -158.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 1198.57000000 0.002010560307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4238504.00000000 INR 56302.91000000 USD 2020-06-17 1198.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 73.83000000 0.000123847307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 427000.00000000 TWD 14355.28000000 USD 2020-06-17 73.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 369.75000000 0.000620243017 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9542500.00000000 JPY 89408.09000000 USD 2020-06-17 369.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 149.45000000 0.000250697279 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 130500.00000000 THB 4127.38000000 USD 2020-06-17 149.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 32312.90000000 0.054203787970 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6938942.00000000 SEK 734932.97000000 USD 2020-06-17 32312.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 1684.71000000 0.002826043581 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1362000.00000000 THB 43201.51000000 USD 2020-06-17 1684.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -1297.03000000 -0.00217572359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9460.61000000 USD 147500.00000000 ZAR 2020-06-17 -1297.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 1756.02000000 0.002945663674 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 453994500.00000000 IDR 29242.66000000 USD 2020-06-17 1756.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -118.73000000 -0.00019916552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 480500.00000000 PHP 9185.05000000 USD 2020-06-17 -118.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -10752.57000000 -0.01803706954 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 744678.90000000 USD 663499.00000000 EUR 2020-06-17 -10752.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 62464.99000000 0.104782890842 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7024553.00000000 NOK 738330.74000000 USD 2020-06-17 62464.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 10404.26000000 0.017452791393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1171224500.00000000 IDR 81314.88000000 USD 2020-06-17 10404.26000000 N N N N/A N/A N/A 1.00000000 NC USD -6203.95000000 -0.01040691458 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-11 47536.50000000 USD -6203.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 636.29000000 0.001067354779 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72000.00000000 ILS 21043.34000000 USD 2020-06-17 636.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 766.77000000 0.001286230530 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 583000.00000000 CNY 82890.25000000 USD 2020-06-17 766.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 7907.64000000 0.013264796471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 670774.00000000 NOK 72446.01000000 USD 2020-06-17 7907.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -3580.10000000 -0.00600549567 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4950000.00000000 MXN 202721.08000000 USD 2020-06-17 -3580.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 57255.50000000 0.096044148996 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1523446.00000000 GBP 1952071.94000000 USD 2020-06-17 57255.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 107651.62000000 0.180581921929 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2798000.00000000 NZD 1776197.89000000 USD 2020-06-17 107651.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -19643.15000000 -0.03295071434 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1045000.00000000 EUR 1136278.73000000 USD 2020-06-17 -19643.15000000 N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 -289.00000000 NS USD -1427.66000000 -0.00239485097 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -352931.87000000 -0.59203117793 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1666047.58000000 USD 31506958.00000000 MXN 2020-06-17 -352931.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 15447.59000000 0.025912805505 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 632115.70000000 USD 621000.00000000 CHF 2020-06-17 15447.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -849.22000000 -0.00142453759 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 136000.00000000 ILS 37697.42000000 USD 2020-06-17 -849.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.28000000 -0.00000046969 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25500.00000000 CHF 26590.48000000 USD 2020-06-17 -0.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -21555.39000000 -0.03615843174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1446491.00000000 EUR 1578473.89000000 USD 2020-06-17 -21555.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 6449.49000000 0.010818799565 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2268000.00000000 SEK 236101.55000000 USD 2020-06-17 6449.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 51.34000000 0.000086121099 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1242.87000000 USD 2020-06-17 51.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.35000000 0.000020716703 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23500.00000000 MXN 991.76000000 USD 2020-06-17 12.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -6123.83000000 -0.01027251601 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41472.07000000 USD 144390500.00000000 COP 2020-06-17 -6123.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 3510.29000000 0.005888391783 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 22614.15000000 USD 2020-06-17 3510.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -20980.00000000 -0.03519323464 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 403855.25000000 USD 125000000.00000000 HUF 2020-06-17 -20980.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.92000000 0.000021672859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9000.00000000 ZAR 511.04000000 USD 2020-06-17 12.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -1022.00000000 -0.00171437015 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201508.00000000 CHF 209105.51000000 USD 2020-06-17 -1022.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -189063.96000000 -0.31714834634 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3183980.89000000 USD 4868000.00000000 AUD 2020-06-17 -189063.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 4239.54000000 0.007111683793 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445209.00000000 EUR 496705.40000000 USD 2020-06-17 4239.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -377.35000000 -0.00063299175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189000.00000000 MXN 7499.60000000 USD 2020-06-17 -377.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 23644.62000000 0.039663043834 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661068.00000000 CLP 390852.96000000 USD 2020-06-17 23644.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -2298.70000000 -0.00385599087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25759.78000000 USD 122500.00000000 BRL 2020-06-17 -2298.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -215.58000000 -0.00036162809 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 458925.50000000 USD 13714937.00000000 TWD 2020-06-17 -215.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 31781.52000000 0.053312416138 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 874000.00000000 NZD 552978.60000000 USD 2020-06-17 31781.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 102539.21000000 0.172006028473 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12775499.00000000 MXN 634983.77000000 USD 2020-06-17 102539.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 12207.40000000 0.020477497261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2085000.00000000 ZAR 127604.51000000 USD 2020-06-17 12207.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 145081.89000000 0.243369923586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329252.00000000 BRL 1357253.88000000 USD 2020-06-17 145081.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 220658.31000000 0.370146791191 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329251.00000000 BRL 1432830.11000000 USD 2020-06-17 220658.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -1211.82000000 -0.00203278673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3103500.00000000 TWD 102587.87000000 USD 2020-06-17 -1211.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 904.07000000 0.001516546598 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7631500.00000000 HUF 24279.37000000 USD 2020-06-17 904.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -6280.86000000 -0.01053592849 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 483500.00000000 CHF 497900.86000000 USD 2020-06-17 -6280.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -498.86000000 -0.00083682064 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 101192.29000000 USD 2500000.00000000 CZK 2020-06-17 -498.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -20891.55000000 -0.03504486278 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 154954.85000000 USD 700000.00000000 BRL 2020-06-17 -20891.55000000 N N N N/A N/A 000000000 -110490.00000000 PA USD 6576.60000000 0.011032022256 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-06-05 0.00000000 USD 0.00000000 USD -110490.00000000 USD 6576.60000000 N N N N/A N/A N/A 4.00000000 NC USD 1841.46000000 0.003088986361 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-03-15 997150.00000000 USD 1841.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -197.81000000 -0.00033181953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8806.09000000 USD 7353000.00000000 CLP 2020-06-17 -197.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -637.67000000 -0.00106966968 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 300000.00000000 PLN 71859.10000000 USD 2020-06-17 -637.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 144631.62000000 0.242614611014 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329252.00000000 BRL 1356803.61000000 USD 2020-06-17 144631.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 194586.80000000 0.326412722132 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329251.00000000 BRL 1406758.60000000 USD 2020-06-17 194586.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 661.52000000 0.001109677244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 166500.00000000 PLN 40897.23000000 USD 2020-06-17 661.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 237.05000000 0.000397643292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52000.00000000 BRL 10196.04000000 USD 2020-06-17 237.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -39078.18000000 -0.06555231449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 651842.61000000 USD 996000.00000000 AUD 2020-06-17 -39078.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 873.79000000 0.001465752931 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83522000.00000000 IDR 5930.55000000 USD 2020-06-17 873.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -39140.89000000 -0.06565750837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 361075.51000000 USD 3346000.00000000 NOK 2020-06-17 -39140.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 9832.20000000 0.016493180249 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1040000.00000000 SGD 742395.13000000 USD 2020-06-17 9832.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 14117.96000000 0.023682396516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1400000.00000000 PLN 352436.23000000 USD 2020-06-17 14117.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -62983.25000000 -0.10565225432 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1029640.23000000 USD 24000000.00000000 CZK 2020-06-17 -62983.25000000 N N N N/A N/A N/A -12.00000000 NC 634.86000000 0.001064956003 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2020-09-14 -3012000.00000000 EUR 634.86000000 N N N N/A N/A 000000000 1171378.67000000 PA -16629.27000000 -0.02789503341 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus TONAT +/- spread (0.01%). JPY Currency. Maturity 59 Months 01/14/25 Keihin Corp. 583353.43000000 USD -13496.04000000 USD Showa Corp. 588025.24000000 USD -6763.87000000 USD Y 2025-01-14 0.00000000 USD 0.00000000 USD 1171379.00000000 USD -20259.92000000 N N N N/A N/A N/A -4.00000000 NC USD 28.82000000 0.000048344567 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short FTSE China A50 Index XIN9I Index 2020-04-29 -50400.00000000 USD 28.82000000 N N N N/A N/A N/A 1.00000000 NC USD -7693.01000000 -0.01290476196 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-04-21 37608.50000000 USD -7693.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -10566.37000000 -0.01772472539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 281800.27000000 USD 218074.00000000 GBP 2020-06-17 -10566.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -49847.05000000 -0.08361672672 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 442460.99000000 USD 2050000.00000000 BRL 2020-06-17 -49847.05000000 N N N N/A N/A N/A 1.00000000 NC USD -1025.95000000 -0.00172099614 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-06-19 68877.00000000 USD -1025.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1019.22000000 -0.00170970679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 129000.00000000 PLN 30154.39000000 USD 2020-06-17 -1019.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 5791.94000000 0.009715781860 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 325000.00000000 CAD 236899.66000000 USD 2020-06-17 5791.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -1214.05000000 -0.00203652747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 227500.00000000 NOK 20674.81000000 USD 2020-06-17 -1214.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -15358.67000000 -0.02576364523 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 336813.08000000 USD 104947501.00000000 HUF 2020-06-17 -15358.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -10050.82000000 -0.01685990784 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 281284.72000000 USD 218074.00000000 GBP 2020-06-17 -10050.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 292.46000000 0.000490591677 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 553500.00000000 MXN 23360.68000000 USD 2020-06-17 292.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 3277.70000000 0.005498229989 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 303000.00000000 CHF 319238.53000000 USD 2020-06-17 3277.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.76000000 -0.00013714961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 725500.00000000 INR 9350.39000000 USD 2020-06-17 -81.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -63.41000000 -0.00010636811 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19246000.00000000 COP 4648.20000000 USD 2020-06-17 -63.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 5059.33000000 0.008486853565 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 246500.00000000 PLN 64627.51000000 USD 2020-06-17 5059.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 51764.71000000 0.086833535992 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6399000.00000000 MXN 318455.88000000 USD 2020-06-17 51764.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -130.35000000 -0.00021865768 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19980.62000000 USD 593502.00000000 TWD 2020-06-17 -130.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -5330.67000000 -0.00894201716 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1780832.00000000 EUR 1964528.35000000 USD 2020-06-17 -5330.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.67000000 0.000002801368 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1466.27000000 USD 1784500.00000000 KRW 2020-06-17 1.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 303.65000000 0.000509362521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90717.24000000 USD 128000.00000000 CAD 2020-06-17 303.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 139456.14000000 0.233932919784 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3734500.00000000 CAD 2795061.62000000 USD 2020-06-17 139456.14000000 N N N N/A N/A N/A -3.00000000 NC -4532.92000000 -0.00760381874 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Put Written Federal Republic of Germany Euro-Bund June Futures 100000.00000000 172.50000000 EUR 2020-04-24 XXXX -3067.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 379.98000000 0.000637403493 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51000.00000000 ZAR 3202.64000000 USD 2020-06-17 379.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 5700.18000000 0.009561857589 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 434073.00000000 EUR 485848.01000000 USD 2020-06-17 5700.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.63000000 -0.00002621879 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1119.30000000 USD 57000.00000000 PHP 2020-06-17 -15.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 7361.24000000 0.012348229102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 651000.00000000 PLN 164679.23000000 USD 2020-06-17 7361.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -5831.43000000 -0.00978202498 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 297181.58000000 USD 2068314.00000000 CNY 2020-06-17 -5831.43000000 N N N N/A N/A N/A 1.00000000 NC USD -4590.45000000 -0.00770032335 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-05-26 37912.50000000 USD -4590.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -23365.75000000 -0.03919524891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 176473.43000000 USD 2528866215.00000000 IDR 2020-06-17 -23365.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 32623.97000000 0.054725597288 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391427.00000000 KRW 1687204.61000000 USD 2020-06-17 32623.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 37683.71000000 0.063213138615 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 254476061.00000000 HUF 817144.39000000 USD 2020-06-17 37683.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 36201.27000000 0.060726396062 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1183500.00000000 NZD 741964.14000000 USD 2020-06-17 36201.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 9910.94000000 0.016625263914 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 63012.32000000 USD 2020-06-17 9910.94000000 N N N N/A N/A N/A -4.00000000 NC USD 72558.20000000 0.121713906467 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-05-26 -494668.00000000 USD 72558.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -740.54000000 -0.00124223059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23052.50000000 USD 116500.00000000 BRL 2020-06-17 -740.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -12378.20000000 -0.02076400843 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 512995.39000000 USD 4944000.00000000 SEK 2020-06-17 -12378.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -55451.97000000 -0.09301878891 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1206975.50000000 USD 1931000.00000000 NZD 2020-06-17 -55451.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 571.38000000 0.000958470467 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21828.29000000 USD 31500.00000000 CAD 2020-06-17 571.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -12378.84000000 -0.02076508201 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 512996.03000000 USD 4944000.00000000 SEK 2020-06-17 -12378.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 18970.09000000 0.031821679147 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 386178.43000000 USD 2020-06-17 18970.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -185.68000000 -0.00031147186 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4238000.00000000 TWD 141558.51000000 USD 2020-06-17 -185.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -26111.14000000 -0.04380054703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 401398.59000000 USD 610000.00000000 AUD 2020-06-17 -26111.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -4210.44000000 -0.00706286953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 263073.13000000 USD 314686500.00000000 KRW 2020-06-17 -4210.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -50.62000000 -0.00008491332 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12504.00000000 ILS 3493.40000000 USD 2020-06-17 -50.62000000 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 -8396.00000000 NS USD -448682.24000000 -0.75264915878 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -179004.23000000 -0.30027349227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2762950.63000000 USD 4200000.00000000 AUD 2020-06-17 -179004.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 3231.08000000 0.005420026529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 281811000.00000000 IDR 20293.05000000 USD 2020-06-17 3231.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -1417.99000000 -0.00237862987 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9009.55000000 USD 31010000.00000000 COP 2020-06-17 -1417.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -6603.28000000 -0.01107677704 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 168000.00000000 AUD 96754.58000000 USD 2020-06-17 -6603.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 8239.68000000 0.013821782249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6874000.00000000 THB 217774.52000000 USD 2020-06-17 8239.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 1683.43000000 0.002823896424 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 935502.00000000 CHF 977201.55000000 USD 2020-06-17 1683.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -560.70000000 -0.00094055513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43075.38000000 USD 150000.00000000 ILS 2020-06-17 -560.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -57073.33000000 -0.09573856503 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3583738.45000000 USD 3382000.00000000 CHF 2020-06-17 -57073.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -28.29000000 -0.00004745551 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63174000.00000000 COP 15437.34000000 USD 2020-06-17 -28.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -20633.82000000 -0.03461252949 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 291959.13000000 USD 88581500.00000000 HUF 2020-06-17 -20633.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 150.81000000 0.000252978632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30500.00000000 MXN 1421.96000000 USD 2020-06-17 150.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -5315.86000000 -0.00891717389 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38523.66000000 USD 600000.00000000 ZAR 2020-06-17 -5315.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -12754.86000000 -0.02139584274 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165862.54000000 USD 2528866215.00000000 IDR 2020-06-17 -12754.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 372827.34000000 0.625405150476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8601750.00000000 AUD 5664841.86000000 USD 2020-06-17 372827.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 8317.29000000 0.013951970378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 708096.00000000 NOK 76446.58000000 USD 2020-06-17 8317.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -737.49000000 -0.00123711432 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 213000.00000000 CAD 150726.95000000 USD 2020-06-17 -737.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -170.13000000 -0.00028538727 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2850.57000000 USD 2289570.00000000 CLP 2020-06-17 -170.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -16490.99000000 -0.02766307342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110410.07000000 USD 1696934.00000000 ZAR 2020-06-17 -16490.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.54000000 0.000005938229 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13258.63000000 USD 16122166.00000000 KRW 2020-06-17 3.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 165.38000000 0.000277419311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 185000.00000000 SGD 130477.05000000 USD 2020-06-17 165.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -8821.49000000 -0.01479774868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 346471.23000000 USD 410464000.00000000 KRW 2020-06-17 -8821.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 7590.63000000 0.012733023005 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 60692.01000000 USD 2020-06-17 7590.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -6542.37000000 -0.01097460259 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 367000.00000000 CHF 376156.06000000 USD 2020-06-17 -6542.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 23672.01000000 0.039708989625 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 664500.00000000 NZD 419936.84000000 USD 2020-06-17 23672.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -211595.04000000 -0.35494346479 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3490400.25000000 USD 17120000.00000000 BRL 2020-06-17 -211595.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.02000000 0.000045325128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2750000.00000000 TWD 92003.55000000 USD 2020-06-17 27.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -104923.48000000 -0.17600556010 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1004561.69000000 USD 9350313.00000000 NOK 2020-06-17 -104923.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 47674.67000000 0.079972633351 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34524708.00000000 SEK 3543561.05000000 USD 2020-06-17 47674.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -1693.34000000 -0.00284052011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 89497.12000000 USD 75000000.00000000 CLP 2020-06-17 -1693.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 4359.63000000 0.007313130673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2040252.00000000 CNY 291756.86000000 USD 2020-06-17 4359.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 17010.89000000 0.028535187951 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 202648.29000000 USD 775000.00000000 ILS 2020-06-17 17010.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -4383.96000000 -0.00735394341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 463093.88000000 USD 13714937.00000000 TWD 2020-06-17 -4383.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 63320.67000000 0.106218264866 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15050000.00000000 MXN 690559.63000000 USD 2020-06-17 63320.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 75.43000000 0.000126531253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68246.85000000 USD 83056000.00000000 KRW 2020-06-17 75.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -81671.42000000 -0.13700102228 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1459990.75000000 USD 1938290.00000000 CAD 2020-06-17 -81671.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -3901.82000000 -0.00654517000 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 184273.77000000 USD 1781319.00000000 SEK 2020-06-17 -3901.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -157.63000000 -0.00026441895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21500.00000000 AUD 13069.71000000 USD 2020-06-17 -157.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -32432.24000000 -0.05440397675 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 236495.73000000 USD 1065500.00000000 BRL 2020-06-17 -32432.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 7590.69000000 0.012733123653 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959436.00000000 ZAR 60691.96000000 USD 2020-06-17 7590.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -20634.18000000 -0.03461313338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 291959.49000000 USD 88581500.00000000 HUF 2020-06-17 -20634.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -748.18000000 -0.00125504643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90550.72000000 USD 2685000.00000000 TWD 2020-06-17 -748.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -375.11000000 -0.00062923423 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 351000.00000000 MXN 14253.52000000 USD 2020-06-17 -375.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 270.30000000 0.000453419033 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2850000.00000000 TWD 95591.43000000 USD 2020-06-17 270.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 2523.92000000 0.004233789741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 560000.00000000 BRL 109774.56000000 USD 2020-06-17 2523.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -432.60000000 -0.00072567174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 135500.00000000 AUD 82930.43000000 USD 2020-06-17 -432.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -115.14000000 -0.00019314342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 421500.00000000 TWD 13982.35000000 USD 2020-06-17 -115.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -21553.41000000 -0.03615511036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1446490.00000000 EUR 1578474.77000000 USD 2020-06-17 -21553.41000000 N N N N/A N/A N/A -1.00000000 NC USD 177.70000000 0.000298085690 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Lean Hogs 2020-06-12 -24130.00000000 USD 177.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.31000000 -0.00022194551 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2812.75000000 USD 2289572.00000000 CLP 2020-06-17 -132.31000000 N N N N/A N/A N/A 95538.33000000 PA USD -14780.29000000 -0.02479343250 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net Emerging Markets Korea Index MSCI Daily TR Net Emerging Markets Korea Index Y 2020-06-19 0.00000000 USD 0.00000000 USD 95538.33000000 USD -14780.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 23523.19000000 0.039459349149 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2023132.00000000 NOK 218178.37000000 USD 2020-06-17 23523.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -747.57000000 -0.00125402318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000000.00000000 CZK 39529.80000000 USD 2020-06-17 -747.57000000 N N N N/A N/A N/A 2.00000000 NC USD -40938.81000000 -0.06867345787 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-05-13 247378.50000000 USD -40938.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -1574.38000000 -0.00264096876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 107936.88000000 USD 151000.00000000 SGD 2020-06-17 -1574.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 3462.69000000 0.005808544406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 62000.00000000 AUD 41606.66000000 USD 2020-06-17 3462.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -161458.94000000 -0.27084186654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3797920.23000000 USD 35912999.00000000 SEK 2020-06-17 -161458.94000000 N N N N/A N/A N/A 3.00000000 NC 2513.07000000 0.004215589236 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EURO STOXX 50 Index EU0009658145 2020-06-19 82410.00000000 EUR 2513.07000000 N N N N/A N/A N/A -7.00000000 NC -51754.95000000 -0.08681716392 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2020-06-19 -394485.00000000 GBP -51754.95000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund N/A N/A 101961.58000000 NS USD 101961.58000000 0.171037073844 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 923.09000000 0.001548452000 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45298.45000000 USD 65000.00000000 CAD 2020-06-17 923.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -11220.86000000 -0.01882261004 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 118425.93000000 USD 35000000.00000000 HUF 2020-06-17 -11220.86000000 N N N N/A N/A N/A -6.00000000 NC USD 119402.30000000 0.200293286964 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-05-06 -742080.00000000 USD 119402.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 830.52000000 0.001393168981 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195000.00000000 BRL 38176.72000000 USD 2020-06-17 830.52000000 N N N N/A N/A N/A 3.00000000 NC USD -14888.35000000 -0.02497469947 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-05-11 113373.00000000 USD -14888.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -3039.35000000 -0.00509840599 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 294389.22000000 USD 2068312.00000000 CNY 2020-06-17 -3039.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 1197.35000000 0.002008513798 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69042.88000000 USD 63500.00000000 EUR 2020-06-17 1197.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.46000000 0.000032643486 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3348.06000000 USD 35000.00000000 NOK 2020-06-17 19.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -4683.04000000 -0.00785563992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37614.11000000 USD 595000.00000000 ZAR 2020-06-17 -4683.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.31000000 0.000000520014 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113499.00000000 TWD 3796.40000000 USD 2020-06-17 0.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.67000000 0.000002801368 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1466.27000000 USD 1784500.00000000 KRW 2020-06-17 1.67000000 N N N N/A N/A N/A -4.00000000 NC USD 75645.74000000 0.126893149541 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-04 -494925.00000000 USD 75645.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -211.23000000 -0.00035433112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13484.97000000 USD 12000.00000000 EUR 2020-06-17 -211.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -9951.53000000 -0.01669335225 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191412.67000000 USD 155000000.00000000 CLP 2020-06-17 -9951.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -207.79000000 -0.00034856063 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10391.52000000 USD 184000.00000000 ZAR 2020-06-17 -207.79000000 N N N N/A N/A N/A -14.00000000 NC USD 44736.20000000 0.075043450120 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-17 -666662.50000000 USD 44736.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -131.22000000 -0.00022011707 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1483000.00000000 JPY 13706.23000000 USD 2020-06-17 -131.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -1420.28000000 -0.00238247127 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17369.57000000 USD 66000.00000000 PLN 2020-06-17 -1420.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 1414.69000000 0.002373094238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 107321.88000000 USD 35500000.00000000 HUF 2020-06-17 1414.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 7602.66000000 0.012753202920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 771928.00000000 NOK 81873.53000000 USD 2020-06-17 7602.66000000 N N N N/A N/A N/A 1.00000000 NC USD -12167.20000000 -0.02041006313 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-04-23 47473.25000000 USD -12167.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -15262.53000000 -0.02560237366 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 105614.31000000 USD 1632480.00000000 ZAR 2020-06-17 -15262.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 86.63000000 0.000145318871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 950000.00000000 TWD 31860.34000000 USD 2020-06-17 86.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -23859.21000000 -0.04002301124 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 812394.21000000 USD 756189.00000000 CHF 2020-06-17 -23859.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 138.04000000 0.000231557393 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44587000.00000000 COP 11053.38000000 USD 2020-06-17 138.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -4071.48000000 -0.00682976887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3150000.00000000 CZK 122802.25000000 USD 2020-06-17 -4071.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 39.02000000 0.000065454719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7500.00000000 BRL 1475.41000000 USD 2020-06-17 39.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -126.30000000 -0.00021186394 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9904.68000000 USD 34500.00000000 ILS 2020-06-17 -126.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 13630.46000000 0.022864631889 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1812763000.00000000 IDR 123382.38000000 USD 2020-06-17 13630.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -10771.17000000 -0.01806827040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76162.86000000 USD 1181500.00000000 ZAR 2020-06-17 -10771.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.72000000 -0.00001462750 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24897.24000000 USD 35000.00000000 CAD 2020-06-17 -8.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -738.31000000 -0.00123848985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 220465.00000000 CHF 229157.09000000 USD 2020-06-17 -738.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 189131.04000000 0.317260870758 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329250.00000000 BRL 1401302.65000000 USD 2020-06-17 189131.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -3122.51000000 -0.00523790405 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 99839.60000000 USD 505000.00000000 BRL 2020-06-17 -3122.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -95.30000000 -0.00015986250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9000.00000000 ILS 2455.58000000 USD 2020-06-17 -95.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -18733.88000000 -0.03142544492 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 101254500.00000000 JPY 926042.90000000 USD 2020-06-17 -18733.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.50000000 0.000081357096 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1240.03000000 USD 2020-06-17 48.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -2125.82000000 -0.00356599056 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 130000.00000000 SGD 89444.55000000 USD 2020-06-17 -2125.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.54000000 -0.00001097062 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25000.00000000 SGD 17603.15000000 USD 2020-06-17 -6.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.01000000 -0.00010401966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000.00000000 GBP 2425.53000000 USD 2020-06-17 -62.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 7170.53000000 0.012028319579 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 227447.00000000 CHF 244346.58000000 USD 2020-06-17 7170.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -23710.29000000 -0.03977320302 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 176925.49000000 USD 800000.00000000 BRL 2020-06-17 -23710.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 1177.38000000 0.001975014804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 16947.11000000 USD 2020-06-17 1177.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -787.55000000 -0.00132108827 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 143500.00000000 PLN 33890.07000000 USD 2020-06-17 -787.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -99.19000000 -0.00016638784 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2779.63000000 USD 2289572.00000000 CLP 2020-06-17 -99.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 22487.62000000 0.037722215784 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1292166.12000000 USD 1188500.00000000 EUR 2020-06-17 22487.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 3671.43000000 0.006158698639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260000.00000000 PLN 66501.97000000 USD 2020-06-17 3671.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 7442.56000000 0.012484640629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1194000.00000000 ZAR 73526.08000000 USD 2020-06-17 7442.56000000 N N N N/A N/A N/A -3.00000000 NC -4429.80000000 -0.00743083845 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short Australia Australia 10 Year Bond 2020-06-15 -451832.31000000 AUD -4429.80000000 N N N N/A N/A N/A -3.00000000 NC USD 14951.78000000 0.025081101135 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-05-11 -113373.00000000 USD 14951.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -8518.84000000 -0.01429006363 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 290584.80000000 USD 254999.00000000 EUR 2020-06-17 -8518.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -617.00000000 -0.00103499646 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1057500.00000000 PHP 19859.06000000 USD 2020-06-17 -617.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -286130.48000000 -0.47997412394 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1599246.31000000 USD 31506961.00000000 MXN 2020-06-17 -286130.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -11701.05000000 -0.01962811240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 849937.00000000 CHF 874592.02000000 USD 2020-06-17 -11701.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 41779.36000000 0.070083451840 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3604312.00000000 NOK 388567.41000000 USD 2020-06-17 41779.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -9635.23000000 -0.01616276979 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 328203.00000000 USD 305500.00000000 CHF 2020-06-17 -9635.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -7150.46000000 -0.01199465283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 262911.13000000 USD 83500000.00000000 HUF 2020-06-17 -7150.46000000 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 -3757.00000000 NS USD -1968668.00000000 -3.30237344390 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1273.61000000 0.002136437348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33551.95000000 USD 28000.00000000 GBP 2020-06-17 1273.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 1509.88000000 0.002532772217 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 367940000.00000000 IDR 23786.44000000 USD 2020-06-17 1509.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -80282.53000000 -0.13467120666 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 317268500.00000000 JPY 2880059.10000000 USD 2020-06-17 -80282.53000000 N N N N/A N/A N/A -2.00000000 NC USD 40380.60000000 0.067737079634 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-05-13 -247378.50000000 USD 40380.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -83.86000000 -0.00014067229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 88161.82000000 USD 107072000.00000000 KRW 2020-06-17 -83.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -416.17000000 -0.00069811098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83500.00000000 PLN 19762.10000000 USD 2020-06-17 -416.17000000 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 3757.00000000 NS USD 1968668.00000000 3.302373443905 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 16336.33000000 0.027403636551 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1638050000.00000000 IDR 115510.43000000 USD 2020-06-17 16336.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 26298.02000000 0.044114031860 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 393506.36000000 USD 2020-06-17 26298.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 37.62000000 0.000063106267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1230.40000000 USD 2020-06-17 37.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -10997.10000000 -0.01844726027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 254470.81000000 USD 2404500.00000000 SEK 2020-06-17 -10997.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -359.02000000 -0.00060224380 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7062.18000000 USD 35000.00000000 BRL 2020-06-17 -359.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -26681.70000000 -0.04475764197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 566541.93000000 USD 877500.00000000 AUD 2020-06-17 -26681.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -19996.88000000 -0.03354408436 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 157603.28000000 USD 718500.00000000 BRL 2020-06-17 -19996.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 3510.32000000 0.005888442107 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 22614.18000000 USD 2020-06-17 3510.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -6431.40000000 -0.01078845420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 289879.51000000 USD 1480000.00000000 BRL 2020-06-17 -6431.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 23671.49000000 0.039708117343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 664500.00000000 NZD 419936.32000000 USD 2020-06-17 23671.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -2131.30000000 -0.00357518307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35168.33000000 USD 172500.00000000 BRL 2020-06-17 -2131.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -12811.96000000 -0.02149162604 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233456.84000000 USD 72035500.00000000 HUF 2020-06-17 -12811.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -9378.40000000 -0.01573194622 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 373853.29000000 USD 329500.00000000 EUR 2020-06-17 -9378.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1390.03000000 -0.00233172792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 89051.32000000 USD 147000.00000000 NZD 2020-06-17 -1390.03000000 N N N N/A N/A N/A -1.00000000 NC USD 2156.51000000 0.003617471994 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-19 -38062.50000000 USD 2156.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -4726.53000000 -0.00792859291 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74000.00000000 GBP 87312.45000000 USD 2020-06-17 -4726.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -1758.00000000 -0.00294898505 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61699.80000000 USD 623000.00000000 NOK 2020-06-17 -1758.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 3450.39000000 0.005787911576 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 717570.00000000 MXN 33356.56000000 USD 2020-06-17 3450.39000000 N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327109 -16.00000000 NS USD -4369.92000000 -0.00733039179 Short EC CORP US N 1 N N N N/A N/A N/A -2.00000000 NC USD 36660.10000000 0.061496067742 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-02 -247434.00000000 USD 36660.10000000 N N N Clovis Oncology, Inc. 529900WCUY9ZAHMRV489 189464100 -4996.00000000 NS USD -31774.56000000 -0.05330074097 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14.58000000 0.000024457452 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1830000.00000000 KRW 1519.95000000 USD 2020-06-17 14.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 23635.14000000 0.039647141457 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 643000.00000000 GBP 823379.25000000 USD 2020-06-17 23635.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -4092.15000000 -0.00686444209 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 361925.32000000 USD 435000000.00000000 KRW 2020-06-17 -4092.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -1390.14000000 -0.00233191245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 89051.43000000 USD 147000.00000000 NZD 2020-06-17 -1390.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 15272.10000000 0.025618427013 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5847249.00000000 CNY 838936.62000000 USD 2020-06-17 15272.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1101.28000000 -0.00184735964 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82918.39000000 USD 4225500.00000000 PHP 2020-06-17 -1101.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -15314.26000000 -0.02568914897 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1318000.00000000 EUR 1442585.30000000 USD 2020-06-17 -15314.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 16841.88000000 0.028251679438 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 711500.00000000 CAD 522790.01000000 USD 2020-06-17 16841.88000000 N N N N/A N/A N/A -6.00000000 NC USD 30479.61000000 0.051128506505 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-05-05 -226486.50000000 USD 30479.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 101.74000000 0.000170665380 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13500.00000000 CAD 9701.60000000 USD 2020-06-17 101.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 55.82000000 0.000093636146 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 623500.00000000 TWD 20909.41000000 USD 2020-06-17 55.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 8948.29000000 0.015010451363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 598325.50000000 USD 549000.00000000 EUR 2020-06-17 8948.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 60.65000000 0.000101738307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2622.86000000 USD 4500.00000000 NZD 2020-06-17 60.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -10137.50000000 -0.01700531058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93448.26000000 USD 435000.00000000 BRL 2020-06-17 -10137.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 16841.22000000 0.028250572311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 711500.00000000 CAD 522789.35000000 USD 2020-06-17 16841.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 6842.36000000 0.011477825594 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 220465.00000000 CHF 236737.76000000 USD 2020-06-17 6842.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 20746.32000000 0.034801244408 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2965315.00000000 ILS 861209.11000000 USD 2020-06-17 20746.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -91.95000000 -0.00015424298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 842.14000000 USD 18000.00000000 MXN 2020-06-17 -91.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -13308.31000000 -0.02232423624 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 466798.23000000 USD 1600000.00000000 ILS 2020-06-17 -13308.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -28003.98000000 -0.04697572159 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1571000.00000000 CHF 1610195.58000000 USD 2020-06-17 -28003.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -3221.99000000 -0.00540477836 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35238.87000000 USD 528820000.00000000 IDR 2020-06-17 -3221.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -1906.12000000 -0.00319745130 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20173.86000000 USD 5964000.00000000 HUF 2020-06-17 -1906.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 1879.87000000 0.003153417826 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149500.00000000 CHF 157774.74000000 USD 2020-06-17 1879.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.21000000 -0.00002551425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 823.99000000 USD 13358500.00000000 IDR 2020-06-17 -15.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 5235.43000000 0.008782255311 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7044000.00000000 INR 96813.73000000 USD 2020-06-17 5235.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 602.07000000 0.001009951896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14902.65000000 USD 26000.00000000 NZD 2020-06-17 602.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -311.84000000 -0.00052310096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164000.00000000 NOK 15467.38000000 USD 2020-06-17 -311.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 27478.46000000 0.046094179711 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3100000.00000000 ZAR 199052.10000000 USD 2020-06-17 27478.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -4742.46000000 -0.00795531494 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29648.31000000 USD 450000.00000000 ZAR 2020-06-17 -4742.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -12795.65000000 -0.02146426657 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 244415.27000000 USD 75618500.00000000 HUF 2020-06-17 -12795.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1943.40000000 -0.00325998723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190217.94000000 USD 228876000.00000000 KRW 2020-06-17 -1943.40000000 N N N N/A N/A N/A -2.00000000 NC USD 7647.10000000 0.012827749505 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-26 -95134.50000000 USD 7647.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 36215.92000000 0.060750970938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 254476062.00000000 HUF 815676.61000000 USD 2020-06-17 36215.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 16336.47000000 0.027403871396 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1638050000.00000000 IDR 115510.57000000 USD 2020-06-17 16336.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -20114.80000000 -0.03374189114 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 217739.94000000 USD 2054000.00000000 NOK 2020-06-17 -20114.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -1101.18000000 -0.00184719190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82918.29000000 USD 4225500.00000000 PHP 2020-06-17 -1101.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.77000000 0.000090197341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1246.55000000 USD 2020-06-17 53.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -25621.50000000 -0.04297919262 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 247059.79000000 USD 2301500.00000000 NOK 2020-06-17 -25621.50000000 N N N N/A N/A N/A 189000.00000000 PA -1136.12000000 -0.00190580256 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 iTraxx Europe Crossover Index Series 33.V1 iTraxx Europe Crossover Index Series 33.V1 Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 7040.13000000 USD 0.00000000 USD 189000.00000000 EUR -1136.12000000 N N N N/A N/A N/A 1.00000000 NC USD -7516.70000000 -0.01260900795 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-05 47517.50000000 USD -7516.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 5291.77000000 0.008876763740 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445208.00000000 EUR 497756.53000000 USD 2020-06-17 5291.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 337.58000000 0.000566278939 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19000.00000000 EUR 21354.34000000 USD 2020-06-17 337.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -305293.50000000 -0.51211943659 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1618409.17000000 USD 31506957.00000000 MXN 2020-06-17 -305293.50000000 N N N N/A N/A N/A 2.00000000 NC USD 2972.47000000 0.004986217072 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2020-06-15 497375.00000000 USD 2972.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 1273.65000000 0.002136504447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33551.91000000 USD 28000.00000000 GBP 2020-06-17 1273.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -8228.81000000 -0.01380354819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 75915.90000000 USD 703500.00000000 NOK 2020-06-17 -8228.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -55231.97000000 -0.09264974641 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1014151.23000000 USD 1348500.00000000 CAD 2020-06-17 -55231.97000000 N N N N/A N/A N/A -12.00000000 NC 1882.99000000 0.003158651520 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short Canada Canada 10 Year Bond 2020-06-19 -1765680.00000000 CAD 1882.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.24000000 -0.00003395190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2485.60000000 USD 3500.00000000 SGD 2020-06-17 -20.24000000 N N N N/A N/A N/A -1.00000000 NC USD 3454.05000000 0.005794051101 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-27 -47568.00000000 USD 3454.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 1414.83000000 0.002373329083 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 107321.74000000 USD 35500000.00000000 HUF 2020-06-17 1414.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -22606.84000000 -0.03792220326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 175714.52000000 USD 2528866215.00000000 IDR 2020-06-17 -22606.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 2922.14000000 0.004901790213 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 353796.31000000 USD 10665501.00000000 TWD 2020-06-17 2922.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 102.22000000 0.000171470564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 175000.00000000 MXN 7395.70000000 USD 2020-06-17 102.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -1642.62000000 -0.00275543904 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66032.06000000 USD 55000000.00000000 CLP 2020-06-17 -1642.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -1943.16000000 -0.00325958464 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 190217.70000000 USD 228876000.00000000 KRW 2020-06-17 -1943.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 21725.57000000 0.036443902893 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2246499.00000000 ZAR 146061.05000000 USD 2020-06-17 21725.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2264.11000000 -0.00379796732 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 205456.59000000 USD 247011000.00000000 KRW 2020-06-17 -2264.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 3612.55000000 0.006059929447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66038.57000000 USD 56000.00000000 GBP 2020-06-17 3612.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -7460.34000000 -0.01251446597 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 559035.05000000 USD 2880000.00000000 BRL 2020-06-17 -7460.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -31956.90000000 -0.05360661010 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 635603.62000000 USD 5961500.00000000 SEK 2020-06-17 -31956.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -728.97000000 -0.00122282231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12599.46000000 USD 10139500.00000000 CLP 2020-06-17 -728.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 12461.52000000 0.020903774896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 776071.40000000 USD 756187.00000000 CHF 2020-06-17 12461.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 7258.08000000 0.012175181719 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 894000.00000000 ILS 260645.57000000 USD 2020-06-17 7258.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.61000000 -0.00023922341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2823.05000000 USD 2289572.00000000 CLP 2020-06-17 -142.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -12812.25000000 -0.02149211251 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233457.13000000 USD 72035500.00000000 HUF 2020-06-17 -12812.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -85.19000000 -0.00014290332 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32989.39000000 USD 40000000.00000000 KRW 2020-06-17 -85.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -23365.52000000 -0.03919486310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 176473.20000000 USD 2528866215.00000000 IDR 2020-06-17 -23365.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 3336.71000000 0.005597217252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1212000.00000000 SEK 126060.83000000 USD 2020-06-17 3336.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -34930.25000000 -0.05859430335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 350936.59000000 USD 1650000.00000000 BRL 2020-06-17 -34930.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.49000000 -0.00022224745 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44587000.00000000 COP 10782.85000000 USD 2020-06-17 -132.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 3840.16000000 0.006441737461 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 345890500.00000000 IDR 24781.75000000 USD 2020-06-17 3840.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 632.17000000 0.001060443619 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4972000.00000000 PHP 96903.54000000 USD 2020-06-17 632.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 6449.20000000 0.010818313100 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2268000.00000000 SEK 236101.26000000 USD 2020-06-17 6449.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -52159.43000000 -0.08749566533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 562557.55000000 USD 2665000.00000000 BRL 2020-06-17 -52159.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -1095.64000000 -0.00183789874 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 645409.43000000 USD 69053000.00000000 JPY 2020-06-17 -1095.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 1944.35000000 0.003261580828 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165000.00000000 PLN 41817.57000000 USD 2020-06-17 1944.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -25019.58000000 -0.04196949235 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 180100.01000000 USD 2802000.00000000 ZAR 2020-06-17 -25019.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 5812.43000000 0.009750153137 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408175.00000000 EUR 457313.31000000 USD 2020-06-17 5812.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -44264.43000000 -0.07425207203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 706246.89000000 USD 1076000.00000000 AUD 2020-06-17 -44264.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 14918.95000000 0.025026029930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 285500.00000000 GBP 370015.29000000 USD 2020-06-17 14918.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.54000000 0.000081424194 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1241.32000000 USD 2020-06-17 48.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.96000000 -0.00000999769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140000.00000000 INR 1814.17000000 USD 2020-06-17 -5.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -9887.71000000 -0.01658629638 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 319013.06000000 USD 248539.00000000 GBP 2020-06-17 -9887.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 398186.69000000 0.667944595418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8601750.00000000 AUD 5690201.21000000 USD 2020-06-17 398186.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 502.96000000 0.000843698250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3283000.00000000 PHP 64070.72000000 USD 2020-06-17 502.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -3132.33000000 -0.00525437677 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 511500.00000000 CHF 530247.09000000 USD 2020-06-17 -3132.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.23000000 0.000032257669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 326000.00000000 CLP 400.88000000 USD 2020-06-17 19.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -1192.16000000 -0.00199980775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 118263.86000000 USD 100000000.00000000 CLP 2020-06-17 -1192.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -726.15000000 -0.00121809186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43500.00000000 CHF 44634.56000000 USD 2020-06-17 -726.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -329.15000000 -0.00055213790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17000.00000000 EUR 18475.32000000 USD 2020-06-17 -329.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 6981.74000000 0.011711630792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35032476.00000000 HUF 114286.28000000 USD 2020-06-17 6981.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 39244.91000000 0.065831998382 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1330502.00000000 NZD 832670.27000000 USD 2020-06-17 39244.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -5204.53000000 -0.00873042161 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181977.17000000 USD 623688.00000000 ILS 2020-06-17 -5204.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -7764.14000000 -0.01302408011 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115597.53000000 USD 446227.00000000 PLN 2020-06-17 -7764.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -459.92000000 -0.00077150011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76556.53000000 USD 65000000.00000000 CLP 2020-06-17 -459.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 32311.99000000 0.054202261476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6938942.00000000 SEK 734932.06000000 USD 2020-06-17 32311.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -2220.14000000 -0.00372420914 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6370500.00000000 JPY 57221.17000000 USD 2020-06-17 -2220.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 39243.75000000 0.065830052522 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1330498.00000000 NZD 832666.72000000 USD 2020-06-17 39243.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 3702.51000000 0.006210834279 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7958000.00000000 INR 107163.62000000 USD 2020-06-17 3702.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.11000000 -0.00012431699 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13889.78000000 USD 4510500.00000000 HUF 2020-06-17 -74.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -16290.35000000 -0.02732650666 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 325418.19000000 USD 248541.00000000 GBP 2020-06-17 -16290.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -17425.38000000 -0.02923048079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 540500.00000000 EUR 580446.18000000 USD 2020-06-17 -17425.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -47610.06000000 -0.07986425227 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1425932.24000000 USD 1938294.00000000 CAD 2020-06-17 -47610.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 1044.04000000 0.001751341501 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41622.00000000 USD 60000.00000000 CAD 2020-06-17 1044.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -87335.56000000 -0.14650242400 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1465654.89000000 USD 1938290.00000000 CAD 2020-06-17 -87335.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -1269.92000000 -0.00213024749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21616.40000000 USD 17379500.00000000 CLP 2020-06-17 -1269.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 20745.09000000 0.034799181125 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2623500.00000000 ZAR 165946.20000000 USD 2020-06-17 20745.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 19537.10000000 0.032772819089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1771499.00000000 PLN 447630.29000000 USD 2020-06-17 19537.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.65000000 0.000009477682 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 868000.00000000 TWD 29036.79000000 USD 2020-06-17 5.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -5328.21000000 -0.00893789059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1780831.00000000 EUR 1964529.71000000 USD 2020-06-17 -5328.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -1835.18000000 -0.00307845187 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 114184.98000000 USD 159500.00000000 SGD 2020-06-17 -1835.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 12253.65000000 0.020555080059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408176.00000000 EUR 463755.63000000 USD 2020-06-17 12253.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1281.53000000 -0.00214972287 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233433.00000000 CHF 242136.57000000 USD 2020-06-17 -1281.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -981.45000000 -0.00164634891 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 155786.28000000 USD 7995000.00000000 PHP 2020-06-17 -981.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -24223.67000000 -0.04063438046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 439828.21000000 USD 355000000.00000000 CLP 2020-06-17 -24223.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2418.04000000 0.004056179651 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 207000.00000000 PLN 52440.81000000 USD 2020-06-17 2418.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.83000000 -0.00015907409 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4905.16000000 USD 370000.00000000 INR 2020-06-17 -94.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -815.17000000 -0.00136741987 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208063.00000000 TWD 139927.75000000 USD 2020-06-17 -815.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -9377.94000000 -0.01573117458 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 373852.83000000 USD 329500.00000000 EUR 2020-06-17 -9377.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 95136.63000000 0.159588452930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2454000.00000000 GBP 3147348.23000000 USD 2020-06-17 95136.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -104.25000000 -0.00017487582 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16950.76000000 USD 5500000.00000000 HUF 2020-06-17 -104.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 335.93000000 0.000563511120 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 280000.00000000 PLN 67999.58000000 USD 2020-06-17 335.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.38000000 -0.00000566983 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 169.42000000 USD 3000.00000000 ZAR 2020-06-17 -3.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 4279.11000000 0.007178061119 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1658859.76000000 USD 2020-06-17 4279.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -307.28000000 -0.00051545172 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 418000.00000000 MXN 17113.71000000 USD 2020-06-17 -307.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1783.47000000 -0.00299171011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1250000.00000000 CZK 48563.25000000 USD 2020-06-17 -1783.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -35094.37000000 -0.05886960905 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3479072.37000000 USD 3113495.00000000 EUR 2020-06-17 -35094.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 196.34000000 0.000329353655 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16255.76000000 USD 20000000.00000000 KRW 2020-06-17 196.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -178.63000000 -0.00029964573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18500.00000000 CAD 12976.73000000 USD 2020-06-17 -178.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -38478.41000000 -0.06454622076 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 366474.56000000 USD 3409000.00000000 NOK 2020-06-17 -38478.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 105.06000000 0.000176234567 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29645.17000000 USD 889500.00000000 TWD 2020-06-17 105.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.35000000 0.000020716703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23500.00000000 MXN 991.76000000 USD 2020-06-17 12.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 611.40000000 0.001025602652 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 450000.00000000 MXN 19366.05000000 USD 2020-06-17 611.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.49000000 0.000000821958 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7500.00000000 CLP 9.27000000 USD 2020-06-17 0.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 688.74000000 0.001155337865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 137530000.00000000 IDR 9015.36000000 USD 2020-06-17 688.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -15312.45000000 -0.02568611276 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1318000.00000000 EUR 1442587.11000000 USD 2020-06-17 -15312.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -7141.40000000 -0.01197945499 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 365884.04000000 USD 3542874.00000000 SEK 2020-06-17 -7141.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.24000000 -0.00024028021 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2823.68000000 USD 2289570.00000000 CLP 2020-06-17 -143.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -73.94000000 -0.00012403182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2754.38000000 USD 2289572.00000000 CLP 2020-06-17 -73.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -9187.65000000 -0.01541196960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 412622.20000000 USD 31031293.00000000 INR 2020-06-17 -9187.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1330.01000000 -0.00223104642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26188.43000000 USD 21233500.00000000 CLP 2020-06-17 -1330.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -14650.92000000 -0.02457641874 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 849936.00000000 CHF 871641.11000000 USD 2020-06-17 -14650.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -7366.75000000 -0.01235747193 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164081.77000000 USD 126000.00000000 GBP 2020-06-17 -7366.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -19994.17000000 -0.03353953842 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 200806.33000000 USD 3266922.00000000 ZAR 2020-06-17 -19994.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -47611.85000000 -0.07986725494 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1425934.03000000 USD 1938294.00000000 CAD 2020-06-17 -47611.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 1661.81000000 0.002787629611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 793000.00000000 CNY 113366.64000000 USD 2020-06-17 1661.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 18030.13000000 0.030244928297 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1850000.00000000 MXN 95132.59000000 USD 2020-06-17 18030.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -59288.98000000 -0.09945524236 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4645824.41000000 USD 4146413.00000000 EUR 2020-06-17 -59288.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 4889.65000000 0.008202221151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 419300.00000000 EUR 468696.39000000 USD 2020-06-17 4889.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -5342.65000000 -0.00896211320 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 171500.00000000 AUD 100168.49000000 USD 2020-06-17 -5342.65000000 N N N N/A N/A N/A -1.00000000 NC USD 2090.80000000 0.003507245709 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-28 -47568.75000000 USD 2090.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -97233.35000000 -0.16310562923 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 633486.54000000 USD 2800000.00000000 BRL 2020-06-17 -97233.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -4871.78000000 -0.00817224483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 229219.18000000 USD 318500.00000000 SGD 2020-06-17 -4871.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -15845.89000000 -0.02658094017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 56325000.00000000 JPY 509706.58000000 USD 2020-06-17 -15845.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -5349.45000000 -0.00897351997 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34843.38000000 USD 154000.00000000 BRL 2020-06-17 -5349.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 393.10000000 0.000659411846 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26000.00000000 SGD 18707.17000000 USD 2020-06-17 393.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 147.82000000 0.000247963009 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77999.65000000 USD 95000000.00000000 KRW 2020-06-17 147.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -4304.03000000 -0.00721986356 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50500.00000000 GBP 58506.36000000 USD 2020-06-17 -4304.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 38134.02000000 0.063968518286 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13500000.00000000 CZK 581878.57000000 USD 2020-06-17 38134.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 33846.16000000 0.056775779340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2230500.00000000 EUR 2501103.35000000 USD 2020-06-17 33846.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 1266.39000000 0.002124326044 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39582.58000000 USD 68500.00000000 NZD 2020-06-17 1266.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.64000000 -0.00010004406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3575.87000000 USD 4274500.00000000 KRW 2020-06-17 -59.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 13.67000000 0.000022930958 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000.00000000 BRL 779.75000000 USD 2020-06-17 13.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -25524.10000000 -0.04281580744 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 178631.78000000 USD 2528866214.00000000 IDR 2020-06-17 -25524.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 15042.97000000 0.025234069251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1441999.00000000 PLN 363510.54000000 USD 2020-06-17 15042.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -29761.07000000 -0.04992318015 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 585851.65000000 USD 475000000.00000000 CLP 2020-06-17 -29761.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -91.95000000 -0.00015424298 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 842.14000000 USD 18000.00000000 MXN 2020-06-17 -91.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.31000000 -0.00021355818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2807.75000000 USD 2289572.00000000 CLP 2020-06-17 -127.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -140.39000000 -0.00023549943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 422283.59000000 USD 513178500.00000000 KRW 2020-06-17 -140.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -14330.62000000 -0.02403912641 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77733000.00000000 JPY 710973.77000000 USD 2020-06-17 -14330.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -37330.03000000 -0.06261985247 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3074687.89000000 USD 2745894.00000000 EUR 2020-06-17 -37330.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -1235.33000000 -0.00207222395 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3600000.00000000 MXN 148801.90000000 USD 2020-06-17 -1235.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -347.63000000 -0.00058313747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119729.45000000 USD 12794500.00000000 JPY 2020-06-17 -347.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.37000000 -0.00000565306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 278500.00000000 CLP 322.67000000 USD 2020-06-17 -3.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 2823.54000000 0.004736392075 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 21927.40000000 USD 2020-06-17 2823.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -3093.03000000 -0.00518845236 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208421.97000000 USD 291500.00000000 SGD 2020-06-17 -3093.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 881.04000000 0.001477914558 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1104001.46000000 USD 118413500.00000000 JPY 2020-06-17 881.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 22452.02000000 0.037662497998 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 672000.00000000 CAD 500311.68000000 USD 2020-06-17 22452.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 1270.64000000 0.002131455274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 286654.82000000 USD 468000.00000000 AUD 2020-06-17 1270.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -15266.06000000 -0.02560829511 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105617.84000000 USD 1632480.00000000 ZAR 2020-06-17 -15266.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 13817.51000000 0.023178401886 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1595347500.00000000 IDR 110406.23000000 USD 2020-06-17 13817.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 13.84000000 0.000023216128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1840.79000000 USD 44500.00000000 MXN 2020-06-17 13.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 188394.24000000 0.316024913881 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329248.00000000 BRL 1400565.46000000 USD 2020-06-17 188394.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 2593.47000000 0.004350457494 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6378500.00000000 INR 85519.67000000 USD 2020-06-17 2593.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -626.34000000 -0.00105066399 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10937.30000000 USD 14500.00000000 CAD 2020-06-17 -626.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -2091.58000000 -0.00350855413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39719.01000000 USD 32140500.00000000 CLP 2020-06-17 -2091.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 761.78000000 0.001277859975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34732.26000000 USD 3804000.00000000 JPY 2020-06-17 761.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -72332.09000000 -0.12133461465 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 910063.14000000 USD 273500000.00000000 HUF 2020-06-17 -72332.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -4475.59000000 -0.00750764961 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28004.77000000 USD 96112000.00000000 COP 2020-06-17 -4475.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.57000000 0.000014375882 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11911.10000000 USD 3891500.00000000 HUF 2020-06-17 8.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.58000000 0.000024457452 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1830000.00000000 KRW 1519.95000000 USD 2020-06-17 14.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -85489.03000000 -0.14340493288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1463808.36000000 USD 1938290.00000000 CAD 2020-06-17 -85489.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -983.64000000 -0.00165002256 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8395000.00000000 JPY 77347.70000000 USD 2020-06-17 -983.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 372820.22000000 0.625393206919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8601749.00000000 AUD 5664834.12000000 USD 2020-06-17 372820.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -492.87000000 -0.00082677261 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16223.30000000 USD 55500.00000000 ILS 2020-06-17 -492.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -112901.06000000 -0.18938767853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2978134.53000000 USD 28296500.00000000 SEK 2020-06-17 -112901.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -31856.03000000 -0.05343740412 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1066379.91000000 USD 3650000.00000000 ILS 2020-06-17 -31856.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -3256.03000000 -0.00546187930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 136000.00000000 EUR 147179.74000000 USD 2020-06-17 -3256.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -2714.06000000 -0.00455274310 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 225052.68000000 USD 270286000.00000000 KRW 2020-06-17 -2714.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 412304.89000000 0.691627394526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10687101.93000000 USD 1189556000.00000000 JPY 2020-06-17 412304.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.04000000 -0.00023826725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6500.00000000 CAD 4480.11000000 USD 2020-06-17 -142.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 35247.38000000 0.059126278112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1039500.00000000 NZD 655137.96000000 USD 2020-06-17 35247.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 9139.75000000 0.015331618984 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 771930.00000000 NOK 83410.82000000 USD 2020-06-17 9139.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -372.92000000 -0.00062556058 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3209.04000000 USD 11585000.00000000 COP 2020-06-17 -372.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 629.77000000 0.001056417701 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32217.64000000 USD 31500.00000000 CHF 2020-06-17 629.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 1043.99000000 0.001751257627 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41622.05000000 USD 60000.00000000 CAD 2020-06-17 1043.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 2921.71000000 0.004901068902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 353796.68000000 USD 10665499.00000000 TWD 2020-06-17 2921.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 51764.31000000 0.086832865006 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6399000.00000000 MXN 318455.48000000 USD 2020-06-17 51764.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2178.00000000 0.003653520736 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13550000.00000000 TWD 455371.44000000 USD 2020-06-17 2178.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 23375.25000000 0.039211184844 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 489000.00000000 GBP 631578.78000000 USD 2020-06-17 23375.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 12462.49000000 0.020905402038 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 776070.43000000 USD 756187.00000000 CHF 2020-06-17 12462.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 19807.73000000 0.033226791686 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 387016.07000000 USD 2020-06-17 19807.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 560.70000000 0.000940555131 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5426000.00000000 TWD 182038.75000000 USD 2020-06-17 560.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -85626.09000000 -0.14363484636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 580511.18000000 USD 2584000.00000000 BRL 2020-06-17 -85626.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 212276.78000000 0.356087060403 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 606146500.00000000 JPY 5868056.41000000 USD 2020-06-17 212276.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 5965.32000000 0.010006620899 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 660500.00000000 ILS 193171.63000000 USD 2020-06-17 5965.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 3966.68000000 0.006653970447 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103959.00000000 CAD 77892.00000000 USD 2020-06-17 3966.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 8823.69000000 0.014801439111 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 418500.00000000 PLN 109956.69000000 USD 2020-06-17 8823.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 342.18000000 0.000573995282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19195500.00000000 KRW 16132.49000000 USD 2020-06-17 342.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -13238.41000000 -0.02220698138 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 794713.16000000 USD 950000000.00000000 KRW 2020-06-17 -13238.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -7022.97000000 -0.01178079271 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49827.47000000 USD 223500.00000000 BRL 2020-06-17 -7022.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -38276.85000000 -0.06420811074 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2028544.07000000 USD 19655500.00000000 SEK 2020-06-17 -38276.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 541.42000000 0.000908213589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12267.66000000 USD 126500.00000000 SEK 2020-06-17 541.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 15078.80000000 0.025294172854 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71000000.00000000 INR 938142.27000000 USD 2020-06-17 15078.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 1274.10000000 0.002137259306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29000.00000000 NZD 18567.82000000 USD 2020-06-17 1274.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -101861.26000000 -0.17086879046 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1001499.38000000 USD 9350312.00000000 NOK 2020-06-17 -101861.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 237.95000000 0.000399153011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160000.00000000 PLN 38902.89000000 USD 2020-06-17 237.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -2220.21000000 -0.00372432657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6370500.00000000 JPY 57221.10000000 USD 2020-06-17 -2220.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -20515.85000000 -0.03441463884 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 224248.37000000 USD 66514000.00000000 HUF 2020-06-17 -20515.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 7709.87000000 0.012933044039 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36013500.00000000 JPY 343741.54000000 USD 2020-06-17 7709.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -93.94000000 -0.00015758114 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5552.23000000 USD 28500.00000000 BRL 2020-06-17 -93.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 1515.55000000 0.002542283448 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 619000.00000000 CNY 88710.12000000 USD 2020-06-17 1515.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 13.67000000 0.000022930958 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000.00000000 BRL 779.75000000 USD 2020-06-17 13.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -149775.04000000 -0.25124252268 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3180067.42000000 USD 4925500.00000000 AUD 2020-06-17 -149775.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -55230.70000000 -0.09264761603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1014149.96000000 USD 1348500.00000000 CAD 2020-06-17 -55230.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -349.66000000 -0.00058654272 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 111122.85000000 USD 3312000.00000000 TWD 2020-06-17 -349.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 4542.72000000 0.007620257905 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 495500.00000000 ILS 144982.88000000 USD 2020-06-17 4542.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 572.88000000 0.000960986666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 413500.00000000 ZAR 23458.59000000 USD 2020-06-17 572.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -2348.32000000 -0.00393922672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 184291.37000000 USD 950000.00000000 BRL 2020-06-17 -2348.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 510.75000000 0.000856765709 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 824000.00000000 ZAR 46116.13000000 USD 2020-06-17 510.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -179000.78000000 -0.30026770502 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2762947.18000000 USD 4200000.00000000 AUD 2020-06-17 -179000.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 5099.01000000 0.008553415412 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191164.78000000 USD 276000.00000000 CAD 2020-06-17 5099.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -161463.70000000 -0.27084985128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3797925.19000000 USD 35913001.00000000 SEK 2020-06-17 -161463.70000000 N N N N/A N/A N/A -62.00000000 NC USD -46794.52000000 -0.07849621173 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2020-06-30 -7772281.25000000 USD -46794.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -1874.43000000 -0.00314429241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51686.13000000 USD 900000.00000000 ZAR 2020-06-17 -1874.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -24411.35000000 -0.04094920726 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 427845.87000000 USD 31031291.00000000 INR 2020-06-17 -24411.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 36.70000000 0.000061562998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1228.23000000 USD 2020-06-17 36.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 1732.46000000 0.002906142577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91924.90000000 USD 80000000.00000000 CLP 2020-06-17 1732.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -1941.22000000 -0.00325633035 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38444.56000000 USD 360500.00000000 SEK 2020-06-17 -1941.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -810.23000000 -0.00135913319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11740.55000000 USD 3568500.00000000 HUF 2020-06-17 -810.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 3549.46000000 0.005954098123 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 439500.00000000 CHF 461849.08000000 USD 2020-06-17 3549.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 4651.05000000 0.007801977787 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103957.00000000 CAD 78574.94000000 USD 2020-06-17 4651.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -11253.45000000 -0.01887727866 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 159830.37000000 USD 241500.00000000 AUD 2020-06-17 -11253.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -10753.54000000 -0.01803869668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 744682.08000000 USD 663501.00000000 EUR 2020-06-17 -10753.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 14186.74000000 0.023797772621 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40914000.00000000 JPY 395943.57000000 USD 2020-06-17 14186.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 610.89000000 0.001024747145 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2370000.00000000 PHP 46500.50000000 USD 2020-06-17 610.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -1532.74000000 -0.00257111908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 292882.61000000 USD 2068312.00000000 CNY 2020-06-17 -1532.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -139.91000000 -0.00023469425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22537.22000000 USD 159000.00000000 CNY 2020-06-17 -139.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 17283.59000000 0.028992632902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1976876.00000000 ILS 577591.92000000 USD 2020-06-17 17283.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 5235.31000000 0.008782054015 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7044000.00000000 INR 96813.61000000 USD 2020-06-17 5235.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -3320.43000000 -0.00556990810 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 129500.00000000 EUR 139925.39000000 USD 2020-06-17 -3320.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 293.57000000 0.000492453665 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 841000.00000000 TWD 28421.66000000 USD 2020-06-17 293.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 4315.84000000 0.007239674441 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103959.00000000 CAD 78241.16000000 USD 2020-06-17 4315.84000000 N N N N/A N/A N/A -3.00000000 NC 1192.87000000 0.002000998751 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2020-06-15 -752775.00000000 EUR 1192.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -3132.99000000 -0.00525548389 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 511500.00000000 CHF 530246.43000000 USD 2020-06-17 -3132.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.88000000 -0.00020780447 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2804.32000000 USD 2289572.00000000 CLP 2020-06-17 -123.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 5328.14000000 0.008937773175 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 599500.00000000 MXN 30313.51000000 USD 2020-06-17 5328.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 4889.07000000 0.008201248221 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 419300.00000000 EUR 468695.81000000 USD 2020-06-17 4889.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -1678.06000000 -0.00281488843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13435.70000000 USD 194200000.00000000 IDR 2020-06-17 -1678.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.77000000 -0.00000129164 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 451.15000000 USD 547500.00000000 KRW 2020-06-17 -0.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 4244.16000000 0.007119433685 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 436500.00000000 ILS 127961.88000000 USD 2020-06-17 4244.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 93210.86000000 0.156358039419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2561780.00000000 GBP 3279475.99000000 USD 2020-06-17 93210.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -104.27000000 -0.00017490936 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16950.78000000 USD 5500000.00000000 HUF 2020-06-17 -104.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 466.79000000 0.000783024308 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 352500.00000000 CNY 50121.21000000 USD 2020-06-17 466.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -40987.36000000 -0.06875489884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 692203.38000000 USD 1058500.00000000 AUD 2020-06-17 -40987.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -399.69000000 -0.00067046634 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11780.82000000 USD 9721500.00000000 CLP 2020-06-17 -399.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -34789.46000000 -0.05835813292 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1050973.72000000 USD 974500.00000000 CHF 2020-06-17 -34789.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 1394.57000000 0.002339343624 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1844000.00000000 INR 25368.22000000 USD 2020-06-17 1394.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.10000000 -0.00000016774 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 104.29000000 USD 89000.00000000 CLP 2020-06-17 -0.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.28000000 0.000079310587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1240.06000000 USD 2020-06-17 47.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -27977.37000000 -0.04693108422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3597732.94000000 USD 3227203.00000000 EUR 2020-06-17 -27977.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -11786.40000000 -0.01977128411 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85286.33000000 USD 1328000.00000000 ZAR 2020-06-17 -11786.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -4092.60000000 -0.00686519695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 361925.77000000 USD 435000000.00000000 KRW 2020-06-17 -4092.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -42409.98000000 -0.07114129538 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 984641.57000000 USD 3899063.00000000 PLN 2020-06-17 -42409.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -309.63000000 -0.00051939376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63577500.00000000 COP 15254.78000000 USD 2020-06-17 -309.63000000 N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 289.00000000 NS USD 1427.66000000 0.002394850970 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -125778.44000000 -0.21098904440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 360971831.00000000 JPY 3242346.48000000 USD 2020-06-17 -125778.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 164576.32000000 0.276071165205 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66500000.00000000 MXN 2936097.29000000 USD 2020-06-17 164576.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -111.73000000 -0.00018742326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2792.17000000 USD 2289570.00000000 CLP 2020-06-17 -111.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 311.83000000 0.000523084192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1134000.00000000 TWD 38239.61000000 USD 2020-06-17 311.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -15221.73000000 -0.02553393305 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 148094.33000000 USD 1381000.00000000 NOK 2020-06-17 -15221.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -5225.49000000 -0.00876558130 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 422815.00000000 EUR 462469.35000000 USD 2020-06-17 -5225.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -22856.66000000 -0.03834126780 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 270500.00000000 GBP 313583.13000000 USD 2020-06-17 -22856.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 228820.60000000 0.383838754355 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329251.00000000 BRL 1440992.40000000 USD 2020-06-17 228820.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 218.65000000 0.000366777919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8586.19000000 USD 12500.00000000 SGD 2020-06-17 218.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 400.74000000 0.000672227685 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85000.00000000 GBP 106121.19000000 USD 2020-06-17 400.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -7455.73000000 -0.01250673285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110975.80000000 USD 428378.00000000 PLN 2020-06-17 -7455.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -406.31000000 -0.00068157117 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7936.36000000 USD 6432000.00000000 CLP 2020-06-17 -406.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.13000000 -0.00002873499 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58000.00000000 PHP 1105.91000000 USD 2020-06-17 -17.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 1880.07000000 0.003153753319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149500.00000000 CHF 157774.94000000 USD 2020-06-17 1880.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -23145.16000000 -0.03882521671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1503428.87000000 USD 14619000.00000000 SEK 2020-06-17 -23145.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 423.48000000 0.000710373260 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61500.00000000 CAD 44156.17000000 USD 2020-06-17 423.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -201430.94000000 -0.33789353361 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1905950.00000000 USD 8900000.00000000 BRL 2020-06-17 -201430.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -334.84000000 -0.00056168268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 584499.00000000 PHP 10982.64000000 USD 2020-06-17 -334.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 7190.52000000 0.012061852123 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9480500.00000000 INR 130445.50000000 USD 2020-06-17 7190.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -5828.09000000 -0.00977642225 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182600.16000000 USD 623686.00000000 ILS 2020-06-17 -5828.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -37333.91000000 -0.06262636104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3074693.98000000 USD 2745896.00000000 EUR 2020-06-17 -37333.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -5662.03000000 -0.00949786226 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43076.15000000 USD 676000.00000000 ZAR 2020-06-17 -5662.03000000 N N N N/A N/A N/A 1.00000000 NC -3205.64000000 -0.00537735179 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Cocoa 2020-05-13 17540.00000000 GBP -3205.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -619.60000000 -0.00103935787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5849.83000000 USD 94500.00000000 ZAR 2020-06-17 -619.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 42545.78000000 0.071369095257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391433.00000000 KRW 1697126.43000000 USD 2020-06-17 42545.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -15846.53000000 -0.02658201375 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56325000.00000000 JPY 509705.94000000 USD 2020-06-17 -15846.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -3711.34000000 -0.00622564630 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 196500.00000000 EUR 213646.22000000 USD 2020-06-17 -3711.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -18287.11000000 -0.03067600348 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 397173.04000000 USD 304627.00000000 GBP 2020-06-17 -18287.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.65000000 0.000007800216 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54975500.00000000 COP 13463.20000000 USD 2020-06-17 4.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -17426.11000000 -0.02923170534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 540500.00000000 EUR 580445.45000000 USD 2020-06-17 -17426.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -28.90000000 -0.00004847876 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2796.22000000 USD 50000.00000000 ZAR 2020-06-17 -28.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.23000000 0.000043999930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2672000.00000000 CLP 3154.39000000 USD 2020-06-17 26.23000000 N N N N/A N/A N/A -4.00000000 NC USD 25816.50000000 0.043306298479 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Brent Crude Oil 2020-04-30 -105400.00000000 USD 25816.50000000 N N N N/A N/A N/A -1.00000000 NC USD 8386.80000000 0.014068571033 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-04-07 -37399.00000000 USD 8386.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -7415.58000000 -0.01243938259 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71991.36000000 USD 1166758.00000000 ZAR 2020-06-17 -7415.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -978.38000000 -0.00164119908 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1653602.27000000 USD 2020-06-17 -978.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -27445.70000000 -0.04603922592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 471528.07000000 USD 624500.00000000 CAD 2020-06-17 -27445.70000000 N N N N/A N/A N/A -1.00000000 NC -3454.58000000 -0.00579494015 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short Hang Seng Index HK0000004322 2020-04-28 -1186000.00000000 HKD -3454.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -9634.67000000 -0.01616183040 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 478519.52000000 USD 570000000.00000000 KRW 2020-06-17 -9634.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -406.30000000 -0.00068155439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7936.35000000 USD 6432000.00000000 CLP 2020-06-17 -406.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 22452.65000000 0.037663554802 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 672000.00000000 CAD 500312.31000000 USD 2020-06-17 22452.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 33849.29000000 0.056781029808 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2230500.00000000 EUR 2501106.48000000 USD 2020-06-17 33849.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 8000.62000000 0.013420767251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 780532.30000000 USD 756187.00000000 CHF 2020-06-17 8000.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -196.06000000 -0.00032888396 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 200000.00000000 CZK 7859.41000000 USD 2020-06-17 -196.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 1671.98000000 0.002804689440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 109032000.00000000 COP 28364.10000000 USD 2020-06-17 1671.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 1671.94000000 0.002804622341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 109032000.00000000 COP 28364.06000000 USD 2020-06-17 1671.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -13067.37000000 -0.02192006761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 130851.55000000 USD 615000.00000000 BRL 2020-06-17 -13067.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.00000000 -0.00003690424 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 666.48000000 USD 550500.00000000 CLP 2020-06-17 -22.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 2800.01000000 0.004696921302 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 99692.05000000 USD 124594500.00000000 KRW 2020-06-17 2800.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -19248.42000000 -0.03228856823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 379189.24000000 USD 289395.00000000 GBP 2020-06-17 -19248.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.49000000 -0.00005785579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3000.00000000 ILS 815.80000000 USD 2020-06-17 -34.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -2152.88000000 -0.00361138279 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33085.56000000 USD 26422000.00000000 CLP 2020-06-17 -2152.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 1409.18000000 0.002363851400 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1069000.00000000 ZAR 60574.41000000 USD 2020-06-17 1409.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -5827.88000000 -0.00977606998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182600.52000000 USD 623688.00000000 ILS 2020-06-17 -5827.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 889.72000000 0.001492474963 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208063.00000000 TWD 141632.64000000 USD 2020-06-17 889.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 23522.92000000 0.039458896233 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2023132.00000000 NOK 218178.10000000 USD 2020-06-17 23522.92000000 N N N N/A N/A N/A 7.00000000 NC 22838.40000000 0.038310637274 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Japan Japan 10 Year Bond 2020-06-15 1067990000.00000000 JPY 22838.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -31769.82000000 -0.05329278978 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 319048.31000000 USD 1500000.00000000 BRL 2020-06-17 -31769.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -26337.56000000 -0.04418035886 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 276943.19000000 USD 81817000.00000000 HUF 2020-06-17 -26337.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -220.49000000 -0.00036986445 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33281.87000000 USD 988500.00000000 TWD 2020-06-17 -220.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 207841.68000000 0.348647331377 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329248.00000000 BRL 1420012.90000000 USD 2020-06-17 207841.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -154724.42000000 -0.25954493887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2502271.81000000 USD 3936623.00000000 NZD 2020-06-17 -154724.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -64610.46000000 -0.10838184361 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 494122.25000000 USD 7760438.00000000 ZAR 2020-06-17 -64610.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 4907.45000000 0.008232080044 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8535500.00000000 INR 115876.58000000 USD 2020-06-17 4907.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.61000000 -0.00023922341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2823.05000000 USD 2289570.00000000 CLP 2020-06-17 -142.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -5204.74000000 -0.00873077388 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181976.81000000 USD 623686.00000000 ILS 2020-06-17 -5204.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 12829.27000000 0.021520662982 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43500000.00000000 INR 578368.16000000 USD 2020-06-17 12829.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 16542.38000000 0.027749278400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 294500.00000000 GBP 382832.65000000 USD 2020-06-17 16542.38000000 N N N N/A N/A N/A 7114858.14000000 PA 51457.65000000 0.086318453312 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Mexico Net Index MSCI Mexico Net Index Y 2020-06-17 0.00000000 USD 0.00000000 USD 7114858.14000000 MXN 51457.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -61691.73000000 -0.10348577355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 992835.89000000 USD 1513501.00000000 AUD 2020-06-17 -61691.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -1775.53000000 -0.00297839103 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 185000.00000000 PLN 42930.81000000 USD 2020-06-17 -1775.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 507.96000000 0.000852085579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8735.24000000 USD 15500.00000000 NZD 2020-06-17 507.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 929.90000000 0.001559875543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4200000.00000000 CZK 170094.87000000 USD 2020-06-17 929.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -1317.94000000 -0.00221079941 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23577.37000000 USD 19013500.00000000 CLP 2020-06-17 -1317.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 136.07000000 0.000228252785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2714000.00000000 HUF 8449.06000000 USD 2020-06-17 136.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -5576.10000000 -0.00935371762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 355000.00000000 CHF 364609.03000000 USD 2020-06-17 -5576.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 3548.88000000 0.005953125193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 439500.00000000 CHF 461848.50000000 USD 2020-06-17 3548.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -5662.08000000 -0.00949794613 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43076.20000000 USD 676000.00000000 ZAR 2020-06-17 -5662.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -143215.64000000 -0.24023935284 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2490763.03000000 USD 3936623.00000000 NZD 2020-06-17 -143215.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -153.24000000 -0.00025705487 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10540.95000000 USD 799000.00000000 INR 2020-06-17 -153.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -14843.96000000 -0.02490023676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71379500.00000000 JPY 651177.74000000 USD 2020-06-17 -14843.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -148.77000000 -0.00024955660 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7071.75000000 USD 532500.00000000 INR 2020-06-17 -148.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -146.77000000 -0.00024620167 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 221000.00000000 MXN 9063.85000000 USD 2020-06-17 -146.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 661.57000000 0.001109761117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 166500.00000000 PLN 40897.28000000 USD 2020-06-17 661.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 1716.51000000 0.002879386996 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207496.00000000 CHF 218088.16000000 USD 2020-06-17 1716.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 470.98000000 0.000790052890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 367000.00000000 MXN 15766.44000000 USD 2020-06-17 470.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 6333.01000000 0.010623408337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 385000.00000000 CAD 280106.77000000 USD 2020-06-17 6333.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 168365.16000000 0.282426815117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19150000.00000000 MXN 966479.84000000 USD 2020-06-17 168365.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 279.68000000 0.000469153663 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18452.96000000 USD 185000.00000000 SEK 2020-06-17 279.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -126235.93000000 -0.21175646828 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2473786.31000000 USD 3936628.00000000 NZD 2020-06-17 -126235.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.25000000 -0.00003396868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2485.61000000 USD 3500.00000000 SGD 2020-06-17 -20.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -2588.08000000 -0.00434141595 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48533.11000000 USD 15000000.00000000 HUF 2020-06-17 -2588.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 7432.81000000 0.012468285336 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445208.00000000 EUR 499897.57000000 USD 2020-06-17 7432.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -6767.76000000 -0.01135268663 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208500.00000000 NZD 117568.16000000 USD 2020-06-17 -6767.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 105.02000000 0.000176167469 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29645.21000000 USD 889500.00000000 TWD 2020-06-17 105.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 223509.42000000 0.374929431001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329246.00000000 BRL 1435680.26000000 USD 2020-06-17 223509.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -960.56000000 -0.00161130664 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 60287.81000000 USD 50675993.00000000 CLP 2020-06-17 -960.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -1195.64000000 -0.00200564533 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 122119.69000000 USD 3615500.00000000 TWD 2020-06-17 -1195.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.69000000 0.000074965951 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 958.00000000 GBP 1236.22000000 USD 2020-06-17 44.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -85.23000000 -0.00014297041 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32989.43000000 USD 40000000.00000000 KRW 2020-06-17 -85.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -7677.52000000 -0.01287877801 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 580993.76000000 USD 518301.00000000 EUR 2020-06-17 -7677.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -149779.01000000 -0.25124918222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3180071.39000000 USD 4925500.00000000 AUD 2020-06-17 -149779.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.46000000 0.000032643486 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3348.06000000 USD 35000.00000000 NOK 2020-06-17 19.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 9866.26000000 0.016550314738 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1100000.00000000 MXN 55710.97000000 USD 2020-06-17 9866.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.12000000 -0.00021323946 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10847.63000000 USD 3500000.00000000 HUF 2020-06-17 -127.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 22489.23000000 0.037724916504 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1292164.51000000 USD 1188500.00000000 EUR 2020-06-17 22489.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -313.23000000 -0.00052543264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12992.20000000 USD 18000.00000000 SGD 2020-06-17 -313.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 1776.75000000 0.002980437542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1238500.00000000 THB 39528.99000000 USD 2020-06-17 1776.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -73136.05000000 -0.12268323013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1451457.51000000 USD 1938293.00000000 CAD 2020-06-17 -73136.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 5792.23000000 0.009716268326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 325000.00000000 CAD 236899.95000000 USD 2020-06-17 5792.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -237.53000000 -0.00039844847 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22000.00000000 ILS 5997.96000000 USD 2020-06-17 -237.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2111.90000000 0.003542640240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 737598000.00000000 IDR 46769.03000000 USD 2020-06-17 2111.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 5699.60000000 0.009560884659 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 434074.00000000 EUR 485848.53000000 USD 2020-06-17 5699.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 138025.83000000 0.231533623528 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16950000.00000000 MXN 844451.10000000 USD 2020-06-17 138025.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 164579.99000000 0.276077321505 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66500000.00000000 MXN 2936100.96000000 USD 2020-06-17 164579.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 13142.22000000 0.022045625936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 380350.56000000 USD 2020-06-17 13142.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 3000.59000000 0.005033387413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 18770.32000000 USD 2020-06-17 3000.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 9345.51000000 0.015676774369 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959436.00000000 ZAR 62446.78000000 USD 2020-06-17 9345.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 1048.31000000 0.001758504280 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315000.00000000 PLN 77169.92000000 USD 2020-06-17 1048.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 19237.16000000 0.032269679966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1265000.00000000 SGD 910287.26000000 USD 2020-06-17 19237.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 4924.96000000 0.008261452472 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 158008.91000000 USD 131000.00000000 GBP 2020-06-17 4924.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 2050.64000000 0.003439878678 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 399195500.00000000 KRW 330430.85000000 USD 2020-06-17 2050.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 62464.07000000 0.104781347574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7024553.00000000 NOK 738329.82000000 USD 2020-06-17 62464.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 1217.27000000 0.002041928919 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91500.00000000 PLN 23328.79000000 USD 2020-06-17 1217.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 20286.97000000 0.034030700445 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1976873.00000000 ILS 580594.45000000 USD 2020-06-17 20286.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -51.75000000 -0.00008680886 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34000.00000000 SEK 3391.01000000 USD 2020-06-17 -51.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -15288.78000000 -0.02564640714 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 151144.04000000 USD 1412000.00000000 NOK 2020-06-17 -15288.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 7919.34000000 0.013284422822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445206.00000000 EUR 500381.88000000 USD 2020-06-17 7919.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 4247.56000000 0.007125137070 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17000000.00000000 INR 225262.76000000 USD 2020-06-17 4247.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -75473.99000000 -0.12660504477 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1108129.71000000 USD 1678500.00000000 AUD 2020-06-17 -75473.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -1287.82000000 -0.00216027413 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14709.31000000 USD 242500.00000000 ZAR 2020-06-17 -1287.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 909.84000000 0.001526225576 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192402.33000000 USD 235000000.00000000 KRW 2020-06-17 909.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -2361.08000000 -0.00396063119 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90164.86000000 USD 75000000.00000000 CLP 2020-06-17 -2361.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -14436.15000000 -0.02421614939 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 323562.75000000 USD 248540.00000000 GBP 2020-06-17 -14436.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 2310.78000000 0.003876254658 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 221000.00000000 ILS 64949.07000000 USD 2020-06-17 2310.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.57000000 0.000009343485 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11220.11000000 USD 13646500.00000000 KRW 2020-06-17 5.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.43000000 -0.00001414103 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2447.45000000 USD 2965000.00000000 KRW 2020-06-17 -8.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -171087.02000000 -0.28699264245 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2518633.82000000 USD 3936622.00000000 NZD 2020-06-17 -171087.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -6149.28000000 -0.01031520752 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82724.33000000 USD 25000000.00000000 HUF 2020-06-17 -6149.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 9402.87000000 0.015772993813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 809252.00000000 NOK 87264.87000000 USD 2020-06-17 9402.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 220.94000000 0.000370619316 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8848.86000000 USD 32000.00000000 ILS 2020-06-17 220.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 1472.82000000 0.002470605330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2193000.00000000 CNY 310386.69000000 USD 2020-06-17 1472.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -45264.63000000 -0.07592987342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 640495.14000000 USD 967500.00000000 AUD 2020-06-17 -45264.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 308.29000000 0.000517145963 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 147248.54000000 USD 179377500.00000000 KRW 2020-06-17 308.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -79028.04000000 -0.13256684246 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1457348.79000000 USD 1938292.00000000 CAD 2020-06-17 -79028.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 3042.34000000 0.005103421614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59312.52000000 USD 220000.00000000 ILS 2020-06-17 3042.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -21780.21000000 -0.03653555963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 174887.89000000 USD 2528866214.00000000 IDR 2020-06-17 -21780.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -217219.05000000 -0.36437754981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1530334.84000000 USD 31506960.00000000 MXN 2020-06-17 -217219.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 37.94000000 0.000063643056 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6500.00000000 EUR 7227.88000000 USD 2020-06-17 37.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.70000000 0.000028013680 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79500.00000000 PHP 1556.04000000 USD 2020-06-17 16.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -1269.11000000 -0.00212888875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46590.60000000 USD 76000.00000000 NZD 2020-06-17 -1269.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 4023.77000000 0.006749736975 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 606500.00000000 ILS 175924.79000000 USD 2020-06-17 4023.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 10351.02000000 0.017363483109 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 952500.00000000 NOK 101995.59000000 USD 2020-06-17 10351.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 406.55000000 0.000681973762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90432.07000000 USD 110428000.00000000 KRW 2020-06-17 406.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 53837.68000000 0.090310872485 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 219443586.00000000 HUF 725993.82000000 USD 2020-06-17 53837.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -9092.35000000 -0.01525210710 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 185706.45000000 USD 141999.00000000 GBP 2020-06-17 -9092.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -7865.62000000 -0.01319430935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 186236.62000000 USD 1761558.00000000 SEK 2020-06-17 -7865.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.10000000 -0.00007733117 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2889.77000000 USD 2429000.00000000 CLP 2020-06-17 -46.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -5694.33000000 -0.00955204441 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182466.97000000 USD 623688.00000000 ILS 2020-06-17 -5694.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -792.67000000 -0.00132967689 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18289.47000000 USD 574000.00000000 THB 2020-06-17 -792.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -8489.19000000 -0.01424032676 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 135370.52000000 USD 662500.00000000 BRL 2020-06-17 -8489.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 1684.65000000 0.002825942933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1362000.00000000 THB 43201.45000000 USD 2020-06-17 1684.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -66289.07000000 -0.11119765465 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 492610.36000000 USD 2226000.00000000 BRL 2020-06-17 -66289.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -3258.40000000 -0.00546585489 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 811053.13000000 USD 690000000.00000000 CLP 2020-06-17 -3258.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -294891.20000000 -0.49466993303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2008986.21000000 USD 8950000.00000000 BRL 2020-06-17 -294891.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -347.48000000 -0.00058288585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119729.30000000 USD 12794500.00000000 JPY 2020-06-17 -347.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -425.31000000 -0.00071344302 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 117000.00000000 GBP 145095.78000000 USD 2020-06-17 -425.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 1955.47000000 0.003280234248 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70319.49000000 USD 255000.00000000 ILS 2020-06-17 1955.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -17405.14000000 -0.02919652888 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 212241.17000000 USD 63609500.00000000 HUF 2020-06-17 -17405.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -374.21000000 -0.00062772451 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1798000.00000000 TWD 59761.72000000 USD 2020-06-17 -374.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 177582.11000000 0.297887934469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329252.00000000 BRL 1389754.10000000 USD 2020-06-17 177582.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -90.85000000 -0.00015239777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 638.86000000 USD 2238500.00000000 COP 2020-06-17 -90.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -984.61000000 -0.00165164970 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15042.58000000 USD 254000.00000000 ZAR 2020-06-17 -984.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -5342.78000000 -0.00896233127 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 171500.00000000 AUD 100168.36000000 USD 2020-06-17 -5342.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 12865.87000000 0.021582058234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1150000.00000000 PLN 290770.16000000 USD 2020-06-17 12865.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -35.61000000 -0.00005973456 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1928.84000000 USD 2301500.00000000 KRW 2020-06-17 -35.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 17971.53000000 0.030146628795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1535000.00000000 SGD 1099206.24000000 USD 2020-06-17 17971.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -5315.91000000 -0.00891725776 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38523.71000000 USD 600000.00000000 ZAR 2020-06-17 -5315.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -80.30000000 -0.00013470051 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3370.60000000 USD 2810500.00000000 CLP 2020-06-17 -80.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 1756.05000000 0.002945713998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 453994500.00000000 IDR 29242.69000000 USD 2020-06-17 1756.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.88000000 0.000038380419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58512.97000000 USD 50000000.00000000 CLP 2020-06-17 22.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -8740.56000000 -0.01466199137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 345786.51000000 USD 409730000.00000000 KRW 2020-06-17 -8740.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 2613.99000000 0.004384879095 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 147000.00000000 PLN 38137.41000000 USD 2020-06-17 2613.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 68822.48000000 0.115447363545 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 254476061.00000000 HUF 848283.16000000 USD 2020-06-17 68822.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -686.53000000 -0.00115163066 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42074.88000000 USD 3183500.00000000 INR 2020-06-17 -686.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 342.20000000 0.000574028831 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19195500.00000000 KRW 16132.51000000 USD 2020-06-17 342.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -26680.99000000 -0.04475645097 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 566541.22000000 USD 877500.00000000 AUD 2020-06-17 -26680.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 1750.30000000 0.002936068569 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 568000.00000000 CHF 594046.51000000 USD 2020-06-17 1750.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -22996.80000000 -0.03857634787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 426431.34000000 USD 31031292.00000000 INR 2020-06-17 -22996.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 21465.63000000 0.036007862406 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 388673.97000000 USD 2020-06-17 21465.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 1334.09000000 0.002237890486 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32890.95000000 USD 338000.00000000 SEK 2020-06-17 1334.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 5812.99000000 0.009751092518 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408174.00000000 EUR 457312.76000000 USD 2020-06-17 5812.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 1409.10000000 0.002363717203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1069000.00000000 ZAR 60574.33000000 USD 2020-06-17 1409.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 2613.94000000 0.004384795221 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147000.00000000 PLN 38137.36000000 USD 2020-06-17 2613.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -20114.52000000 -0.03374142145 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 217739.66000000 USD 2054000.00000000 NOK 2020-06-17 -20114.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -12754.65000000 -0.02139549047 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165862.33000000 USD 2528866215.00000000 IDR 2020-06-17 -12754.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -738.03000000 -0.00123802016 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 220465.00000000 CHF 229157.37000000 USD 2020-06-17 -738.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 876.23000000 0.001469845947 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 51000.00000000 SGD 36799.99000000 USD 2020-06-17 876.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 86.67000000 0.000145385969 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 950000.00000000 TWD 31860.38000000 USD 2020-06-17 86.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2446.43000000 0.004103802908 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 18216.16000000 USD 2020-06-17 2446.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 2904.63000000 0.004872417785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 22008.49000000 USD 2020-06-17 2904.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 48739.68000000 0.081759151312 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4952000.00000000 MXN 255124.22000000 USD 2020-06-17 48739.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 14543.46000000 0.024396158258 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1326000.00000000 PLN 334979.19000000 USD 2020-06-17 14543.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -1958.12000000 -0.00328467953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14215.34000000 USD 64000.00000000 BRL 2020-06-17 -1958.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 218943.00000000 0.367269417153 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22500000.00000000 MXN 1156675.66000000 USD 2020-06-17 218943.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1297.04000000 -0.00217574037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9460.62000000 USD 147500.00000000 ZAR 2020-06-17 -1297.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.95000000 -0.00002004571 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1172.23000000 USD 1410500.00000000 KRW 2020-06-17 -11.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 75778.16000000 0.127115279575 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2272000.00000000 CAD 1691398.90000000 USD 2020-06-17 75778.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -104922.21000000 -0.17600342971 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1004560.33000000 USD 9350312.00000000 NOK 2020-06-17 -104922.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 44408.61000000 0.074493929065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1419000.00000000 NZD 890608.45000000 USD 2020-06-17 44408.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -9.28000000 -0.00001556688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233.47000000 USD 191500.00000000 CLP 2020-06-17 -9.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 4907.31000000 0.008231845199 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8535500.00000000 INR 115876.44000000 USD 2020-06-17 4907.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -5856.77000000 -0.00982453197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57517.37000000 USD 933406.00000000 ZAR 2020-06-17 -5856.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -57657.75000000 -0.09671890965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 672498.28000000 USD 2544281.00000000 PLN 2020-06-17 -57657.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -5856.70000000 -0.00982441455 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57517.30000000 USD 933406.00000000 ZAR 2020-06-17 -5856.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -14611.75000000 -0.02451071240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49355000.00000000 JPY 445905.64000000 USD 2020-06-17 -14611.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 2759.51000000 0.004628983933 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 455950.41000000 USD 13714937.00000000 TWD 2020-06-17 2759.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -170.88000000 -0.00028664537 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4712.73000000 USD 149000.00000000 THB 2020-06-17 -170.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -32432.53000000 -0.05440446321 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 236496.02000000 USD 1065500.00000000 BRL 2020-06-17 -32432.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -9.30000000 -0.00001560043 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142000.00000000 INR 1836.83000000 USD 2020-06-17 -9.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 31032.84000000 0.052056530966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 661501.00000000 GBP 853787.94000000 USD 2020-06-17 31032.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -1221.32000000 -0.00204872265 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 272680.97000000 USD 330000000.00000000 KRW 2020-06-17 -1221.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 27025.51000000 0.045334371530 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80753000.00000000 JPY 780508.66000000 USD 2020-06-17 27025.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 7723.77000000 0.012956360815 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 657516.00000000 NOK 70986.52000000 USD 2020-06-17 7723.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 110.36000000 0.000185125137 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10921.04000000 USD 3601500.00000000 HUF 2020-06-17 110.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 1127.46000000 0.001891275706 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61922.82000000 USD 57000.00000000 EUR 2020-06-17 1127.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 8634.63000000 0.014484297408 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 898000.00000000 ZAR 58335.64000000 USD 2020-06-17 8634.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 2269.18000000 0.003806472077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 418605.00000000 MXN 19715.38000000 USD 2020-06-17 2269.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.67000000 -0.00020074234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 287500.00000000 PHP 5447.11000000 USD 2020-06-17 -119.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 42.08000000 0.000070587765 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2390000.00000000 CLP 2840.09000000 USD 2020-06-17 42.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -846.86000000 -0.00142057877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 204187.99000000 USD 195000.00000000 CHF 2020-06-17 -846.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 18737.72000000 0.031431886395 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1976876.00000000 ILS 579046.05000000 USD 2020-06-17 18737.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -616.98000000 -0.00103496291 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1057500.00000000 PHP 19859.08000000 USD 2020-06-17 -616.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 11235.54000000 0.018847235249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2548309.94000000 USD 274314000.00000000 JPY 2020-06-17 11235.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 602.09000000 0.001009985445 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14902.63000000 USD 26000.00000000 NZD 2020-06-17 602.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.54000000 0.000049552342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3017500.00000000 KRW 2511.75000000 USD 2020-06-17 29.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 218.66000000 0.000366794694 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8586.18000000 USD 12500.00000000 SGD 2020-06-17 218.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -19993.92000000 -0.03353911906 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 200806.08000000 USD 3266922.00000000 ZAR 2020-06-17 -19993.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -3000.81000000 -0.00503375645 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27036.44000000 USD 125500.00000000 BRL 2020-06-17 -3000.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -7272.89000000 -0.01220002498 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209571.24000000 USD 194000.00000000 CHF 2020-06-17 -7272.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.55000000 -0.00000092260 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21000.00000000 CNY 2957.59000000 USD 2020-06-17 -0.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -11338.68000000 -0.01902024908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 375069.27000000 USD 292442.00000000 GBP 2020-06-17 -11338.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1693.23000000 -0.00284033559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 89497.01000000 USD 75000000.00000000 CLP 2020-06-17 -1693.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -110631.61000000 -0.18558075354 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1010269.73000000 USD 9350312.00000000 NOK 2020-06-17 -110631.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -48631.63000000 -0.08157790112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2023029.60000000 USD 2803000.00000000 SGD 2020-06-17 -48631.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 294.25000000 0.000493594341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15906.66000000 USD 23000.00000000 SGD 2020-06-17 294.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 115271.08000000 0.193363306277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329252.00000000 BRL 1327443.07000000 USD 2020-06-17 115271.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 34463.31000000 0.057811027422 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1411083.56000000 USD 154923500.00000000 JPY 2020-06-17 34463.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 45204.11000000 0.075828353190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1280889.00000000 GBP 1638335.43000000 USD 2020-06-17 45204.11000000 N N N N/A N/A N/A -2.00000000 NC USD -5812.50000000 -0.00975027055 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Written United States of America U.S. Treasury 10 Year Note 100000.00000000 136.00000000 USD 2020-04-24 XXXX -3003.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.93000000 -0.00020788834 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10500.00000000 CHF 10825.21000000 USD 2020-06-17 -123.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 5872.64000000 0.009851153359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 598500.00000000 ZAR 38997.42000000 USD 2020-06-17 5872.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 50.20000000 0.000084208788 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 300000.00000000 TWD 10084.00000000 USD 2020-06-17 50.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 3560.01000000 0.005971795388 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391433.00000000 KRW 1658140.66000000 USD 2020-06-17 3560.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 128.53000000 0.000215604692 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1052000.00000000 TWD 35313.73000000 USD 2020-06-17 128.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -5464.66000000 -0.00916678082 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 296814.81000000 USD 2068314.00000000 CNY 2020-06-17 -5464.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -383.58000000 -0.00064344237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1714500.00000000 JPY 15613.93000000 USD 2020-06-17 -383.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -80663.85000000 -0.13531085796 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 510175.59000000 USD 7760437.00000000 ZAR 2020-06-17 -80663.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 3458.39000000 0.005801331303 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 77382.99000000 USD 2020-06-17 3458.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -13430.88000000 -0.02252984324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 90875.40000000 USD 1399271.00000000 ZAR 2020-06-17 -13430.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -334.83000000 -0.00056166590 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 584501.00000000 PHP 10982.69000000 USD 2020-06-17 -334.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -579.21000000 -0.00097160502 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69338.71000000 USD 83587500.00000000 KRW 2020-06-17 -579.21000000 N N N N/A N/A N/A -1.00000000 NC USD -51.46000000 -0.00008632239 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2020-06-19 -68877.00000000 USD -51.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -60522.17000000 -0.10152387653 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1468417.58000000 USD 1131958.00000000 GBP 2020-06-17 -60522.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.28000000 -0.00007260072 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2245.75000000 USD 11500.00000000 BRL 2020-06-17 -43.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.42000000 -0.00008290036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5118.86000000 USD 83731500.00000000 IDR 2020-06-17 -49.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -57658.62000000 -0.09672036905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 672499.39000000 USD 2544282.00000000 PLN 2020-06-17 -57658.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 125422.65000000 0.210392218812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3676003.00000000 NZD 2317553.13000000 USD 2020-06-17 125422.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -68748.14000000 -0.11532266072 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 638435.99000000 USD 5921002.00000000 NOK 2020-06-17 -68748.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 13172.25000000 0.022096000237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1037500.00000000 PLN 263890.25000000 USD 2020-06-17 13172.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -171.13000000 -0.00028706473 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2239.75000000 USD 21500.00000000 NOK 2020-06-17 -171.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 438206.08000000 0.735075757593 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8601749.00000000 AUD 5730219.98000000 USD 2020-06-17 438206.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -529.27000000 -0.00088783237 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12261.61000000 USD 10021500.00000000 CLP 2020-06-17 -529.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.38000000 -0.00000566983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 169.42000000 USD 3000.00000000 ZAR 2020-06-17 -3.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -3448.24000000 -0.00578430502 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 462158.19000000 USD 13714938.00000000 TWD 2020-06-17 -3448.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -2263.85000000 -0.00379753118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 205456.33000000 USD 247011000.00000000 KRW 2020-06-17 -2263.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 694.15000000 0.001164412956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315000.00000000 BRL 61022.63000000 USD 2020-06-17 694.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 803.18000000 0.001347307063 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 223500.00000000 ILS 64150.05000000 USD 2020-06-17 803.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -757.85000000 -0.00127126753 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2626500.00000000 TWD 87088.10000000 USD 2020-06-17 -757.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -43366.65000000 -0.07274607669 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3613118.90000000 USD 3227200.00000000 EUR 2020-06-17 -43366.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 20744.89000000 0.034798845632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2623500.00000000 ZAR 165946.00000000 USD 2020-06-17 20744.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -50974.25000000 -0.08550756629 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2634204.00000000 EUR 2862838.24000000 USD 2020-06-17 -50974.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 13833.17000000 0.023204671002 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1300789.79000000 USD 140892000.00000000 JPY 2020-06-17 13833.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -39529.96000000 -0.06631016003 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 778361.68000000 USD 594026.00000000 GBP 2020-06-17 -39529.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 56.43000000 0.000094659400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8500.00000000 NZD 5125.28000000 USD 2020-06-17 56.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.47000000 -0.00022221390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44587000.00000000 COP 10782.87000000 USD 2020-06-17 -132.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -48106.71000000 -0.08069736572 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1804935.85000000 USD 17350110.00000000 SEK 2020-06-17 -48106.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 1917.82000000 0.003217077657 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 213982.00000000 CHF 225052.90000000 USD 2020-06-17 1917.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -1753.25000000 -0.00294101709 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156558.08000000 USD 7995000.00000000 PHP 2020-06-17 -1753.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.40000000 -0.00015835278 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15763.86000000 USD 468500.00000000 TWD 2020-06-17 -94.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.77000000 -0.00000129164 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 451.15000000 USD 547500.00000000 KRW 2020-06-17 -0.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 4578.46000000 0.007680210537 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 78503.06000000 USD 2020-06-17 4578.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.09000000 -0.00028867510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 81000.00000000 PLN 19402.04000000 USD 2020-06-17 -172.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 2148.90000000 0.003604706478 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 515500.00000000 ZAR 30679.94000000 USD 2020-06-17 2148.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -6748.28000000 -0.01132000960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68931.87000000 USD 1027081000.00000000 IDR 2020-06-17 -6748.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.14000000 0.000075720810 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1236.67000000 USD 2020-06-17 45.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 28682.54000000 0.048113982855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3744611999.00000000 IDR 255396.33000000 USD 2020-06-17 28682.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -9247.51000000 -0.01551238271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 117760.48000000 USD 35427000.00000000 HUF 2020-06-17 -9247.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -8821.06000000 -0.01479702737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 346470.80000000 USD 410464000.00000000 KRW 2020-06-17 -8821.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 4010.72000000 0.006727846045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 77935.32000000 USD 2020-06-17 4010.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -33.94000000 -0.00005693319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11000.00000000 SGD 7714.32000000 USD 2020-06-17 -33.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -39905.23000000 -0.06693966266 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 590142.22000000 USD 470000000.00000000 CLP 2020-06-17 -39905.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 5580.98000000 0.009361903654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1728500.00000000 MXN 77619.69000000 USD 2020-06-17 5580.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -170.89000000 -0.00028666214 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4712.74000000 USD 149000.00000000 THB 2020-06-17 -170.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 2177.43000000 0.003652564580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13550000.00000000 TWD 455370.87000000 USD 2020-06-17 2177.43000000 N N N N/A N/A N/A -1.00000000 NC -604.44000000 -0.00101392749 N/A DE KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Short KOSPI 200 Index KRD020020016 2020-06-11 -59000000.00000000 KRW -604.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -102.52000000 -0.00017197380 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3783.05000000 USD 66500.00000000 ZAR 2020-06-17 -102.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -346.39000000 -0.00058105741 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71385.72000000 USD 2124000.00000000 TWD 2020-06-17 -346.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -959.16000000 -0.00160895819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 171000.00000000 EUR 188191.69000000 USD 2020-06-17 -959.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -7645.10000000 -0.01282439457 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 745929.82000000 USD 708000.00000000 CHF 2020-06-17 -7645.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 18027.99000000 0.030241338520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 539500.00000000 CAD 401666.81000000 USD 2020-06-17 18027.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -10996.78000000 -0.01844672349 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 254470.49000000 USD 2404500.00000000 SEK 2020-06-17 -10996.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 6333.36000000 0.010623995450 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 385000.00000000 CAD 280107.12000000 USD 2020-06-17 6333.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 408963.21000000 0.686021840268 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8601751.00000000 AUD 5700978.34000000 USD 2020-06-17 408963.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -1305.38000000 -0.00218973044 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40723.42000000 USD 33670000.00000000 CLP 2020-06-17 -1305.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -181.63000000 -0.00030467813 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17500.00000000 CHF 18066.93000000 USD 2020-06-17 -181.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -39300.37000000 -0.06592503064 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 981531.96000000 USD 3899063.00000000 PLN 2020-06-17 -39300.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 422.91000000 0.000709417104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12000.00000000 BRL 2721.14000000 USD 2020-06-17 422.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -23580.38000000 -0.03955528342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 902217.10000000 USD 3100000.00000000 ILS 2020-06-17 -23580.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.46000000 -0.00009135479 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 422000.00000000 PHP 8116.60000000 USD 2020-06-17 -54.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 57854.30000000 0.097048615579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2712751.93000000 USD 296934000.00000000 JPY 2020-06-17 57854.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 1696.61000000 0.002846005425 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76193000.00000000 KRW 64373.35000000 USD 2020-06-17 1696.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 1108.48000000 0.001859437403 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27749.91000000 USD 285000.00000000 SEK 2020-06-17 1108.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.10000000 -0.00007733117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2889.77000000 USD 2429000.00000000 CLP 2020-06-17 -46.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -225.95000000 -0.00037902342 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6744.87000000 USD 23000.00000000 ILS 2020-06-17 -225.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 3811.01000000 0.006392839330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164500.00000000 CHF 175347.50000000 USD 2020-06-17 3811.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -64590.00000000 -0.10834752266 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1472485.41000000 USD 1131958.00000000 GBP 2020-06-17 -64590.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 29653.89000000 0.049743389359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3173000.00000000 MXN 161895.03000000 USD 2020-06-17 29653.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -1808.17000000 -0.00303314352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125845.32000000 USD 207999.00000000 NZD 2020-06-17 -1808.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -5905.80000000 -0.00990677812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44209.60000000 USD 200000.00000000 BRL 2020-06-17 -5905.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.67000000 0.000074932401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 957000.00000000 HUF 2975.96000000 USD 2020-06-17 44.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2748.72000000 0.004610884076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1257248.00000000 CNY 179849.19000000 USD 2020-06-17 2748.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 18784.02000000 0.031509553067 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 361500.00000000 GBP 468406.88000000 USD 2020-06-17 18784.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 3130.35000000 0.005251055388 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115909.90000000 USD 419997.00000000 ILS 2020-06-17 3130.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 3536.76000000 0.005932794306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3455563.00000000 CNY 490299.79000000 USD 2020-06-17 3536.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.49000000 -0.00007295299 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9625.77000000 USD 286500.00000000 TWD 2020-06-17 -43.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -9951.77000000 -0.01669375484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191412.91000000 USD 155000000.00000000 CLP 2020-06-17 -9951.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -1532.37000000 -0.00257049842 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 292882.24000000 USD 2068312.00000000 CNY 2020-06-17 -1532.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 9831.27000000 0.016491620206 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1040000.00000000 SGD 742394.20000000 USD 2020-06-17 9831.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 1749.56000000 0.002934827244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 568000.00000000 CHF 594045.77000000 USD 2020-06-17 1749.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 3562.08000000 0.005975267742 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1658142.73000000 USD 2020-06-17 3562.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -6149.38000000 -0.01031537527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82724.43000000 USD 25000000.00000000 HUF 2020-06-17 -6149.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -14386.51000000 -0.02413287998 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 380344.69000000 USD 294233.00000000 GBP 2020-06-17 -14386.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -7273.15000000 -0.01220046113 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 209571.50000000 USD 194000.00000000 CHF 2020-06-17 -7273.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -17244.55000000 -0.02892714463 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 170352.23000000 USD 2528866214.00000000 IDR 2020-06-17 -17244.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -70726.35000000 -0.11864104055 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1037383.33000000 USD 24000000.00000000 CZK 2020-06-17 -70726.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -6123.78000000 -0.01027243214 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41472.02000000 USD 144390500.00000000 COP 2020-06-17 -6123.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.73000000 0.000026386538 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1321.41000000 USD 1625500.00000000 KRW 2020-06-17 15.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.32000000 -0.00004918330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10098.66000000 USD 250000.00000000 CZK 2020-06-17 -29.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -9.28000000 -0.00001556688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233.47000000 USD 191500.00000000 CLP 2020-06-17 -9.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 2568.16000000 0.004308000832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 369260000.00000000 IDR 24924.64000000 USD 2020-06-17 2568.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.87000000 -0.00020778770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2804.31000000 USD 2289572.00000000 CLP 2020-06-17 -123.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -31857.36000000 -0.05343963515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1066381.24000000 USD 3650000.00000000 ILS 2020-06-17 -31857.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -11289.12000000 -0.01893711387 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 658178.29000000 USD 786391000.00000000 KRW 2020-06-17 -11289.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -11786.29000000 -0.01977109959 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85286.22000000 USD 1328000.00000000 ZAR 2020-06-17 -11786.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -28724.20000000 -0.04818386608 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2003122.17000000 USD 2803000.00000000 SGD 2020-06-17 -28724.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -1680.06000000 -0.00281824336 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 139062.82000000 USD 2020-06-17 -1680.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -30753.73000000 -0.05158833345 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3600505.98000000 USD 3227200.00000000 EUR 2020-06-17 -30753.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -9634.07000000 -0.01616082393 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 478518.92000000 USD 570000000.00000000 KRW 2020-06-17 -9634.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -23581.50000000 -0.03955716218 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 902218.22000000 USD 3100000.00000000 ILS 2020-06-17 -23581.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -16290.76000000 -0.02732719443 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 325418.60000000 USD 248541.00000000 GBP 2020-06-17 -16290.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -10986.73000000 -0.01842986495 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 376615.31000000 USD 293968.00000000 GBP 2020-06-17 -10986.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -29950.79000000 -0.05024142898 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2634210.00000000 EUR 2883868.33000000 USD 2020-06-17 -29950.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.32000000 -0.00003073117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10752.36000000 USD 18000.00000000 NZD 2020-06-17 -18.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 15042.53000000 0.025233331166 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1442001.00000000 PLN 363510.59000000 USD 2020-06-17 15042.53000000 N N N N/A N/A N/A -2.00000000 NC USD 14841.63000000 0.024896328266 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-04-30 -94998.50000000 USD 14841.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -286.49000000 -0.00048057720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13548.66000000 USD 16122166.00000000 KRW 2020-06-17 -286.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -307.30000000 -0.00051548527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 418000.00000000 MXN 17113.69000000 USD 2020-06-17 -307.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -71625.70000000 -0.12014966951 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1227941.72000000 USD 1879500.00000000 AUD 2020-06-17 -71625.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.92000000 0.000003220734 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 122500.00000000 CLP 145.33000000 USD 2020-06-17 1.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.67000000 -0.00021416207 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 760500.00000000 THB 23054.07000000 USD 2020-06-17 -127.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -38279.39000000 -0.06421237150 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2028546.61000000 USD 19655500.00000000 SEK 2020-06-17 -38279.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -372.92000000 -0.00062556058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3209.04000000 USD 11585000.00000000 COP 2020-06-17 -372.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 156.63000000 0.000262741484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6535.05000000 USD 9500.00000000 SGD 2020-06-17 156.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 189291.26000000 0.317529634345 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20952500.00000000 NOK 2205231.23000000 USD 2020-06-17 189291.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 45261.03000000 0.075923834549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5950000.00000000 ZAR 374571.72000000 USD 2020-06-17 45261.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -1049.50000000 -0.00176050046 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165955.05000000 USD 4930500.00000000 TWD 2020-06-17 -1049.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -10014.91000000 -0.01679967004 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103391.34000000 USD 970500.00000000 NOK 2020-06-17 -10014.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.26000000 -0.00000043614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 TWD 66.63000000 USD 2020-06-17 -0.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 133848.72000000 0.224526663931 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8520000.00000000 PLN 2192757.02000000 USD 2020-06-17 133848.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -10566.72000000 -0.01772531250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 281800.62000000 USD 218074.00000000 GBP 2020-06-17 -10566.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -4003.89000000 -0.00671638895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71500.00000000 AUD 39984.72000000 USD 2020-06-17 -4003.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -27972.85000000 -0.04692350207 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3597726.21000000 USD 3227201.00000000 EUR 2020-06-17 -27972.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -870.85000000 -0.00146082118 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 180000.00000000 PLN 42627.21000000 USD 2020-06-17 -870.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 43594.74000000 0.073128689890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 219443586.00000000 HUF 715750.88000000 USD 2020-06-17 43594.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.94000000 0.000026738806 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36486.86000000 USD 33000.00000000 EUR 2020-06-17 15.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 19627.25000000 0.032924042640 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1780827.00000000 EUR 1989480.74000000 USD 2020-06-17 19627.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 19082.85000000 0.032010830202 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661070.00000000 CLP 386291.20000000 USD 2020-06-17 19082.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -81073.61000000 -0.13599821639 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1459394.36000000 USD 1938292.00000000 CAD 2020-06-17 -81073.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -42129.08000000 -0.07067009521 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1178791.83000000 USD 913885.00000000 GBP 2020-06-17 -42129.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 716.85000000 0.001202491432 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2300000.00000000 MXN 96573.97000000 USD 2020-06-17 716.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -383.56000000 -0.00064340882 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1714500.00000000 JPY 15613.95000000 USD 2020-06-17 -383.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -566.94000000 -0.00095102251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40337.94000000 USD 2054000.00000000 PHP 2020-06-17 -566.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 4010.65000000 0.006727728623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103959.00000000 CAD 77935.97000000 USD 2020-06-17 4010.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 470.11000000 0.000788593495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 157576.69000000 USD 135000000.00000000 CLP 2020-06-17 470.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -950.07000000 -0.00159371003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76000.00000000 GBP 93576.45000000 USD 2020-06-17 -950.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -463.02000000 -0.00077670026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10490.80000000 USD 8565500.00000000 CLP 2020-06-17 -463.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -800.34000000 -0.00134254306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 175000.00000000 PLN 41489.44000000 USD 2020-06-17 -800.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -2637.64000000 -0.00442455116 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 293987.51000000 USD 2068312.00000000 CNY 2020-06-17 -2637.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 2728.15000000 0.004576378602 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 104210.50000000 USD 130000000.00000000 KRW 2020-06-17 2728.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -4210.11000000 -0.00706231597 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 263072.80000000 USD 314686500.00000000 KRW 2020-06-17 -4210.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.21000000 0.000000352267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144500.00000000 CLP 169.38000000 USD 2020-06-17 0.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 342.05000000 0.000573777212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16563.25000000 USD 24000.00000000 SGD 2020-06-17 342.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -19049.53000000 -0.03195493703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 417239.79000000 USD 130000000.00000000 HUF 2020-06-17 -19049.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 10660.93000000 0.017883346566 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1056000.00000000 MXN 54671.85000000 USD 2020-06-17 10660.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 735.45000000 0.001233692298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 176124.62000000 USD 215000000.00000000 KRW 2020-06-17 735.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -492.89000000 -0.00082680616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16223.32000000 USD 55500.00000000 ILS 2020-06-17 -492.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -1756.95000000 -0.00294722371 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 460466.90000000 USD 13714938.00000000 TWD 2020-06-17 -1756.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 75.13000000 0.000126028013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12000.00000000 BRL 2373.36000000 USD 2020-06-17 75.13000000 N N N N/A N/A N/A 66.00000000 NC 10839.35000000 0.018182640033 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 3 Year Bond 2020-06-15 7729199.28000000 AUD 10839.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -13417.22000000 -0.02250692906 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 416607.20000000 USD 364500.00000000 EUR 2020-06-17 -13417.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.81000000 0.000036585531 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3890500.00000000 KRW 3222.15000000 USD 2020-06-17 21.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 23974.81000000 0.040216926300 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 881587.87000000 USD 3195000.00000000 ILS 2020-06-17 23974.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 2136.22000000 0.003583436210 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 430000.00000000 SGD 305022.82000000 USD 2020-06-17 2136.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.25000000 -0.00000041936 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25500.00000000 CHF 26590.51000000 USD 2020-06-17 -0.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -20230.65000000 -0.03393622556 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 473584.82000000 USD 364500.00000000 GBP 2020-06-17 -20230.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.47000000 -0.00009137156 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 422000.00000000 PHP 8116.59000000 USD 2020-06-17 -54.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 2163.81000000 0.003629717495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 227447.00000000 CHF 239339.86000000 USD 2020-06-17 2163.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 8634.56000000 0.014484179985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 898000.00000000 ZAR 58335.57000000 USD 2020-06-17 8634.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -11459.63000000 -0.01922313858 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 228042.28000000 USD 185000000.00000000 CLP 2020-06-17 -11459.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -7676.91000000 -0.01287775476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 584294.99000000 USD 521286.00000000 EUR 2020-06-17 -7676.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 4903.50000000 0.008225454054 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192234.05000000 USD 158500.00000000 GBP 2020-06-17 4903.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -118.72000000 -0.00019914875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 480500.00000000 PHP 9185.06000000 USD 2020-06-17 -118.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 31663.47000000 0.053114391288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2185000.00000000 SGD 1570750.01000000 USD 2020-06-17 31663.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -1415.59000000 -0.00237460395 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10991.54000000 USD 50000.00000000 BRL 2020-06-17 -1415.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 15348.77000000 0.025747038324 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11053792.00000000 SEK 1134628.36000000 USD 2020-06-17 15348.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -16391.19000000 -0.02749566233 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156046.93000000 USD 1451500.00000000 NOK 2020-06-17 -16391.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -311.82000000 -0.00052306741 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164000.00000000 NOK 15467.40000000 USD 2020-06-17 -311.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -150.32000000 -0.00025215667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 126312500.00000000 IDR 7497.14000000 USD 2020-06-17 -150.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 7878.63000000 0.013216133185 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1632000.00000000 MXN 75895.51000000 USD 2020-06-17 7878.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -69200.48000000 -0.11608144565 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1588044.68000000 USD 14999816.00000000 SEK 2020-06-17 -69200.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 3277.30000000 0.005497559003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 303000.00000000 CHF 319238.13000000 USD 2020-06-17 3277.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 56253.49000000 0.094363311387 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1780828.00000000 EUR 2026108.09000000 USD 2020-06-17 56253.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 20256.50000000 0.033979588059 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2750000.00000000 ZAR 172458.92000000 USD 2020-06-17 20256.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -1096.45000000 -0.00183925748 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 645410.24000000 USD 69053000.00000000 JPY 2020-06-17 -1096.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -346.30000000 -0.00058090644 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71385.63000000 USD 2124000.00000000 TWD 2020-06-17 -346.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -42408.74000000 -0.07113921533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 984640.09000000 USD 3899062.00000000 PLN 2020-06-17 -42408.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -29947.17000000 -0.05023535655 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2634208.00000000 EUR 2883869.74000000 USD 2020-06-17 -29947.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -22846.98000000 -0.03832502993 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1034651.13000000 USD 1230000000.00000000 KRW 2020-06-17 -22846.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 775.40000000 0.001300707061 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208063.00000000 TWD 141518.32000000 USD 2020-06-17 775.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.12000000 -0.00002871821 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58000.00000000 PHP 1105.92000000 USD 2020-06-17 -17.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -19641.73000000 -0.03294833234 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1045000.00000000 EUR 1136280.15000000 USD 2020-06-17 -19641.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 876.28000000 0.001469929821 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 51000.00000000 SGD 36800.04000000 USD 2020-06-17 876.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -768.78000000 -0.00128960223 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35890.29000000 USD 30000000.00000000 CLP 2020-06-17 -768.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 724.90000000 0.001215995032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1250000.00000000 MXN 52821.16000000 USD 2020-06-17 724.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.67000000 0.000074932401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 957000.00000000 HUF 2975.96000000 USD 2020-06-17 44.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 38261.39000000 0.064182177118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 254476061.00000000 HUF 817722.07000000 USD 2020-06-17 38261.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -54148.26000000 -0.09083185984 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 805338.39000000 USD 1221000.00000000 AUD 2020-06-17 -54148.26000000 N N N N/A N/A N/A 6.00000000 NC USD 9343.01000000 0.015672580704 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2020-12-14 1494900.00000000 USD 9343.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 39468.04000000 0.066206291349 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3604312.00000000 NOK 386256.09000000 USD 2020-06-17 39468.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 891.92000000 0.001496165388 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5931500.00000000 PHP 115741.80000000 USD 2020-06-17 891.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 8596.22000000 0.014419865942 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400000.00000000 PLN 105258.58000000 USD 2020-06-17 8596.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -171.13000000 -0.00028706473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2239.75000000 USD 21500.00000000 NOK 2020-06-17 -171.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -67.53000000 -0.00011327927 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13329.71000000 USD 16122168.00000000 KRW 2020-06-17 -67.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 3702.37000000 0.006210599434 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7958000.00000000 INR 107163.48000000 USD 2020-06-17 3702.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -419.20000000 -0.00070319370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1638500.00000000 JPY 14869.17000000 USD 2020-06-17 -419.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -86312.20000000 -0.14478577249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1464631.53000000 USD 1938290.00000000 CAD 2020-06-17 -86312.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -52828.78000000 -0.08861847713 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1460720.46000000 USD 1131955.00000000 GBP 2020-06-17 -52828.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -2596.70000000 -0.00435587570 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 109500.00000000 AUD 64770.47000000 USD 2020-06-17 -2596.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 3178.13000000 0.005331204709 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 22281.99000000 USD 2020-06-17 3178.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.40000000 0.000089576679 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3307.33000000 USD 258500.00000000 INR 2020-06-17 53.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -66455.06000000 -0.11147609721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1444777.24000000 USD 1938294.00000000 CAD 2020-06-17 -66455.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 2728.02000000 0.004576160532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 104210.63000000 USD 130000000.00000000 KRW 2020-06-17 2728.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 15350.19000000 0.025749420326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11053792.00000000 SEK 1134629.78000000 USD 2020-06-17 15350.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 58.79000000 0.000098618220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 219500.00000000 CNY 30978.35000000 USD 2020-06-17 58.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 76.57000000 0.000128443564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24574.56000000 USD 175000.00000000 CNY 2020-06-17 76.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 68.41000000 0.000114755442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2482.47000000 USD 9000.00000000 ILS 2020-06-17 68.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 5935.55000000 0.009956682739 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 452774.37000000 USD 13714937.00000000 TWD 2020-06-17 5935.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 5098.77000000 0.008553012821 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191165.02000000 USD 276000.00000000 CAD 2020-06-17 5098.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 215682.45000000 0.361799955704 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5943000.00000000 CAD 4441753.77000000 USD 2020-06-17 215682.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -112.71000000 -0.00018906718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 696.19000000 USD 14000.00000000 MXN 2020-06-17 -112.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -949.96000000 -0.00159352550 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76000.00000000 GBP 93576.56000000 USD 2020-06-17 -949.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -2298.66000000 -0.00385592377 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25759.74000000 USD 122500.00000000 BRL 2020-06-17 -2298.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.12000000 0.000248466249 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19775.99000000 USD 81386000.00000000 COP 2020-06-17 148.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -310.96000000 -0.00052162479 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1600000.00000000 INR 20490.47000000 USD 2020-06-17 -310.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 1473.21000000 0.002471259542 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2193000.00000000 CNY 310387.08000000 USD 2020-06-17 1473.21000000 N N N N/A N/A N/A 6.00000000 NC 39257.71000000 0.065853469946 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2020-06-11 84180000.00000000 JPY 39257.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -960.64000000 -0.00161144084 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 60287.90000000 USD 50676007.00000000 CLP 2020-06-17 -960.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 14028.93000000 0.023533051727 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445208.00000000 EUR 506493.69000000 USD 2020-06-17 14028.93000000 N N N N/A N/A N/A 5.00000000 NC 76333.33000000 0.128046558321 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long AEX Index NL0000000107 2020-04-17 482680.00000000 EUR 76333.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -375.13000000 -0.00062926778 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 351000.00000000 MXN 14253.50000000 USD 2020-06-17 -375.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 16576.36000000 0.027806278692 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1976872.00000000 ILS 576883.56000000 USD 2020-06-17 16576.36000000 N N N N/A N/A N/A 1.00000000 NC USD -3712.37000000 -0.00622737409 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-09 38019.75000000 USD -3712.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 2435.85000000 0.004086055319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 18205.58000000 USD 2020-06-17 2435.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -459.83000000 -0.00077134914 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 76556.44000000 USD 65000000.00000000 CLP 2020-06-17 -459.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -253264.40000000 -0.42484239538 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1566380.23000000 USD 31506961.00000000 MXN 2020-06-17 -253264.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -737.30000000 -0.00123679561 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 213000.00000000 CAD 150727.14000000 USD 2020-06-17 -737.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -12752.33000000 -0.02139159875 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 218220.04000000 USD 67080500.00000000 HUF 2020-06-17 -12752.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 18030.25000000 0.030245129593 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1850000.00000000 MXN 95132.71000000 USD 2020-06-17 18030.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 16454.57000000 0.027601980120 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661070.00000000 CLP 383662.92000000 USD 2020-06-17 16454.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -11384.19000000 -0.01909659055 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208445.49000000 USD 64336000.00000000 HUF 2020-06-17 -11384.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 26659.92000000 0.044721106771 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2832384.00000000 NOK 299177.10000000 USD 2020-06-17 26659.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 4353.92000000 0.007303552343 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62187.78000000 USD 53500.00000000 GBP 2020-06-17 4353.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 13630.62000000 0.022864900283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1812763000.00000000 IDR 123382.54000000 USD 2020-06-17 13630.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 404.93000000 0.000679256268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69000.00000000 CHF 72356.41000000 USD 2020-06-17 404.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -9543.89000000 -0.01600955005 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 172385.95000000 USD 229000.00000000 CAD 2020-06-17 -9543.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -2125.71000000 -0.00356580604 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 130000.00000000 SGD 89444.66000000 USD 2020-06-17 -2125.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 1396.34000000 0.002342312738 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69461.46000000 USD 250000.00000000 ILS 2020-06-17 1396.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 9256.63000000 0.015527681199 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959436.00000000 ZAR 62357.90000000 USD 2020-06-17 9256.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -343.08000000 -0.00057550500 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13605.26000000 USD 16122168.00000000 KRW 2020-06-17 -343.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -342885.30000000 -0.57517839931 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1656000.93000000 USD 31506956.00000000 MXN 2020-06-17 -342885.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -30299.07000000 -0.05082565681 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 357690.38000000 USD 1354783.00000000 PLN 2020-06-17 -30299.07000000 N N N N/A N/A N/A -5.00000000 NC 22453.74000000 0.037665383240 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short Nikkei 225 Index JP9010C00002 2020-06-11 -94600000.00000000 JPY 22453.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -30299.49000000 -0.05082636134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 357690.56000000 USD 1354782.00000000 PLN 2020-06-17 -30299.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -9930.00000000 -0.01665723641 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 99943.93000000 USD 470000.00000000 BRL 2020-06-17 -9930.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.98000000 0.000030160836 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4032.32000000 USD 40000.00000000 SEK 2020-06-17 17.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -929.25000000 -0.00155878519 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149000.00000000 PLN 35077.48000000 USD 2020-06-17 -929.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -11699.95000000 -0.01962626718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 849936.00000000 CHF 874592.08000000 USD 2020-06-17 -11699.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 974.17000000 0.001634136958 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 188224.98000000 USD 230000000.00000000 KRW 2020-06-17 974.17000000 N N N RH 5493008MTS3OGGMHGK69 74967X103 4.00000000 NS USD 401.88000000 0.000674139997 Long EC CORP US N 1 N N N N/A N/A N/A 3.00000000 NC -14796.20000000 -0.02482012099 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Republic of Italy Euro-BTP 2020-06-08 424230.00000000 EUR -14796.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 3451.95000000 0.005790528423 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 190355500.00000000 KRW 160039.34000000 USD 2020-06-17 3451.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 4069.80000000 0.006826950731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 122057.08000000 USD 445000.00000000 ILS 2020-06-17 4069.80000000 N N N N/A N/A N/A 1.00000000 NC USD -4666.74000000 -0.00782829722 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-05 37998.25000000 USD -4666.74000000 N N N N/A N/A 000000000 183516.06000000 PA USD 474479.23999999 0.795922746679 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-1.25%). USD Currency. Maturity 53-65 Months 07/11/24 Y 2024-07-11 0.00000000 USD 0.00000000 USD 183516.00000000 USD 3438.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -63258.39000000 -0.10611379229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1441579.14000000 USD 1938292.00000000 CAD 2020-06-17 -63258.39000000 N N N N/A N/A N/A 2.00000000 NC USD -37815.82000000 -0.06343474863 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-03 247448.00000000 USD -37815.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.04000000 0.000001744564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77.40000000 USD 67000.00000000 CLP 2020-06-17 1.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 12829.99000000 0.021521870758 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43500000.00000000 INR 578368.88000000 USD 2020-06-17 12829.99000000 N N N N/A N/A N/A 2.00000000 NC USD -36135.81000000 -0.06061658914 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-02 247434.00000000 USD -36135.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 238.00000000 0.000399236884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160000.00000000 PLN 38902.94000000 USD 2020-06-17 238.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1751.16000000 -0.00293751119 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24028.06000000 USD 402500.00000000 ZAR 2020-06-17 -1751.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 29653.69000000 0.049743053866 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3173000.00000000 MXN 161894.83000000 USD 2020-06-17 29653.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -1756.37000000 -0.00294625078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 460466.29000000 USD 13714937.00000000 TWD 2020-06-17 -1756.37000000 N N N N/A N/A N/A 2.00000000 NC USD -8912.60000000 -0.01495058260 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-06-17 137754.00000000 USD -8912.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 405.68000000 0.000680514367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1950000.00000000 TWD 65625.40000000 USD 2020-06-17 405.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1025.56000000 -0.00172034193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26689.11000000 USD 134000.00000000 BRL 2020-06-17 -1025.56000000 N N N N/A N/A N/A -2.00000000 NC -5353.45000000 -0.00898022983 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Call Written FTSE 100 Index GB0001383545 10.00000000 5850.00000000 GBP 2020-05-15 XXXX 4618.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 308.10000000 0.000516827244 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147248.73000000 USD 179377500.00000000 KRW 2020-06-17 308.10000000 N N N N/A N/A N/A 1.00000000 NC USD -31187.17000000 -0.05231541427 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-04-09 123569.25000000 USD -31187.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -304.17000000 -0.00051023480 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13710.50000000 USD 70000.00000000 BRL 2020-06-17 -304.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 32626.07000000 0.054729119966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1687206.72000000 USD 2020-06-17 32626.07000000 N N N N/A N/A N/A -2.00000000 NC -7738.28000000 -0.01298070084 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Put Written FTSE 100 Index GB0001383545 10.00000000 5600.00000000 GBP 2020-05-15 XXXX 964.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 28985.16000000 0.048621617586 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2740000.00000000 SGD 1959006.72000000 USD 2020-06-17 28985.16000000 N N N N/A N/A N/A -2.00000000 NC USD -7268.10000000 -0.01219198992 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-19 -247400.00000000 USD -7268.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -7623.95000000 -0.01278891616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7300000.00000000 MXN 296618.20000000 USD 2020-06-17 -7623.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 7411.55000000 0.012432622411 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 213982.00000000 CHF 230546.63000000 USD 2020-06-17 7411.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.02000000 -0.00010403643 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 GBP 2425.52000000 USD 2020-06-17 -62.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 10471.54000000 0.017565651299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2473000.00000000 NOK 248410.67000000 USD 2020-06-17 10471.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 775.23000000 0.001300421891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 141518.11000000 USD 2020-06-17 775.23000000 N N N N/A N/A 000000000 1541823.94999999 PA -35362.38000000 -0.05931918669 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Rec/pay the total return of custom basket plus SAFEX +/- spread (-0.05% to 0.06%). ZAR Currency. Maturity 59-61 Months 01/14/25 to 03/17/25 Investec Ltd. 38288.93000000 USD -19243.18000000 USD Anglo American Platinum Ltd. 46409.34000000 USD -1233.34000000 USD Capitec Bank Holdings Ltd. 6296.33000000 USD -3123.29000000 USD Tiger Brands Ltd. 67514.98000000 USD 10098.34000000 USD Momentum Metropolitan Holdings 76471.24000000 USD -12651.45000000 USD FirstRand Ltd. 27730.74000000 USD 7148.24000000 USD Northam Platinum Ltd. 20950.32000000 USD -15265.73000000 USD Pick n Pay Stores Ltd. 93365.78000000 USD 12500.89000000 USD PSG Group Ltd. 54655.13000000 USD 22291.35000000 USD Shoprite Holdings Ltd. 74529.65000000 USD -5485.67000000 USD Sanlam Ltd. 111555.69000000 USD 25162.47000000 USD Vodacom Group Ltd. 75634.04000000 USD -6500.11000000 USD Aspen Pharmacare Holdings Ltd. 54497.57000000 USD -7499.06000000 USD Telkom SA SOC Ltd. 38921.82000000 USD -20108.30000000 USD Discovery Ltd. 68283.91000000 USD 15741.44000000 USD Kumba Iron Ore Ltd. 25197.90000000 USD 1217.97000000 USD RMB Holdings Ltd. 30537.17000000 USD -10513.22000000 USD Woolworths Holdings Ltd. 1220.72000000 USD 208.79000000 USD Old Mutual Ltd. 34861.55000000 USD 9261.62000000 USD Standard Bank Group Ltd. 56996.55000000 USD 7166.04000000 USD Liberty Holdings Ltd. 22076.45000000 USD 8609.15000000 USD Foschini Group Ltd. (The) 49472.37000000 USD -44733.81000000 USD MultiChoice Group 35655.83000000 USD -1525.25000000 USD Bidvest Group Ltd. (The) 94880.50000000 USD 24101.21000000 USD Sasol Ltd. 16406.02000000 USD 23392.72000000 USD Ninety One Ltd. 19412.92000000 USD -3890.58000000 USD Sibanye Stillwater Ltd. 2618.48000000 USD 1342.84000000 USD Clicks Group Ltd. 42260.40000000 USD -1229.85000000 USD Mr Price Group Ltd. 49237.07000000 USD -13627.15000000 USD Impala Platinum Holdings Ltd. 9283.22000000 USD -6103.81000000 USD Life Healthcare Group Holdings Ltd. 87400.01000000 USD -24784.96000000 USD MTN Group Ltd. 38096.71000000 USD 14783.22000000 USD Naspers Ltd., Class N 62956.69000000 USD -4209.84000000 USD Nedbank Group Ltd. 8147.92000000 USD 7333.57000000 USD Y 2025-01-14 0.00000000 USD 0.00000000 USD 1541824.00000000 USD -11368.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -18287.56000000 -0.03067675834 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 397172.24000000 USD 304626.00000000 GBP 2020-06-17 -18287.56000000 N N N N/A N/A N/A -1.00000000 NC USD 11334.05000000 0.019012482415 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-04-14 -47438.00000000 USD 11334.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 9866.33000000 0.016550432160 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1100000.00000000 MXN 55711.04000000 USD 2020-06-17 9866.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -11384.45000000 -0.01909702669 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208445.75000000 USD 64336000.00000000 HUF 2020-06-17 -11384.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 466.85000000 0.000783124956 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 352500.00000000 CNY 50121.27000000 USD 2020-06-17 466.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -43530.85000000 -0.07302151659 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 668964.60000000 USD 2588117.00000000 PLN 2020-06-17 -43530.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -12481.17000000 -0.02093673710 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 284141.68000000 USD 218417.00000000 GBP 2020-06-17 -12481.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -25002.19000000 -0.04194032121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 428436.71000000 USD 31031291.00000000 INR 2020-06-17 -25002.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 89112.30000000 0.149482844768 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7623000.00000000 NOK 822557.49000000 USD 2020-06-17 89112.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -81673.29000000 -0.13700415914 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1459993.33000000 USD 1938291.00000000 CAD 2020-06-17 -81673.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 55.79000000 0.000093585822 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 623500.00000000 TWD 20909.38000000 USD 2020-06-17 55.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 10726.19000000 0.017992817991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 221593.50000000 USD 282419500.00000000 KRW 2020-06-17 10726.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.04000000 0.000001744564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77.40000000 USD 67000.00000000 CLP 2020-06-17 1.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.61000000 0.000009410583 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 868000.00000000 TWD 29036.75000000 USD 2020-06-17 5.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -1592.23000000 -0.00267091153 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61376000.00000000 KRW 48895.97000000 USD 2020-06-17 -1592.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 7715.33000000 0.012942203003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 230500.00000000 NZD 145170.62000000 USD 2020-06-17 7715.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 4688.13000000 0.007864178222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165944.83000000 USD 207430000.00000000 KRW 2020-06-17 4688.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -12795.95000000 -0.02146476981 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 244415.57000000 USD 75618500.00000000 HUF 2020-06-17 -12795.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -72.02000000 -0.00012081109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4421.48000000 USD 1420000.00000000 HUF 2020-06-17 -72.02000000 N N N N/A N/A N/A -1.00000000 NC USD 7759.55000000 0.013016380545 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-04-16 -37537.50000000 USD 7759.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.93000000 0.000249824996 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 745500.00000000 PHP 14583.83000000 USD 2020-06-17 148.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 2446.40000000 0.004103752584 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 18216.13000000 USD 2020-06-17 2446.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -6088.79000000 -0.01021373761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 586357.15000000 USD 524586.00000000 EUR 2020-06-17 -6088.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 7708.14000000 0.012930142023 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 441750.00000000 SGD 318871.29000000 USD 2020-06-17 7708.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 464.88000000 0.000779820348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 557500.00000000 THB 17458.72000000 USD 2020-06-17 464.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -6938.83000000 -0.01163965073 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 334570.89000000 USD 398286000.00000000 KRW 2020-06-17 -6938.83000000 N N N N/A N/A 000000000 -4414200.00000000 PA -156890.17574646 -0.26317792029 N/A DIR US N 2 Bank of America 549300PMHS66E71I2D34 N/A N/A Y 2020-06-19 0.00000000 USD 0.00000000 USD -4414200.00000000 CAD -156890.17574646 N N N N/A N/A N/A 1.00000000 NC N/A 36.92000000 0.000061932041 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 370500.00000000 TWD 12428.67000000 USD 2020-06-17 36.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -49997.65000000 -0.08386935309 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 902459.01000000 USD 1429500.00000000 NZD 2020-06-17 -49997.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 21904.58000000 0.036744186064 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1564499.00000000 CAD 1134420.88000000 USD 2020-06-17 21904.58000000 N N N N/A N/A N/A 1.00000000 NC USD -19539.95000000 -0.03277759986 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-05-11 123700.00000000 USD -19539.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -2997.05000000 -0.00502744918 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 461707.00000000 USD 13714938.00000000 TWD 2020-06-17 -2997.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -2882.91000000 -0.00483598322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147579.91000000 USD 1429000.00000000 SEK 2020-06-17 -2882.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 1321.01000000 0.002215949232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208063.00000000 TWD 142063.93000000 USD 2020-06-17 1321.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 506.57000000 0.000849753902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 124281500.00000000 IDR 8031.07000000 USD 2020-06-17 506.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 67.77000000 0.000113681864 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14019.98000000 USD 20000.00000000 SGD 2020-06-17 67.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -5247.21000000 -0.00880201585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 296597.08000000 USD 2068312.00000000 CNY 2020-06-17 -5247.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -1642.54000000 -0.00275530484 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66031.98000000 USD 55000000.00000000 CLP 2020-06-17 -1642.54000000 N N N N/A N/A N/A -1.00000000 NC USD 15940.80000000 0.026740148463 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-05-28 -123681.25000000 USD 15940.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.89000000 0.000008202808 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 MXN 25.73000000 USD 2020-06-17 4.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 24107.68000000 0.040439811195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 643500.00000000 CAD 481700.97000000 USD 2020-06-17 24107.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.75000000 -0.00005493700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2713.19000000 USD 2289572.00000000 CLP 2020-06-17 -32.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 292.49000000 0.000490642001 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 553500.00000000 MXN 23360.71000000 USD 2020-06-17 292.49000000 N N N N/A N/A N/A 1.00000000 NC USD 9262.33000000 0.015537242755 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long DJIA CBOT E-Mini Index US2605661048 2020-06-19 108755.00000000 USD 9262.33000000 N N N N/A N/A N/A -1.00000000 NC USD 7979.97000000 0.013386127580 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-16 -123781.25000000 USD 7979.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -1287.80000000 -0.00216024058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14709.29000000 USD 242500.00000000 ZAR 2020-06-17 -1287.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 6757.91000000 0.011336163599 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 163016.70000000 USD 136500.00000000 GBP 2020-06-17 6757.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 293.53000000 0.000492386566 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 841000.00000000 TWD 28421.62000000 USD 2020-06-17 293.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 66.02000000 0.000110746298 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3709.71000000 USD 195000.00000000 PHP 2020-06-17 66.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -319.27000000 -0.00053556453 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5873.32000000 USD 29000.00000000 BRL 2020-06-17 -319.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -8604.97000000 -0.01443454376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 188976.61000000 USD 1781316.00000000 SEK 2020-06-17 -8604.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -25019.36000000 -0.04196912330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 180099.79000000 USD 2802000.00000000 ZAR 2020-06-17 -25019.36000000 N N N United States of America 254900HROIFWPRGM1V77 9127962G3 400000.00000000 PA USD 399889.68000000 0.670801303075 Long STIV UST US N 2 2020-09-17 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -25621.81000000 -0.04297971264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 247060.10000000 USD 2301500.00000000 NOK 2020-06-17 -25621.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -1354.46000000 -0.00227206046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13673.04000000 USD 203465000.00000000 IDR 2020-06-17 -1354.46000000 N N N N/A N/A N/A 1.00000000 NC USD -15648.93000000 -0.02625054649 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-05-28 123681.25000000 USD -15648.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 18996.55000000 0.031866064895 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4124736.21000000 USD 444096000.00000000 JPY 2020-06-17 18996.55000000 N N N N/A N/A 000000000 -733140.00000000 PA USD 123283.20000000 0.206803364386 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-04-03 0.00000000 USD 0.00000000 USD -733140.00000000 USD 123283.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 289.22000000 0.000485156688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 290000.00000000 THB 9129.07000000 USD 2020-06-17 289.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -379.59000000 -0.00063674928 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32821.40000000 USD 535838500.00000000 IDR 2020-06-17 -379.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 2051.05000000 0.003440566439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 399195500.00000000 KRW 330431.26000000 USD 2020-06-17 2051.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 7707.74000000 0.012929471037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 441750.00000000 SGD 318870.89000000 USD 2020-06-17 7707.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 761.83000000 0.001277943848 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34732.21000000 USD 3804000.00000000 JPY 2020-06-17 761.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -97234.14000000 -0.16310695443 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 633487.33000000 USD 2800000.00000000 BRL 2020-06-17 -97234.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 7715.51000000 0.012942504947 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 230500.00000000 NZD 145170.80000000 USD 2020-06-17 7715.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.95000000 -0.00002004571 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1172.23000000 USD 1410500.00000000 KRW 2020-06-17 -11.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.77000000 -0.00000967897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4623.83000000 USD 151500.00000000 THB 2020-06-17 -5.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 758.95000000 0.001273112746 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79639.52000000 USD 794000.00000000 SEK 2020-06-17 758.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -686.59000000 -0.00115173131 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42074.94000000 USD 3183500.00000000 INR 2020-06-17 -686.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -21914.56000000 -0.03676092717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140521.75000000 USD 2143000.00000000 ZAR 2020-06-17 -21914.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -1920.68000000 -0.00322187521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 570500.00000000 EUR 629135.24000000 USD 2020-06-17 -1920.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1228.23000000 -0.00206031394 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 292578.10000000 USD 2068312.00000000 CNY 2020-06-17 -1228.23000000 N N N N/A N/A N/A -1.00000000 NC USD 7518.51000000 0.012612044164 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-06 -47521.25000000 USD 7518.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 115.87000000 0.000194367974 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1674000.00000000 CLP 2075.65000000 USD 2020-06-17 115.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -23022.31000000 -0.03861914002 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 426456.83000000 USD 31031291.00000000 INR 2020-06-17 -23022.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -6541.90000000 -0.01097381418 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 367000.00000000 CHF 376156.53000000 USD 2020-06-17 -6541.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 3156.18000000 0.005294384333 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183000.00000000 PLN 47379.21000000 USD 2020-06-17 3156.18000000 N N N N/A N/A N/A -1.00000000 NC USD 735.80000000 0.001234279411 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-09 -47598.75000000 USD 735.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -80664.50000000 -0.13531194831 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 510176.29000000 USD 7760438.00000000 ZAR 2020-06-17 -80664.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -3711.61000000 -0.00622609921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 196500.00000000 EUR 213645.95000000 USD 2020-06-17 -3711.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 199091.21000000 0.333968716319 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 634933500.00000000 JPY 6123474.11000000 USD 2020-06-17 199091.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.64000000 0.000106753930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13130.81000000 USD 394500.00000000 TWD 2020-06-17 63.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 17970.15000000 0.030144313892 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1535000.00000000 SGD 1099204.86000000 USD 2020-06-17 17970.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -2361.19000000 -0.00396081571 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90164.97000000 USD 75000000.00000000 CLP 2020-06-17 -2361.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 81.02000000 0.000135908287 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54500.00000000 SEK 5599.55000000 USD 2020-06-17 81.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -9447.83000000 -0.01584841268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 167494.63000000 USD 135000000.00000000 CLP 2020-06-17 -9447.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -80.30000000 -0.00013470051 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3370.60000000 USD 2810500.00000000 CLP 2020-06-17 -80.30000000 N N N N/A N/A N/A 1.00000000 NC USD 4709.55000000 0.007900109542 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-30 123775.00000000 USD 4709.55000000 N N N N/A N/A N/A 1.00000000 NC USD -5269.95000000 -0.00884016143 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-05-06 37755.00000000 USD -5269.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -15097.59000000 -0.02532569243 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 393982.27000000 USD 304626.00000000 GBP 2020-06-17 -15097.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -748.30000000 -0.00125524773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90550.84000000 USD 2685000.00000000 TWD 2020-06-17 -748.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -980.45000000 -0.00164467144 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391432.00000000 KRW 1653600.20000000 USD 2020-06-17 -980.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 199083.55000000 0.333955866930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 634933500.00000000 JPY 6123466.45000000 USD 2020-06-17 199083.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 510.69000000 0.000856665061 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 824000.00000000 ZAR 46116.07000000 USD 2020-06-17 510.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1419.40000000 0.002380995102 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 279021.00000000 MXN 13048.16000000 USD 2020-06-17 1419.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 13817.37000000 0.023178167041 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1595347500.00000000 IDR 110406.09000000 USD 2020-06-17 13817.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 9525.30000000 0.015978365963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 62626.68000000 USD 2020-06-17 9525.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -23613.02000000 -0.03961003591 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 427047.56000000 USD 31031292.00000000 INR 2020-06-17 -23613.02000000 N N N N/A N/A N/A 19161.79000000 PA -2231.26000000 -0.00374286257 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 MSCI Canada Net Return Index MSCI Canada Net Return Index Y 2020-06-17 0.00000000 USD 0.00000000 USD 19161.79000000 CAD -2231.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 1419.38000000 0.002380961553 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 279021.00000000 MXN 13048.14000000 USD 2020-06-17 1419.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.21000000 -0.00002551425 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 823.99000000 USD 13358500.00000000 IDR 2020-06-17 -15.21000000 N N N N/A N/A N/A 9.00000000 NC USD 6222.87000000 0.010438652242 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Soybean 2020-05-14 398700.00000000 USD 6222.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 207843.55000000 0.348650468238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6329251.00000000 BRL 1420015.35000000 USD 2020-06-17 207843.55000000 N N N N/A N/A 000000000 868050.00000000 PA USD 33890.96000000 0.056850929812 N/A DCO FR N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD 868050.00000000 USD 33890.96000000 N N N N/A N/A N/A 1.00000000 NC USD -4790.95000000 -0.00803665526 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2020-06-12 68862.00000000 USD -4790.95000000 N N N N/A N/A N/A -1.00000000 NC USD -3022.70000000 -0.00507047618 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-25 -123741.00000000 USD -3022.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -325.88000000 -0.00054665258 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13588.05000000 USD 16122166.00000000 KRW 2020-06-17 -325.88000000 N N N N/A N/A N/A -3.00000000 NC 184.37000000 0.000309274388 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short MSCI Singapore Index SIMSCI Index 2020-04-29 -84420.00000000 SGD 184.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 37508.54000000 0.062919296913 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3604312.00000000 NOK 384296.59000000 USD 2020-06-17 37508.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 6727.09000000 0.011284464099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 737500.00000000 ZAR 47545.01000000 USD 2020-06-17 6727.09000000 N N N N/A N/A N/A -2.00000000 NC USD 8044.10000000 0.013493703468 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-05-28 -75850.00000000 USD 8044.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -75660.01000000 -0.12691708697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1108315.73000000 USD 1678500.00000000 AUD 2020-06-17 -75660.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -35884.60000000 -0.06019519293 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 601565.19000000 USD 795500.00000000 CAD 2020-06-17 -35884.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -203.54000000 -0.00034143140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 298000.00000000 NOK 28468.46000000 USD 2020-06-17 -203.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 3671.35000000 0.006158564442 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260000.00000000 PLN 66501.89000000 USD 2020-06-17 3671.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -316703.05000000 -0.53125856768 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1629818.72000000 USD 31506957.00000000 MXN 2020-06-17 -316703.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 77.02000000 0.000129198423 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15000.00000000 PLN 3701.86000000 USD 2020-06-17 77.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -189067.94000000 -0.31715502265 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3183984.87000000 USD 4868000.00000000 AUD 2020-06-17 -189067.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 5059.25000000 0.008486719368 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 246500.00000000 PLN 64627.43000000 USD 2020-06-17 5059.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -355849.50000000 -0.59692540277 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1020349500.00000000 JPY 9164739.86000000 USD 2020-06-17 -355849.50000000 N N N N/A N/A N/A 4.00000000 NC USD -73529.28000000 -0.12334286005 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-05 494971.00000000 USD -73529.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 5211.57000000 0.008742230974 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3785000.00000000 SEK 388471.29000000 USD 2020-06-17 5211.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2182.09000000 -0.00366038157 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156986.92000000 USD 7995000.00000000 PHP 2020-06-17 -2182.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 688.75000000 0.001155354640 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 137530000.00000000 IDR 9015.37000000 USD 2020-06-17 688.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -7514.05000000 -0.01260456266 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69757.72000000 USD 325000.00000000 BRL 2020-06-17 -7514.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -190.69000000 -0.00031987597 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2871.13000000 USD 2289570.00000000 CLP 2020-06-17 -190.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -13417.74000000 -0.02250780134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 416607.72000000 USD 364500.00000000 EUR 2020-06-17 -13417.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 2743.12000000 0.004601490267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2007500.00000000 SEK 206017.60000000 USD 2020-06-17 2743.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 48739.36000000 0.081758614523 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4952000.00000000 MXN 255123.90000000 USD 2020-06-17 48739.36000000 N N N N/A N/A N/A 1.00000000 NC USD -2546.70000000 -0.00427200241 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-19 38062.50000000 USD -2546.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -34.43000000 -0.00005775515 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6907.59000000 USD 205500.00000000 TWD 2020-06-17 -34.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -317923.62000000 -0.53330603224 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1631039.33000000 USD 31506958.00000000 MXN 2020-06-17 -317923.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 6653.58000000 0.011161153581 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 153485.05000000 USD 565000.00000000 ILS 2020-06-17 6653.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 26659.55000000 0.044720486108 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2832384.00000000 NOK 299176.73000000 USD 2020-06-17 26659.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -1519.27000000 -0.00254852362 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 328844.49000000 USD 397913000.00000000 KRW 2020-06-17 -1519.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -579.71000000 -0.00097244375 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11980.15000000 USD 9738000.00000000 CLP 2020-06-17 -579.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 7723.69000000 0.012956226618 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 657516.00000000 NOK 70986.44000000 USD 2020-06-17 7723.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.51000000 -0.00001092030 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25000.00000000 SGD 17603.18000000 USD 2020-06-17 -6.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -688.82000000 -0.00115547206 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2583500.00000000 PHP 49334.73000000 USD 2020-06-17 -688.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 37463.23000000 0.062843290933 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8095430.00000000 SEK 857186.41000000 USD 2020-06-17 37463.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 55.60000000 0.000093267104 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1247.13000000 USD 2020-06-17 55.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 1727.60000000 0.002897990093 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 166159.18000000 USD 161000.00000000 CHF 2020-06-17 1727.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -23613.56000000 -0.03961094174 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 427048.08000000 USD 31031291.00000000 INR 2020-06-17 -23613.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.55000000 -0.00020054104 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1056000.00000000 JPY 9733.68000000 USD 2020-06-17 -119.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 3156.12000000 0.005294283685 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183000.00000000 PLN 47379.15000000 USD 2020-06-17 3156.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -6775.33000000 -0.01136538505 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 586071.39000000 USD 523707.00000000 EUR 2020-06-17 -6775.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -120.28000000 -0.00020176559 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10906.59000000 USD 1156000.00000000 JPY 2020-06-17 -120.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 6524.80000000 0.010945129522 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 332500.00000000 GBP 420078.33000000 USD 2020-06-17 6524.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 4903.26000000 0.008225051462 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192234.29000000 USD 158500.00000000 GBP 2020-06-17 4903.26000000 N N N N/A N/A N/A -4.00000000 NC USD 73405.64000000 0.123135458172 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-05 -494971.00000000 USD 73405.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 1198.63000000 0.002010660955 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4238496.00000000 INR 56302.87000000 USD 2020-06-17 1198.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -5576.55000000 -0.00935447248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 355000.00000000 CHF 364608.58000000 USD 2020-06-17 -5576.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 102.21000000 0.000171453789 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 175000.00000000 MXN 7395.69000000 USD 2020-06-17 102.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 3612.47000000 0.006059795249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66038.65000000 USD 56000.00000000 GBP 2020-06-17 3612.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 507.95000000 0.000852068805 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8735.25000000 USD 15500.00000000 NZD 2020-06-17 507.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -8740.99000000 -0.01466271268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 345786.94000000 USD 409730000.00000000 KRW 2020-06-17 -8740.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -6896.57000000 -0.01156876102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 479000.00000000 CHF 492592.67000000 USD 2020-06-17 -6896.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -5412.77000000 -0.00907973711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 334454.77000000 USD 400000000.00000000 KRW 2020-06-17 -5412.77000000 N N N N/A N/A N/A -1.00000000 NC USD 7688.55000000 0.012897280466 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-04-21 -37608.50000000 USD 7688.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 3648.93000000 0.006120955656 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 22752.79000000 USD 2020-06-17 3648.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 4888.19000000 0.008199772051 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1950000.00000000 CZK 83429.07000000 USD 2020-06-17 4888.19000000 N N N N/A N/A N/A 1.00000000 NC USD -11656.91000000 -0.01955406905 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-04-14 47438.00000000 USD -11656.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -59294.79000000 -0.09946498843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4645830.22000000 USD 4146413.00000000 EUR 2020-06-17 -59294.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -18732.72000000 -0.03142349906 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 101254500.00000000 JPY 926044.06000000 USD 2020-06-17 -18732.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -15358.25000000 -0.02576294070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 336812.65000000 USD 104947499.00000000 HUF 2020-06-17 -15358.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.61000000 0.000001023254 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24000.00000000 CLP 28.71000000 USD 2020-06-17 0.61000000 N N N N/A N/A N/A 8.00000000 NC 2205.25000000 0.003699231682 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-06-16 996700.00000000 GBP 2205.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.91000000 0.000107206845 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959.00000000 GBP 1256.69000000 USD 2020-06-17 63.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 3222.77000000 0.005406086787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79037.73000000 USD 100000000.00000000 KRW 2020-06-17 3222.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -602.41000000 -0.00101052223 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3991.93000000 USD 13845500.00000000 COP 2020-06-17 -602.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 768.03000000 0.001288344137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 700000.00000000 ZAR 39510.46000000 USD 2020-06-17 768.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 7361.44000000 0.012348564595 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 651000.00000000 PLN 164679.43000000 USD 2020-06-17 7361.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.74000000 -0.00013711606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21627.63000000 USD 112500.00000000 BRL 2020-06-17 -81.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -342887.39000000 -0.57518190522 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1656003.10000000 USD 31506958.00000000 MXN 2020-06-17 -342887.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -181.61000000 -0.00030464458 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17500.00000000 CHF 18066.95000000 USD 2020-06-17 -181.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 42.08000000 0.000070587765 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2390000.00000000 CLP 2840.09000000 USD 2020-06-17 42.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 460.98000000 0.000773278231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64500.00000000 MXN 3149.15000000 USD 2020-06-17 460.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 470.31000000 0.000788928988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 157576.49000000 USD 135000000.00000000 CLP 2020-06-17 470.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -561.06000000 -0.00094115901 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62234500.00000000 COP 14674.57000000 USD 2020-06-17 -561.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -14244.68000000 -0.02389496499 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 849936.00000000 CHF 872047.35000000 USD 2020-06-17 -14244.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -3148.89000000 -0.00528215560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 127121.08000000 USD 176000.00000000 SGD 2020-06-17 -3148.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -19.66000000 -0.00003297897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69000.00000000 INR 877.40000000 USD 2020-06-17 -19.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -7415.51000000 -0.01243926517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71991.34000000 USD 1166759.00000000 ZAR 2020-06-17 -7415.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -23143.28000000 -0.03882206307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1503426.99000000 USD 14619000.00000000 SEK 2020-06-17 -23143.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -6033.05000000 -0.01012023566 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 370827.70000000 USD 513000.00000000 CAD 2020-06-17 -6033.05000000 N N N N/A N/A N/A -15.00000000 NC USD 66289.50000000 0.111198375962 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-17 -570937.50000000 USD 66289.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 546.93000000 0.000917456426 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100053.14000000 USD 122294500.00000000 KRW 2020-06-17 546.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 1394.54000000 0.002339293300 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1844000.00000000 INR 25368.19000000 USD 2020-06-17 1394.54000000 N N N N/A N/A 000000000 118000000.00000000 PA -11616.30000000 -0.01948594716 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A N/A Y 2020-06-11 0.00000000 USD 0.00000000 USD 118000000.00000000 KRW -11616.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -5748.04000000 -0.00964214110 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 270907.00000000 USD 935532.00000000 ILS 2020-06-17 -5748.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -121.88000000 -0.00020444954 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2802.32000000 USD 2289572.00000000 CLP 2020-06-17 -121.88000000 N N N N/A N/A N/A 1.00000000 NC USD -7787.04000000 -0.01306249408 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-04-16 37537.50000000 USD -7787.04000000 N N N N/A N/A N/A 1.00000000 NC USD -2515.45000000 -0.00421958160 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-06-18 38062.50000000 USD -2515.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -2584.76000000 -0.00433584676 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 246842.09000000 USD 1733999.00000000 CNY 2020-06-17 -2584.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -294893.71000000 -0.49467414347 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2008988.72000000 USD 8950000.00000000 BRL 2020-06-17 -294893.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 42547.91000000 0.071372668259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1697128.56000000 USD 2020-06-17 42547.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -9634.82000000 -0.01616208202 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 328202.59000000 USD 305500.00000000 CHF 2020-06-17 -9634.82000000 N N N N/A N/A N/A -1.00000000 NC USD 4922.05000000 0.008256571046 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-03 -37987.50000000 USD 4922.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 40247.73000000 0.067514194739 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1507500.00000000 NZD 939223.25000000 USD 2020-06-17 40247.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 270.18000000 0.000453217737 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2850000.00000000 TWD 95591.31000000 USD 2020-06-17 270.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 14919.41000000 0.025026801564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 285500.00000000 GBP 370015.75000000 USD 2020-06-17 14919.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 17316.37000000 0.029047620235 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1074500.00000000 PLN 276975.64000000 USD 2020-06-17 17316.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -51940.37000000 -0.08712819965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1188176.51000000 USD 913542.00000000 GBP 2020-06-17 -51940.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 412318.25000000 0.691649805471 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10687088.57000000 USD 1189556000.00000000 JPY 2020-06-17 412318.25000000 N N N United States of America 254900HROIFWPRGM1V77 912796XG9 1714000.00000000 PA USD 1713364.05000000 2.874109772934 Long STIV UST US N 2 2020-08-27 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2996.47000000 -0.00502647625 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 461706.39000000 USD 13714937.00000000 TWD 2020-06-17 -2996.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -3122.64000000 -0.00523812212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 99839.73000000 USD 505000.00000000 BRL 2020-06-17 -3122.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -42.01000000 -0.00007047034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108724.82000000 USD 3249500.00000000 TWD 2020-06-17 -42.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 9266.07000000 0.015543516477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14547500.00000000 INR 198396.58000000 USD 2020-06-17 9266.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -16375.52000000 -0.02746937644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 357374.97000000 USD 274166.00000000 GBP 2020-06-17 -16375.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 18738.42000000 0.031433060622 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1976873.00000000 ILS 579045.90000000 USD 2020-06-17 18738.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 135.69000000 0.000227615348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 448000.00000000 PHP 8810.18000000 USD 2020-06-17 135.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 8317.39000000 0.013952138125 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 708096.00000000 NOK 76446.68000000 USD 2020-06-17 8317.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 4315.90000000 0.007239775089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 78240.50000000 USD 2020-06-17 4315.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 16687.55000000 0.027992796126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 383895.89000000 USD 2020-06-17 16687.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 3935.02000000 0.006600861876 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 291792.00000000 CHF 308208.43000000 USD 2020-06-17 3935.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.24000000 -0.00024028021 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2823.68000000 USD 2289572.00000000 CLP 2020-06-17 -143.24000000 N N N N/A N/A N/A -1.00000000 NC USD 25797.91000000 0.043275114388 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-04-24 -123601.50000000 USD 25797.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 24981.64000000 0.041905849295 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 703500.00000000 NZD 444503.55000000 USD 2020-06-17 24981.64000000 N N N N/A N/A N/A 2.00000000 NC -481.02000000 -0.00080689464 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-06-14 502025.00000000 EUR -481.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -5747.70000000 -0.00964157076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 270906.66000000 USD 935532.00000000 ILS 2020-06-17 -5747.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -746.53000000 -0.00125227862 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 700000.00000000 MXN 28427.37000000 USD 2020-06-17 -746.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -17906.05000000 -0.03003678832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 218111.52000000 USD 65362500.00000000 HUF 2020-06-17 -17906.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -3447.66000000 -0.00578333209 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 462157.58000000 USD 13714937.00000000 TWD 2020-06-17 -3447.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 93206.69000000 0.156351044386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2561778.00000000 GBP 3279469.33000000 USD 2020-06-17 93206.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -115.77000000 -0.00019420022 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1621500.00000000 THB 49311.16000000 USD 2020-06-17 -115.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -197.80000000 -0.00033180275 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8806.08000000 USD 7353000.00000000 CLP 2020-06-17 -197.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -27587.40000000 -0.04627692284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 567199.06000000 USD 17702500.00000000 THB 2020-06-17 -27587.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -72816.73000000 -0.12214758172 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1451137.48000000 USD 1938292.00000000 CAD 2020-06-17 -72816.73000000 N N N N/A N/A N/A 20.00000000 NC USD -338319.75000000 -0.56751984486 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-06-17 2475375.00000000 USD -338319.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -3427.50000000 -0.00574951438 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22501.75000000 USD 77914500.00000000 COP 2020-06-17 -3427.50000000 N N N N/A N/A N/A 1.00000000 NC USD -2015.53000000 -0.00338098285 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-04 47586.25000000 USD -2015.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 1727.39000000 0.002897637825 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 166159.39000000 USD 161000.00000000 CHF 2020-06-17 1727.39000000 N N N N/A N/A N/A -1.00000000 NC USD 2838.30000000 0.004761151471 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-03 -47583.75000000 USD 2838.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 10658.90000000 0.017879941311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 777874.02000000 USD 756187.00000000 CHF 2020-06-17 10658.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 135.40000000 0.000227128883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 589500.00000000 PHP 11549.71000000 USD 2020-06-17 135.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -22997.34000000 -0.03857725370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 426431.86000000 USD 31031291.00000000 INR 2020-06-17 -22997.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -305295.56000000 -0.51212289217 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1618411.35000000 USD 31506960.00000000 MXN 2020-06-17 -305295.56000000 N N N N/A N/A 000000000 46166289.06000001 PA 35562.11035588 0.059654227553 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A N/A Rec/pay the total return of custom basket plus LIBOR +/- spread (-9.50% to 0.70%). JPY Currency. Maturity 13-62 Months 01/14/21 to 04/02/25 Itochu Techno-Solutions Corp. 139553.80000000 USD -21289.66000000 USD Nippon Shinyaku Co. Ltd. 221450.96000000 USD 41239.12000000 USD Toyo Seikan Group Holdings Ltd. 217878.19000000 USD 2881.98000000 USD Hino Motors Ltd. 27732.47000000 USD -959.95000000 USD Isuzu Motors Ltd. 28456.87000000 USD 488.86000000 USD Sompo Holdings, Inc. 101718.90000000 USD 14779.28000000 USD IHI Corp. 124608.65000000 USD 10813.41000000 USD Sumitomo Corp. 50178.69000000 USD 1880.82000000 USD MonotaRO Co. Ltd. 126822.84000000 USD -12414.04000000 USD Toho Co. Ltd. 61153.52000000 USD -389.23000000 USD Mebuki Financial Group, Inc. 63080.82000000 USD 9010.17000000 USD Recruit Holdings Co. Ltd. 59411.94000000 USD 1320.37000000 USD Kose Corp. 107902.73000000 USD -11042.29000000 USD Ryohin Keikaku Co. Ltd. 164584.75000000 USD -6394.63000000 USD NHK Spring Co. Ltd. 230911.94000000 USD 18260.36000000 USD Pigeon Corp. 72741.96000000 USD -11624.73000000 USD Persol Holdings Co. Ltd. 55033.59000000 USD -3981.34000000 USD Bank of Kyoto Ltd. (The) 3169.20000000 USD -304.01000000 USD JGC Holdings Corp. 232276.82000000 USD 245.56000000 USD Toyo Suisan Kaisha Ltd. 270662.33000000 USD 47314.28000000 USD Osaka Gas Co. Ltd. 86377.11000000 USD 11120.46000000 USD Toho Gas Co. Ltd. 67621.17000000 USD -12554.24000000 USD Nippon Steel Corp. 108258.78000000 USD 3234.66000000 USD Sumitomo Electric Industries Ltd. 166122.93000000 USD 19673.12000000 USD Nifco, Inc. 50154.92000000 USD -3985.14000000 USD Toyota Motor Corp. 54238.43000000 USD 2024.26000000 USD Santen Pharmaceutical Co. Ltd. 116700.01000000 USD 21886.86000000 USD Sawai Pharmaceutical Co. Ltd. 144668.37000000 USD -14280.78000000 USD Chiba Bank Ltd. (The) 247694.72000000 USD -27869.05000000 USD Izumi Co. Ltd. 123953.72000000 USD 19778.83000000 USD Toshiba Corp. 151236.59000000 USD 1444.93000000 USD Kamigumi Co. Ltd. 219434.16000000 USD 1699.69000000 USD Azbil Corp. 219660.31000000 USD 21474.55000000 USD Tokyo Gas Co. Ltd. 344023.64000000 USD 38807.29000000 USD Pola Orbis Holdings, Inc. 222451.67000000 USD 11243.90000000 USD Disco Corp. 38910.57000000 USD -2571.73000000 USD Toyota Tsusho Corp. 207898.42000000 USD 8597.55000000 USD Air Water, Inc. 106819.71000000 USD -17421.89000000 USD Dai Nippon Printing Co. Ltd. 174258.99000000 USD 18462.79000000 USD Astellas Pharma, Inc. 150992.11000000 USD 15547.17000000 USD Mitsui Chemicals, Inc. 167517.14000000 USD 32.22000000 USD Sumitomo Rubber Industries Ltd. 140892.08000000 USD -8743.24000000 USD Suzuki Motor Corp. 350024.92000000 USD 54454.44000000 USD Nidec Corp. 206138.01000000 USD -5406.12000000 USD Japan Airport Terminal Co. Ltd. 257493.36000000 USD -29928.80000000 USD THK Co. Ltd. 8059.46000000 USD -153.20000000 USD FUJIFILM Holdings Corp. 133054.81000000 USD 19300.52000000 USD Nihon M&A Center, Inc. 35406.62000000 USD -1547.12000000 USD Mabuchi Motor Co. Ltd. 86042.58000000 USD 5203.46000000 USD Sega Sammy Holdings, Inc. 60661.39000000 USD -1065.35000000 USD Lasertec Corp. 60280.57000000 USD -6274.87000000 USD NGK Insulators Ltd. 49456.31000000 USD -4230.93000000 USD Secom Co. Ltd. 115791.55000000 USD 14845.87000000 USD SCREEN Holdings Co. Ltd. 29278.24000000 USD -1064.80000000 USD Fancl Corp. 24562.71000000 USD -1648.90000000 USD Mitsubishi Logistics Corp. 68443.40000000 USD -4600.72000000 USD Seibu Holdings, Inc. 78265.12000000 USD -914.67000000 USD Sysmex Corp. 79612.41000000 USD 11298.08000000 USD Kobayashi Pharmaceutical Co. Ltd. 46260.46000000 USD -7768.81000000 USD Toray Industries, Inc. 67092.22000000 USD 3426.72000000 USD Isetan Mitsukoshi Holdings Ltd. 85866.66000000 USD 2928.39000000 USD Yamada Denki Co. Ltd. 13940.60000000 USD 980.83000000 USD Sankyu, Inc. 122958.38000000 USD 7984.88000000 USD Japan Post Insurance Co. Ltd. 96369.40000000 USD -6293.43000000 USD Nisshin Seifun Group, Inc. 185340.06000000 USD -8954.92000000 USD Konica Minolta, Inc. 184119.17000000 USD -9182.39000000 USD Takashimaya Co. Ltd. 47572.78000000 USD 1285.41000000 USD Nintendo Co. Ltd. 116596.08000000 USD 18859.67000000 USD Taisho Pharmaceutical Holdings Co. Ltd. 49103.42000000 USD 6584.56000000 USD Tohoku Electric Power Co., Inc. 51909.58000000 USD 5866.45000000 USD Ricoh Co. Ltd. 140914.72000000 USD -16256.52000000 USD Sugi Holdings Co. Ltd. 273102.13000000 USD 26663.44000000 USD Mitsubishi Materials Corp. 267804.71000000 USD 31098.16000000 USD Suzuken Co. Ltd. 186382.81000000 USD 22062.08000000 USD Nippon Shokubai Co. Ltd. 41079.18000000 USD -2215.54000000 USD AEON Financial Service Co. Ltd. 283128.18000000 USD -7641.14000000 USD Aisin Seiki Co. Ltd. 134701.51000000 USD 1064.94000000 USD Keio Corp. 64936.73000000 USD -9750.98000000 USD Obic Co. Ltd. 65144.88000000 USD 684.49000000 USD Seiko Epson Corp. 134536.93000000 USD -18258.03000000 USD Park24 Co. Ltd. 293359.02000000 USD 3636.00000000 USD T&D Holdings, Inc. 98900.97000000 USD -13939.94000000 USD Calbee, Inc. 116043.57000000 USD -14056.08000000 USD Goldwin, Inc. 66637.17000000 USD 7381.15000000 USD House Foods Group, Inc. 117144.69000000 USD 11786.50000000 USD Kajima Corp. 30664.57000000 USD 637.43000000 USD Nissan Motor Co. Ltd. 17732.26000000 USD -1390.43000000 USD Mitsubishi Corp. 54995.81000000 USD 660.55000000 USD Sumitomo Chemical Co. Ltd. 42544.17000000 USD 4150.62000000 USD Nihon Unisys Ltd. 181378.19000000 USD 19601.62000000 USD Mitsubishi Motors Corp. 214415.65000000 USD -9042.01000000 USD Kyushu Railway Co. 112029.30000000 USD 5167.99000000 USD Bridgestone Corp. 27549.55000000 USD -2287.81000000 USD Komatsu Ltd. 119757.31000000 USD -9978.20000000 USD Nissin Foods Holdings Co. Ltd. 33194.76000000 USD 1306.25000000 USD Sumitomo Dainippon Pharma Co. Ltd. 227174.30000000 USD 27164.06000000 USD Kawasaki Heavy Industries Ltd. 37408.45000000 USD -2202.46000000 USD Mitsubishi UFJ Financial Group, Inc. 34796.46000000 USD -675.70000000 USD Hachijuni Bank Ltd. (The) 215810.99000000 USD 37033.75000000 USD Eisai Co. Ltd. 55226.31000000 USD -2716.12000000 USD Suntory Beverage & Food Ltd. 173828.98000000 USD 12208.03000000 USD Ajinomoto Co., Inc. 361508.85000000 USD 45714.97000000 USD Sekisui House Ltd. 250678.95000000 USD 23024.38000000 USD Kaneka Corp. 69111.31000000 USD 7310.82000000 USD Mitsubishi Heavy Industries Ltd. 128529.80000000 USD 997.65000000 USD Rohm Co. Ltd. 195415.93000000 USD 3006.23000000 USD Japan Post Bank Co. Ltd. 183778.69000000 USD -12984.99000000 USD Hikari Tsushin, Inc. 301199.42000000 USD 5462.65000000 USD GungHo Online Entertainment, Inc. 26399.77000000 USD 995.77000000 USD Electric Power Development Co. Ltd. 62129.38000000 USD 2150.19000000 USD COMSYS Holdings Corp. 12804.87000000 USD 43.27000000 USD Hokuriku Electric Power Co. 125935.83000000 USD -13930.37000000 USD Haseko Corp. 31904.53000000 USD 1524.75000000 USD Sumitomo Heavy Industries Ltd. 128818.74000000 USD 4374.25000000 USD Rinnai Corp. 42294.31000000 USD 4528.22000000 USD Asahi Intecc Co. Ltd. 276158.29000000 USD -14654.72000000 USD Amada Holdings Co. Ltd. 86217.10000000 USD 4142.82000000 USD Shinsei Bank Ltd. 108607.31000000 USD -15236.60000000 USD Unicharm Corp. 86097.87000000 USD -15677.73000000 USD Oracle Corp. Japan 252946.58000000 USD -33793.64000000 USD Ezaki Glico Co. Ltd. 29314.15000000 USD -2385.35000000 USD Hiroshima Bank Ltd. (The) 75780.19000000 USD 5857.31000000 USD Kaken Pharmaceutical Co. Ltd. 139848.39000000 USD 25152.18000000 USD Kuraray Co. Ltd. 110675.62000000 USD -8151.97000000 USD SUMCO Corp. 58451.52000000 USD 5128.52000000 USD Chugoku Bank Ltd. (The) 115315.40000000 USD 15220.22000000 USD Denso Corp. 63908.95000000 USD 4808.94000000 USD Obayashi Corp. 331147.84000000 USD 28669.99000000 USD Nitori Holdings Co. Ltd. 40542.26000000 USD 1459.39000000 USD LIXIL Group Corp. 40659.92000000 USD 6322.45000000 USD NOK Corp. 95285.37000000 USD 15417.59000000 USD Odakyu Electric Railway Co. Ltd. 353576.30000000 USD -43299.25000000 USD Fast Retailing Co. Ltd. 40804.22000000 USD 115.92000000 USD Rohto Pharmaceutical Co. Ltd. 161201.01000000 USD 5252.95000000 USD Yakult Honsha Co. Ltd. 47128.03000000 USD 4329.52000000 USD Kansai Paint Co. Ltd. 1358104.68000000 USD 17837.27000000 USD Asics Corp. 66482.20000000 USD 12264.21000000 USD NTT Data Corp. 29674.95000000 USD 663.30000000 USD Keikyu Corp. 94216.62000000 USD -5684.13000000 USD Credit Saison Co. Ltd. 47567.21000000 USD -481.96000000 USD Alfresa Holdings Corp. 147031.17000000 USD 9128.90000000 USD Trend Micro, Inc. 237034.75000000 USD -37221.45000000 USD Sumitomo Mitsui Financial Group, Inc. 121466.98000000 USD -2861.52000000 USD Panasonic Corp. 77975.21000000 USD 8033.39000000 USD Toyota Boshoku Corp. 273221.74000000 USD 22334.38000000 USD Pan Pacific International Holdings Corp. 5681.20000000 USD -624.39000000 USD Nippon Telegraph & Telephone Corp. 208074.58000000 USD 20441.21000000 USD McDonald's Holdings Co. Japan Ltd. 49611.98000000 USD -866.85000000 USD Asahi Group Holdings Ltd. 42176.16000000 USD -4648.63000000 USD TIS, Inc. 343286.04000000 USD 40281.75000000 USD Shimamura Co. Ltd. 36260.29000000 USD -1591.10000000 USD Hoshizaki Corp. 179524.22000000 USD 2333.35000000 USD GMO Payment Gateway, Inc. 77093.92000000 USD -8875.32000000 USD SCSK Corp. 119453.24000000 USD 11369.71000000 USD Nissan Chemical Corp. 101408.42000000 USD -11272.58000000 USD Mizuho Financial Group, Inc. 194096.73000000 USD -11407.36000000 USD Justsystems Corp. 177206.57000000 USD 31881.94000000 USD JTEKT Corp. 182357.40000000 USD 8890.06000000 USD FANUC Corp. 213801.37000000 USD -5753.46000000 USD MS&AD Insurance Group Holdings, Inc. 89283.63000000 USD 9165.98000000 USD Sumitomo Metal Mining Co. Ltd. 169689.45000000 USD -4182.64000000 USD Brother Industries Ltd. 284753.92000000 USD 29928.96000000 USD Iyo Bank Ltd. (The) 73414.91000000 USD -14444.49000000 USD Tosoh Corp. 212833.69000000 USD 12069.61000000 USD Idemitsu Kosan Co. Ltd. 178024.59000000 USD -8260.58000000 USD ORIX Corp. 113341.32000000 USD -7604.73000000 USD Shizuoka Bank Ltd. (The) 145720.91000000 USD -17971.75000000 USD Skylark Holdings Co. Ltd. 137872.15000000 USD -1400.87000000 USD Nitto Denko Corp. 111047.50000000 USD 13046.39000000 USD Nabtesco Corp. 36599.61000000 USD 3128.07000000 USD Fujitsu Ltd. 117089.32000000 USD 7616.73000000 USD SG Holdings Co. Ltd. 14291.08000000 USD 2130.32000000 USD Nikon Corp. 21110.01000000 USD 2044.89000000 USD Nippon Yusen KK 49609.09000000 USD -4908.62000000 USD Japan Tobacco, Inc. 183117.21000000 USD -6210.17000000 USD Marui Group Co. Ltd. 26765.99000000 USD -716.19000000 USD Hisamitsu Pharmaceutical Co., Inc. 9280.84000000 USD -1456.78000000 USD Otsuka Corp. 46893.59000000 USD 5287.42000000 USD Sohgo Security Services Co. Ltd. 53393.15000000 USD 9524.05000000 USD Kyocera Corp. 17703.24000000 USD -68.67000000 USD Mazda Motor Corp. 54392.80000000 USD -3080.65000000 USD Honda Motor Co. Ltd. 20138.80000000 USD -1319.54000000 USD Lion Corp. 255915.56000000 USD 34732.74000000 USD Taiyo Yuden Co. Ltd. 20889.60000000 USD -0.13000000 USD Resona Holdings, Inc. 276144.14000000 USD 14668.69000000 USD Square Enix Holdings Co. Ltd. 13402.70000000 USD -1597.82000000 USD Bandai Namco Holdings, Inc. 87305.84000000 USD -4969.87000000 USD JFE Holdings, Inc. 86832.98000000 USD 9307.29000000 USD Medipal Holdings Corp. 186859.24000000 USD 13964.63000000 USD Olympus Corp. 87933.34000000 USD 7168.16000000 USD Mitsubishi UFJ Lease & Finance Co. Ltd. 174254.82000000 USD 10978.54000000 USD Taiheiyo Cement Corp. 255499.47000000 USD -2061.41000000 USD CyberAgent, Inc. 189903.85000000 USD -20054.65000000 USD Tokyo Broadcasting System Holdings, Inc. 114219.76000000 USD 6840.00000000 USD Dai-ichi Life Holdings, Inc. 95001.05000000 USD 14779.46000000 USD Sekisui Chemical Co. Ltd. 127788.74000000 USD 15931.91000000 USD Yamaha Motor Co. Ltd. 357140.60000000 USD -6666.95000000 USD Taiyo Nippon Sanso Corp. 119856.31000000 USD -12213.02000000 USD Sankyo Co. Ltd. 113102.42000000 USD 4467.38000000 USD SMC Corp. 41924.37000000 USD 3989.69000000 USD Ito En Ltd. 21128.56000000 USD -4762.90000000 USD Marubeni Corp. 198026.25000000 USD -2302.66000000 USD DeNA Co. Ltd. 21698.73000000 USD 939.92000000 USD Canon, Inc. 241213.38000000 USD -20980.31000000 USD Central Japan Railway Co. 16027.12000000 USD 1093.74000000 USD NGK Spark Plug Co. Ltd. 553685.90000000 USD -53400.04000000 USD Yamato Holdings Co. Ltd. 360847.13000000 USD -63525.52000000 USD MINEBEA MITSUMI, Inc. 81237.49000000 USD 4806.76000000 USD Kansai Electric Power Co., Inc. (The) 350623.57000000 USD -52240.42000000 USD Kakaku.com, Inc. 18289.45000000 USD 39.64000000 USD Oji Holdings Corp. 27644.10000000 USD 4181.22000000 USD Otsuka Holdings Co. Ltd. 148269.88000000 USD -29242.50000000 USD Casio Computer Co. Ltd. 91712.68000000 USD 6770.35000000 USD Subaru Corp. 168212.72000000 USD -1487.37000000 USD Chubu Electric Power Co., Inc. 111494.17000000 USD 10694.80000000 USD Ibiden Co. Ltd. 412473.65000000 USD 67190.66000000 USD Mitsubishi Gas Chemical Co., Inc. 100354.72000000 USD 5467.61000000 USD Shimizu Corp. 148633.20000000 USD 15373.54000000 USD Hankyu Hanshin Holdings, Inc. 157897.77000000 USD 17458.51000000 USD Nippon Paint Holdings Co. Ltd. 999402.79000000 USD -94279.85000000 USD Mitsubishi Chemical Holdings Corp. 129449.08000000 USD -6262.64000000 USD ABC-Mart, Inc. 85082.14000000 USD -1907.47000000 USD Mitsui OSK Lines Ltd. 51289.96000000 USD 2162.46000000 USD Keyence Corp. 64302.52000000 USD -2783.71000000 USD Tokyu Corp. 31428.86000000 USD -274.98000000 USD Nippon Electric Glass Co. Ltd. 163799.41000000 USD -9739.59000000 USD Sony Corp. 337631.41000000 USD 27308.92000000 USD Mitsui & Co. Ltd. 38874.38000000 USD 366.55000000 USD Aozora Bank Ltd. 11450.52000000 USD -655.47000000 USD Daicel Corp. 167326.68000000 USD 15538.43000000 USD Hamamatsu Photonics KK 28444.23000000 USD 872.33000000 USD Toyota Industries Corp. 81055.58000000 USD -8168.62000000 USD Sharp Corp. 70587.56000000 USD -8015.80000000 USD Renesas Electronics Corp. 103155.03000000 USD 956.60000000 USD Konami Holdings Corp. 39874.42000000 USD -4161.60000000 USD Showa Denko KK 106683.83000000 USD -22400.98000000 USD Shin-Etsu Chemical Co. Ltd. 78629.77000000 USD 9668.25000000 USD SoftBank Group Corp. 14160.96000000 USD -498.34000000 USD Rakuten, Inc. 121378.76000000 USD -18435.32000000 USD Kobe Steel Ltd. 26758.68000000 USD 1166.22000000 USD NS Solutions Corp. 85012.75000000 USD 2876.77000000 USD Nexon Co. Ltd. 3137.44000000 USD -444.02000000 USD NSK Ltd. 13366.91000000 USD 1695.29000000 USD JSR Corp. 102353.84000000 USD -19279.99000000 USD Tokyo Electron Ltd. 111824.12000000 USD 11023.98000000 USD MISUMI Group, Inc. 263897.57000000 USD -37182.38000000 USD Benesse Holdings, Inc. 78889.29000000 USD 10996.71000000 USD Hitachi Metals Ltd. 16794.66000000 USD -1052.32000000 USD Daiwa Securities Group, Inc. 136796.14000000 USD -4995.72000000 USD Yaskawa Electric Corp. 149548.49000000 USD -21562.64000000 USD Matsumotokiyoshi Holdings Co. Ltd. 72906.82000000 USD 9384.37000000 USD Tokyo Electric Power Co. Holdings, Inc. 261326.43000000 USD 17414.27000000 USD M3, Inc. 94803.80000000 USD -15515.93000000 USD Kyowa Kirin Co. Ltd. 382176.52000000 USD -61841.57000000 USD Hoya Corp. 382641.88000000 USD 25148.22000000 USD TDK Corp. 199911.84000000 USD 14775.45000000 USD Hitachi Construction Machinery Co. Ltd. 280784.05000000 USD -15048.17000000 USD Shimano, Inc. 199658.70000000 USD -11899.78000000 USD Kyushu Electric Power Co., Inc. 323216.49000000 USD -25836.40000000 USD NH Foods Ltd. 149642.56000000 USD 18405.45000000 USD Shiseido Co. Ltd. 64649.69000000 USD -9284.80000000 USD Toyoda Gosei Co. Ltd. 192312.43000000 USD 4070.25000000 USD Shionogi & Co. Ltd. 113296.81000000 USD 12895.67000000 USD ITOCHU Corp. 35180.85000000 USD -2903.32000000 USD Iida Group Holdings Co. Ltd. 143739.95000000 USD -14923.10000000 USD Daifuku Co. Ltd. 150403.96000000 USD -29382.26000000 USD Japan Airlines Co. Ltd. 34917.15000000 USD 265.28000000 USD Yamaguchi Financial Group, Inc. 115587.80000000 USD 19695.01000000 USD Kubota Corp. 33069.52000000 USD -3290.34000000 USD Makita Corp. 137266.89000000 USD -10235.23000000 USD MEIJI Holdings Co. Ltd. 70866.16000000 USD 7911.52000000 USD Toppan Printing Co. Ltd. 21375.24000000 USD 1909.96000000 USD Kobe Bussan Co. Ltd. 27510.42000000 USD 3831.29000000 USD Kikkoman Corp. 436036.45000000 USD -68844.58000000 USD Hirose Electric Co. Ltd. 164948.58000000 USD -18038.02000000 USD ANA Holdings, Inc. 65782.25000000 USD -86.74000000 USD TOTO Ltd. 32988.14000000 USD -2928.63000000 USD Nomura Research Institute Ltd. 277531.81000000 USD 37077.29000000 USD LINE Corp. 337962.11000000 USD -10294.06000000 USD Capcom Co. Ltd. 206942.39000000 USD 36538.15000000 USD Zensho Holdings Co. Ltd. 13327.00000000 USD -689.12000000 USD Tobu Railway Co. Ltd. 118615.77000000 USD 14916.13000000 USD J Front Retailing Co. Ltd. 141132.49000000 USD -6129.34000000 USD Kirin Holdings Co. Ltd. 49375.63000000 USD -3107.25000000 USD Hakuhodo DY Holdings, Inc. 215925.02000000 USD 14796.33000000 USD Miura Co. Ltd. 77796.16000000 USD 15875.63000000 USD Dentsu Group, Inc. 152643.59000000 USD -2759.85000000 USD Concordia Financial Group Ltd. 71310.47000000 USD -6714.81000000 USD Ono Pharmaceutical Co. Ltd. 104285.21000000 USD -7770.28000000 USD Yokohama Rubber Co. Ltd. (The) 35951.58000000 USD -1348.52000000 USD Harmonic Drive Systems, Inc. 34566.45000000 USD -3974.93000000 USD Acom Co. Ltd. 375353.18000000 USD -32895.46000000 USD Nippon Express Co. Ltd. 170726.04000000 USD 17053.48000000 USD Sojitz Corp. 65650.07000000 USD 2502.37000000 USD Alps Alpine Co. Ltd. 42396.80000000 USD 1672.33000000 USD Asahi Kasei Corp. 15415.02000000 USD -1474.87000000 USD Murata Manufacturing Co. Ltd. 75168.71000000 USD -3687.30000000 USD Fuji Electric Co. Ltd. 60540.30000000 USD 8297.29000000 USD Yamaha Corp. 736.35000000 USD 83.04000000 USD Japan Post Holdings Co. Ltd. 294912.54000000 USD -22307.51000000 USD Nichirei Corp. 19710.50000000 USD -3829.67000000 USD Omron Corp. 56872.95000000 USD 8187.84000000 USD Stanley Electric Co. Ltd. 121697.84000000 USD 8621.76000000 USD Seven & i Holdings Co. Ltd. 122192.13000000 USD 10301.83000000 USD Takeda Pharmaceutical Co. Ltd. 414094.32000000 USD -28471.88000000 USD FamilyMart Co. Ltd. 341162.43000000 USD -63045.32000000 USD West Japan Railway Co. 123110.97000000 USD 16413.61000000 USD Sony Financial Holdings, Inc. 78921.00000000 USD -6488.71000000 USD Coca-Cola Bottlers Japan Holdings, Inc. 264752.88000000 USD -45239.37000000 USD Lawson, Inc. 93312.64000000 USD -10153.30000000 USD Shikoku Electric Power Co., Inc. 153598.92000000 USD -16072.61000000 USD Daiichi Sankyo Co. Ltd. 123617.96000000 USD 26776.31000000 USD Koito Manufacturing Co. Ltd. 126643.52000000 USD 20148.45000000 USD Nankai Electric Railway Co. Ltd. 63604.54000000 USD -8810.27000000 USD Tsuruha Holdings, Inc. 184586.67000000 USD -33404.64000000 USD JXTG Holdings, Inc. 8518.47000000 USD 780.48000000 USD Z Holdings Corp. 475035.59000000 USD 17814.85000000 USD Kewpie Corp. 82060.78000000 USD -9497.28000000 USD Cosmos Pharmaceutical Corp. 95530.31000000 USD -12272.62000000 USD Sundrug Co. Ltd. 221105.15000000 USD 15677.46000000 USD Yamazaki Baking Co. Ltd. 273039.68000000 USD 39990.04000000 USD Seven Bank Ltd. 233306.31000000 USD -10739.88000000 USD Maruichi Steel Tube Ltd. 40715.17000000 USD -3471.55000000 USD Fukuoka Financial Group, Inc. 98936.10000000 USD -5168.81000000 USD Hitachi Transport System Ltd. 17349.37000000 USD 149.50000000 USD Yokogawa Electric Corp. 35888.30000000 USD 3630.24000000 USD Hitachi Ltd. 225358.68000000 USD 12729.62000000 USD Kurita Water Industries Ltd. 107829.19000000 USD 5738.56000000 USD Kinden Corp. 45614.73000000 USD 2846.05000000 USD Mercari, Inc. 50494.77000000 USD -3188.56000000 USD Chugoku Electric Power Co., Inc. (The) 206492.91000000 USD -14378.82000000 USD Kintetsu Group Holdings Co. Ltd. 13884.66000000 USD 169.36000000 USD Terumo Corp. 27409.11000000 USD -4803.03000000 USD Shimadzu Corp. 190517.05000000 USD -21273.16000000 USD Teijin Ltd. 170841.46000000 USD 23370.98000000 USD Tokyo Century Corp. 12516.37000000 USD -867.56000000 USD Tokio Marine Holdings, Inc. 13726.37000000 USD 483.21000000 USD Hitachi Capital Corp. 9404.55000000 USD 265.87000000 USD Keihan Holdings Co. Ltd. 22178.57000000 USD -2526.22000000 USD Nomura Holdings, Inc. 160785.87000000 USD 14301.31000000 USD AGC, Inc. 73102.52000000 USD -3432.51000000 USD Taisei Corp. 3049.81000000 USD 70.15000000 USD Welcia Holdings Co. Ltd. 105324.34000000 USD 15315.02000000 USD Advantest Corp. 147609.84000000 USD 8398.96000000 USD USS Co. Ltd. 119298.54000000 USD 4160.11000000 USD Nagoya Railroad Co. Ltd. 109651.17000000 USD -6810.25000000 USD Sumitomo Mitsui Trust Holdings, Inc. 465428.69000000 USD 40220.95000000 USD Daikin Industries Ltd. 120714.07000000 USD 7825.05000000 USD Y 2021-01-14 0.00000000 USD 0.00000000 USD 46166289.00000000 USD 230319.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -10946.48000000 -0.01836234695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 434588.05000000 USD 515000000.00000000 KRW 2020-06-17 -10946.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 10401.24000000 0.017447725446 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391431.00000000 KRW 1664981.89000000 USD 2020-06-17 10401.24000000 N N N N/A N/A N/A -1.00000000 NC USD 3045.80000000 0.005109225646 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-06-05 -47588.75000000 USD 3045.80000000 N N N N/A N/A N/A -2.00000000 NC USD 16950.97000000 0.028434674194 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-04-28 -94983.50000000 USD 16950.97000000 N N N N/A N/A N/A -9.00000000 NC USD 160158.81000000 0.268660942805 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-05-05 -1113086.25000000 USD 160158.81000000 N N N N/A N/A N/A -6.00000000 NC -531.40000000 -0.00089140538 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2021-03-15 -1506225.00000000 EUR -531.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 42701.61000000 0.071630494769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5400000.00000000 ZAR 341571.81000000 USD 2020-06-17 42701.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 212284.12000000 0.356099373002 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 606146500.00000000 JPY 5868063.75000000 USD 2020-06-17 212284.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -4913.18000000 -0.00824169192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11150000.00000000 MXN 459785.45000000 USD 2020-06-17 -4913.18000000 N N N N/A N/A N/A 72326.04000000 PA USD -8821.87000000 -0.01479838612 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net Israel Index MSCI Daily TR Net Israel Index Y 2020-06-19 0.00000000 USD 0.00000000 USD 72326.04000000 USD -8821.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1403.62000000 -0.00235452469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 58500.00000000 AUD 34587.06000000 USD 2020-06-17 -1403.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -14245.78000000 -0.02389681020 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 849937.00000000 CHF 872047.29000000 USD 2020-06-17 -14245.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -2524.08000000 -0.00423405813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96143.80000000 USD 10033500.00000000 JPY 2020-06-17 -2524.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.40000000 0.000089576679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3307.33000000 USD 258500.00000000 INR 2020-06-17 53.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 15321.24000000 0.025700857688 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39000000.00000000 INR 522356.11000000 USD 2020-06-17 15321.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.63000000 -0.00002621879 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1119.30000000 USD 57000.00000000 PHP 2020-06-17 -15.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 150.81000000 0.000252978632 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30500.00000000 MXN 1421.96000000 USD 2020-06-17 150.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.25000000 -0.00002558135 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4500.00000000 EUR 4962.40000000 USD 2020-06-17 -15.25000000 N N N N/A N/A N/A 1.00000000 NC USD -6398.20000000 -0.01073276233 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-05-13 47542.25000000 USD -6398.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 10025.80000000 0.016817937648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 579000.00000000 CAD 421753.09000000 USD 2020-06-17 10025.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.12000000 -0.00000523369 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15517500.00000000 CLP 18163.48000000 USD 2020-06-17 -3.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -1036.21000000 -0.00173820694 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63022.30000000 USD 88000.00000000 SGD 2020-06-17 -1036.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -5208.19000000 -0.00873656114 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41213.76000000 USD 188000.00000000 BRL 2020-06-17 -5208.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -2624.29000000 -0.00440215699 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 177666.00000000 USD 212789500.00000000 KRW 2020-06-17 -2624.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 1944.40000000 0.003261664701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165000.00000000 PLN 41817.62000000 USD 2020-06-17 1944.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -1544.05000000 -0.00259009122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10344.12000000 USD 159000.00000000 ZAR 2020-06-17 -1544.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -4071.32000000 -0.00682950047 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3150000.00000000 CZK 122802.41000000 USD 2020-06-17 -4071.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -12820.34000000 -0.02150568321 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 252817.33000000 USD 205000000.00000000 CLP 2020-06-17 -12820.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 3025.23000000 0.005074720173 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64416214.00000000 COP 18794.96000000 USD 2020-06-17 3025.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 9256.58000000 0.015527597326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959438.00000000 ZAR 62357.96000000 USD 2020-06-17 9256.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 18600.83000000 0.031202258088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1709499.00000000 PLN 431711.36000000 USD 2020-06-17 18600.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -2882.73000000 -0.00483568128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 147579.73000000 USD 1429000.00000000 SEK 2020-06-17 -2882.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 4181.57000000 0.007014441095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 784351.35000000 USD 756187.00000000 CHF 2020-06-17 4181.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -21779.99000000 -0.03653519058 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 174887.67000000 USD 2528866215.00000000 IDR 2020-06-17 -21779.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 43170.35000000 0.072416790136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6350000.00000000 ZAR 394619.57000000 USD 2020-06-17 43170.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 54111.19000000 0.090769676184 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1508501.00000000 CAD 1126807.27000000 USD 2020-06-17 54111.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -3221.94000000 -0.00540469449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35238.82000000 USD 528820000.00000000 IDR 2020-06-17 -3221.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 408956.03000000 0.686009796063 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8601750.00000000 AUD 5700970.55000000 USD 2020-06-17 408956.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -28001.97000000 -0.04697234988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1571000.00000000 CHF 1610197.59000000 USD 2020-06-17 -28001.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 1012.84000000 0.001699004564 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1750000.00000000 ZAR 97868.92000000 USD 2020-06-17 1012.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -23171.82000000 -0.03886993795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 426606.34000000 USD 31031291.00000000 INR 2020-06-17 -23171.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -80286.13000000 -0.13467724554 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 317268500.00000000 JPY 2880055.50000000 USD 2020-06-17 -80286.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 1569.22000000 0.002632313043 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 161000.00000000 ZAR 10479.98000000 USD 2020-06-17 1569.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 37.59000000 0.000063055943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 958.00000000 GBP 1229.12000000 USD 2020-06-17 37.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -286128.44000000 -0.47997070191 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1599244.11000000 USD 31506957.00000000 MXN 2020-06-17 -286128.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -8807.62000000 -0.01477448223 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67172.58000000 USD 964008994.00000000 IDR 2020-06-17 -8807.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.63000000 -0.00010002729 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3575.86000000 USD 4274500.00000000 KRW 2020-06-17 -59.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.23000000 0.000043999930 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2672000.00000000 CLP 3154.39000000 USD 2020-06-17 26.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 95132.69000000 0.159581843715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2454000.00000000 GBP 3147344.29000000 USD 2020-06-17 95132.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 83417.84000000 0.139930582284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19600000.00000000 ZAR 1168205.99000000 USD 2020-06-17 83417.84000000 N N N N/A N/A 000000000 682500.00000000 PA USD 24258.00000000 0.040691967869 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD 682500.00000000 USD 24258.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 8792.61000000 0.014749303471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 389565.79000000 USD 647500.00000000 AUD 2020-06-17 8792.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 3178.16000000 0.005331255033 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 22282.02000000 USD 2020-06-17 3178.16000000 N N N N/A N/A N/A -1.00000000 NC USD 6476.98000000 0.010864913103 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2020-05-07 -47525.00000000 USD 6476.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 26364.45000000 0.044225465920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2586500.00000000 MXN 134162.03000000 USD 2020-06-17 26364.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 506.58000000 0.000849770677 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 124281500.00000000 IDR 8031.08000000 USD 2020-06-17 506.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -870.79000000 -0.00146072053 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 180000.00000000 PLN 42627.27000000 USD 2020-06-17 -870.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.91000000 0.000107206845 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 959.00000000 GBP 1256.69000000 USD 2020-06-17 63.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 43029.37000000 0.072180300993 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 897437.00000000 GBP 1159234.59000000 USD 2020-06-17 43029.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 4098.96000000 0.006875865636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57323.58000000 USD 103000.00000000 NZD 2020-06-17 4098.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.77000000 0.000026453637 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 830500.00000000 CLP 988.05000000 USD 2020-06-17 15.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.51000000 -0.00007298654 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9625.79000000 USD 286500.00000000 TWD 2020-06-17 -43.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -15293.50000000 -0.02565432478 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 147756.76000000 USD 2393352.00000000 ZAR 2020-06-17 -15293.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 2568.13000000 0.004307950508 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 369260000.00000000 IDR 24924.61000000 USD 2020-06-17 2568.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 335.84000000 0.000563360148 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 280000.00000000 PLN 67999.49000000 USD 2020-06-17 335.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 50.32000000 0.000084410084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 663500.00000000 PHP 12897.47000000 USD 2020-06-17 50.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 2108.60000000 0.003537104602 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 315536874.00000000 IDR 21212.46000000 USD 2020-06-17 2108.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -14254.64000000 -0.02391167255 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 374197.95000000 USD 289397.00000000 GBP 2020-06-17 -14254.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 110.38000000 0.000185158686 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10921.02000000 USD 3601500.00000000 HUF 2020-06-17 110.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -7865.85000000 -0.01319469517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 186236.85000000 USD 1761558.00000000 SEK 2020-06-17 -7865.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -73.95000000 -0.00012404860 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2754.39000000 USD 2289572.00000000 CLP 2020-06-17 -73.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -283563.50000000 -0.47566810252 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1596679.17000000 USD 31506957.00000000 MXN 2020-06-17 -283563.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 400.37000000 0.000671607023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30745000.00000000 KRW 25691.36000000 USD 2020-06-17 400.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 397.04000000 0.000666021062 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 601000.00000000 ZAR 33660.19000000 USD 2020-06-17 397.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -14435.63000000 -0.02421527711 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 323559.74000000 USD 248538.00000000 GBP 2020-06-17 -14435.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 5833.26000000 0.009785094752 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 134630.25000000 USD 170754500.00000000 KRW 2020-06-17 5833.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -37168.18000000 -0.06234835461 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3591766.24000000 USD 3213500.00000000 EUR 2020-06-17 -37168.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1459.06000000 -0.00244752340 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 467500.00000000 EUR 515663.89000000 USD 2020-06-17 -1459.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.89000000 0.000008202808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 MXN 25.73000000 USD 2020-06-17 4.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -7734.99000000 -0.01297518198 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113179.13000000 USD 436340.00000000 PLN 2020-06-17 -7734.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -959.40000000 -0.00160936078 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 171000.00000000 EUR 188191.45000000 USD 2020-06-17 -959.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 14461.45000000 0.024258589279 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1337000.00000000 NOK 143100.60000000 USD 2020-06-17 14461.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 1682.20000000 0.002821833141 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 935498.00000000 CHF 977196.15000000 USD 2020-06-17 1682.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 89.41000000 0.000149982226 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3719.25000000 USD 4630000.00000000 KRW 2020-06-17 89.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 7602.77000000 0.012753387441 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 771928.00000000 NOK 81873.64000000 USD 2020-06-17 7602.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 196.32000000 0.000329320106 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16255.78000000 USD 20000000.00000000 KRW 2020-06-17 196.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -13724.89000000 -0.02302303499 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 417159.44000000 USD 31031293.00000000 INR 2020-06-17 -13724.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -283565.54000000 -0.47567152455 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1596681.37000000 USD 31506961.00000000 MXN 2020-06-17 -283565.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -329.13000000 -0.00055210435 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17000.00000000 EUR 18475.34000000 USD 2020-06-17 -329.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 2787.24000000 0.004675500062 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64416214.00000000 COP 18556.97000000 USD 2020-06-17 2787.24000000 N N N N/A N/A N/A -1.00000000 NC USD 31421.55000000 0.052708578737 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-04-09 -123569.25000000 USD 31421.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -2387.74000000 -0.00400535243 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53320.27000000 USD 503000.00000000 SEK 2020-06-17 -2387.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -14386.98000000 -0.02413366839 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 380345.16000000 USD 294233.00000000 GBP 2020-06-17 -14386.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -29051.23000000 -0.04873244775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182158.91000000 USD 2528866214.00000000 IDR 2020-06-17 -29051.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 23645.11000000 0.039663865792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313661068.00000000 CLP 390853.45000000 USD 2020-06-17 23645.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -595.89000000 -0.00099958515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46500.00000000 NZD 27133.70000000 USD 2020-06-17 -595.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -48629.10000000 -0.08157365713 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2023027.07000000 USD 2803000.00000000 SGD 2020-06-17 -48629.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -37848.09000000 -0.06348888046 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 780378.78000000 USD 597000.00000000 GBP 2020-06-17 -37848.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -286.51000000 -0.00048061075 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13548.68000000 USD 16122166.00000000 KRW 2020-06-17 -286.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 929.69000000 0.001559523275 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4200000.00000000 CZK 170094.66000000 USD 2020-06-17 929.69000000 N N N N/A N/A N/A 1.00000000 NC USD -1179.20000000 -0.00197806779 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2020-06-09 47598.75000000 USD -1179.20000000 N N N N/A N/A N/A -18.00000000 NC USD 191994.40000000 0.322064059525 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2020-06-17 -2227837.50000000 USD 191994.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -109745.68000000 -0.18409463617 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1009383.80000000 USD 9350312.00000000 NOK 2020-06-17 -109745.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -3354.74000000 -0.00562746196 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 426500.00000000 NOK 37680.86000000 USD 2020-06-17 -3354.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 2996.04000000 0.005025754943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30725000.00000000 JPY 289682.23000000 USD 2020-06-17 2996.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 18600.32000000 0.031201402580 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1709501.00000000 PLN 431711.33000000 USD 2020-06-17 18600.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -560.75000000 -0.00094063900 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43075.43000000 USD 150000.00000000 ILS 2020-06-17 -560.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -1221.66000000 -0.00204929299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 272681.31000000 USD 330000000.00000000 KRW 2020-06-17 -1221.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 442.64000000 0.000742513507 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2200000.00000000 TWD 74023.86000000 USD 2020-06-17 442.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 1815.91000000 0.003046127107 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52177.73000000 USD 190500.00000000 ILS 2020-06-17 1815.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -79029.86000000 -0.13256989545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1457350.61000000 USD 1938292.00000000 CAD 2020-06-17 -79029.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -9346.28000000 -0.01567806601 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 797880.24000000 USD 756188.00000000 CHF 2020-06-17 -9346.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 803.10000000 0.001347172866 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 223500.00000000 ILS 64149.97000000 USD 2020-06-17 803.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -4318.19000000 -0.00724361648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 229500.00000000 EUR 249542.17000000 USD 2020-06-17 -4318.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 2135.84000000 0.003582798773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 430000.00000000 SGD 305022.44000000 USD 2020-06-17 2135.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -33936.24000000 -0.05692688546 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 634677.15000000 USD 483000.00000000 GBP 2020-06-17 -33936.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 8817.90000000 0.014791726584 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 495000.00000000 EUR 556359.84000000 USD 2020-06-17 8817.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 654.08000000 0.001097196897 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16879.84000000 USD 28500.00000000 AUD 2020-06-17 654.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -14237.42000000 -0.02388278659 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 393129.56000000 USD 304632.00000000 GBP 2020-06-17 -14237.42000000 N N N N/A N/A N/A 4.00000000 NC USD -73573.80000000 -0.12341754083 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-05-26 494668.00000000 USD -73573.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 566.28000000 0.000949915391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3069000.00000000 JPY 29202.24000000 USD 2020-06-17 566.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -233.32000000 -0.00039138634 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13495.49000000 USD 16122166.00000000 KRW 2020-06-17 -233.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -984.59000000 -0.00165161615 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15042.56000000 USD 254000.00000000 ZAR 2020-06-17 -984.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 20003.22000000 0.033554719495 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1946357000.00000000 IDR 137843.46000000 USD 2020-06-17 20003.22000000 N N N N/A N/A N/A 1.00000000 NC USD -6331.70000000 -0.01062121085 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-04-28 37700.00000000 USD -6331.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -2310.62000000 -0.00387598626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33440.05000000 USD 127157500.00000000 COP 2020-06-17 -2310.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 3480.62000000 0.005838621370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 90031000.00000000 JPY 843534.13000000 USD 2020-06-17 3480.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -108651.44000000 -0.18225908588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1008289.56000000 USD 9350312.00000000 NOK 2020-06-17 -108651.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 3694.81000000 0.006197917792 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 77619.41000000 USD 2020-06-17 3694.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 11492.50000000 0.019278276887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2458003.00000000 MXN 113934.71000000 USD 2020-06-17 11492.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 21465.14000000 0.036007040448 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661068.00000000 CLP 388673.48000000 USD 2020-06-17 21465.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -185.50000000 -0.00031116992 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4238000.00000000 TWD 141558.69000000 USD 2020-06-17 -185.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 1497.00000000 0.002511166456 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 136367.07000000 USD 167594500.00000000 KRW 2020-06-17 1497.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.81000000 0.000060070053 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 140778.69000000 USD 2020-06-17 35.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -7150.78000000 -0.01199518962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 262911.45000000 USD 83500000.00000000 HUF 2020-06-17 -7150.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 32296.98000000 0.054177082712 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 840000.00000000 NZD 533218.66000000 USD 2020-06-17 32296.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -273.26000000 -0.00045838433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10806.80000000 USD 55000.00000000 BRL 2020-06-17 -273.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 7905.75000000 0.013261626060 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 759500.00000000 NOK 80980.87000000 USD 2020-06-17 7905.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -45265.43000000 -0.07593121539 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 640495.94000000 USD 967500.00000000 AUD 2020-06-17 -45265.43000000 N N N N/A N/A 000000000 413000000.00000000 PA -37929.96000000 -0.06362621459 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2020-06-11 0.00000000 USD 0.00000000 USD 413000000.00000000 KRW -37929.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 77192.72000000 0.129488155743 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13900000.00000000 MXN 656503.12000000 USD 2020-06-17 77192.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -3257.39000000 -0.00546416065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 811052.12000000 USD 690000000.00000000 CLP 2020-06-17 -3257.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -107462.44000000 -0.18026457893 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6708867.56000000 USD 8025000000.00000000 KRW 2020-06-17 -107462.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -10852.02000000 -0.01820389352 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 133372.10000000 USD 40000000.00000000 HUF 2020-06-17 -10852.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.95000000 0.000056949967 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 162000.00000000 TWD 5452.20000000 USD 2020-06-17 33.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 85.00000000 0.000142584601 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 689000.00000000 ZAR 38218.62000000 USD 2020-06-17 85.00000000 N N N N/A N/A N/A -2.00000000 NC USD 2211.83000000 0.003710269407 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Copper 2020-05-27 -111400.00000000 USD 2211.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -13.51000000 -0.00002266256 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1572.38000000 USD 5500.00000000 ILS 2020-06-17 -13.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 7449.65000000 0.012496533862 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1568000.00000000 MXN 72799.20000000 USD 2020-06-17 7449.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.73000000 0.000026386538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1321.41000000 USD 1625500.00000000 KRW 2020-06-17 15.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 30835.87000000 0.051726120507 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4950000.00000000 ZAR 304800.22000000 USD 2020-06-17 30835.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -23171.28000000 -0.03886903212 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 426605.80000000 USD 31031291.00000000 INR 2020-06-17 -23171.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 1716.78000000 0.002879839912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 207496.00000000 CHF 218088.43000000 USD 2020-06-17 1716.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -847.11000000 -0.00142099814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 204188.24000000 USD 195000.00000000 CHF 2020-06-17 -847.11000000 N N N N/A N/A N/A 6.00000000 NC USD -119730.29000000 -0.20084347900 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2020-05-06 742080.00000000 USD -119730.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -35623.10000000 -0.05975653560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 496734.49000000 USD 749500.00000000 AUD 2020-06-17 -35623.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -90.85000000 -0.00015239777 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 638.86000000 USD 2238500.00000000 COP 2020-06-17 -90.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -1254.31000000 -0.00210406225 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 163735.03000000 USD 4858000.00000000 TWD 2020-06-17 -1254.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -7677.64000000 -0.01287897931 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 584295.72000000 USD 521286.00000000 EUR 2020-06-17 -7677.64000000 N N N N/A N/A N/A -1.00000000 NC USD 3715.92000000 0.006233329097 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Cotton No. 2 2020-05-06 -25565.00000000 USD 3715.92000000 N N N N/A N/A N/A -3.00000000 NC USD 17197.59000000 0.028848370835 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-04-30 -113137.50000000 USD 17197.59000000 N N N N/A N/A 000000000 416210.67000000 PA 88068.60999999 0.147732090380 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus EUR1W +/- spread (0.00% to 0.02%). EUR Currency. Maturity 61 Months 01/21/25 Y 2025-01-21 0.00000000 USD 0.00000000 USD 416211.00000000 USD 26209.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -9187.14000000 -0.01541111409 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 412621.70000000 USD 31031294.00000000 INR 2020-06-17 -9187.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 3231.11000000 0.005420076853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 281811000.00000000 IDR 20293.08000000 USD 2020-06-17 3231.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -1403.66000000 -0.00235459178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58500.00000000 AUD 34587.02000000 USD 2020-06-17 -1403.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -8574.82000000 -0.01438396817 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 87465.04000000 USD 1303023000.00000000 IDR 2020-06-17 -8574.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 724.83000000 0.001215877610 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1250000.00000000 MXN 52821.09000000 USD 2020-06-17 724.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 239.27000000 0.000401367266 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 81500.00000000 CNY 11719.65000000 USD 2020-06-17 239.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 15273.14000000 0.025620171578 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5847248.00000000 CNY 838937.52000000 USD 2020-06-17 15273.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 7442.65000000 0.012484791601 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1194000.00000000 ZAR 73526.17000000 USD 2020-06-17 7442.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 400.61000000 0.000672009615 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85000.00000000 GBP 106121.06000000 USD 2020-06-17 400.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 3430.10000000 0.005753875793 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 145000.00000000 CHF 154632.48000000 USD 2020-06-17 3430.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -503.39000000 -0.00084441956 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3754.34000000 USD 13279500.00000000 COP 2020-06-17 -503.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 138.05000000 0.000231574167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44587000.00000000 COP 11053.39000000 USD 2020-06-17 138.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -13243.19000000 -0.02221499966 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 416677.74000000 USD 31031293.00000000 INR 2020-06-17 -13243.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.96000000 -0.00000999769 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140000.00000000 INR 1814.17000000 USD 2020-06-17 -5.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 8818.60000000 0.014792900810 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 495000.00000000 EUR 556360.54000000 USD 2020-06-17 8818.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -12.62000000 -0.00002116961 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93000.00000000 PHP 1788.11000000 USD 2020-06-17 -12.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 50.18000000 0.000084175239 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 300000.00000000 TWD 10083.98000000 USD 2020-06-17 50.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 7971.05000000 0.013371164584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45200000.00000000 TWD 1519730.70000000 USD 2020-06-17 7971.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 4578.36000000 0.007680042790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103958.00000000 CAD 78502.96000000 USD 2020-06-17 4578.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 31031.67000000 0.052054568331 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 661499.00000000 GBP 853784.29000000 USD 2020-06-17 31031.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 10217.53000000 0.017139558185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1384500.00000000 ZAR 86844.53000000 USD 2020-06-17 10217.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 1457.98000000 0.002445711736 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 290409.00000000 MXN 13561.36000000 USD 2020-06-17 1457.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -1703.66000000 -0.00285783155 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156508.49000000 USD 7995000.00000000 PHP 2020-06-17 -1703.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 1109.34000000 0.001860880024 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4208063.00000000 TWD 141852.26000000 USD 2020-06-17 1109.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 2584.40000000 0.004335242879 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 534000.00000000 SEK 56655.92000000 USD 2020-06-17 2584.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 289.23000000 0.000485173463 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 290000.00000000 THB 9129.08000000 USD 2020-06-17 289.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 187374.15000000 0.314313747688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6329250.00000000 BRL 1399545.76000000 USD 2020-06-17 187374.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -40057.46000000 -0.06719502330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 982288.33000000 USD 3899060.00000000 PLN 2020-06-17 -40057.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -13.26000000 -0.00002224319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7409.33000000 USD 10500.00000000 SGD 2020-06-17 -13.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 339.42000000 0.000569365476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 438000.00000000 CNY 62037.68000000 USD 2020-06-17 339.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -66.29000000 -0.00011119921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2050.31000000 USD 7000.00000000 ILS 2020-06-17 -66.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 93552.11000000 0.156930474658 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45578500.00000000 SEK 4708718.08000000 USD 2020-06-17 93552.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.30000000 -0.00002902016 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 AUD 597.93000000 USD 2020-06-17 -17.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -27588.11000000 -0.04627811384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 567199.77000000 USD 17702500.00000000 THB 2020-06-17 -27588.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 17841.74000000 0.029928910496 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1976875.00000000 ILS 578149.79000000 USD 2020-06-17 17841.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -345.15000000 -0.00057897735 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 226210.27000000 USD 274573000.00000000 KRW 2020-06-17 -345.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -1136.31000000 -0.00190612127 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38218.35000000 USD 670000.00000000 ZAR 2020-06-17 -1136.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 8431.82000000 0.014144090548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103523.50000000 USD 395000.00000000 ILS 2020-06-17 8431.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -81861.10000000 -0.13731920401 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1024092.69000000 USD 3899063.00000000 PLN 2020-06-17 -81861.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 3536.15000000 0.005931771052 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3455564.00000000 CNY 490299.32000000 USD 2020-06-17 3536.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 1661.67000000 0.002787394766 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 793000.00000000 CNY 113366.50000000 USD 2020-06-17 1661.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 5186.62000000 0.008700378200 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 680474000.00000000 IDR 46385.24000000 USD 2020-06-17 5186.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 26386.64000000 0.044262688889 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165253571.00000000 HUF 532558.66000000 USD 2020-06-17 26386.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 560.96000000 0.000940991272 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39861.57000000 USD 32500.00000000 GBP 2020-06-17 560.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -370.85000000 -0.00062208823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80000.00000000 CAD 56517.20000000 USD 2020-06-17 -370.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.43000000 -0.00008291713 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5118.87000000 USD 83731500.00000000 IDR 2020-06-17 -49.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.80000000 -0.00022276747 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2955.46000000 USD 51000.00000000 ZAR 2020-06-17 -132.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 972.61000000 0.001631520111 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000000.00000000 INR 52976.19000000 USD 2020-06-17 972.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -1420.30000000 -0.00238250482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17369.59000000 USD 66000.00000000 PLN 2020-06-17 -1420.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -5220.13000000 -0.00875659008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95450.85000000 USD 2165000.00000000 MXN 2020-06-17 -5220.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -4742.42000000 -0.00795524784 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29648.27000000 USD 450000.00000000 ZAR 2020-06-17 -4742.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -11459.91000000 -0.01922360827 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 228042.56000000 USD 185000000.00000000 CLP 2020-06-17 -11459.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 5872.69000000 0.009851237232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 598500.00000000 ZAR 38997.47000000 USD 2020-06-17 5872.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -1518.86000000 -0.00254783586 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 328844.08000000 USD 397913000.00000000 KRW 2020-06-17 -1518.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -2638.01000000 -0.00442517182 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 293987.88000000 USD 2068312.00000000 CNY 2020-06-17 -2638.01000000 N N N N/A N/A 000000000 17667460.94999999 PA -1036254.39999999 -1.73828142261 N/A DE DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A Rec/pay the total return of custom basket plus GBP1W +/- spread (-0.30% to 0.02%). GBP Currency. Maturity 61 Months 01/21/25 Hays plc 124906.61000000 USD -6427.50000000 USD Smith & Nephew plc 125464.82000000 USD 21335.95000000 USD Severn Trent plc 501231.36000000 USD 30419.05000000 USD Coca-Cola HBC AG 327978.04000000 USD 41119.48000000 USD Admiral Group plc 193496.97000000 USD 1026.97000000 USD Diageo plc 311958.29000000 USD -20652.26000000 USD Man Group plc 182435.69000000 USD 32902.47000000 USD Investec plc 102002.86000000 USD -24092.11000000 USD Bellway plc 228652.32000000 USD -3161.19000000 USD Capita plc 178681.24000000 USD 4611.59000000 USD WPP plc 75257.40000000 USD 7149.05000000 USD Legal & General Group plc 135406.35000000 USD -10190.97000000 USD BAE Systems plc 140521.63000000 USD 8953.09000000 USD DCC plc 18485.53000000 USD 3099.22000000 USD Rio Tinto plc 245577.06000000 USD 18842.19000000 USD DS Smith plc 105617.84000000 USD 8122.85000000 USD Inchcape plc 166536.15000000 USD -2944.32000000 USD Weir Group plc (The) 165831.08000000 USD 25162.27000000 USD Reckitt Benckiser Group plc 188686.95000000 USD -12179.50000000 USD Smiths Group plc 13448.85000000 USD -1238.27000000 USD BT Group plc 143239.86000000 USD -5723.67000000 USD Informa plc 32909.03000000 USD 1188.17000000 USD Experian plc 174918.67000000 USD -13172.80000000 USD Antofagasta plc 37561.93000000 USD 3221.48000000 USD British American Tobacco plc 347533.81000000 USD 4393.60000000 USD Royal Dutch Shell plc, Class A 185342.42000000 USD 39526.95000000 USD Hikma Pharmaceuticals plc 93871.70000000 USD 11039.32000000 USD Ninety One plc 66455.06000000 USD 6450.32000000 USD RELX plc 24650.52000000 USD -2400.13000000 USD Standard Life Aberdeen plc 76446.59000000 USD 4441.75000000 USD Next plc 19114.32000000 USD -1087.46000000 USD Dixons Carphone plc 401082.12000000 USD 37522.85000000 USD Tesco plc 72670.70000000 USD 563.50000000 USD Rightmove plc 71177.40000000 USD 2105.46000000 USD Glencore plc 74356.09000000 USD -9402.61000000 USD Evraz plc 189932.85000000 USD -15532.94000000 USD Sage Group plc (The) 26417.52000000 USD 313.36000000 USD Ashmore Group plc 47026.86000000 USD -5105.15000000 USD Close Brothers Group plc 356386.33000000 USD 22652.67000000 USD Royal Bank of Scotland Group plc 80349.81000000 USD -11484.87000000 USD M&G plc 153858.13000000 USD 10809.59000000 USD Taylor Wimpey plc 150126.74000000 USD -6277.34000000 USD Johnson Matthey plc 205048.99000000 USD 37886.89000000 USD Direct Line Insurance Group plc 166563.40000000 USD 19143.67000000 USD NMC Health plc 66920.96000000 USD 438583.95000000 USD InterContinental Hotels Group plc 119886.93000000 USD -16552.96000000 USD Travis Perkins plc 206380.72000000 USD 15937.41000000 USD Anglo American plc 120141.88000000 USD 9330.82000000 USD RSA Insurance Group plc 52199.78000000 USD 2185.08000000 USD Associated British Foods plc 35257.11000000 USD 160.67000000 USD ConvaTec Group plc 216699.49000000 USD 37391.62000000 USD Prudential plc 408072.09000000 USD -85706.17000000 USD William Hill plc 113049.89000000 USD 29673.55000000 USD Wm Morrison Supermarkets plc 108885.33000000 USD 2555.91000000 USD Hiscox Ltd. 231052.48000000 USD 21403.88000000 USD Avast plc 250974.00000000 USD 59961.96000000 USD Melrose Industries plc 48658.75000000 USD -13802.26000000 USD Ashtead Group plc 106600.03000000 USD -3252.71000000 USD Aviva plc 452062.92000000 USD 29198.47000000 USD AstraZeneca plc 15235.91000000 USD 1200.65000000 USD JD Sports Fashion plc 172317.91000000 USD 38028.47000000 USD John Wood Group plc 161766.99000000 USD 32426.35000000 USD Standard Chartered plc 367703.54000000 USD -9529.21000000 USD Moneysupermarket.com Group plc 184796.39000000 USD 35366.57000000 USD Hargreaves Lansdown plc 478717.90000000 USD 25626.06000000 USD Imperial Brands plc 34068.57000000 USD 3964.17000000 USD Mondi plc 149045.51000000 USD 2895.04000000 USD Croda International plc 137169.69000000 USD 193.14000000 USD Mediclinic International plc 57058.85000000 USD 7213.16000000 USD Lloyds Banking Group plc 95576.48000000 USD -11650.78000000 USD easyJet plc 80888.76000000 USD 4822.75000000 USD Intermediate Capital Group plc 220312.76000000 USD 14502.65000000 USD Bunzl plc 19856.51000000 USD -2609.98000000 USD Burberry Group plc 109361.89000000 USD -6885.80000000 USD Dunelm Group plc 20250.21000000 USD -1729.32000000 USD Virgin Money UK plc 80353.52000000 USD 38275.37000000 USD Schroders plc 68481.35000000 USD -3116.95000000 USD TUI AG 35090.90000000 USD -1556.56000000 USD Pearson plc 371925.78000000 USD -18600.66000000 USD AA plc 56576.77000000 USD 12888.02000000 USD Balfour Beatty plc 13936.83000000 USD -286.07000000 USD St James's Place plc 109253.80000000 USD 6128.60000000 USD Ocado Group plc 193053.56000000 USD 23169.91000000 USD Jupiter Fund Management plc 180219.84000000 USD -10232.96000000 USD GVC Holdings plc 66905.28000000 USD -26854.17000000 USD Drax Group plc 199545.57000000 USD -28929.25000000 USD Spectris plc 71767.10000000 USD 2848.70000000 USD G4S plc 67171.64000000 USD -350.67000000 USD Babcock International Group plc 137620.78000000 USD -15659.20000000 USD Rotork plc 63644.71000000 USD 3410.50000000 USD Whitbread plc 417979.88000000 USD -86573.70000000 USD Signature Aviation plc 58182.46000000 USD 445.10000000 USD Marks & Spencer Group plc 35326.99000000 USD 1635.23000000 USD ASOS plc 123511.10000000 USD -12251.54000000 USD Old Mutual Ltd. 108632.27000000 USD 17513.00000000 USD Rolls-Royce Holdings plc 58384.18000000 USD 7385.26000000 USD Royal Mail plc 180106.94000000 USD -36157.52000000 USD Halma plc 33655.52000000 USD 1522.65000000 USD Vodafone Group plc 158913.53000000 USD -4331.58000000 USD Tate & Lyle plc 370123.81000000 USD 36661.91000000 USD Quilter plc 67595.05000000 USD 3329.40000000 USD United Utilities Group plc 16846.84000000 USD -273.29000000 USD Indivior plc 16121.80000000 USD 989.30000000 USD BHP Group plc 42554.91000000 USD 3918.81000000 USD Intertek Group plc 165518.22000000 USD -2551.12000000 USD SSE plc 142323.61000000 USD 3493.99000000 USD WH Smith plc 112142.66000000 USD 21349.74000000 USD Persimmon plc 151618.38000000 USD 12030.86000000 USD Meggitt plc 88583.44000000 USD -7616.22000000 USD BP plc 140100.53000000 USD 28195.38000000 USD Compass Group plc 35694.03000000 USD 5103.36000000 USD Britvic plc 131293.77000000 USD 9467.20000000 USD Barclays plc 261727.13000000 USD 6491.39000000 USD Daily Mail & General Trust plc, Class A 164095.34000000 USD -26157.15000000 USD B&M European Value Retail SA 96924.63000000 USD 746.41000000 USD Pennon Group plc 100925.61000000 USD 542.34000000 USD Beazley plc 198578.04000000 USD 2923.08000000 USD Berkeley Group Holdings plc 154699.94000000 USD -1631.41000000 USD National Grid plc 239188.84000000 USD 814.25000000 USD Spirax-Sarco Engineering plc 111938.15000000 USD 12786.88000000 USD ITV plc 53824.59000000 USD -561.99000000 USD Rentokil Initial plc 14136.91000000 USD 495.10000000 USD HSBC Holdings plc 122722.64000000 USD 10807.73000000 USD Kingfisher plc 32068.60000000 USD -3302.27000000 USD Auto Trader Group plc 82499.74000000 USD -7497.68000000 USD Barratt Developments plc 31815.70000000 USD -983.94000000 USD Howden Joinery Group plc 10065.11000000 USD 1404.97000000 USD J Sainsbury plc 8934.32000000 USD 552.65000000 USD Centrica plc 8068.22000000 USD -332.11000000 USD Micro Focus International plc 9351.05000000 USD 85.53000000 USD Unilever plc 10943.35000000 USD -70.99000000 USD IMI plc 9877.80000000 USD 440.33000000 USD Aggreko plc 4129.77000000 USD 310.34000000 USD Y 2025-01-21 0.00000000 USD 0.00000000 USD 17667461.00000000 USD 896117.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -3840.19000000 -0.00644178778 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 241680.09000000 USD 25490000.00000000 JPY 2020-06-17 -3840.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 400.40000000 0.000671657347 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 30745000.00000000 KRW 25691.39000000 USD 2020-06-17 400.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 5962.39000000 0.010001705924 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959440.00000000 ZAR 59063.88000000 USD 2020-06-17 5962.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -1475.03000000 -0.00247431253 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54570.01000000 USD 48000.00000000 EUR 2020-06-17 -1475.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 19989.23000000 0.033531251747 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1450631.00000000 USD 1329500.00000000 EUR 2020-06-17 19989.23000000 N N N N/A N/A 000000000 -2923800.00000000 PA USD 44135.00000000 0.074034957619 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD -2923800.00000000 USD 44135.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -20725.12000000 -0.03476568213 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 154309.62000000 USD 697500.00000000 BRL 2020-06-17 -20725.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.74000000 -0.00023944148 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9680000.00000000 CLP 11189.80000000 USD 2020-06-17 -142.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 604.96000000 0.001014799772 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91579500.00000000 IDR 6149.55000000 USD 2020-06-17 604.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 541.43000000 0.000908230363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12267.65000000 USD 126500.00000000 SEK 2020-06-17 541.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -23462.03000000 -0.03935675533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 311069.25000000 USD 5196500.00000000 ZAR 2020-06-17 -23462.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -69.26000000 -0.00011618128 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37495000.00000000 COP 9109.89000000 USD 2020-06-17 -69.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 36200.34000000 0.060724836019 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1183500.00000000 NZD 741963.21000000 USD 2020-06-17 36200.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 38992.09000000 0.065407901453 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2011391432.00000000 KRW 1693572.74000000 USD 2020-06-17 38992.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -39299.11000000 -0.06592291703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 981529.98000000 USD 3899060.00000000 PLN 2020-06-17 -39299.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 566.24000000 0.000949848292 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3069000.00000000 JPY 29202.20000000 USD 2020-06-17 566.24000000 N N N N/A N/A 000000000 2658000.00000000 PA USD 26567.50000000 0.044566075372 N/A DCO GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2020-04-24 0.00000000 USD 0.00000000 USD 2658000.00000000 USD 26567.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -425.49000000 -0.00071374496 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 117000.00000000 GBP 145095.60000000 USD 2020-06-17 -425.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -12752.60000000 -0.02139205167 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 218220.31000000 USD 67080500.00000000 HUF 2020-06-17 -12752.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 4341.66000000 0.007282986611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 78266.26000000 USD 2020-06-17 4341.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 45315.03000000 0.076014417708 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1196500.00000000 GBP 1533485.84000000 USD 2020-06-17 45315.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 133.90000000 0.000224612684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 275000.00000000 THB 8516.51000000 USD 2020-06-17 133.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 8984.30000000 0.015070856910 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 758674.00000000 NOK 81979.94000000 USD 2020-06-17 8984.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 19310.91000000 0.032393393076 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 190480.93000000 USD 341000.00000000 AUD 2020-06-17 19310.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.80000000 -0.00022276747 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2955.46000000 USD 51000.00000000 ZAR 2020-06-17 -132.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 16687.07000000 0.027991990942 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313661070.00000000 CLP 383895.42000000 USD 2020-06-17 16687.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -1835.04000000 -0.00307821703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 114184.84000000 USD 159500.00000000 SGD 2020-06-17 -1835.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 19987.42000000 0.033528215534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1450632.81000000 USD 1329500.00000000 EUR 2020-06-17 19987.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 3834.36000000 0.006432008159 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445210.00000000 EUR 496301.33000000 USD 2020-06-17 3834.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -72814.98000000 -0.12214464616 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1451137.16000000 USD 1938294.00000000 CAD 2020-06-17 -72814.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -63256.58000000 -0.10611075607 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1441577.33000000 USD 1938292.00000000 CAD 2020-06-17 -63256.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -3557.99000000 -0.00596840690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41861.79000000 USD 200000.00000000 BRL 2020-06-17 -3557.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 15386.57000000 0.025810446535 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 89222490.00000000 HUF 288675.24000000 USD 2020-06-17 15386.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -160921.47000000 -0.26994027895 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3598701.77000000 USD 2764000.00000000 GBP 2020-06-17 -160921.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 1253.15000000 0.002102116396 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 752000.00000000 CNY 107182.57000000 USD 2020-06-17 1253.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -24712.76000000 -0.04145481226 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 389541.38000000 USD 593000.00000000 AUD 2020-06-17 -24712.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 7142.08000000 0.011980595674 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3050243.65000000 USD 2764000.00000000 EUR 2020-06-17 7142.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 8276.02000000 0.013882741360 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 750000.00000000 PLN 189517.95000000 USD 2020-06-17 8276.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -13286.67000000 -0.02228793588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 344813.57000000 USD 266550.00000000 GBP 2020-06-17 -13286.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 484.21000000 0.000812245764 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000000.00000000 INR 26486.00000000 USD 2020-06-17 484.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 119.74000000 0.000200859767 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 BRL 790.06000000 USD 2020-06-17 119.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 151.59000000 0.000254287056 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6141.64000000 USD 151000.00000000 MXN 2020-06-17 151.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 5990.92000000 0.010049564026 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445208.00000000 EUR 498455.68000000 USD 2020-06-17 5990.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 923.15000000 0.001548552648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45298.39000000 USD 65000.00000000 CAD 2020-06-17 923.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -64588.09000000 -0.10834431870 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1472482.26000000 USD 1131957.00000000 GBP 2020-06-17 -64588.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 156.64000000 0.000262758259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6535.04000000 USD 9500.00000000 SGD 2020-06-17 156.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 725.74000000 0.001217404104 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4713000.00000000 PHP 91982.17000000 USD 2020-06-17 725.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -6925.97000000 -0.01161807851 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 246922.96000000 USD 205000000.00000000 CLP 2020-06-17 -6925.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 16191.30000000 0.027160353671 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1084000.00000000 PLN 278146.30000000 USD 2020-06-17 16191.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 442.73000000 0.000742664479 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2200000.00000000 TWD 74023.95000000 USD 2020-06-17 442.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 9496.64000000 0.015930289791 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 189500.00000000 AUD 126081.84000000 USD 2020-06-17 9496.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 11740.03000000 0.019693500022 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1270647501.00000000 IDR 88670.11000000 USD 2020-06-17 11740.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -419.18000000 -0.00070316015 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1638500.00000000 JPY 14869.19000000 USD 2020-06-17 -419.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -348.64000000 -0.00058483171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22736.50000000 USD 18000.00000000 GBP 2020-06-17 -348.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.58000000 0.000014392657 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11911.09000000 USD 3891500.00000000 HUF 2020-06-17 8.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 28987.61000000 0.048625727378 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2740000.00000000 SGD 1959009.17000000 USD 2020-06-17 28987.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 4277.04000000 0.007174588764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2011391432.00000000 KRW 1658857.69000000 USD 2020-06-17 4277.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -379.55000000 -0.00063668218 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32821.36000000 USD 535838500.00000000 IDR 2020-06-17 -379.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 119.84000000 0.000201027513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28361.48000000 USD 9298500.00000000 HUF 2020-06-17 119.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -1269.17000000 -0.00212898939 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46590.66000000 USD 76000.00000000 NZD 2020-06-17 -1269.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 57252.98000000 0.096039921782 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1523444.00000000 GBP 1952066.94000000 USD 2020-06-17 57252.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 59610.05000000 0.099993826338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6676500.00000000 MXN 337866.59000000 USD 2020-06-17 59610.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -472.00000000 -0.00079176390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445205.00000000 EUR 491989.44000000 USD 2020-06-17 -472.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.29000000 -0.00007261749 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 330.57000000 USD 1500.00000000 BRL 2020-06-17 -43.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 571.35000000 0.000958420143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21828.32000000 USD 31500.00000000 CAD 2020-06-17 571.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -2588.41000000 -0.00434196951 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42271.73000000 USD 717000.00000000 ZAR 2020-06-17 -2588.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 464.91000000 0.000779870672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 557500.00000000 THB 17458.75000000 USD 2020-06-17 464.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -68153.98000000 -0.11432597758 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 497665.72000000 USD 7760437.00000000 ZAR 2020-06-17 -68153.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -139.89000000 -0.00023466070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22537.20000000 USD 159000.00000000 CNY 2020-06-17 -139.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -225.78000000 -0.00037873825 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4500000.00000000 INR 58278.24000000 USD 2020-06-17 -225.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.49000000 0.000000821958 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7500.00000000 CLP 9.27000000 USD 2020-06-17 0.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -21914.38000000 -0.03676062523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140521.57000000 USD 2143000.00000000 ZAR 2020-06-17 -21914.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -13237.41000000 -0.02220530391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 794712.16000000 USD 950000000.00000000 KRW 2020-06-17 -13237.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -201428.56000000 -0.33788954124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1905947.62000000 USD 8900000.00000000 BRL 2020-06-17 -201428.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 119.74000000 0.000200859767 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 BRL 790.06000000 USD 2020-06-17 119.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -14689.06000000 -0.02464039729 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 393574.99000000 USD 304627.00000000 GBP 2020-06-17 -14689.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -535.68000000 -0.00089858493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35657.19000000 USD 30000000.00000000 CLP 2020-06-17 -535.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 2108.62000000 0.003537138151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 315536876.00000000 IDR 21212.48000000 USD 2020-06-17 2108.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 3281.87000000 0.005505225022 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 266352.00000000 CHF 281027.08000000 USD 2020-06-17 3281.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -238.11000000 -0.00039942140 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1880.30000000 USD 6708000.00000000 COP 2020-06-17 -238.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -10051.17000000 -0.01686049495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 281285.07000000 USD 218074.00000000 GBP 2020-06-17 -10051.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -3841.63000000 -0.00644420333 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 112290.23000000 USD 104000.00000000 CHF 2020-06-17 -3841.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 910.08000000 0.001526628168 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192402.09000000 USD 235000000.00000000 KRW 2020-06-17 910.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -498.98000000 -0.00083702193 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 101192.41000000 USD 2500000.00000000 CZK 2020-06-17 -498.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 397.09000000 0.000666104935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 601000.00000000 ZAR 33660.24000000 USD 2020-06-17 397.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -83.75000000 -0.00014048776 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 88161.71000000 USD 107072000.00000000 KRW 2020-06-17 -83.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 32352.82000000 0.054270752408 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2634208.00000000 EUR 2946169.73000000 USD 2020-06-17 32352.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -3427.53000000 -0.00574956470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22501.78000000 USD 77914500.00000000 COP 2020-06-17 -3427.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.34000000 -0.00002573232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13277.52000000 USD 16122168.00000000 KRW 2020-06-17 -15.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 629.81000000 0.001056484800 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32217.60000000 USD 31500.00000000 CHF 2020-06-17 629.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -76385.66000000 -0.12813434011 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 505897.40000000 USD 7760437.00000000 ZAR 2020-06-17 -76385.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -5694.55000000 -0.00955241345 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182467.19000000 USD 623688.00000000 ILS 2020-06-17 -5694.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 37770.88000000 0.063359363318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8050000.00000000 MXN 373270.79000000 USD 2020-06-17 37770.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 107653.84000000 0.180585645903 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2798000.00000000 NZD 1776200.11000000 USD 2020-06-17 107653.84000000 N N N UBS Select Treasury Preferred Fund 549300DXQ8KM8WHPPG39 90262Y877 47726.78000000 NS USD 47726.78000000 0.080060046099 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -557.99000000 -0.00093600919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2019500.00000000 TWD 66986.23000000 USD 2020-06-17 -557.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -2131.34000000 -0.00357525017 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35168.37000000 USD 172500.00000000 BRL 2020-06-17 -2131.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 10726.47000000 0.017993287682 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 221593.22000000 USD 282419500.00000000 KRW 2020-06-17 10726.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 484.18000000 0.000812195440 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000000.00000000 INR 26485.97000000 USD 2020-06-17 484.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 70.38000000 0.000118060050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17000.00000000 ZAR 1011.27000000 USD 2020-06-17 70.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 12814.47000000 0.021495836487 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1045000.00000000 PLN 265344.89000000 USD 2020-06-17 12814.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 60199.26000000 0.100982206022 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6975447.00000000 NOK 731340.29000000 USD 2020-06-17 60199.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 332.01000000 0.000556935454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9338.08000000 USD 95500.00000000 SEK 2020-06-17 332.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 133.91000000 0.000224629459 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 275000.00000000 THB 8516.52000000 USD 2020-06-17 133.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -33096.39000000 -0.05551806573 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 460370.38000000 USD 694500.00000000 AUD 2020-06-17 -33096.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -27167.49000000 -0.04557253813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 273236.76000000 USD 2557500.00000000 NOK 2020-06-17 -27167.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -6185.23000000 -0.01037551242 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46437.50000000 USD 164422500.00000000 COP 2020-06-17 -6185.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -9499.60000000 -0.01593525509 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 185107.15000000 USD 150000000.00000000 CLP 2020-06-17 -9499.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 18451.80000000 0.030952265345 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2625000.00000000 MXN 127853.94000000 USD 2020-06-17 18451.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -160916.97000000 -0.26993273035 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3598697.27000000 USD 2764000.00000000 GBP 2020-06-17 -160916.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -2169.47000000 -0.00363921195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23811.12000000 USD 113000.00000000 BRL 2020-06-17 -2169.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -28.90000000 -0.00004847876 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2796.22000000 USD 50000.00000000 ZAR 2020-06-17 -28.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 565.22000000 0.000948137277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 365000.00000000 THB 11691.23000000 USD 2020-06-17 565.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -4385.09000000 -0.00735583895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 207600.86000000 USD 288500.00000000 SGD 2020-06-17 -4385.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 10471.86000000 0.017566188088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2473000.00000000 NOK 248410.99000000 USD 2020-06-17 10471.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 1250.20000000 0.002097167871 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 831000.00000000 SEK 85395.20000000 USD 2020-06-17 1250.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 9525.36000000 0.015978466611 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 959436.00000000 ZAR 62626.63000000 USD 2020-06-17 9525.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.99000000 -0.00010566357 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8046500.00000000 CLP 9357.18000000 USD 2020-06-17 -62.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 27026.48000000 0.045335998672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80753000.00000000 JPY 780509.63000000 USD 2020-06-17 27026.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -146.76000000 -0.00024618489 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 221000.00000000 MXN 9063.86000000 USD 2020-06-17 -146.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 332.03000000 0.000556969003 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9338.06000000 USD 95500.00000000 SEK 2020-06-17 332.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 11492.62000000 0.019278478183 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2457997.00000000 MXN 113934.58000000 USD 2020-06-17 11492.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -23645.75000000 -0.03966493937 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 427080.26000000 USD 31031290.00000000 INR 2020-06-17 -23645.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -455.42000000 -0.00076395152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140667000.00000000 IDR 8061.12000000 USD 2020-06-17 -455.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.97000000 -0.00016601880 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42752000.00000000 COP 10367.15000000 USD 2020-06-17 -98.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -176.78000000 -0.00029654242 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 102500.00000000 NOK 9685.23000000 USD 2020-06-17 -176.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -525.34000000 -0.00088123993 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 194532.00000000 CHF 202327.77000000 USD 2020-06-17 -525.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -95.30000000 -0.00015986250 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9000.00000000 ILS 2455.58000000 USD 2020-06-17 -95.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -1781.47000000 -0.00298835518 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 133149.73000000 USD 186500.00000000 SGD 2020-06-17 -1781.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 4651.20000000 0.007802229407 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103958.00000000 CAD 78575.80000000 USD 2020-06-17 4651.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 4714.70000000 0.007908748491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 180000.00000000 CAD 132712.82000000 USD 2020-06-17 4714.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 279.65000000 0.000469103339 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18452.99000000 USD 185000.00000000 SEK 2020-06-17 279.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 6831.05000000 0.011458853455 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 333500.00000000 PLN 87423.29000000 USD 2020-06-17 6831.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 12398.56000000 0.020798161643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1874321000.00000000 IDR 125877.45000000 USD 2020-06-17 12398.56000000 N N N RH 5493008MTS3OGGMHGK69 74967X103 -4.00000000 NS USD -401.88000000 -0.00067413999 Short EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD 4534.55000000 0.007606553009 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2020-06-10 -38025.00000000 USD 4534.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 3264.10000000 0.005475416453 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 689430.00000000 MXN 31997.48000000 USD 2020-06-17 3264.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 546.80000000 0.000917238355 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100053.27000000 USD 122294500.00000000 KRW 2020-06-17 546.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 889.54000000 0.001492173019 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4208062.00000000 TWD 141632.42000000 USD 2020-06-17 889.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -1254.51000000 -0.00210439774 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 163735.23000000 USD 4858000.00000000 TWD 2020-06-17 -1254.51000000 N N N N/A N/A N/A -1.00000000 NC -4557.08000000 -0.00764434631 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Put Written Nikkei 225 Index JP9010C00002 1000.00000000 16750.00000000 JPY 2020-05-08 XXXX 847.55000000 N N N N/A N/A N/A 6.00000000 NC USD -46324.69000000 -0.07770808793 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2020-04-03 223978.50000000 USD -46324.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -7022.91000000 -0.01178069206 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49827.41000000 USD 223500.00000000 BRL 2020-06-17 -7022.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -4194.68000000 -0.00703643267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26408.86000000 USD 90740500.00000000 COP 2020-06-17 -4194.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.98000000 0.000026805905 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36486.82000000 USD 33000.00000000 EUR 2020-06-17 15.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -237.52000000 -0.00039843170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22000.00000000 ILS 5997.97000000 USD 2020-06-17 -237.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 185.61000000 0.000311354446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25255.73000000 USD 23000.00000000 EUR 2020-06-17 185.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -167.40000000 -0.00028080779 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7242.49000000 USD 11500.00000000 AUD 2020-06-17 -167.40000000 N N N 2020-04-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX